Statistikk for ordredrevet utførelse
For å demonstrere sin forpliktelse til økt gjennomsiktighet og rettferdig behandling av kunder har Saxo Bank tatt initiativ til å publisere statistikk for valutaordreutførelse for å hjelpe kundene med å evaluere kvaliteten i ordreutførelsen når de skal vurdere hvem som er den beste tjenesteleverandøren.
Vi er stolte over at disse statistikkene illustrerer hvordan interessene til Saxo Bank samsvarer med kundenes interesser med tanke på god utførelse til gode priser, uten asymmetrisk kursfall.
Tabellene nedenfor viser følgende statistikk for utførelse publisert månedlig for Saxo Bank sine mest omsatte valutapar i spotmarkedet:
- Statistikk for limit IOC-ordre
- Gjennomsnittlig forbedring for limit-IOC-ordrer, basert på kurstoleranseinnstilling
- Fyllprosent for limit IOC-ordre, basert på kurstoleranseinnstilling
- Utførelseshastighet for limit IOC-ordre
- Statistikk for markedsordre
- Utførelseshastighet for markedsordre
- Statistikk om hvilende stoppordre
- Statistikk om hvilende limit-ordre
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 24.1% | 56.9% | 19.0% | 0.0 | 98.0% |
EURGBP | 19.0% | 62.7% | 18.4% | 0.0 | 99.9% |
EURJPY | 37.6% | 32.4% | 29.9% | 0.0 | 96.7% |
EURUSD | 23.1% | 55.9% | 20.9% | 0.0 | 99.7% |
GBPJPY | 42.2% | 26.5% | 31.3% | 0.1 | 95.6% |
GBPUSD | 27.8% | 47.6% | 24.6% | 0.0 | 99.6% |
NZDUSD | 19.6% | 62.3% | 18.1% | 0.0 | 98.9% |
USDCAD | 21.7% | 60.2% | 18.1% | 0.0 | 99.7% |
USDCHF | 21.7% | 60.0% | 18.4% | 0.0 | 97.5% |
USDJPY | 33.5% | 37.5% | 29.1% | 0.0 | 96.4% |
XAGUSD | 38.4% | 32.5% | 29.1% | 5.2 | 97.5% |
XAUUSD | 41.2% | 22.6% | 36.2% | 0.5 | 99.0% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.3 | 0.7 | 3.9 |
EURGBP | 0.0 | 0.1 | 0.5 | 0.8 | 1.9 |
EURJPY | 0.2 | 0.0 | 0.5 | 1.1 | 2.6 |
EURUSD | 0.1 | 0.2 | 0.2 | 1.0 | 10.7 |
GBPJPY | 0.3 | 0.0 | 0.2 | 1.2 | 2.5 |
GBPUSD | 0.1 | 0.2 | 0.5 | 0.0 | 28.3 |
NZDUSD | 0.0 | 0.2 | 0.6 | 0.0 | 4.9 |
USDCAD | 0.0 | 0.2 | 0.3 | 0.0 | 3.4 |
USDCHF | 0.0 | 0.2 | 0.5 | 0.9 | 6.4 |
USDJPY | 0.2 | 0.4 | 0.5 | 1.0 | 5.8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 15.8 | 0.0 | 0.0 | 41.7 | 208.7 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 5.5 | 11.8 | 0.0 | 27.0 | 138.8 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 73.0% | 73.4% | 71.5% | 92.3% | 94.0% |
EURGBP | 68.0% | 68.9% | 73.4% | 97.0% | 98.1% |
EURJPY | 54.5% | 54.5% | 59.9% | 60.2% | 88.9% |
EURUSD | 80.8% | 81.2% | 81.1% | 81.2% | 97.0% |
GBPJPY | 70.7% | 70.7% | 70.4% | 70.9% | 90.5% |
GBPUSD | 71.3% | 71.7% | 72.6% | 72.6% | 95.9% |
NZDUSD | 79.8% | 80.2% | 95.6% | 95.6% | 96.1% |
USDCAD | 74.1% | 74.3% | 79.6% | 79.6% | 96.9% |
USDCHF | 63.5% | 64.2% | 64.9% | 90.9% | 91.2% |
USDJPY | 55.7% | 55.2% | 54.8% | 55.7% | 88.3% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 67.7% | 67.6% | 67.6% | 81.9% | 94.3% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 51.7% | 54.7% | 54.7% | 78.2% | 93.4% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.1% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 16 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 22.7% | 54.2% | 23.1% | 0.0 | 100.0% |
EURGBP | 16.3% | 63.3% | 20.3% | 0.0 | 100.0% |
EURJPY | 35.4% | 31.6% | 33.0% | 0.0 | 100.0% |
EURUSD | 23.4% | 53.2% | 23.4% | 0.0 | 100.0% |
GBPJPY | 33.7% | 27.0% | 39.3% | -0.1 | 100.0% |
GBPUSD | 28.1% | 44.0% | 27.9% | 0.0 | 100.0% |
NZDUSD | 20.4% | 59.1% | 20.5% | 0.0 | 100.0% |
USDCAD | 20.1% | 58.0% | 21.9% | 0.0 | 100.0% |
USDCHF | 23.8% | 52.2% | 24.0% | 0.0 | 100.0% |
USDJPY | 31.8% | 35.2% | 33.0% | 0.0 | 100.0% |
XAGUSD | 33.0% | 33.4% | 33.5% | -0.5 | 100.0% |
XAUUSD | 37.5% | 24.1% | 38.4% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 97.9% |
< 100 | 99.7% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 74.8% | 25.2% | 0.4 | 0.1 |
EURGBP | 91.8% | 8.2% | 0.2 | 0.0 |
EURJPY | 61.0% | 39.0% | 0.3 | 0.1 |
EURUSD | 75.6% | 24.4% | 0.3 | 0.1 |
GBPJPY | 47.6% | 52.4% | 0.4 | 0.2 |
GBPUSD | 65.6% | 34.4% | 0.4 | 0.1 |
NZDUSD | 77.3% | 22.7% | 0.5 | 0.1 |
USDCAD | 86.4% | 13.6% | 0.5 | 0.1 |
USDCHF | 67.8% | 32.2% | 0.8 | 0.2 |
USDJPY | 73.2% | 26.8% | 0.4 | 0.1 |
XAGUSD | 10.2% | 89.8% | 13.2 | 11.5 |
XAUUSD | 38.5% | 61.5% | 5.9 | 3.6 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 26.6% | 73.4% | 0.6 | 0.2 |
EURGBP | 14.6% | 85.4% | 0.3 | 0.0 |
EURJPY | 41.7% | 58.3% | 0.3 | 0.1 |
EURUSD | 26.1% | 73.9% | 0.4 | 0.1 |
GBPJPY | 51.3% | 48.7% | 0.4 | 0.2 |
GBPUSD | 32.9% | 67.1% | 0.5 | 0.2 |
NZDUSD | 20.6% | 79.4% | 0.4 | 0.1 |
USDCAD | 15.3% | 84.7% | 0.3 | 0.0 |
USDCHF | 32.6% | 67.4% | 0.5 | 0.2 |
USDJPY | 33.7% | 66.3% | 0.3 | 0.1 |
XAGUSD | 88.1% | 11.9% | 13.9 | 12.3 |
XAUUSD | 63.2% | 36.8% | 5.6 | 3.5 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 23.4% | 56.9% | 19.7% | 0.0 | 97.7% |
EURGBP | 16.3% | 64.1% | 19.6% | 0.0 | 99.9% |
EURJPY | 38.4% | 27.4% | 34.2% | 0.0 | 97.7% |
EURUSD | 26.0% | 50.3% | 23.7% | 0.0 | 99.7% |
