Статистика исполнения на основе ордеров

Получите значение возможного улучшения цены по каждой сделке. Получите больше контроля над своей торговлей и достигните оптимального баланса между коэффициентом исполнения и уровнем цен с помощью наших полностью настраиваемых ордеров.

Чтобы узнать больше о том, как Saxo исполняет ордера от имени своих клиентов, см. нашу Политику исполнения ордеров.

Для демонстрации своей приверженности повышенной прозрачности и предоставлению честных результатов клиентам Saxo Bank принимает на себя инициативу по опубликованию своей статистики исполнения валютных ордеров, чтобы помочь клиентам оценить качество исполнения при выборе лучшего поставщика услуг торговли.

Мы гордимся тем, что эти статистические данные свидетельствуют, что интересы Saxo Bank совпадают с интересами наших клиентов с точки зрения обеспечения качественного исполнения с существенным улучшением цены и без асимметричного проскальзывания.

В таблицах ниже показана следующая статистика исполнения, публикуемая ежемесячно для наиболее торгуемых валютных пар по спотовым сделкам Saxo Bank.

  • Статистика по лимитным ордерам IOC
  • Среднее улучшение по лимитным ордерам IOC, по параметру допустимой цены
  • Уровень исполнения по лимитированным ордерам IOC, по параметру допустимой цены
  • Скорость исполнения лимитного ордера IOC
  • Статистика по рыночным ордерам
  • Скорость исполнения рыночного ордера
  • Статистика по отложенным стоп-ордерам
  • Статистика по отложенным лимитным ордерам

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD20.4%62.7%16.9%0.099.3%
EURGBP16.5%68.4%15.1%0.0100.0%
EURJPY28.6%44.1%27.3%0.099.9%
EURUSD22.4%58.4%19.2%0.099.6%
GBPJPY33.5%37.7%28.8%0.099.7%
GBPUSD23.0%55.2%21.8%0.099.6%
NZDUSD17.5%66.1%16.5%0.099.4%
USDCAD21.0%58.0%21.0%0.099.9%
USDCHF19.0%63.1%18.0%0.099.3%
USDJPY28.4%46.0%25.6%0.099.4%
XAGUSD25.3%53.9%20.7%1.996.5%
XAUUSD36.3%34.6%29.1%0.798.7%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.


Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.60.73.8
EURGBP0.00.20.30.916.3
EURJPY0.10.00.50.92.6
EURUSD0.10.20.41.05.1
GBPJPY0.10.20.50.02.3
GBPUSD0.10.20.51.02.7
NZDUSD0.00.00.61.03.7
USDCAD0.00.20.31.019.6
USDCHF0.10.20.50.91.9
USDJPY0.10.20.50.910.6
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.40.026.749.41108.6
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD4.610.118.722.1895.8

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD79.1%79.2%83.0%94.4%95.0%
EURGBP91.2%87.5%88.2%99.0%99.4%
EURJPY73.2%73.2%79.2%79.7%98.2%
EURUSD75.5%75.9%76.0%76.1%95.8%
GBPJPY64.0%65.4%68.4%68.4%95.1%
GBPUSD76.2%76.9%84.8%85.0%96.3%
NZDUSD81.6%81.6%96.9%97.0%97.7%
USDCAD73.7%74.2%75.3%75.8%97.8%
USDCHF72.6%75.0%76.6%96.0%96.3%
USDJPY70.1%70.8%72.2%74.2%95.9%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD72.2%72.2%87.3%93.5%94.3%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD61.1%62.6%65.7%82.3%92.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.5%
< 10099.5%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds15

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD19.2%58.9%21.9%0.0100.0%
EURGBP16.3%66.8%16.9%0.0100.0%
EURJPY27.8%46.9%25.3%0.0100.0%
EURUSD22.0%55.9%22.1%0.0100.0%
GBPJPY29.5%39.5%31.0%0.0100.0%
GBPUSD22.8%53.6%23.6%0.0100.0%
NZDUSD14.4%70.8%14.8%0.0100.0%
USDCAD19.8%57.2%23.0%0.0100.0%
USDCHF21.1%58.2%20.7%0.0100.0%
USDJPY27.9%40.2%31.9%0.0100.0%
XAGUSD23.0%52.4%24.6%-0.6100.0%
XAUUSD32.0%34.7%33.3%-0.3100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.0%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD83.6%16.4%0.20.0
EURGBP87.1%12.9%0.30.0
EURJPY63.3%36.7%0.20.1
EURUSD82.4%17.6%0.30.1
GBPJPY59.7%40.3%0.30.1
GBPUSD69.6%30.4%0.40.1
NZDUSD79.7%20.3%0.70.1
USDCAD83.3%16.7%0.40.1
USDCHF73.2%26.8%0.50.1
USDJPY75.2%24.8%0.40.1
XAGUSD13.7%86.3%11.29.6
XAUUSD38.0%62.0%4.32.6

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD20.6%79.4%0.40.1
EURGBP17.4%82.6%0.40.1
EURJPY35.6%64.4%0.30.1
EURUSD19.1%80.9%0.30.1
GBPJPY44.1%55.9%0.20.1
GBPUSD31.9%68.1%0.40.1
NZDUSD24.0%76.0%0.60.1
USDCAD22.5%77.5%0.40.1
USDCHF32.3%67.7%0.50.1
USDJPY31.7%68.3%0.40.1
XAGUSD80.4%19.6%10.58.5
XAUUSD59.3%40.7%3.92.3

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD21.9%58.8%19.4%0.099.1%
EURGBP19.2%62.9%17.9%0.0100.0%
EURJPY31.4%37.4%31.2%0.099.8%
EURUSD25.5%53.4%21.0%0.099.5%
GBPJPY32.6%34.4%33.0%0.099.6%
GBPUSD26.5%49.8%23.7%0.099.4%
NZDUSD22.9%59.2%17.9%0.098.9%
USDCAD24.6%53.0%22.4%0.099.9%
USDCHF27.0%52.4%20.6%0.098.9%
USDJPY31.1%40.2%28.7%0.099.1%
XAGUSD25.3%54.7%20.0%1.497.7%
XAUUSD35.1%35.5%29.3%0.599.0%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.40.73.7
EURGBP0.00.20.30.911.5
EURJPY0.10.00.41.12.3
EURUSD0.10.20.31.06.7
GBPJPY0.20.20.40.03.1
GBPUSD0.10.20.51.02.6
NZDUSD0.00.00.61.04.2
USDCAD0.10.20.40.015.7
USDCHF0.10.20.00.91.9
USDJPY0.10.20.30.93.4
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD6.10.025.646.4816.4
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD3.811.620.321.8789.4

