{"slug":"why-a-limit-order-didnt-fill","qid":"touch_time","label":"Minutes a session spends near its own low, five household names","post_title":"Why a Limit Order Didn't Fill: 5 Causes","post_url":"/blog/why-a-limit-order-didnt-fill#q-touch_time","columns":["ticker","minutes_within_a_penny","minutes_within_five_cents","minutes_in_session"],"rows":[{"ticker":"KO","minutes_within_a_penny":1,"minutes_within_five_cents":1,"minutes_in_session":390},{"ticker":"MSFT","minutes_within_a_penny":1,"minutes_within_five_cents":3,"minutes_in_session":390},{"ticker":"SPY","minutes_within_a_penny":1,"minutes_within_five_cents":1,"minutes_in_session":390},{"ticker":"AAPL","minutes_within_a_penny":1,"minutes_within_five_cents":1,"minutes_in_session":390},{"ticker":"NVDA","minutes_within_a_penny":1,"minutes_within_five_cents":2,"minutes_in_session":390}],"shape":"series","sql":"WITH bars AS\n(\n    SELECT\n        ticker,\n        toFloat64(low) AS low_px\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')\n      AND window_start >= '2026-09-15 00:00:00'\n      AND window_start <  '2026-09-16 00:00:00'\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960\n),\nlows AS\n(\n    SELECT\n        ticker,\n        min(low_px) AS session_low\n    FROM bars\n    GROUP BY ticker\n)\nSELECT\n    b.ticker                                  AS ticker,\n    countIf(b.low_px <= l.session_low + 0.01) AS minutes_within_a_penny,\n    countIf(b.low_px <= l.session_low + 0.05) AS minutes_within_five_cents,\n    count()                                   AS minutes_in_session\nFROM bars AS b\nINNER JOIN lows AS l ON l.ticker = b.ticker\nGROUP BY b.ticker\nORDER BY minutes_within_a_penny","computed_at":"2026-10-05T14:51:37.643476+00:00","elapsed":0.003398347}