GBPJPY | 46.9% | 20.6% | 32.4% | 0.1 | 96.8% |
GBPUSD | 28.2% | 45.9% | 25.9% | 0.0 | 99.5% |
NZDUSD | 22.0% | 61.5% | 16.4% | 0.0 | 98.1% |
USDCAD | 23.2% | 54.7% | 22.1% | 0.0 | 99.8% |
USDCHF | 25.7% | 51.6% | 22.8% | 0.0 | 97.9% |
USDJPY | 36.4% | 30.6% | 33.0% | 0.0 | 97.7% |
XAGUSD | 38.1% | 35.2% | 26.8% | 4.9 | 96.7% |
XAUUSD | 43.4% | 23.4% | 33.2% | 1.1 | 98.8% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.3 | 0.7 | 4.5 |
EURGBP | 0.0 | 0.0 | 0.5 | 0.8 | 2.8 |
EURJPY | 0.3 | 0.0 | 0.6 | 1.1 | 2.1 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 7.6 |
GBPJPY | 0.4 | 0.0 | 0.5 | 1.0 | 2.4 |
GBPUSD | 0.1 | 0.2 | 0.5 | 0.0 | 3.8 |
NZDUSD | 0.1 | 0.2 | 0.6 | 0.0 | 3.6 |
USDCAD | 0.1 | 0.2 | 0.3 | 0.0 | 4.0 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.8 | 5.2 |
USDJPY | 0.3 | 0.3 | 0.5 | 1.0 | 13.5 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 14.4 | 24.0 | 0.0 | 38.4 | 470.0 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 5.8 | 13.0 | 0.0 | 26.3 | 160.7 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 69.1% | 69.7% | 67.7% | 90.4% | 93.2% |
EURGBP | 47.5% | 46.8% | 51.5% | 95.5% | 97.4% |
EURJPY | 58.6% | 58.6% | 66.8% | 66.9% | 92.0% |
EURUSD | 75.6% | 76.0% | 76.0% | 75.9% | 97.0% |
GBPJPY | 80.7% | 80.7% | 80.7% | 80.7% | 93.3% |
GBPUSD | 65.3% | 66.2% | 67.1% | 67.1% | 95.2% |
NZDUSD | 78.6% | 79.3% | 93.1% | 93.1% | 94.1% |
USDCAD | 75.0% | 75.7% | 78.4% | 78.4% | 97.1% |
USDCHF | 59.2% | 59.9% | 60.6% | 91.7% | 92.2% |
USDJPY | 58.7% | 61.5% | 61.5% | 64.5% | 92.2% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 69.6% | 70.2% | 70.2% | 80.7% | 92.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 62.4% | 64.4% | 64.4% | 79.5% | 92.4% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 98.2% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 23.8% | 54.8% | 21.3% | 0.0 | 100.0% |
EURGBP | 22.5% | 60.6% | 16.9% | 0.0 | 100.0% |
EURJPY | 37.0% | 25.9% | 37.0% | 0.0 | 100.0% |
EURUSD | 25.3% | 48.6% | 26.1% | 0.0 | 100.0% |
GBPJPY | 38.3% | 20.8% | 40.9% | 0.0 | 100.0% |
GBPUSD | 27.6% | 44.4% | 28.0% | 0.0 | 100.0% |
NZDUSD | 24.1% | 54.9% | 21.0% | 0.0 | 100.0% |
USDCAD | 25.0% | 52.1% | 22.9% | 0.0 | 100.0% |
USDCHF | 24.7% | 48.1% | 27.3% | 0.0 | 100.0% |
USDJPY | 36.6% | 26.5% | 36.8% | 0.0 | 100.0% |
XAGUSD | 34.1% | 32.9% | 33.0% | -0.3 | 100.0% |
XAUUSD | 39.0% | 23.8% | 37.3% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.5% |
< 100 | 99.9% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 82.1% | 17.9% | 0.2 | 0.0 |
EURGBP | 86.6% | 13.4% | 0.5 | 0.1 |
EURJPY | 54.2% | 45.8% | 0.3 | -0.1 |
EURUSD | 78.8% | 21.2% | 0.3 | 0.1 |
GBPJPY | 44.9% | 55.1% | 0.3 | 0.2 |
GBPUSD | 71.6% | 28.4% | 0.3 | 0.1 |
NZDUSD | 77.8% | 22.2% | 0.3 | 0.0 |
USDCAD | 85.8% | 14.2% | 0.8 | 0.1 |
USDCHF | 72.4% | 27.6% | 0.3 | 0.1 |
USDJPY | 71.5% | 28.5% | 0.4 | 0.1 |
XAGUSD | 10.7% | 89.3% | 10.7 | 9.3 |
XAUUSD | 37.7% | 62.3% | 4.5 | 2.7 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 22.7% | 77.3% | 0.4 | 0.1 |
EURGBP | 12.4% | 87.6% | 0.8 | 0.1 |
EURJPY | 46.3% | 53.7% | 0.4 | 0.2 |
EURUSD | 21.6% | 78.4% | 0.4 | 0.1 |
GBPJPY | 60.3% | 39.7% | 0.6 | 0.4 |
GBPUSD | 29.6% | 70.4% | 0.4 | 0.1 |
NZDUSD | 25.1% | 74.9% | 0.5 | 0.1 |
USDCAD | 19.0% | 81.0% | 0.8 | 0.2 |
USDCHF | 29.2% | 70.8% | 0.5 | 0.2 |
USDJPY | 36.3% | 63.7% | 0.4 | 0.1 |
XAGUSD | 86.0% | 14.0% | 10.2 | 8.8 |
XAUUSD | 60.2% | 39.8% | 4.6 | 2.8 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 23.9% | 55.6% | 20.5% | 0.0 | 98.2% |
EURGBP | 19.4% | 62.4% | 18.3% | 0.0 | 99.9% |
EURJPY | 40.7% | 26.5% | 32.7% | 0.1 | 97.8% |
EURUSD | 24.8% | 53.3% | 21.9% | 0.0 | 99.7% |
GBPJPY | 43.1% | 20.6% | 36.4% | 0.1 | 97.2% |
GBPUSD | 24.6% | 54.7% | 20.7% | 0.0 | 99.6% |
NZDUSD | 20.4% | 63.5% | 16.1% | 0.0 | 98.8% |
USDCAD | 23.1% | 55.3% | 21.6% | 0.0 | 99.8% |
USDCHF | 25.5% | 53.9% | 20.7% | 0.0 | 98.4% |
USDJPY | 37.3% | 29.7% | 33.0% | 0.0 | 98.0% |
XAGUSD | 33.7% | 40.3% | 26.0% | 3.3 | 96.0% |
XAUUSD | 41.3% | 25.3% | 33.4% | 0.9 | 98.8% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 12.0 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.9 | 2.1 |
EURJPY | 0.3 | 0.0 | 0.6 | 1.1 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 5.7 |
GBPJPY | 0.4 | 0.0 | 0.7 | 0.0 | 3.5 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.5 |
NZDUSD | 0.0 | 0.2 | 0.6 | 0.0 | 4.3 |
USDCAD | 0.0 | 0.2 | 0.3 | 0.0 | 4.3 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 2.6 |
USDJPY | 0.3 | 0.3 | 0.7 | 1.0 | 15.1 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 12.7 | 19.0 | 0.0 | 33.0 | 156.0 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 5.0 | 11.2 | 22.0 | 25.3 | 269.3 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 73.1% | 73.3% | 80.4% | 93.2% | 94.4% |
EURGBP | 68.6% | 68.3% | 71.3% | 97.2% | 97.9% |
EURJPY | 60.0% | 60.0% | 65.6% | 66.3% | 92.2% |
EURUSD | 75.4% | 76.0% | 76.1% | 76.1% | 96.9% |
GBPJPY | 59.2% | 59.2% | 62.0% | 62.0% | 93.4% |