* Calculated from the Limit IOC order level.
Note:A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD74.2%74.3%74.9%95.7%96.3%
EURGBP84.8%86.8%86.8%98.3%98.9%
EURJPY63.3%63.3%65.7%68.2%98.5%
EURUSD71.6%71.9%72.1%72.8%94.1%
GBPJPY64.8%66.1%66.8%66.8%96.4%
GBPUSD66.5%66.9%69.7%80.9%95.6%
NZDUSD67.4%67.4%97.2%97.2%97.8%
USDCAD74.3%75.1%76.4%76.4%97.5%
USDCHF77.8%78.7%78.7%96.6%96.7%
USDJPY67.7%71.1%71.7%71.9%95.9%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD71.3%71.3%84.7%94.3%94.8%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD60.4%61.1%82.0%83.2%94.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.8%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD22.2%54.0%23.8%0.0100.0%
EURGBP17.3%61.4%21.2%0.0100.0%
EURJPY28.3%41.0%30.7%0.0100.0%
EURUSD23.4%52.7%23.9%0.0100.0%
GBPJPY35.1%30.5%34.4%0.0100.0%
GBPUSD24.9%49.3%25.8%0.0100.0%
NZDUSD20.7%52.4%26.9%0.0100.0%
USDCAD22.0%55.9%22.1%0.0100.0%
USDCHF23.5%54.9%21.6%0.0100.0%
USDJPY29.8%39.1%31.1%0.0100.0%
XAGUSD21.7%54.9%23.5%-0.3100.0%
XAUUSD29.7%39.6%30.7%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.9%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics  

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD80.2%19.8%0.50.1
EURGBP87.3%12.7%0.30.0
EURJPY72.0%28.0%0.20.1
EURUSD81.3%18.7%0.30.1
GBPJPY51.7%48.3%0.40.2
GBPUSD69.9%30.1%0.40.1
NZDUSD74.1%25.9%0.50.1
USDCAD80.3%19.7%0.60.1
USDCHF74.0%26.0%0.90.2
USDJPY74.8%25.2%0.50.1
XAGUSD15.2%84.8%9.98.2
XAUUSD37.6%62.4%6.33.9

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering ** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD20.3%79.7%0.60.1
EURGBP16.9%83.1%0.30.1
EURJPY28.8%71.2%0.30.1
EURUSD19.0%81.0%0.40.1
GBPJPY42.9%57.1%0.30.1
GBPUSD31.3%68.7%0.40.1
NZDUSD28.1%71.9%0.80.2
USDCAD20.7%79.3%0.40.1
USDCHF30.4%69.6%0.70.2
USDJPY30.1%69.9%0.50.2
XAGUSD77.9%22.1%8.16.3
XAUUSD59.8%40.2%5.13.1

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD21.5%59.2%19.3%0.099.1%
EURGBP19.6%63.2%17.2%0.0100.0%
EURJPY30.9%38.6%30.5%0.099.8%
EURUSD24.7%54.5%20.8%0.099.6%
GBPJPY32.2%35.0%32.8%0.099.7%
GBPUSD26.5%50.1%23.5%0.099.5%
NZDUSD22.8%59.6%17.6%0.099.0%
USDCAD24.1%54.0%21.9%0.099.9%
USDCHF26.7%53.4%19.8%0.098.9%
USDJPY30.8%41.2%28.0%0.099.2%
XAGUSD25.2%54.9%19.9%1.397.7%
XAUUSD34.5%36.3%29.2%0.599.2%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.40.73.8
EURGBP0.00.20.30.912.3
EURJPY0.10.00.41.12.3
EURUSD0.10.20.31.06.4
GBPJPY0.10.20.40.03.0
GBPUSD0.10.20.51.02.7
NZDUSD0.00.00.61.04.2
USDCAD0.10.20.30.012.4
USDCHF0.10.20.00.91.9
USDJPY0.10.20.31.03.5
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.10.025.746.3826.4
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.511.620.321.7774.2

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD74.7%74.9%75.5%95.6%96.2%
EURGBP84.5%86.5%86.6%98.3%98.8%
EURJPY62.7%62.7%65.2%66.7%98.5%
EURUSD72.6%72.9%73.1%73.8%94.6%
GBPJPY65.7%67.0%67.8%67.8%96.7%
GBPUSD66.3%66.7%69.4%80.2%95.5%
NZDUSD67.4%67.4%97.2%97.3%97.8%
USDCAD77.6%78.3%79.5%79.5%98.0%
USDCHF77.8%78.7%78.7%96.6%96.7%
USDJPY68.7%71.8%72.5%72.5%96.0%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD71.3%71.3%84.4%94.3%94.8%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD61.6%62.3%83.3%84.3%94.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.8%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage
Net Improvement*
Fill Rate
AUDUSD24.7%49.8%25.4%0.0100.0%
EURGBP16.1%70.4%13.6%0.0100.0%
EURJPY29.2%40.2%30.6%0.0100.0%
EURUSD24.5%50.1%25.4%0.0100.0%
GBPJPY30.2%34.7%35.1%0.0100.0%
GBPUSD24.6%48.7%26.7%0.0100.0%
NZDUSD20.8%48.2%31.0%0.0100.0%
USDCAD23.7%54.4%22.0%0.0100.0%
USDCHF22.5%53.0%24.5%0.0100.0%
USDJPY28.2%41.8%30.0%0.0100.0%
XAGUSD23.2%53.1%23.7%-0.3100.0%
XAUUSD32.1%36.4%31.5%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.3%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD81.9%18.1%0.30.0
EURGBP82.5%17.5%0.20.0
EURJPY72.2%27.8%0.20.1
EURUSD81.6%18.4%0.30.1
GBPJPY52.9%47.1%0.40.2
GBPUSD67.6%32.4%0.60.2
NZDUSD77.7%22.3%0.30.1
USDCAD80.8%19.2%0.30.1
USDCHF75.4%24.6%0.40.1
USDJPY72.3%27.7%0.30.1
XAGUSD21.9%78.1%9.27.0
XAUUSD38.8%61.2%4.92.9

