{"slug":"why-options-orders-dont-get-filled","qid":"quote_churn","label":"Apple options quote updates, second by second, 2:00 p.m. ET on June 17 2026","post_title":"Why Your Options Order Isn't Getting Filled","post_url":"/blog/why-options-orders-dont-get-filled#q-quote_churn","columns":["et_time","quote_updates_k","updates_per_contract"],"rows":[{"et_time":"14:00:00","quote_updates_k":0.9,"updates_per_contract":1.9},{"et_time":"14:00:01","quote_updates_k":1.7,"updates_per_contract":2.5},{"et_time":"14:00:02","quote_updates_k":1.3,"updates_per_contract":2.5},{"et_time":"14:00:03","quote_updates_k":0.6,"updates_per_contract":3.1},{"et_time":"14:00:04","quote_updates_k":0.5,"updates_per_contract":1.5},{"et_time":"14:00:05","quote_updates_k":0.6,"updates_per_contract":2.1},{"et_time":"14:00:06","quote_updates_k":5.1,"updates_per_contract":5.2},{"et_time":"14:00:07","quote_updates_k":8.4,"updates_per_contract":8.8},{"et_time":"14:00:08","quote_updates_k":6.2,"updates_per_contract":6.3},{"et_time":"14:00:09","quote_updates_k":7.4,"updates_per_contract":7.2},{"et_time":"14:00:10","quote_updates_k":8.5,"updates_per_contract":8.8},{"et_time":"14:00:11","quote_updates_k":5.4,"updates_per_contract":6.7},{"et_time":"14:00:12","quote_updates_k":4.9,"updates_per_contract":5.8},{"et_time":"14:00:13","quote_updates_k":5.4,"updates_per_contract":5.6},{"et_time":"14:00:14","quote_updates_k":2.4,"updates_per_contract":3.7},{"et_time":"14:00:15","quote_updates_k":3.3,"updates_per_contract":4.3},{"et_time":"14:00:16","quote_updates_k":3,"updates_per_contract":4.7},{"et_time":"14:00:17","quote_updates_k":2.2,"updates_per_contract":4.2},{"et_time":"14:00:18","quote_updates_k":3.9,"updates_per_contract":5.4},{"et_time":"14:00:19","quote_updates_k":2.4,"updates_per_contract":3.9},{"et_time":"14:00:20","quote_updates_k":1.8,"updates_per_contract":3.4},{"et_time":"14:00:21","quote_updates_k":0.7,"updates_per_contract":2.2},{"et_time":"14:00:22","quote_updates_k":1.5,"updates_per_contract":2.9},{"et_time":"14:00:23","quote_updates_k":0.4,"updates_per_contract":1.9},{"et_time":"14:00:24","quote_updates_k":2.8,"updates_per_contract":3.7},{"et_time":"14:00:25","quote_updates_k":2.1,"updates_per_contract":3.4},{"et_time":"14:00:26","quote_updates_k":1.5,"updates_per_contract":3.3},{"et_time":"14:00:27","quote_updates_k":2.7,"updates_per_contract":4},{"et_time":"14:00:28","quote_updates_k":0.9,"updates_per_contract":2.3},{"et_time":"14:00:29","quote_updates_k":1.8,"updates_per_contract":3.2}],"shape":"series","sql":"SELECT\n    formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') AS et_time,\n    round(count() / 1000, 1)                                                 AS quote_updates_k,\n    round(count() / uniqExact(ticker), 1)                                    AS updates_per_contract\nFROM global_markets.cache_options_quotes\nWHERE ticker IN\n(\n    SELECT ticker\n    FROM global_markets.options_greeks\n    WHERE underlying_symbol = 'AAPL'\n      AND date = '2026-06-17'\n)\n  AND sip_timestamp >= toDateTime('2026-06-17 18:00:00', 'UTC')\n  AND sip_timestamp <  toDateTime('2026-06-17 18:00:30', 'UTC')\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-08-07T15:21:14.899006+00:00","elapsed":0.002195529}