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Learning path Bronze Understand and protect

Limit order: price, queue and partial fills

A limit order may execute only at the stated limit or a better price. It protects the price constraint if filled, but does not guarantee execution, does not always imply a maker role and may be only partly completed.

Who this is for — Anyone who wants to define the worst acceptable price and distinguish that constraint from the probability of execution.

A limit order buys only at the stated price or lower and sells only at the stated price or higher. The limit protects the price of every valid execution: it does not promise that the order will be filled, filled immediately or filled for the entire quantity.

In plain terms — “Buy at no more than 100” sets the ceiling. Even if the market trades at 100, your order may remain in the queue or receive only part of the requested quantity.

For a buy limit, the limit is the maximum price; for a sell limit, it is the minimum price. If a purchase with a 100 limit executes at 99.98, the constraint has been respected. If the available offers begin at 100.01, the order cannot buy them. A price being “touched” on the chart, however, does not prove that enough volume was available to reach the order's queue position.


Passive, marketable and maker/taker role

A limit can reach the market under two different conditions:

  • passive: it does not cross the opposite side and may rest in the book;
  • marketable: the limit is aggressive enough to cross one or more existing offers and may execute immediately.

For example, with a 99.98 bid and a 100.00 ask, a buy limit at 99.90 is passive; a buy limit at 100.03 may purchase available asks up to 100.03. Both are limit orders, but the latter initially behaves as an aggressive order.

Consequently, limit does not automatically mean maker. An order that rests and is later attacked normally provides liquidity; a marketable limit normally removes it. Actual classification depends on the execution, not solely on the order name. The SEC also notes that auctions, internalisation and crossing systems can produce transactions that do not fit the simple maker/taker pair.

Feature Passive limit Marketable limit
Crosses the book on arrival No Yes, within the limit
May remain queued Yes The remainder may do so, depending on instructions
Typical role Maker if filled after resting Taker for the immediate portion
Fill guaranteed No No, although initial likelihood is higher
Price protection Limit or better Limit or better

Why the fill may not happen

Quantity at a price is distributed among orders under the venue's priority rules. In a price-time market, an earlier order at the same price precedes a later one. Other markets use pro-rata or hybrid allocation. In every case, the fact that a trade printed at the limit does not prove that the entire queue was consumed.

An order may therefore:

  1. receive no fill because price never reaches the limit;
  2. remain behind other quantity at the same price;
  3. receive a partial fill and leave an open remainder;
  4. be cancelled when its time instruction expires;
  5. be rejected or suspended by controls, halts or venue rules.

Suppose 800 units are already queued at 50.00 and a buy limit for 300 is then entered. If sales for 900 units arrive and priority is price-time, the first 800 satisfy the earlier queue and only 100 may reach the new order. The result is a fill of 100 and a remainder of 200, even though 900 units traded at exactly 50.00.


Duration and management of the remainder

Time in force establishes how long the order remains valid. Day, good-til-cancelled, immediate-or-cancel and fill-or-kill are common instructions, but availability, covered sessions and details can differ between brokers and venues. An IOC normally accepts an immediate partial fill and cancels the remainder; an FOK instead requires the full quantity immediately or no execution. The actual specification must be read, particularly for derivatives and crypto markets.

In the European Union, Article 28 of MiFID II requires firms to handle client orders promptly, fairly and expeditiously and, for otherwise comparable orders, according to time of receipt. For certain immediately unexecuted limit orders in shares, it also requires steps to make them public, unless the client instructs otherwise or an exemption applies. This is a rule governing the firm's order handling: it does not establish that every matching engine uses price-time and does not guarantee a fill.


Use and checks

A limit is suitable when the maximum or minimum price is an essential part of the plan: entry on a pullback, an exit with a take profit, gradual execution or protection from anomalous prices. The cost of that control is the risk of not participating in the move.

Before submission, check the limit, quantity, duration, session, possibility of partial fills and treatment of the remainder. If a higher probability of execution is needed, a market order gives up the price limit; a marketable limit offers a compromise but may still remain incomplete.

Common mistake — Treating a simple touch of the limit as proof that the order should have been filled in full.

Bronze Path — Execution module. Next: Stop order. Index: Bronze Path.


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