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (pips)*
Average Net
Price Improvement (pips)**
AUDUSD19.2%80.8%0.30.1
EURGBP17.0%83.0%0.50.1
EURJPY33.4%66.6%0.20.1
EURUSD19.2%80.8%0.30.1
GBPJPY47.4%52.6%0.30.1
GBPUSD33.9%66.1%0.50.2
NZDUSD22.2%77.8%0.40.1
USDCAD21.3%78.7%0.40.1
USDCHF29.7%70.3%0.70.2
USDJPY34.1%65.9%0.30.1
XAGUSD80.2%19.8%9.37.5
XAUUSD60.6%39.4%4.62.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD21.7%57.7%20.6%0.099.0%
EURGBP19.5%61.9%18.6%0.099.9%
EURJPY36.0%33.4%30.6%0.099.1%
EURUSD25.6%54.0%20.4%0.099.6%
GBPJPY31.8%39.3%28.9%0.099.3%
GBPUSD25.1%51.6%23.3%0.099.4%
NZDUSD19.5%64.4%16.1%0.099.1%
USDCAD22.8%56.0%21.2%0.099.8%
USDCHF22.9%56.3%20.8%0.099.0%
USDJPY32.1%40.3%27.6%0.098.6%
XAGUSD26.5%53.3%20.2%2.396.2%
XAUUSD36.7%34.4%28.9%0.799.0%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.50.72.4
EURGBP0.10.20.30.91.9
EURJPY0.20.00.31.02.2
EURUSD0.10.20.41.015.5
GBPJPY0.10.30.40.92.6
GBPUSD0.10.20.51.02.1
NZDUSD0.10.20.60.03.1
USDCAD0.10.20.31.14.9
USDCHF0.00.20.00.91.9
USDJPY0.20.20.51.03.6
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD7.20.026.848.71127.2
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD3.811.420.321.8836.6

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.


Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD72.7%73.1%74.4%95.7%96.5%
EURGBP76.4%83.6%84.0%97.8%98.4%
EURJPY57.5%57.5%60.4%62.3%96.9%
EURUSD73.0%73.4%73.7%74.4%94.5%
GBPJPY56.8%58.9%61.3%61.6%92.7%
GBPUSD68.7%69.2%72.5%73.4%95.7%
NZDUSD70.8%71.5%91.1%91.1%92.6%
USDCAD76.9%77.1%78.1%78.2%97.4%
USDCHF67.9%69.7%69.7%96.8%96.9%
USDJPY66.9%69.1%69.3%69.7%94.1%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD75.8%75.8%85.9%92.2%93.2%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD64.7%65.0%78.9%81.9%93.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5095.9%
< 10099.4%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds15


Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD25.1%49.7%25.2%0.0100.0%
EURGBP14.2%68.8%17.0%0.0100.0%
EURJPY31.7%38.1%30.1%0.0100.0%
EURUSD23.8%50.9%25.3%0.0100.0%
GBPJPY29.6%35.8%34.7%-0.1100.0%
GBPUSD25.0%49.2%25.8%0.0100.0%
NZDUSD16.3%44.6%39.1%-0.1100.0%
USDCAD20.2%56.7%23.0%0.0100.0%
USDCHF20.0%58.8%21.2%0.0100.0%
USDJPY29.7%37.1%33.2%0.0100.0%
XAGUSD25.0%52.0%23.0%0.3100.0%
XAUUSD33.9%32.6%33.4%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.6%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12


Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD81.5%18.5%0.20.0
EURGBP84.0%16.0%0.30.0
EURJPY66.4%33.6%0.40.1
EURUSD82.1%17.9%0.30.0
GBPJPY51.4%48.6%0.40.2
GBPUSD70.9%29.1%0.30.1
NZDUSD75.3%24.7%0.30.1
USDCAD82.6%17.4%0.20.0
USDCHF76.5%23.5%0.40.1
USDJPY71.4%28.6%0.40.1
XAGUSD16.6%83.4%9.57.8
XAUUSD35.2%64.8%4.42.7

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD22.0%78.0%0.40.1
EURGBP23.4%76.6%0.50.1
EURJPY39.7%60.3%0.30.1
EURUSD17.3%82.7%0.30.1
GBPJPY56.2%43.8%0.40.2
GBPUSD30.8%69.2%0.60.2
NZDUSD26.9%73.1%0.60.2
USDCAD21.6%78.4%0.50.1
USDCHF28.1%71.9%0.70.2
USDJPY36.2%63.8%0.30.1
XAGUSD84.7%15.3%9.17.7
XAUUSD62.6%37.4%4.93.1

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate***
AUDUSD22.4%60.9%16.7%0.099.2%
EURGBP20.2%63.4%16.5%0.099.9%
EURJPY30.4%42.9%26.8%0.099.9%
EURUSD23.1%56.4%20.5%0.099.4%
GBPJPY29.3%43.3%27.4%0.099.7%
GBPUSD25.1%52.8%22.1%0.099.5%
NZDUSD22.0%63.2%14.8%0.099.7%
USDCAD23.9%54.9%21.2%0.099.8%
USDCHF22.0%57.9%20.1%0.099.4%
USDJPY24.1%54.3%21.6%0.099.6%
XAGUSD24.7%56.7%18.6%1.896.2%
XAUUSD34.9%36.3%28.8%0.599.2%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.60.72.5
EURGBP0.00.20.00.92.6
EURJPY0.10.00.31.02.3
EURUSD0.10.20.51.05.7
GBPJPY0.10.20.30.02.2
GBPUSD0.10.20.51.02.2
NZDUSD0.10.00.60.92.4
USDCAD0.10.30.31.04.2
USDCHF0.10.40.30.91.8
USDJPY0.10.20.61.02.8
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.30.026.647.31731.3
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.09.320.225.0161.7

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD75.8%76.0%88.9%92.2%93.5%
EURGBP75.5%78.3%78.3%98.6%99.0%
EURJPY69.0%69.0%71.1%72.0%98.6%
EURUSD73.3%73.9%74.2%76.3%95.6%
GBPJPY69.5%71.7%75.7%75.7%97.5%
GBPUSD70.9%71.3%74.0%80.4%96.1%
NZDUSD71.2%71.2%86.2%86.2%89.5%
USDCAD68.5%69.2%70.0%72.2%95.1%
USDCHF75.9%76.1%76.3%97.9%98.3%
USDJPY73.5%75.3%76.0%77.7%96.3%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD75.6%75.6%85.7%91.9%92.7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD63.8%64.0%88.0%88.0%95.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.8%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD22.1%55.3%22.6%0.0100.0%
EURGBP13.3%67.6%19.1%0.0100.0%
EURJPY26.1%45.8%28.1%0.0100.0%
EURUSD23.2%53.8%23.0%0.0100.0%
GBPJPY27.4%42.0%30.5%0.0100.0%
GBPUSD23.4%52.1%24.5%0.0100.0%
NZDUSD20.1%60.2%19.8%0.0100.0%
USDCAD23.1%53.7%23.2%0.0100.0%
USDCHF19.1%62.0%18.9%0.0100.0%
USDJPY24.8%49.0%26.2%0.0100.0%
XAGUSD21.9%57.5%20.6%0.1100.0%
XAUUSD32.1%36.3%31.6%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.8%
< 10099.8%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds10

