Why is this column order in my non-clustered index better for my query?
The first index does look like a better fit for the query. Please provide the actual execution plans.

I would try using window functions instead of the four correlated subqueries. Or a single correlated subquery (with OUTER APPLY) and see which of the two indexes is used.
Both ideas are to coerce the optimizer to use a single index scan to gather the rolling sums instead of 4 (that both your plans do).

It would also be worth checking and comparing the two execution plans, when asking for all the columns and when asking for only the columns in the index:

using window functions:

-- window functions
SELECT 
    -- m.*,
    movie_title, start_date_time,
    price, quantity,

    SUM(CASE WHEN price = 0 THEN quantity ELSE 0 END)
        OVER
        (PARTITION BY movie_title
         ORDER BY start_date_time
         RANGE BETWEEN UNBOUNDED PRECEDING
                   AND CURRENT ROW
       ) AS [Admissions Free],
    SUM(CASE WHEN price &gt; 0 THEN quantity ELSE 0 END)
        OVER
        (PARTITION BY movie_title
         ORDER BY start_date_time
         RANGE BETWEEN UNBOUNDED PRECEDING
                   AND CURRENT ROW
       ) AS [Admissions Paid],
    SUM(CASE WHEN price &gt; 0 THEN quantity * price ELSE 0 END)
        OVER
        (PARTITION BY movie_title
         ORDER BY start_date_time
         RANGE BETWEEN UNBOUNDED PRECEDING
                   AND CURRENT ROW
        ) AS [Admissions Revenue],
    SUM(quantity)
        OVER
        (PARTITION BY movie_title
         ORDER BY start_date_time
         RANGE BETWEEN UNBOUNDED PRECEDING
                   AND CURRENT ROW
        ) AS [Total Admissions]
FROM
    [movies] AS m ;


*: If there is a UNIQUE constraint on (movie_title, start_date_time), then you could use ROWS instead of RANGE for the window frames (it's usually more efficient). From the comments, there is no such constraint and there could be many rows with same title and datetime, so RANGE is required above.

using OUTER APPLY:

-- using OUTER APPLY
SELECT 
    -- m.*,
    m.movie_title, m.start_date_time,
    m.price, m.quantity,

    c.[Admissions Free],
    c.[Admissions Paid],
    c.[Admissions Revenue],
    c.[Total Admissions]
FROM
    [movies] AS m
    OUTER APPLY
    ( SELECT
          SUM(CASE WHEN i.price = 0 THEN i.quantity ELSE 0 END)
              AS [Admissions Free],
          SUM(CASE WHEN i.price &gt; 0 THEN i.quantity ELSE 0 END)
              AS [Admissions Paid],
          SUM(CASE WHEN i.price &gt; 0 THEN i.quantity * i.price ELSE 0 END)
              AS [Admissions Revenue],
          SUM(i.quantity)
              AS [Total Admissions]
      FROM [movies] AS i
      WHERE i.movie_title = o.movie_title
        AND i.start_date_time &lt;= o.start_date_time
    ) AS c ;




This index may be a little better than the first one:

(
    movie_title ASC,
    start_date_time ASC
)
INCLUDE (price, quantity)