{"slug":"why-a-limit-order-didnt-fill","qid":"price_levels","label":"Shares traded at KO's lowest price levels in one session","post_title":"Why a Limit Order Didn't Fill: 5 Causes","post_url":"/blog/why-a-limit-order-didnt-fill#q-price_levels","columns":["price_level","shares_traded","prints"],"rows":[{"price_level":"$87.8","shares_traded":101.009427,"prints":3},{"price_level":"$87.81","shares_traded":2.346254,"prints":2},{"price_level":"$87.82","shares_traded":1712.318264,"prints":22},{"price_level":"$87.83","shares_traded":393.654382,"prints":19},{"price_level":"$87.84","shares_traded":2891.38642,"prints":37},{"price_level":"$87.85","shares_traded":8008.798099,"prints":80},{"price_level":"$87.86","shares_traded":17872.195448,"prints":161},{"price_level":"$87.87","shares_traded":6140.333807,"prints":106}],"shape":"ranking","sql":"SELECT\n    concat('$', toString(round(toFloat64(price), 2))) AS price_level,\n    sum(size)                                         AS shares_traded,\n    count()                                           AS prints\nFROM global_markets.stocks_trades\nWHERE ticker = 'KO'\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\nGROUP BY price_level\nORDER BY min(price)\nLIMIT 8","computed_at":"2026-10-05T14:51:37.449708+00:00","elapsed":0.002902127}