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD79.5%20.5%0.40.1
EURGBP80.0%20.0%0.40.1
EURJPY69.3%30.7%0.20.1
EURUSD79.7%20.3%0.30.1
GBPJPY57.3%42.7%0.30.1
GBPUSD69.5%30.5%0.40.1
NZDUSD78.8%21.2%0.30.1
USDCAD80.2%19.8%0.30.1
USDCHF72.2%27.8%0.40.1
USDJPY72.2%27.8%0.30.1
XAGUSD12.7%87.3%14.212.2
XAUUSD37.8%62.2%6.93.4

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD21.3%78.7%0.30.1
EURGBP21.5%78.5%0.30.1
EURJPY32.7%67.3%0.30.1
EURUSD19.6%80.4%0.30.1
GBPJPY42.0%58.0%0.40.2
GBPUSD33.0%67.0%0.50.2
NZDUSD25.7%74.3%0.30.1
USDCAD20.6%79.4%0.20.0
USDCHF25.8%74.2%0.30.1
USDJPY33.6%66.4%0.30.1
XAGUSD82.6%17.4%21.017.4
XAUUSD60.0%40.0%5.13.0

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate***
AUDUSD23.8%56.0%20.1%0.099.0%
EURGBP20.3%62.1%17.6%0.099.6%
EURJPY31.9%39.3%28.8%0.099.5%
EURUSD25.4%53.0%21.6%0.098.2%
GBPJPY32.3%39.6%28.10.099.7%
GBPUSD27.2%47.1%25.7%0.099.1%
NZDUSD18.9%63.2%18.0%0.098.5%
USDCAD27.4%48.5%24.0%0.099.9%
USDCHF23.1%54.0%22.9%0.099.2%
USDJPY24.7%53.8%21.5%0.098.7%
XAGUSD24.5%55.7%19.8%2.095.5%
XAUUSD36.0%33.7%30.4%0.699.2%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** On Limit IOC orders with default price tolerance of 0.01% and above

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0,00,20,61,03,0
EURGBP0,10,20,00,91,8
EURJPY0,20,00,30,92,3
EURUSD0,10,20,31,07,2
GBPJPY0,20,20,30,02,4
GBPUSD0,10,20,51,02,1
NZDUSD0,00,20,61,07,4
USDCAD0,10,20,31,03,8
USDCHF0,10,30,00,92,0
USDJPY0,10,20,61,02,8
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6,80,026,344,82225,9
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3,52,319,50,0234,2

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD73,8%74,0%92,2%92,2%93,3%
EURGBP75,4%83,7%83,7%97,7%98,3%
EURJPY60,0%60,0%59,8%60,6%96,8%
EURUSD71,2%71,5%71,7%77,6%92,4%
GBPJPY59,7%62,6%63,5%63,5%96,3%
GBPUSD71,3%71,3%73,5%77,7%96,6%
NZDUSD62,3%63,1%92,4%92,5%92,6%
USDCAD57,8%58,6%59,6%60,8%92,7%
USDCHF71,4%71,7%71,7%97,4%97,8%
USDJPY70,9%72,4%72,5%73,1%94,5%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD72,9%72,9%81,6%90,6%91,7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD51,0%51,0%80,5%80,5%92,0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096,9%
< 10099,5%
< 25099,9%
< 500100,0%
< 1000100,0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23,6%53,5%22,9%0,0100,0%
EURGBP15,6%65,9%18,5%0,0100,0%
EURJPY28,2%41,3%30,5%0,0100,0%
EURUSD23,5%51,6%24,9%0,0100,0%
GBPJPY31,4%37,5%31,1%0,0100,0%
GBPUSD27,0%44,5%28,4%0,0100,0%
NZDUSD19,0%58,1%22,9%0,0100,0%
USDCAD25,8%50,3%23,9%0,0100,0%
USDCHF22,2%54,3%23,5%0,0100,0%
USDJPY23,9%48,9%27,1%0,0100,0%
XAGUSD19,7%58,1%22,2%-0,3100,0%
XAUUSD33,5%33,9%32,5%0,0100,0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098,7%
< 10099,7%
< 250100,0%
< 500100,0%
< 1000100,0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD85,5%14,5%0,50,1
EURGBP85,5%14,5%0,20,0
EURJPY62,8%37,2%0,30,1
EURUSD80,1%19,9%0,40,1
GBPJPY52,7%47,3%0,20,1
GBPUSD72,7%27,3%0,20,1
NZDUSD80,5%19,5%0,30,1
USDCAD81,9%18,1%0,20,0
USDCHF76,7%23,3%0,40,1
USDJPY65,8%34,2%0,40,1
XAGUSD10,3%89,7%10,89,7
XAUUSD37,2%62,8%6,03,7

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD16,2%83,8%0,40,1
EURGBP21,5%78,5%0,40,1
EURJPY39,8%60,2%0,70,3
EURUSD18,4%81,6%0,20,0
GBPJPY48,0%52,0%1,00,5
GBPUSD24,1%75,9%0,20,0
NZDUSD23,3%76,7%0,70,2
USDCAD19,3%80,7%0,40,1
USDCHF23,6%76,4%0,30,1
USDJPY36,7%63,3%0,60,2
XAGUSD77,2%22,8%11,48,8
XAUUSD60,6%39,4%3,92,3

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD24.5%51.6%23.9%0.098.9%
EURGBP18.3%64.4%17.3%0.099.9%
EURJPY29.7%43.2%27.1%0.099.7%
EURUSD24.0%57.1%18.9%0.099.1%
GBPJPY32.5%38.9%28.6%0.099.7%
GBPUSD27.0%45.6%27.4%0.099.3%
NZDUSD18.9%63.0%18.2%0.099.0%
USDCAD25.7%52.1%22.2%0.099.8%
USDCHF23.6%54.5%21.9%0.099.7%
USDJPY25.4%51.1%23.6%0.099.4%
XAGUSD21.4%63.6%15.1%1.997.1%
XAUUSD30.1%44.5%25.4%0.299.6%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.60.72.7
EURGBP0.00.20.00.92.7
EURJPY0.10.00.01.01.9
EURUSD0.10.20.41.010.4
GBPJPY0.10.20.31.12.3
GBPUSD0.10.20.51.01.9
NZDUSD0.00.20.61.03.6
USDCAD0.10.20.31.04.2
USDCHF0.00.00.00.92.7
USDJPY0.10.20.41.03.9
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.40.025.147.1145.1
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD2.13.018.90.083.2