GBPUSD | 77.0% | 77.3% | 77.7% | 78.6% | 95.9% |
NZDUSD | 83.2% | 83.7% | 95.4% | 95.4% | 95.9% |
USDCAD | 76.6% | 76.8% | 77.3% | 77.3% | 97.4% |
USDCHF | 69.9% | 70.6% | 71.9% | 93.6% | 94.1% |
USDJPY | 60.3% | 61.0% | 61.9% | 66.0% | 93.1% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 63.9% | 64.0% | 64.0% | 77.6% | 91.2% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 59.1% | 60.7% | 60.7% | 78.0% | 92.2% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 20.5% | 58.8% | 20.7% | 0.0 | 100.0% |
EURGBP | 19.3% | 61.7% | 19.0% | 0.0 | 100.0% |
EURJPY | 32.4% | 36.6% | 31.0% | 0.0 | 100.0% |
EURUSD | 20.2% | 58.6% | 21.2% | 0.0 | 100.0% |
GBPJPY | 34.2% | 32.8% | 33.0% | 0.0 | 100.0% |
GBPUSD | 21.2% | 56.3% | 22.5% | 0.0 | 100.0% |
NZDUSD | 19.1% | 63.0% | 18.0% | 0.0 | 100.0% |
USDCAD | 21.7% | 59.2% | 19.1% | 0.0 | 100.0% |
USDCHF | 19.1% | 62.2% | 18.7% | 0.0 | 100.0% |
USDJPY | 32.3% | 33.7% | 34.1% | 0.0 | 100.0% |
XAGUSD | 29.7% | 39.1% | 31.3% | -0.2 | 100.0% |
XAUUSD | 35.3% | 30.0% | 34.8% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.8% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 80.5% | 19.5% | 0.3 | 0.0 |
EURGBP | 86.6% | 13.4% | 0.4 | 0.1 |
EURJPY | 54.9% | 45.1% | 0.3 | 0.1 |
EURUSD | 81.0% | 19.0% | 0.3 | 0.1 |
GBPJPY | 42.7% | 57.3% | 0.3 | 0.2 |
GBPUSD | 70.7% | 29.3% | 0.4 | 0.1 |
NZDUSD | 77.3% | 22.7% | 0.4 | 0.1 |
USDCAD | 83.1% | 16.9% | 0.2 | 0.0 |
USDCHF | 79.2% | 20.8% | 0.3 | 0.1 |
USDJPY | 67.5% | 32.5% | 0.3 | 0.1 |
XAGUSD | 13.6% | 86.4% | 10.1 | 7.8 |
XAUUSD | 37.0% | 63.0% | 5.1 | 3.2 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 24.5% | 75.5% | 0.5 | 0.1 |
EURGBP | 22.6% | 77.4% | 0.7 | 0.2 |
EURJPY | 48.5% | 51.5% | 0.4 | 0.2 |
EURUSD | 22.2% | 77.8% | 0.3 | 0.1 |
GBPJPY | 62.7% | 37.3% | 0.4 | 0.3 |
GBPUSD | 33.1% | 66.9% | 0.5 | 0.2 |
NZDUSD | 28.8% | 71.2% | 0.4 | 0.1 |
USDCAD | 14.5% | 85.5% | 0.4 | 0.1 |
USDCHF | 31.7% | 68.3% | 0.8 | 0.3 |
USDJPY | 40.1% | 59.9% | 0.4 | 0.2 |
XAGUSD | 85.2% | 14.8% | 9.8 | 8.3 |
XAUUSD | 64.1% | 35.9% | 5.2 | 3.3 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 20.7% | 62.1% | 17.2% | 0.0 | 99.4% |
EURGBP | 15.9% | 68.1% | 16.0% | 0.0 | 100.0% |
EURJPY | 33.5% | 37.3% | 29.2% | 0.0 | 99.2% |
EURUSD | 20.1% | 61.0% | 19.0% | 0.0 | 99.8% |
GBPJPY | 36.4% | 29.0% | 34.6% | 0.0 | 98.3% |
GBPUSD | 22.7% | 58.1% | 19.2% | 0.0 | 99.8% |
NZDUSD | 16.0% | 68.6% | 15.4% | 0.0 | 99.5% |
USDCAD | 21.2% | 57.8% | 21.0% | 0.0 | 100.0% |
USDCHF | 18.8% | 66.2% | 15.0% | 0.0 | 99.6% |
USDJPY | 31.0% | 40.7% | 28.3% | 0.0 | 99.0% |
XAGUSD | 32.9% | 42.8% | 24.2% | 3.4 | 97.2% |
XAUUSD | 38.1% | 29.2% | 32.7% | 0.5 | 99.5% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.5 | 0.7 | 9.1 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.8 | 2.5 |
EURJPY | 0.2 | 0.0 | 0.6 | 0.9 | 3.6 |
EURUSD | 0.0 | 0.2 | 0.6 | 1.0 | 5.7 |
GBPJPY | 0.5 | 0.2 | 0.5 | 1.0 | 3.0 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.1 |
NZDUSD | 0.0 | 0.2 | 0.6 | 1.0 | 4.0 |
USDCAD | 0.0 | 0.2 | 0.3 | 1.0 | 3.7 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 3.5 |
USDJPY | 0.2 | 0.3 | 0.6 | 1.1 | 23.8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 10.3 | 0.0 | 0.0 | 33.7 | 338.3 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.9 | 12.3 | 0.0 | 24.5 | 236.3 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 80.5% | 80.8% | 82.6% | 95.7% | 96.5% |
EURGBP | 91.9% | 93.0% | 93.8% | 99.4% | 99.5% |
EURJPY | 73.3% | 73.3% | 78.3% | 79.3% | 96.8% |
EURUSD | 82.5% | 83.1% | 83.3% | 83.5% | 98.4% |
GBPJPY | 74.0% | 75.6% | 76.5% | 78.0% | 97.8% |
GBPUSD | 79.0% | 79.3% | 79.7% | 80.9% | 96.9% |
NZDUSD | 86.2% | 85.9% | 97.6% | 97.6% | 98.2% |
USDCAD | 82.7% | 82.8% | 83.5% | 83.6% | 98.9% |
USDCHF | 77.3% | 78.1% | 79.0% | 95.2% | 96.0% |
USDJPY | 76.6% | 76.7% | 76.9% | 77.3% | 96.2% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 70.2% | 70.2% | 70.2% | 79.9% | 92.4% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 70.6% | 73.3% | 73.3% | 89.2% | 96.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 98.1% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 20.5% | 58.8% | 20.7% | 0.0 | 100.0% |
EURGBP | 19.3% | 61.7% | 19.0% | 0.0 | 100.0% |
EURJPY | 32.4% | 36.6% | 31.0% | 0.0 | 100.0% |
EURUSD | 20.2% | 58.6% | 21.2% | 0.0 | 100.0% |
GBPJPY | 34.2% | 32.8% | 33.0% | 0.0 | 100.0% |
GBPUSD | 21.2% | 56.3% | 22.5% | 0.0 | 100.0% |
NZDUSD | 19.1% | 63.0% | 18.0% | 0.0 | 100.0% |
USDCAD | 21.7% | 59.2% | 19.1% | 0.0 | 100.0% |
USDCHF | 19.1% | 62.2% | 18.7% | 0.0 | 100.0% |
USDJPY | 32.3% | 33.7% | 34.1% | 0.0 | 100.0% |
XAGUSD | 29.7% | 39.1% | 31.3% | -0.2 | 100.0% |
XAUUSD | 35.3% | 30.0% | 34.8% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.8% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 10 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 78.2% | 21.8% | 0.7 | 0.1 |
EURGBP | 84.7% | 15.3% | 0.5 | 0.1 |
EURJPY | 61.7% | 38.3% | 0.4 | 0.2 |
EURUSD | 76.3% | 23.7% | 0.4 | 0.1 |
