{"slug":"why-a-limit-order-didnt-fill","qid":"odd_lots","label":"Odd lots versus round lots in one AAPL session: prints and shares","post_title":"Why a Limit Order Didn't Fill: 5 Causes","post_url":"/blog/why-a-limit-order-didnt-fill#q-odd_lots","columns":["trade_size_bucket","prints","pct_of_prints","pct_of_shares"],"rows":[{"trade_size_bucket":"1 to 99 (odd lot)","prints":618678,"pct_of_prints":93.3,"pct_of_shares":45.3},{"trade_size_bucket":"100 to 499","prints":40936,"pct_of_prints":6.2,"pct_of_shares":27.4},{"trade_size_bucket":"500 to 999","prints":2109,"pct_of_prints":0.3,"pct_of_shares":5.7},{"trade_size_bucket":"1,000 to 9,999","prints":1186,"pct_of_prints":0.2,"pct_of_shares":9.1},{"trade_size_bucket":"10,000 and up","prints":26,"pct_of_prints":0,"pct_of_shares":12.4}],"shape":"ranking","sql":"SELECT\n    bucket                                       AS trade_size_bucket,\n    prints,\n    round(100 * prints / sum(prints) OVER (), 1) AS pct_of_prints,\n    round(100 * shares / sum(shares) OVER (), 1) AS pct_of_shares\nFROM\n(\n    SELECT\n        multiIf(size < 100,   '1 to 99 (odd lot)',\n                size < 500,   '100 to 499',\n                size < 1000,  '500 to 999',\n                size < 10000, '1,000 to 9,999',\n                              '10,000 and up') AS bucket,\n        count()                                AS prints,\n        sum(size)                              AS shares\n    FROM global_markets.stocks_trades\n    WHERE ticker = 'AAPL'\n      AND sip_timestamp >= '2026-09-15 00:00:00'\n      AND sip_timestamp <  '2026-09-16 00:00:00'\n      AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60\n           + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570\n      AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60\n           + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 960\n    GROUP BY bucket\n)\nORDER BY indexOf(['1 to 99 (odd lot)', '100 to 499', '500 to 999', '1,000 to 9,999', '10,000 and up'], trade_size_bucket)","computed_at":"2026-10-05T14:51:37.542822+00:00","elapsed":0.00316203}