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD70.6%71.5%96.2%96.2%96.7%
EURGBP81.5%84.4%84.4%99.0%99.2%
EURJPY67.4%67.4%67.4%71.6%98.5%
EURUSD74.1%74.4%74.7%76.0%93.3%
GBPJPY67.8%68.4%69.3%69.9%96.2%
GBPUSD70.2%70.6%77.2%78.5%97.1%
NZDUSD70.8%72.0%95.7%95.9%96.5%
USDCAD61.2%62.8%69.8%69.9%95.7%
USDCHF78.3%78.3%78.3%98.3%98.5%
USDJPY72.3%75.0%75.0%75.5%96.7%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD78.3%78.3%83.6%92.6%93.2%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD65.6%65.6%84.3%84.3%94.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.2%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD24.2%49.8%26.0%0.0100.0%
EURGBP17.1%67.5%15.4%0.0100.0%
EURJPY27.7%42.2%30.0%0.0100.0%
EURUSD22.3%54.5%23.2%0.0100.0%
GBPJPY29.4%40.2%30.4%0.0100.0%
GBPUSD26.4%46.5%27.1%0.0100.0%
NZDUSD16.4%60.1%23.5%0.0100.0%
USDCAD23.9%52.9%23.3%0.0100.0%
USDCHF19.5%55.9%24.5%0.0100.0%
USDJPY25.3%48.0%26.6%0.0100.0%
XAGUSD20.0%58.9%21.1%-0.1100.0%
XAUUSD27.8%44.5%27.7%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.9%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD83.4%16.6%0.20.0
EURGBP85.2%14.8%0.20.0
EURJPY69.0%31.0%0.30.1
EURUSD79.8%20.2%0.40.1
GBPJPY53.5%46.5%0.40.2
GBPUSD69.0%31.0%0.40.1
NZDUSD85.5%14.5%0.50.1
USDCAD85.2%14.8%0.30.0
USDCHF79.4%20.6%0.50.1
USDJPY78.8%21.2%0.30.1
XAGUSD14.3%85.7%10.08.2
XAUUSD42.0%58.0%4.72.7

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD16.5%83.5%0.20.0
EURGBP24.9%75.1%0.30.1
EURJPY29.7%70.3%0.30.1
EURUSD18.3%81.7%0.20.0
GBPJPY48.6%51.4%0.70.3
GBPUSD29.0%71.0%0.30.1
NZDUSD14.1%85.9%0.20.0
USDCAD15.6%84.4%0.50.1
USDCHF25.5%74.5%0.30.1
USDJPY27.1%72.9%0.30.1
XAGUSD70.8%29.2%9.46.6
XAUUSD53.7%46.3%4.32.3

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD27.4%46.6%26.0%0.099.0%
EURGBP20.3%60.0%19.7%0.099.8%
EURJPY32.3%37.5%30.1%0.099.7%
EURUSD25.7%54.5%19.8%0.099.6%
GBPJPY33.8%34.3%31.9%0.099.3%
GBPUSD28.1%48.3%23.7%0.099.4%
NZDUSD22.0%56.3%21.6%0.098.9%
USDCAD24.9%52.6%22.5%0.099.9%
USDCHF27.3%51.3%21.3%0.099.1%
USDJPY28.0%46.0%26.0%0.099.4%
XAGUSD21.2%61.5%17.2%1.397.9%
XAUUSD31.7%39.2%29.0%0.399.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.60.72.6
EURGBP0.00.20.00.93.6
EURJPY0.20.00.51.02.0
EURUSD0.10.20.41.18.8
GBPJPY0.20.20.30.02.2
GBPUSD0.10.20.61.02.1
NZDUSD0.10.20.60.05.1
USDCAD0.10.20.30.04.5
USDCHF0.10.20.00.92.0
USDJPY0.10.20.61.07.5
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.60.026.347.2130.4
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.43.519.30.0148.4

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD66.8%67.2%92.3%94.2%95.6%
EURGBP65.3%68.7%68.7%97.9%98.5%
EURJPY60.6%60.6%61.8%64.9%98.1%
EURUSD73.7%74.0%74.1%74.5%93.8%
GBPJPY60.6%60.8%61.6%61.6%96.5%
GBPUSD70.0%70.1%75.1%75.2%95.0%
NZDUSD71.3%72.4%95.8%95.8%96.5%
USDCAD74.6%76.2%81.7%81.7%97.3%
USDCHF78.7%78.6%78.6%97.8%98.0%
USDJPY72.5%74.7%74.7%75.1%97.1%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD76.6%76.6%82.6%93.9%94.6%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD63.7%63.7%84.7%84.7%95.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.4%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds13

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD27.0%45.7%27.3%0.0100.0%
EURGBP18.4%61.0%20.6%0.0100.0%
EURJPY30.8%39.6%29.6%0.0100.0%
EURUSD24.7%50.4%24.9%0.0100.0%
GBPJPY31.1%37.2%31.7%0.0100.0%
GBPUSD26.6%46.0%27.4%0.0100.0%
NZDUSD23.4%56.8%19.7%0.0100.0%
USDCAD23.5%52.2%24.3%0.0100.0%
USDCHF22.2%52.4%25.4%0.0100.0%
USDJPY28.1%42.1%29.8%0.0100.0%
XAGUSD20.9%57.6%21.5%0.0100.0%
XAUUSD28.6%41.8%29.6%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.8%
< 10099.8%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD82.7%17.3%0.20.0
EURGBP79.0%21.0%0.60.1
EURJPY73.6%26.4%0.20.1
EURUSD84.1%15.9%0.20.0
GBPJPY48.6%51.4%0.50.2
GBPUSD72.0%28.0%0.30.1
NZDUSD84.9%15.1%0.20.0
USDCAD87.5%12.5%0.20.0
USDCHF83.5%16.5%0.20.0
USDJPY74.0%26.0%0.20.1
XAGUSD10.9%89.1%12.010.7
XAUUSD39.3%60.7%4.12.4

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD18.2%81.8%0.20.0
EURGBP18.8%81.2%0.40.1
EURJPY29.8%70.2%0.20.1
EURUSD16.3%83.7%0.20.0
GBPJPY43.6%56.4%0.40.2
GBPUSD26.8%73.2%0.30.1
NZDUSD18.2%81.8%0.20.0
USDCAD14.9%85.1%0.20.0
USDCHF21.6%78.4%0.30.1
USDJPY27.9%72.1%0.20.1
XAGUSD62.9%37.1%10.46.5
XAUUSD57.4%42.6%4.32.5