GBPJPY | 49.0% | 51.0% | 0.3 | 0.2 |
GBPUSD | 66.7% | 33.3% | 0.6 | 0.2 |
NZDUSD | 73.7% | 26.3% | 1.1 | 0.3 |
USDCAD | 82.4% | 17.6% | 0.4 | 0.1 |
USDCHF | 74.3% | 25.7% | 0.4 | 0.1 |
USDJPY | 66.2% | 33.8% | 0.4 | 0.1 |
XAGUSD | 14.3% | 85.7% | 21.7 | 17.3 |
XAUUSD | 36.9% | 63.1% | 8.0 | 5.0 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 26.3% | 73.7% | 0.9 | 0.2 |
EURGBP | 22.5% | 77.5% | 0.8 | 0.2 |
EURJPY | 49.5% | 50.5% | 0.5 | 0.2 |
EURUSD | 22.9% | 77.1% | 0.4 | 0.1 |
GBPJPY | 57.5% | 42.5% | 0.5 | 0.3 |
GBPUSD | 40.7% | 59.3% | 0.6 | 0.2 |
NZDUSD | 28.6% | 71.4% | 1.3 | 0.4 |
USDCAD | 18.8% | 81.2% | 0.3 | 0.1 |
USDCHF | 33.0% | 67.0% | 0.4 | 0.1 |
USDJPY | 41.7% | 58.3% | 0.5 | 0.2 |
XAGUSD | 86.6% | 13.4% | 13.4 | 11.6 |
XAUUSD | 62.8% | 37.2% | 5.8 | 3.6 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 20.8% | 60.3% | 18.9% | 0.0 | 99.4% |
EURGBP | 16.5% | 67.0% | 16.5% | 0.0 | 100.0% |
EURJPY | 32.6% | 36.0% | 31.5% | 0.0 | 99.9% |
EURUSD | 21.2% | 59.6% | 19.2% | 0.0 | 99.6% |
GBPJPY | 33.5% | 33.4% | 33.0% | 0.0 | 99.8% |
GBPUSD | 23.9% | 55.9% | 20.2% | 0.0 | 99.6% |
NZDUSD | 18.9% | 64.3% | 16.8% | 0.0 | 99.4% |
USDCAD | 21.7% | 56.7% | 21.6% | 0.0 | 99.9% |
USDCHF | 18.7% | 66.1% | 15.3% | 0.0 | 99.1% |
USDJPY | 26.1% | 49.1% | 24.8% | 0.0 | 99.3% |
XAGUSD | 35.6% | 40.4% | 24.0% | 4.2 | 96.9% |
XAUUSD | 39.0% | 28.3% | 32.7% | 0.7 | 98.6% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.4 | 0.7 | 5.5 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.8 | 6.1 |
EURJPY | 0.1 | 0.0 | 0.5 | 1.0 | 2.2 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.1 | 4.6 |
GBPJPY | 0.1 | 0.0 | 0.4 | 0.0 | 2.6 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.2 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 3.1 |
USDCAD | 0.0 | 0.2 | 0.4 | 1.0 | 4.1 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 2.2 |
USDJPY | 0.1 | 0.2 | 0.5 | 0.9 | 21.1 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 11.9 | 0.0 | 0.0 | 36.7 | 616.1 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 4.3 | 12.9 | 0.0 | 23.5 | 491.1 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 70.5% | 70.9% | 71.2% | 93.7% | 94.8% |
EURGBP | 90.2% | 87.0% | 89.2% | 99.2% | 99.4% |
EURJPY | 73.2% | 73.2% | 80.4% | 80.9% | 98.6% |
EURUSD | 76.6% | 77.2% | 77.1% | 77.3% | 96.5% |
GBPJPY | 54.9% | 54.9% | 55.3% | 55.3% | 96.6% |
GBPUSD | 81.3% | 81.6% | 79.9% | 82.6% | 96.1% |
NZDUSD | 91.5% | 91.5% | 97.5% | 97.5% | 97.9% |
USDCAD | 64.5% | 65.9% | 67.3% | 67.7% | 97.6% |
USDCHF | 76.6% | 77.7% | 78.5% | 95.4% | 95.8% |
USDJPY | 69.6% | 69.4% | 69.8% | 70.8% | 95.4% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 88.1% | 88.1% | 82.8% | 84.9% | 95.4% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 50.3% | 54.4% | 53.8% | 77.1% | 91.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.5% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 21.5% | 57.0% | 21.5% | 0.0 | 100.0% |
EURGBP | 12.1% | 70.0% | 17.8% | 0.0 | 100.0% |
EURJPY | 31.4% | 37.9% | 30.7% | 0.0 | 100.0% |
EURUSD | 20.5% | 57.3% | 22.2% | 0.0 | 100.0% |
GBPJPY | 28.3% | 37.5% | 34.1% | 0.0 | 100.0% |
GBPUSD | 23.0% | 52.0% | 25.0% | 0.0 | 100.0% |
NZDUSD | 22.1% | 61.1% | 16.8% | 0.0 | 100.0% |
USDCAD | 22.5% | 55.5% | 22.0% | 0.0 | 100.0% |
USDCHF | 17.0% | 64.6% | 18.4% | 0.0 | 100.0% |
USDJPY | 26.7% | 42.6% | 30.7% | 0.0 | 100.0% |
XAGUSD | 33.1% | 34.6% | 32.2% | -0.4 | 100.0% |
XAUUSD | 35.8% | 27.7% | 36.5% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.2% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 80.3% | 19.7% | 0.6 | 0.1 |
EURGBP | 82.3% | 17.7% | 0.4 | 0.1 |
EURJPY | 64.3% | 35.7% | 0.3 | 0.1 |
EURUSD | 82.3% | 17.7% | 0.6 | 0.1 |
GBPJPY | 54.6% | 45.4% | 0.3 | 0.1 |
GBPUSD | 69.6% | 30.4% | 0.4 | 0.1 |
NZDUSD | 72.1% | 27.9% | 0.7 | 0.2 |
USDCAD | 75.0% | 25.0% | 1.9 | 0.4 |
USDCHF | 65.7% | 34.3% | 1.0 | 0.4 |
USDJPY | 69.2% | 30.8% | 0.4 | 0.1 |
XAGUSD | 8.8% | 91.2% | 12.2 | 11.1 |
XAUUSD | 38.9% | 61.1% | 7.3 | 4.3 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 21.9% | 78.1% | 0.7 | 0.2 |
EURGBP | 23.5% | 76.5% | 0.4 | 0.1 |
EURJPY | 33.7% | 66.3% | 0.4 | 0.1 |
EURUSD | 19.0% | 81.0% | 0.4 | 0.1 |
GBPJPY | 39.9% | 60.1% | 0.3 | 0.1 |
GBPUSD | 34.9% | 65.1% | 0.7 | 0.3 |
NZDUSD | 25.8% | 74.2% | 0.7 | 0.2 |
USDCAD | 22.8% | 77.2% | 0.5 | 0.1 |
USDCHF | 35.1% | 64.9% | 1.1 | 0.4 |
USDJPY | 34.6% | 65.4% | 0.5 | 0.2 |
XAGUSD | 86.0% | 14.0% | 12.9 | 11.1 |
XAUUSD | 61.3% | 38.7% | 5.7 | 3.5 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 20.2% | 62.9% | 16.9% | 0.0 | 99.4% |
EURGBP | 15.8% | 69.3% | 14.9% | 0.0 | 100.0% |
EURJPY | 28.3% | 44.6% | 27.1% | 0.0 | 99.9% |
EURUSD | 20.5% | 60.5% | 19.0% | 0.0 | 99.7% |
GBPJPY | 30.5% | 42.0% | 27.5% | 0.0 | 99.8% |
GBPUSD | 23.1% | 55.8% | 21.1% | 0.0 | 99.6% |
NZDUSD | 16.6% | 63.9% | 19.6% | 0.0 | 99.6% |
USDCAD | 22.1% | 57.7% | 20.2% | 0.0 | 99.9% |
USDCHF | 16.8% | 69.1% | 14.1% | 0.0 | 99.1% |
