How long an order stays in the market (if the shares are not bought or sold) will depend on a number of factors, but two are of interest to use here – it’s expiry date and purging. Orders are often removed in the evening to prevent the system from becoming overloaded.

Expiry date - Orders may given an expiry date when they are placed. This is the date the order will be cancelled by if it has not been filled. The normal default expiry date is 9 weeks if one is not assigned.
Price purging - When you view the market depth for a security, you will often see orders at prices significantly different from the buy or sell prices. At 7pm each night, the remaining orders are compared to the closing price. If they are too far away, then they are deleted. For example, if a share is in the $5.00 to $29.99 bracket, then any order that is more than $2.00 from the closing price will be deleted. This removes the orders each day that may never trade.