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD30.5%48.3%21.2%0.099.2%
EURGBP20.0%60.7%19.3%0.099.9%
EURJPY34.5%34.4%31.2%0.099.0%
EURUSD25.1%54.5%20.4%0.099.4%
GBPJPY36.6%31.3%32.1%0.099.1%
GBPUSD27.6%49.2%23.2%0.099.5%
NZDUSD26.2%57.2%16.6%0.099.2%
USDCAD28.1%51.7%20.2%0.099.8%
USDCHF24.3%56.3%19.4%0.099.5%
USDJPY31.3%40.2%28.4%0.098.6%
XAGUSD24.1%57.3%18.6%2.197.1%
XAUUSD35.8%35.0%29.3%0.599.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.30.50.73.7
EURGBP0.00.20.00.911.0
EURJPY0.20.00.50.92.0
EURUSD0.10.20.51.09.1
GBPJPY0.30.20.31.32.5
GBPUSD0.10.20.51.01.9
NZDUSD0.10.20.60.04.0
USDCAD0.10.20.31.110.7
USDCHF0.10.20.00.92.3
USDJPY0.20.20.51.02.7
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.40.027.449.9136.6
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.84.519.90.0190.1

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD70.0%70.3%70.5%90.4%92.0%
EURGBP73.4%81.6%81.6%98.5%98.9%
EURJPY59.7%59.7%60.8%64.7%98.1%
EURUSD72.0%72.1%72.4%73.3%94.0%
GBPJPY59.9%60.5%61.3%61.6%94.3%
GBPUSD70.4%70.4%73.3%74.0%95.1%
NZDUSD64.3%64.5%86.9%86.9%88.3%
USDCAD70.1%70.2%72.8%73.0%91.0%
USDCHF75.4%76.6%76.6%95.1%95.5%
USDJPY67.8%69.1%69.7%70.7%96.3%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD76.3%76.3%84.3%93.7%94.3%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD60.6%60.7%81.1%81.1%94.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.5%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD27.7%44.1%28.3%0.0100.0%
EURGBP20.3%61.0%18.8%0.0100.0%
EURJPY33.0%35.4%31.6%0.0100.0%
EURUSD24.4%51.5%24.1%0.0100.0%
GBPJPY33.0%31.7%35.3%0.0100.0%
GBPUSD26.5%46.4%27.1%0.0100.0%
NZDUSD22.5%55.6%21.8%0.0100.0%
USDCAD23.5%50.8%25.7%0.0100.0%
USDCHF21.4%57.5%21.1%0.0100.0%
USDJPY30.2%37.0%32.8%0.0100.0%
XAGUSD20.6%59.0%20.4%0.1100.0%
XAUUSD32.1%36.1%31.8%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.9%
< 10099.8%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds10

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD85.9%14.1%0.40.1
EURGBP85.8%14.2%0.20.0
EURJPY64.6%35.4%0.80.3
EURUSD82.0%18.0%0.30.0
GBPJPY48.3%51.7%0.40.2
GBPUSD76.2%23.8%0.30.1
NZDUSD79.5%20.5%0.40.1
USDCAD84.1%15.9%0.20.0
USDCHF77.5%22.5%0.30.1
USDJPY70.6%29.4%0.60.2
XAGUSD12.0%88.0%10.89.5
XAUUSD41.3%58.7%5.33.1

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD16.5%83.5%0.30.0
EURGBP19.6%80.4%0.30.1
EURJPY35.7%64.3%0.30.1
EURUSD16.1%83.9%0.20.0
GBPJPY50.7%49.3%0.50.3
GBPUSD26.0%74.0%0.20.1
NZDUSD18.0%82.0%0.20.0
USDCAD19.4%80.6%0.20.0
USDCHF22.2%77.8%0.30.1
USDJPY29.7%70.3%0.40.1
XAGUSD72.5%27.5%13.810.0
XAUUSD57.7%42.3%3.92.2

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD25.9%51.6%22.5%0.099.2%
EURGBP24.5%56.0%19.5%0.099.9%
EURJPY31.9%38.9%29.3%0.099.7%
EURUSD24.2%56.6%19.2%0.099.6%
GBPJPY35.7%33.6%30.7%0.099.7%
GBPUSD27.8%47.9%24.3%0.099.4%
NZDUSD21.4%56.9%21.6%0.099.2%
USDCAD27.0%47.7%25.3%0.099.6%
USDCHF23.0%58.7%18.3%0.099.4%
USDJPY28.9%43.2%27.9%0.099.3%
XAGUSD25.5%57.3%17.2%2.297.0%
XAUUSD35.0%33.6%31.5%0.599.2%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.50.75.6
EURGBP0.10.20.00.94.4
EURJPY0.10.00.51.02.2
EURUSD0.10.20.41.010.1
GBPJPY0.20.20.41.02.3
GBPUSD0.10.20.61.01.7
NZDUSD0.10.00.61.03.3
USDCAD0.10.20.31.04.8
USDCHF0.10.20.00.93.4
USDJPY0.10.20.31.012.8
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.30.027.047.4162.2
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.25.019.70.0249.3

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD72.7%72.9%73.6%93.6%94.5%
EURGBP76.0%80.7%80.7%98.1%98.5%
EURJPY73.6%73.6%75.3%82.8%98.8%
EURUSD74.0%74.2%74.3%75.0%94.0%
GBPJPY63.3%64.6%66.1%67.6%95.2%
GBPUSD68.7%68.8%72.2%73.2%95.2%
NZDUSD73.3%73.3%97.2%97.3%98.0%
USDCAD68.4%69.1%77.4%77.7%96.3%
USDCHF79.1%79.4%79.4%95.5%95.6%
USDJPY70.4%71.6%71.6%76.1%97.5%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD76.4%76.4%82.3%89.5%91.0%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD61.7%61.9%84.7%84.7%95.8%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.2%
< 10099.6%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds13

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD25.6%48.8%25.6%0.0100.0%
EURGBP22.1%57.1%20.8%0.0100.0%
EURJPY30.6%36.9%32.5%0.0100.0%
EURUSD22.1%55.4%22.6%0.0100.0%
GBPJPY34.7%30.1%35.2%0.0100.0%
GBPUSD27.1%45.4%27.5%0.0100.0%
NZDUSD20.0%55.7%24.4%0.0100.0%
USDCAD26.2%47.9%25.9%0.0100.0%
USDCHF17.9%58.7%23.4%0.0100.0%
USDJPY28.3%39.7%32.0%0.0100.0%
XAGUSD23.4%52.7%23.9%-0.2100.0%
XAUUSD33.8%32.9%33.2%0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.7%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD82.3%17.7%0.30.0
EURGBP79.0%21.0%0.20.1
EURJPY69.0%31.0%0.30.1
EURUSD79.1%20.9%0.50.1
GBPJPY50.8%49.2%0.50.3
GBPUSD70.0%30.0%0.50.1
NZDUSD85.3%14.7%0.30.0
USDCAD80.8%19.2%0.60.1
USDCHF74.6%25.4%0.40.1
USDJPY71.2%28.8%0.60.2
XAGUSD14.2%85.8%11.59.8
XAUUSD37.4%62.6%5.02.9