USDJPY | 28.3% | 47.1% | 24.7% | 0.0 | 99.4% |
XAGUSD | 35.7% | 38.3% | 26.1% | 4.5 | 98.0% |
XAUUSD | 38.2% | 29.5% | 32.4% | 0.7 | 98.9% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.6 | 0.7 | 8.5 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.9 | 9.3 |
EURJPY | 0.1 | 0.0 | 0.5 | 1.0 | 2.4 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 6.8 |
GBPJPY | 0.2 | 0.1 | 0.6 | 1.0 | 2.8 |
GBPUSD | 0.1 | 0.2 | 0.4 | 1.0 | 2.2 |
NZDUSD | 0.0 | 0.2 | 0.6 | 1.0 | 4.9 |
USDCAD | 0.1 | 0.2 | 0.4 | 1.2 | 6.6 |
USDCHF | 0.0 | 0.2 | 0.5 | 0.9 | 2.2 |
USDJPY | 0.1 | 0.2 | 0.5 | 0.8 | 4.8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 14.2 | 0.0 | 0.0 | 37.0 | 475.0 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 5.2 | 11.1 | 20.8 | 23.9 | 373.6 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 74.3% | 74.8% | 77.1% | 94.5% | 95.3% |
EURGBP | 87.2% | 82.4% | 83.6% | 99.2% | 99.5% |
EURJPY | 72.9% | 72.9% | 85.3% | 86.3% | 98.8% |
EURUSD | 73.2% | 73.6% | 73.5% | 73.8% | 96.6% |
GBPJPY | 60.3% | 60.5% | 60.8% | 61.9% | 96.4% |
GBPUSD | 78.5% | 78.7% | 77.1% | 78.2% | 96.5% |
NZDUSD | 81.8% | 82.1% | 98.0% | 98.0% | 98.3% |
USDCAD | 69.5% | 70.1% | 71.5% | 71.8% | 97.7% |
USDCHF | 71.1% | 75.3% | 75.8% | 95.5% | 95.7% |
USDJPY | 64.4% | 66.3% | 67.7% | 68.3% | 95.7% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 87.1% | 87.1% | 81.4% | 88.5% | 96.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 50.0% | 64.4% | 65.7% | 83.3% | 93.2% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.1% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 16 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 21.8% | 58.1% | 20.1% | 0.0 | 100.0% |
EURGBP | 16.4% | 69.5% | 14.1% | 0.0 | 100.0% |
EURJPY | 26.7% | 45.5% | 27.9% | 0.0 | 100.0% |
EURUSD | 20.6% | 57.5% | 22.0% | 0.0 | 100.0% |
GBPJPY | 27.0% | 43.0% | 30.1% | 0.0 | 100.0% |
GBPUSD | 24.4% | 52.4% | 23.2% | 0.0 | 100.0% |
NZDUSD | 15.0% | 65.7% | 19.3% | 0.0 | 100.0% |
USDCAD | 21.0% | 58.0% | 21.1% | 0.0 | 100.0% |
USDCHF | 16.0% | 66.7% | 17.4% | 0.0 | 100.0% |
USDJPY | 27.4% | 42.1% | 30.6% | 0.0 | 100.0% |
XAGUSD | 31.2% | 36.5% | 32.3% | -0.5 | 100.0% |
XAUUSD | 36.1% | 28.7% | 35.1% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 97.8% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 83.6% | 16.4% | 0.5 | 0.1 |
EURGBP | 81.6% | 18.4% | 0.3 | 0.0 |
EURJPY | 64.3% | 35.7% | 0.4 | 0.1 |
EURUSD | 82.0% | 18.0% | 0.7 | 0.1 |
GBPJPY | 54.1% | 45.9% | 0.5 | 0.2 |
GBPUSD | 71.1% | 28.9% | 0.5 | 0.2 |
NZDUSD | 68.4% | 31.6% | 0.8 | 0.2 |
USDCAD | 77.8% | 22.2% | 1.3 | 0.3 |
USDCHF | 76.2% | 23.8% | 0.9 | 0.1 |
USDJPY | 70.1% | 29.9% | 0.4 | 0.1 |
XAGUSD | 9.4% | 90.6% | 14.3 | 12.9 |
XAUUSD | 37.5% | 62.5% | 5.3 | 3.3 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 19.4% | 80.6% | 0.4 | 0.1 |
EURGBP | 20.9% | 79.1% | 0.4 | 0.1 |
EURJPY | 47.0% | 53.0% | 0.6 | 0.3 |
EURUSD | 17.6% | 82.4% | 0.4 | 0.1 |
GBPJPY | 46.8% | 53.2% | 0.6 | 0.3 |
GBPUSD | 33.2% | 66.8% | 0.6 | 0.2 |
NZDUSD | 26.6% | 73.4% | 1.0 | 0.3 |
USDCAD | 23.3% | 76.7% | 0.9 | 0.2 |
USDCHF | 40.3% | 59.7% | 0.5 | 0.2 |
USDJPY | 36.8% | 63.2% | 0.5 | 0.2 |
XAGUSD | 85.6% | 14.4% | 11.4 | 9.8 |
XAUUSD | 62.4% | 37.6% | 5.0 | 3.1 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 22.7% | 58.5% | 18.9% | 0.0 | 99.4% |
EURGBP | 14.4% | 70.4% | 15.2% | 0.0 | 100.0% |
EURJPY | 29.6% | 41.0% | 29.4% | 0.0 | 99.9% |
EURUSD | 23.3% | 55.8% | 20.9% | 0.0 | 99.7% |
GBPJPY | 34.3% | 37.9% | 27.8% | 0.1 | 99.7% |
GBPUSD | 24.2% | 54.4% | 21.4% | 0.0 | 99.6% |
NZDUSD | 19.2% | 62.9% | 17.9% | 0.0 | 99.4% |
USDCAD | 25.9% | 52.3% | 21.7% | 0.0 | 99.9% |
USDCHF | 21.1% | 61.3% | 17.7% | 0.0 | 99.1% |
USDJPY | 29.9% | 44.8% | 25.3% | 0.1 | 99.3% |
XAGUSD | 34.4% | 40.5% | 25.1% | 4.1 | 97.9% |
XAUUSD | 39.9% | 27.3% | 32.9% | 1.1 | 99.2% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 7.1 |
EURGBP | 0.0 | 0.1 | 0.4 | 0.9 | 13.6 |
EURJPY | 0.1 | 0.0 | 0.5 | 0.9 | 1.9 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 7.0 |
GBPJPY | 0.2 | 0.4 | 0.5 | 0.0 | 2.4 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.8 |
NZDUSD | 0.0 | 0.2 | 0.6 | 1.0 | 4.4 |
USDCAD | 0.1 | 0.2 | 0.4 | 1.0 | 7.1 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 2.7 |
USDJPY | 0.2 | 0.2 | 0.5 | 1.2 | 5.4 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 13.0 | 30.0 | 31.1 | 35.6 | 289.7 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 6.5 | 6.2 | 20.9 | 24.4 | 696.3 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 77.2% | 77.8% | 91.2% | 94.3% | 95.3% |
EURGBP | 94.2% | 91.9% | 92.3% | 99.3% | 99.5% |
EURJPY | 71.6% | 71.6% | 83.5% | 83.7% | 99.2% |
EURUSD | 78.8% | 79.5% | 79.5% | 79.6% | 97.0% |
GBPJPY | 67.3% | 68.7% | 69.4% | 69.4% | 95.3% |
GBPUSD | 80.3% | 80.5% | 84.4% | 84.5% | 96.8% |
NZDUSD | 75.0% | 75.2% | 97.6% | 97.7% | 97.9% |
USDCAD | 75.6% | 77.4% | 79.3% | 79.6% | 97.8% |
USDCHF | 73.4% | 75.9% | 76.2% | 95.5% | 95.7% |
