Can you cancel your orders even though price shows thru it and it's not been taken?

Here’s what happened. I was on a buy order and you know price shot thru the line where by buy order was placed and it did not activate in like maybe a few seconds. I was thinking if i cancelled the order before the price shot thru would it have been cancelled before the buy order would have been activated? Is it possible to cancel an order if it has not been activated yet?

You can cancel unfilled limit and stop orders, but not market orders.