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD18.9%81.1%0.40.1
EURGBP24.1%75.9%0.30.1
EURJPY28.9%71.1%0.20.1
EURUSD19.1%80.9%0.30.1
GBPJPY44.9%55.1%0.30.1
GBPUSD28.9%71.1%0.40.1
NZDUSD24.6%75.4%0.20.0
USDCAD21.6%78.4%0.70.2
USDCHF22.1%77.9%0.20.1
USDJPY28.2%71.8%0.40.1
XAGUSD84.2%15.8%10.48.8
XAUUSD60.7%39.3%5.03.0

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD26.2%52.5%21.4%0.099.4%
EURGBP22.6%58.0%19.4%0.099.9%
EURJPY33.9%34.1%32.0%0.099.4%
EURUSD26.8%52.4%20.9%0.099.7%
GBPJPY37.7%31.4%31.0%0.099.6%
GBPUSD29.1%46.1%24.8%0.099.7%
NZDUSD21.8%58.9%19.2%0.099.2%
USDCAD25.1%50.2%24.7%0.099.8%
USDCHF23.4%55.2%21.4%0.099.5%
USDJPY30.7%40.8%28.4%0.099.1%
XAGUSD24.5%59.4%16.1%2.696.2%
XAUUSD37.1%31.1%31.8%0.598.8%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.60.73.1
EURGBP0.10.20.00.918.5
EURJPY0.11.10.41.02.0
EURUSD0.10.20.41.111.6
GBPJPY0.20.00.71.02.3
GBPUSD0.10.20.61.01.9
NZDUSD0.10.20.61.03.1
USDCAD0.10.20.31.03.8
USDCHF0.10.20.00.94.6
USDJPY0.10.20.61.05.7
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.30.026.247.6277.5
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD4.08.020.121.6226.9

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD59.2%59.4%65.1%89.6%91.4%
EURGBP81.1%82.1%82.1%98.5%98.6%
EURJPY64.8%65.1%67.4%86.8%98.2%
EURUSD77.9%78.3%78.4%79.0%95.3%
GBPJPY63.8%63.6%63.8%66.1%94.2%
GBPUSD78.4%78.5%79.7%80.9%97.3%
NZDUSD85.0%85.1%97.5%97.6%98.0%
USDCAD77.4%77.8%87.9%88.5%98.8%
USDCHF81.3%81.4%81.4%98.0%98.0%
USDJPY70.8%71.5%71.3%75.2%96.8%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD80.2%80.2%85.1%89.3%92.6%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD66.2%66.2%82.8%83.0%94.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.2%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23.7%52.5%23.7%0.0100.0%
EURGBP18.0%62.8%19.3%0.0100.0%
EURJPY31.4%36.2%32.4%0.0100.0%
EURUSD24.5%49.0%26.5%0.0100.0%
GBPJPY34.7%31.9%33.4%0.0100.0%
GBPUSD27.2%44.7%28.1%0.0100.0%
NZDUSD20.4%56.9%22.7%0.0100.0%
USDCAD24.2%51.5%24.3%0.0100.0%
USDCHF22.9%57.8%19.3%0.0100.0%
USDJPY29.8%39.8%30.4%0.0100.0%
XAGUSD19.7%59.5%20.7%-0.7100.0%
XAUUSD35.9%30.5%33.6%0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.9%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds10

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD84.2%15.8%0.20.0
EURGBP79.4%20.6%0.30.1
EURJPY70.4%29.6%0.30.1
EURUSD78.6%21.4%0.30.1
GBPJPY56.5%43.5%0.20.1
GBPUSD70.6%29.4%0.40.1
NZDUSD82.1%17.9%0.30.1
USDCAD82.4%17.6%0.30.0
USDCHF76.1%23.9%0.40.1
USDJPY69.6%30.4%0.50.1
XAGUSD8.9%91.1%16.114.4
XAUUSD35.5%64.5%5.93.8

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD17.9%82.1%0.20.0
EURGBP17.1%82.9%0.20.0
EURJPY31.6%68.4%0.30.1
EURUSD21.2%78.8%0.20.1
GBPJPY45.3%54.7%0.20.1
GBPUSD28.8%71.2%0.20.1
NZDUSD24.3%75.7%0.80.2
USDCAD18.0%82.0%0.20.0
USDCHF26.7%73.3%0.50.1
USDJPY30.8%69.2%0.30.1
XAGUSD81.8%18.2%15.712.9
XAUUSD62.8%37.2%5.13.2

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD27.9%51.8%20.3%0.099.3%
EURGBP19.2%61.1%19.7%0.099.9%
EURJPY33.3%36.4%30.3%0.099.5%
EURUSD24.4%55.6%20.0%0.099.6%
GBPJPY36.0%37.0%27.1%0.099.4%
GBPUSD29.3%45.1%25.6%0.099.6%
NZDUSD20.8%57.2%22.0%0.098.9%
USDCAD23.1%54.9%22.0%0.099.8%
USDCHF24.3%53.4%22.3%0.099.5%
USDJPY31.6%39.4%29.0%0.099.0%
XAGUSD25.6%55.2%19.2%2.296.3%
XAUUSD36.8%30.6%32.5%0.498.8%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.50.72.8
EURGBP0.10.20.00.913.4
EURJPY0.20.00.31.03.0
EURUSD0.10.20.51.07.2
GBPJPY0.20.20.01.02.4
GBPUSD0.10.20.51.02.2
NZDUSD0.10.00.61.02.4
USDCAD0.10.20.31.04.8
USDCHF0.10.20.00.92.9
USDJPY0.10.20.41.05.9
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.60.028.049.6379.8
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.93.020.423.3194.3

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD70.3%70.5%70.8%89.9%91.6%
EURGBP73.3%75.7%75.7%97.9%98.0%
EURJPY63.4%63.4%64.9%71.2%98.6%
EURUSD74.3%74.7%74.9%75.4%94.9%
GBPJPY62.8%63.8%63.8%64.4%92.2%
GBPUSD71.5%71.7%80.4%80.7%96.7%
NZDUSD75.5%75.5%96.2%96.6%97.3%
USDCAD74.9%75.8%83.7%84.7%98.5%
USDCHF75.9%76.2%76.2%97.8%97.9%
USDJPY67.6%68.4%69.3%72.4%96.4%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD74.0%74.0%80.9%89.9%92.3%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD63.0%63.0%79.6%79.6%94.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.4%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD24.0%50.5%25.5%0.0100.0%
EURGBP16.5%58.2%25.3%0.0100.0%
EURJPY32.2%37.4%30.4%0.0100.0%
EURUSD23.7%52.4%23.9%0.0100.0%
GBPJPY32.3%33.8%33.8%0.0100.0%
GBPUSD26.5%44.6%29.0%0.0100.0%
NZDUSD20.8%58.9%20.3%0.0100.0%
USDCAD22.3%56.2%21.5%0.0100.0%
USDCHF21.9%56.5%21.6%0.0100.0%
USDJPY31.5%36.9%31.6%0.0100.0%
XAGUSD21.2%58.0%20.8%0.6100.0%
XAUUSD33.9%31.0%35.1%-0.2100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5099.0%
< 10099.8%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD79.9%20.1%0.30.1
EURGBP77.1%22.9%0.20.0
EURJPY67.2%32.8%0.30.1
EURUSD77.0%23.0%0.70.2
GBPJPY58.0%42.0%0.30.1
GBPUSD68.2%31.8%0.20.1
NZDUSD76.0%24.0%0.50.1
USDCAD80.8%19.2%0.20.0
USDCHF74.6%25.4%0.30.1
USDJPY62.1%37.9%0.40.2
XAGUSD9.3%90.7%10.69.5
XAUUSD35.0%65.0%5.63.0