USDJPY | 65.2% | 65.4% | 66.5% | 66.9% | 95.2% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 88.5% | 88.6% | 84.7% | 89.0% | 96.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 63.5% | 64.8% | 66.3% | 87.5% | 95.0% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.5% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 15 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 23.0% | 54.0% | 23.1% | 0.0 | 100.0% |
EURGBP | 13.1% | 69.0% | 17.9% | 0.0 | 100.0% |
EURJPY | 27.7% | 43.7% | 28.6% | 0.0 | 100.0% |
EURUSD | 24.2% | 50.8% | 25.0% | 0.0 | 100.0% |
GBPJPY | 31.5% | 35.9% | 32.6% | 0.0 | 100.0% |
GBPUSD | 23.2% | 53.0% | 23.7% | 0.0 | 100.0% |
NZDUSD | 17.5% | 63.5% | 19.0% | 0.0 | 100.0% |
USDCAD | 23.6% | 51.1% | 25.3% | 0.0 | 100.0% |
USDCHF | 20.2% | 56.6% | 23.2% | 0.0 | 100.0% |
USDJPY | 28.2% | 41.0% | 30.9% | 0.0 | 100.0% |
XAGUSD | 30.6% | 38.7% | 30.7% | 0.0 | 100.0% |
XAUUSD | 36.3% | 27.2% | 36.4% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 12 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 82.2% | 17.8% | 0.5 | 0.1 |
EURGBP | 86.0% | 14.0% | 0.2 | 0.0 |
EURJPY | 62.6% | 37.4% | 0.3 | 0.1 |
EURUSD | 83.4% | 16.6% | 0.3 | 0.1 |
GBPJPY | 50.8% | 49.2% | 0.4 | 0.2 |
GBPUSD | 72.9% | 27.1% | 0.3 | 0.1 |
NZDUSD | 80.9% | 19.1% | 0.5 | 0.1 |
USDCAD | 85.3% | 14.7% | 0.3 | 0.0 |
USDCHF | 71.7% | 28.3% | 0.4 | 0.1 |
USDJPY | 63.5% | 36.5% | 0.4 | 0.1 |
XAGUSD | 10.5% | 89.5% | 10.1 | 9.0 |
XAUUSD | 36.9% | 63.1% | 4.2 | 2.6 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 21.1% | 78.9% | 0.4 | 0.1 |
EURGBP | 14.5% | 85.5% | 0.4 | 0.1 |
EURJPY | 45.2% | 54.8% | 0.4 | 0.2 |
EURUSD | 17.5% | 82.5% | 0.3 | 0.1 |
GBPJPY | 47.1% | 52.9% | 0.5 | 0.2 |
GBPUSD | 27.5% | 72.5% | 0.5 | 0.1 |
NZDUSD | 23.1% | 76.9% | 0.2 | 0.1 |
USDCAD | 19.3% | 80.7% | 0.4 | 0.1 |
USDCHF | 36.1% | 63.9% | 0.4 | 0.1 |
USDJPY | 39.9% | 60.1% | 0.4 | 0.2 |
XAGUSD | 84.5% | 15.5% | 9.7 | 8.2 |
XAUUSD | 62.8% | 37.2% | 3.8 | 2.4 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 20.4% | 62.7% | 16.9% | 0.0 | 99.3% |
EURGBP | 16.5% | 68.4% | 15.1% | 0.0 | 100.0% |
EURJPY | 28.6% | 44.1% | 27.3% | 0.0 | 99.9% |
EURUSD | 22.4% | 58.4% | 19.2% | 0.0 | 99.6% |
GBPJPY | 33.5% | 37.7% | 28.8% | 0.0 | 99.7% |
GBPUSD | 23.0% | 55.2% | 21.8% | 0.0 | 99.6% |
NZDUSD | 17.5% | 66.1% | 16.5% | 0.0 | 99.4% |
USDCAD | 21.0% | 58.0% | 21.0% | 0.0 | 99.9% |
USDCHF | 19.0% | 63.1% | 18.0% | 0.0 | 99.3% |
USDJPY | 28.4% | 46.0% | 25.6% | 0.0 | 99.4% |
XAGUSD | 25.3% | 53.9% | 20.7% | 1.9 | 96.5% |
XAUUSD | 36.3% | 34.6% | 29.1% | 0.7 | 98.7% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.6 | 0.7 | 3.8 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 16.3 |
EURJPY | 0.1 | 0.0 | 0.5 | 0.9 | 2.6 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 5.1 |
GBPJPY | 0.1 | 0.2 | 0.5 | 0.0 | 2.3 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.7 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 3.7 |
USDCAD | 0.0 | 0.2 | 0.3 | 1.0 | 19.6 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 1.9 |
USDJPY | 0.1 | 0.2 | 0.5 | 0.9 | 10.6 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 5.4 | 0.0 | 26.7 | 49.4 | 1108.6 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 4.6 | 10.1 | 18.7 | 22.1 | 895.8 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 79.1% | 79.2% | 83.0% | 94.4% | 95.0% |
EURGBP | 91.2% | 87.5% | 88.2% | 99.0% | 99.4% |
EURJPY | 73.2% | 73.2% | 79.2% | 79.7% | 98.2% |
EURUSD | 75.5% | 75.9% | 76.0% | 76.1% | 95.8% |
GBPJPY | 64.0% | 65.4% | 68.4% | 68.4% | 95.1% |
GBPUSD | 76.2% | 76.9% | 84.8% | 85.0% | 96.3% |
NZDUSD | 81.6% | 81.6% | 96.9% | 97.0% | 97.7% |
USDCAD | 73.7% | 74.2% | 75.3% | 75.8% | 97.8% |
USDCHF | 72.6% | 75.0% | 76.6% | 96.0% | 96.3% |
USDJPY | 70.1% | 70.8% | 72.2% | 74.2% | 95.9% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 72.2% | 72.2% | 87.3% | 93.5% | 94.3% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 61.1% | 62.6% | 65.7% | 82.3% | 92.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.5% |
< 100 | 99.5% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 15 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 19.2% | 58.9% | 21.9% | 0.0 | 100.0% |
EURGBP | 16.3% | 66.8% | 16.9% | 0.0 | 100.0% |
EURJPY | 27.8% | 46.9% | 25.3% | 0.0 | 100.0% |
EURUSD | 22.0% | 55.9% | 22.1% | 0.0 | 100.0% |
GBPJPY | 29.5% | 39.5% | 31.0% | 0.0 | 100.0% |
GBPUSD | 22.8% | 53.6% | 23.6% | 0.0 | 100.0% |
NZDUSD | 14.4% | 70.8% | 14.8% | 0.0 | 100.0% |
USDCAD | 19.8% | 57.2% | 23.0% | 0.0 | 100.0% |
USDCHF | 21.1% | 58.2% | 20.7% | 0.0 | 100.0% |
USDJPY | 27.9% | 40.2% | 31.9% | 0.0 | 100.0% |
XAGUSD | 23.0% | 52.4% | 24.6% | -0.6 | 100.0% |
XAUUSD | 32.0% | 34.7% | 33.3% | -0.3 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.0% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 83.6% | 16.4% | 0.2 | 0.0 |
EURGBP | 87.1% | 12.9% | 0.3 | 0.0 |
EURJPY | 63.3% | 36.7% | 0.2 | 0.1 |
EURUSD | 82.4% | 17.6% | 0.3 | 0.1 |
GBPJPY | 59.7% | 40.3% | 0.3 | 0.1 |
GBPUSD | 69.6% | 30.4% | 0.4 | 0.1 |
NZDUSD | 79.7% | 20.3% | 0.7 | 0.1 |
USDCAD | 83.3% | 16.7% | 0.4 | 0.1 |
USDCHF | 73.2% | 26.8% | 0.5 | 0.1 |
USDJPY | 75.2% | 24.8% | 0.4 | 0.1 |
XAGUSD | 13.7% | 86.3% | 11.2 | 9.6 |
XAUUSD | 38.0% | 62.0% | 4.3 | 2.6 |
Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 20.6% | 79.4% | 0.4 | 0.1 |
EURGBP | 17.4% | 82.6% | 0.4 | 0.1 |
EURJPY | 35.6% | 64.4% | 0.3 | 0.1 |
EURUSD | 19.1% | 80.9% | 0.3 | 0.1 |
GBPJPY | 44.1% | 55.9% | 0.2 | 0.1 |
GBPUSD | 31.9% | 68.1% | 0.4 | 0.1 |
NZDUSD | 24.0% | 76.0% | 0.6 | 0.1 |
USDCAD | 22.5% | 77.5% | 0.4 | 0.1 |
USDCHF | 32.3% | 67.7% | 0.5 | 0.1 |
USDJPY | 31.7% | 68.3% | 0.4 | 0.1 |
XAGUSD | 80.4% | 19.6% | 10.5 | 8.5 |
XAUUSD | 59.3% | 40.7% | 3.9 | 2.3 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 21.9% | 58.8% | 19.4% | 0.0 | 99.1% |
EURGBP | 19.2% | 62.9% | 17.9% | 0.0 | 100.0% |
EURJPY | 31.4% | 37.4% | 31.2% | 0.0 | 99.8% |
EURUSD | 25.5% | 53.4% | 21.0% | 0.0 | 99.5% |
GBPJPY | 32.6% | 34.4% | 33.0% | 0.0 | 99.6% |
GBPUSD | 26.5% | 49.8% | 23.7% | 0.0 | 99.4% |
NZDUSD | 22.9% | 59.2% | 17.9% | 0.0 | 98.9% |
USDCAD | 24.6% | 53.0% | 22.4% | 0.0 | 99.9% |
USDCHF | 27.0% | 52.4% | 20.6% | 0.0 | 98.9% |
USDJPY | 31.1% | 40.2% | 28.7% | 0.0 | 99.1% |
XAGUSD | 25.3% | 54.7% | 20.0% | 1.4 | 97.7% |
XAUUSD | 35.1% | 35.5% | 29.3% | 0.5 | 99.0% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.4 | 0.7 | 3.7 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 11.5 |
EURJPY | 0.1 | 0.0 | 0.4 | 1.1 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.3 | 1.0 | 6.7 |
GBPJPY | 0.2 | 0.2 | 0.4 | 0.0 | 3.1 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.6 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 4.2 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.0 | 15.7 |
USDCHF | 0.1 | 0.2 | 0.0 | 0.9 | 1.9 |
USDJPY | 0.1 | 0.2 | 0.3 | 0.9 | 3.4 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 6.1 | 0.0 | 25.6 | 46.4 | 816.4 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.8 | 11.6 | 20.3 | 21.8 | 789.4 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 74.2% | 74.3% | 74.9% | 95.7% | 96.3% |
EURGBP | 84.8% | 86.8% | 86.8% | 98.3% | 98.9% |
EURJPY | 63.3% | 63.3% | 65.7% | 68.2% | 98.5% |
EURUSD | 71.6% | 71.9% | 72.1% | 72.8% | 94.1% |
GBPJPY | 64.8% | 66.1% | 66.8% | 66.8% | 96.4% |
GBPUSD | 66.5% | 66.9% | 69.7% | 80.9% | 95.6% |
NZDUSD | 67.4% | 67.4% | 97.2% | 97.2% | 97.8% |
USDCAD | 74.3% | 75.1% | 76.4% | 76.4% | 97.5% |
USDCHF | 77.8% | 78.7% | 78.7% | 96.6% | 96.7% |
USDJPY | 67.7% | 71.1% | 71.7% | 71.9% | 95.9% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 71.3% | 71.3% | 84.7% | 94.3% | 94.8% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 60.4% | 61.1% | 82.0% | 83.2% | 94.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 22.2% | 54.0% | 23.8% | 0.0 | 100.0% |
EURGBP | 17.3% | 61.4% | 21.2% | 0.0 | 100.0% |
EURJPY | 28.3% | 41.0% | 30.7% | 0.0 | 100.0% |
EURUSD | 23.4% | 52.7% | 23.9% | 0.0 | 100.0% |
GBPJPY | 35.1% | 30.5% | 34.4% | 0.0 | 100.0% |
GBPUSD | 24.9% | 49.3% | 25.8% | 0.0 | 100.0% |
NZDUSD | 20.7% | 52.4% | 26.9% | 0.0 | 100.0% |
USDCAD | 22.0% | 55.9% | 22.1% | 0.0 | 100.0% |
USDCHF | 23.5% | 54.9% | 21.6% | 0.0 | 100.0% |
USDJPY | 29.8% | 39.1% | 31.1% | 0.0 | 100.0% |
XAGUSD | 21.7% | 54.9% | 23.5% | -0.3 | 100.0% |
XAUUSD | 29.7% | 39.6% | 30.7% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 97.9% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 80.2% | 19.8% | 0.5 | 0.1 |
EURGBP | 87.3% | 12.7% | 0.3 | 0.0 |
EURJPY | 72.0% | 28.0% | 0.2 | 0.1 |
EURUSD | 81.3% | 18.7% | 0.3 | 0.1 |
GBPJPY | 51.7% | 48.3% | 0.4 | 0.2 |
GBPUSD | 69.9% | 30.1% | 0.4 | 0.1 |
NZDUSD | 74.1% | 25.9% | 0.5 | 0.1 |
USDCAD | 80.3% | 19.7% | 0.6 | 0.1 |
USDCHF | 74.0% | 26.0% | 0.9 | 0.2 |
USDJPY | 74.8% | 25.2% | 0.5 | 0.1 |
XAGUSD | 15.2% | 84.8% | 9.9 | 8.2 |
XAUUSD | 37.6% | 62.4% | 6.3 | 3.9 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 20.3% | 79.7% | 0.6 | 0.1 |
EURGBP | 16.9% | 83.1% | 0.3 | 0.1 |
EURJPY | 28.8% | 71.2% | 0.3 | 0.1 |
EURUSD | 19.0% | 81.0% | 0.4 | 0.1 |
GBPJPY | 42.9% | 57.1% | 0.3 | 0.1 |
GBPUSD | 31.3% | 68.7% | 0.4 | 0.1 |
NZDUSD | 28.1% | 71.9% | 0.8 | 0.2 |
USDCAD | 20.7% | 79.3% | 0.4 | 0.1 |
USDCHF | 30.4% | 69.6% | 0.7 | 0.2 |
USDJPY | 30.1% | 69.9% | 0.5 | 0.2 |
XAGUSD | 77.9% | 22.1% | 8.1 | 6.3 |
XAUUSD | 59.8% | 40.2% | 5.1 | 3.1 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 21.5% | 59.2% | 19.3% | 0.0 | 99.1% |
EURGBP | 19.6% | 63.2% | 17.2% | 0.0 | 100.0% |
EURJPY | 30.9% | 38.6% | 30.5% | 0.0 | 99.8% |
EURUSD | 24.7% | 54.5% | 20.8% | 0.0 | 99.6% |
GBPJPY | 32.2% | 35.0% | 32.8% | 0.0 | 99.7% |
GBPUSD | 26.5% | 50.1% | 23.5% | 0.0 | 99.5% |
NZDUSD | 22.8% | 59.6% | 17.6% | 0.0 | 99.0% |
USDCAD | 24.1% | 54.0% | 21.9% | 0.0 | 99.9% |
USDCHF | 26.7% | 53.4% | 19.8% | 0.0 | 98.9% |
USDJPY | 30.8% | 41.2% | 28.0% | 0.0 | 99.2% |
XAGUSD | 25.2% | 54.9% | 19.9% | 1.3 | 97.7% |