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD23.1%76.9%0.30.1
EURGBP18.9%81.1%0.20.0
EURJPY34.1%65.9%0.20.1
EURUSD20.5%79.5%0.20.0
GBPJPY51.9%48.1%0.20.1
GBPUSD30.6%69.4%0.20.1
NZDUSD28.4%71.6%0.50.1
USDCAD20.5%79.5%0.20.1
USDCHF32.2%67.8%0.30.1
USDJPY37.0%63.0%0.30.1
XAGUSD76.5%23.5%9.97.6
XAUUSD65.7%34.3%4.93.2

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Рыночный ордер

Рыночный ордер — это традиционно лучший способ получения как можно большей выгоды от ордера при торговле на лучших доступных условиях на рынке. Рыночный ордер считается действующим в течение дня. Если Saxo считает, что он может выполнить рыночный ордер немедленно из своей собственной ликвидности, он сделает это. В противном случае он направит ордер третьей стороне для попытки исполнения. Если ордер не может быть исполнен полностью незамедлительно, Saxo продолжит работу над ним до официального закрытия соответствующего рынка.

Рыночный ордер с немедленным исполнением или аннулированием (IOC)

Рыночный ордер с немедленным исполнением или аннулированием (IOC) аналогичен стандартному рыночному ордеру (описанному выше). Это инструкция для немедленной торговли на лучших доступных условиях, однако Saxo не будет продолжать работу с ордером, если не сможет его исполнить немедленно. Если Saxo считает, что он может выполнить рыночный ордер IOC немедленно из своей собственной ликвидности, он сделает это. В противном случае он направит ордер третьей стороне для попытки исполнения. Если ордер не был немедленно исполнен, он будет аннулирован.

Лимитный ордер с немедленным исполнением или аннулированием (IOC)

Лимитный ордер с немедленным исполнением или аннулированием (IOC) - это ордер на торговлю по цене, которую вы видите на экране, если она все еще доступна с соблюдением определенной допустимой цены. Допустимая цена позволяет вам контролировать диапазон цен, определяя минимальный перепад цен (при продаже) или максимальный перепад цен (при покупке), который вам удобно принимать. Допустимая цена может быть указана как фиксированный прирост цены или процент от текущей рыночной цены. Saxo может выполнить ордер по более худшей цене, чем вы видели на экране, при условии, что разница в цене не превышает указанную допустимую цену. Если доступна лучшая цена, Saxo предоставит вам полную выгоду от доступного улучшения, исполнив ордер по лучшей цене. Как и в случае с рыночным ордером IOC, если Saxo не может предоставить достаточную ликвидность самостоятельно, он может направить ордер для внешнего исполнения. Если ордер не был немедленно исполнен, он будет аннулирован.

Лимитный ордер

Лимитный ордер — это ордер на торговлю по цене не хуже указанной, если это возможно в течение указанного периода времени. Доступны следующие сроки действия ордеров:

  • Дневной ордер (DO): Действует до официального закрытия торгов в день размещения ордера (либо на следующий рабочий день, если ордер принят в выходные).

  • Действует до даты (GTD): Действует до официального закрытия торгов на дату по вашему выбору.

  • Действует до уведомления об отмене (GTC): Действует неограниченно, если или пока не будет отменен вами.

Лимитный ордер сработает, когда рыночная цена достигнет предельной цены. Если Saxo считает, что он может исполнить лимитный ордер немедленно за счет своей собственной ликвидности, он сделает это. В противном случае он направит ордер третьей стороне для попытки исполнения. В любое время, когда у Saxo или у его партнеров — поставщиков ликвидности не хватает ликвидности, чтобы полностью исполнить ордер по указанной цене или на лучших условиях, оставшаяся сумма в ордере будет переведена в «отложенный ордер».

Стоп-ордер

Стоп-ордер обычно используется для закрытия позиции, когда рынок идет против нее, чтобы предотвратить дальнейшие потери. Также может применяться для открытия позиции, если рынок проходит через выбранный уровень. Стоп-ордер может иметь длительность, аналогичную лимитному ордеру (см выше). Стоп-ордер, размещенный для покупки, рассматривается как ордер Stop if Bid. Стоп-ордер, размещенный для продажи, рассматривается как ордер Stop if Offer.

  • Стоп-ордер на продажу сработает, когда цена предложения достигнет указанного ценового уровня. После активации такой ордер считается рыночным ордером.

  • Стоп-приказ на покупку сработает, когда цена предложения достигнет указанного ценового уровня. После активации такой ордер считается рыночным ордером.

Эта схема предназначена для защиты от риска исполнения стоп-ордера в результате расширения спредов без фактического движения рынка. Это может происходить вокруг публикации экономической статистики или в периоды снижения ликвидности, например, во время изменения даты валютирования или при закрытии и открытии рынка. Это означает, что стоп-ордер никогда не будет исполняться на указанном вами уровне, а всегда на расстоянии спреда от ценового уровня трейдера. Если ордер прикреплен к открытой позиции, он автоматически отменяется, если позиция закрывается. В целях отслеживания рынка для стоп-ордера может быть указан уровень триггера. В этом случае, когда рынок движется в вашу сторону, уровень триггера для ордера движется таким же образом. Уровень триггера для скользящего стоп-ордера перемещается шагами, которые определяются при размещении ордера.

Лимитный стоп-ордер

Лимитный стоп-ордер хранится так же, как и стоп-ордер. Однако после активации он не исполняется по следующей доступной цене, а преобразуется в лимитный ордер с заранее установленной предельной ценой. С этого момента ордер рассматривается как лимитный. Данный тип ордера дает вам некоторую защиту от ненадлежащего исполнения по срокам банковских требований и обязательств или неликвидного рынка. Лимитные скользящие стоп-ордера недоступны. 

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