XAUUSD | 34.5% | 36.3% | 29.2% | 0.5 | 99.2% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.4 | 0.7 | 3.8 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 12.3 |
EURJPY | 0.1 | 0.0 | 0.4 | 1.1 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.3 | 1.0 | 6.4 |
GBPJPY | 0.1 | 0.2 | 0.4 | 0.0 | 3.0 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.7 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 4.2 |
USDCAD | 0.1 | 0.2 | 0.3 | 0.0 | 12.4 |
USDCHF | 0.1 | 0.2 | 0.0 | 0.9 | 1.9 |
USDJPY | 0.1 | 0.2 | 0.3 | 1.0 | 3.5 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 6.1 | 0.0 | 25.7 | 46.3 | 826.4 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.5 | 11.6 | 20.3 | 21.7 | 774.2 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 74.7% | 74.9% | 75.5% | 95.6% | 96.2% |
EURGBP | 84.5% | 86.5% | 86.6% | 98.3% | 98.8% |
EURJPY | 62.7% | 62.7% | 65.2% | 66.7% | 98.5% |
EURUSD | 72.6% | 72.9% | 73.1% | 73.8% | 94.6% |
GBPJPY | 65.7% | 67.0% | 67.8% | 67.8% | 96.7% |
GBPUSD | 66.3% | 66.7% | 69.4% | 80.2% | 95.5% |
NZDUSD | 67.4% | 67.4% | 97.2% | 97.3% | 97.8% |
USDCAD | 77.6% | 78.3% | 79.5% | 79.5% | 98.0% |
USDCHF | 77.8% | 78.7% | 78.7% | 96.6% | 96.7% |
USDJPY | 68.7% | 71.8% | 72.5% | 72.5% | 96.0% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 71.3% | 71.3% | 84.4% | 94.3% | 94.8% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 61.6% | 62.3% | 83.3% | 84.3% | 94.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 24.7% | 49.8% | 25.4% | 0.0 | 100.0% |
EURGBP | 16.1% | 70.4% | 13.6% | 0.0 | 100.0% |
EURJPY | 29.2% | 40.2% | 30.6% | 0.0 | 100.0% |
EURUSD | 24.5% | 50.1% | 25.4% | 0.0 | 100.0% |
GBPJPY | 30.2% | 34.7% | 35.1% | 0.0 | 100.0% |
GBPUSD | 24.6% | 48.7% | 26.7% | 0.0 | 100.0% |
NZDUSD | 20.8% | 48.2% | 31.0% | 0.0 | 100.0% |
USDCAD | 23.7% | 54.4% | 22.0% | 0.0 | 100.0% |
USDCHF | 22.5% | 53.0% | 24.5% | 0.0 | 100.0% |
USDJPY | 28.2% | 41.8% | 30.0% | 0.0 | 100.0% |
XAGUSD | 23.2% | 53.1% | 23.7% | -0.3 | 100.0% |
XAUUSD | 32.1% | 36.4% | 31.5% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.3% |
< 100 | 99.7% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 12 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 81.9% | 18.1% | 0.3 | 0.0 |
EURGBP | 82.5% | 17.5% | 0.2 | 0.0 |
EURJPY | 72.2% | 27.8% | 0.2 | 0.1 |
EURUSD | 81.6% | 18.4% | 0.3 | 0.1 |
GBPJPY | 52.9% | 47.1% | 0.4 | 0.2 |
GBPUSD | 67.6% | 32.4% | 0.6 | 0.2 |
NZDUSD | 77.7% | 22.3% | 0.3 | 0.1 |
USDCAD | 80.8% | 19.2% | 0.3 | 0.1 |
USDCHF | 75.4% | 24.6% | 0.4 | 0.1 |
USDJPY | 72.3% | 27.7% | 0.3 | 0.1 |
XAGUSD | 21.9% | 78.1% | 9.2 | 7.0 |
XAUUSD | 38.8% | 61.2% | 4.9 | 2.9 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 19.2% | 80.8% | 0.3 | 0.1 |
EURGBP | 17.0% | 83.0% | 0.5 | 0.1 |
EURJPY | 33.4% | 66.6% | 0.2 | 0.1 |
EURUSD | 19.2% | 80.8% | 0.3 | 0.1 |
GBPJPY | 47.4% | 52.6% | 0.3 | 0.1 |
GBPUSD | 33.9% | 66.1% | 0.5 | 0.2 |
NZDUSD | 22.2% | 77.8% | 0.4 | 0.1 |
USDCAD | 21.3% | 78.7% | 0.4 | 0.1 |
USDCHF | 29.7% | 70.3% | 0.7 | 0.2 |
USDJPY | 34.1% | 65.9% | 0.3 | 0.1 |
XAGUSD | 80.2% | 19.8% | 9.3 | 7.5 |
XAUUSD | 60.6% | 39.4% | 4.6 | 2.8 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 21.7% | 57.7% | 20.6% | 0.0 | 99.0% |
EURGBP | 19.5% | 61.9% | 18.6% | 0.0 | 99.9% |
EURJPY | 36.0% | 33.4% | 30.6% | 0.0 | 99.1% |
EURUSD | 25.6% | 54.0% | 20.4% | 0.0 | 99.6% |
GBPJPY | 31.8% | 39.3% | 28.9% | 0.0 | 99.3% |
GBPUSD | 25.1% | 51.6% | 23.3% | 0.0 | 99.4% |
NZDUSD | 19.5% | 64.4% | 16.1% | 0.0 | 99.1% |
USDCAD | 22.8% | 56.0% | 21.2% | 0.0 | 99.8% |
USDCHF | 22.9% | 56.3% | 20.8% | 0.0 | 99.0% |
USDJPY | 32.1% | 40.3% | 27.6% | 0.0 | 98.6% |
XAGUSD | 26.5% | 53.3% | 20.2% | 2.3 | 96.2% |
XAUUSD | 36.7% | 34.4% | 28.9% | 0.7 | 99.0% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.5 | 0.7 | 2.4 |
EURGBP | 0.1 | 0.2 | 0.3 | 0.9 | 1.9 |
EURJPY | 0.2 | 0.0 | 0.3 | 1.0 | 2.2 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 15.5 |
GBPJPY | 0.1 | 0.3 | 0.4 | 0.9 | 2.6 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.1 |
NZDUSD | 0.1 | 0.2 | 0.6 | 0.0 | 3.1 |
USDCAD | 0.1 | 0.2 | 0.3 | 1.1 | 4.9 |
USDCHF | 0.0 | 0.2 | 0.0 | 0.9 | 1.9 |
USDJPY | 0.2 | 0.2 | 0.5 | 1.0 | 3.6 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 7.2 | 0.0 | 26.8 | 48.7 | 1127.2 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.8 | 11.4 | 20.3 | 21.8 | 836.6 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 72.7% | 73.1% | 74.4% | 95.7% | 96.5% |
EURGBP | 76.4% | 83.6% | 84.0% | 97.8% | 98.4% |
EURJPY | 57.5% | 57.5% | 60.4% | 62.3% | 96.9% |
EURUSD | 73.0% | 73.4% | 73.7% | 74.4% | 94.5% |
GBPJPY | 56.8% | 58.9% | 61.3% | 61.6% | 92.7% |
GBPUSD | 68.7% | 69.2% | 72.5% | 73.4% | 95.7% |
NZDUSD | 70.8% | 71.5% | 91.1% | 91.1% | 92.6% |
USDCAD | 76.9% | 77.1% | 78.1% | 78.2% | 97.4% |
USDCHF | 67.9% | 69.7% | 69.7% | 96.8% | 96.9% |
USDJPY | 66.9% | 69.1% | 69.3% | 69.7% | 94.1% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 75.8% | 75.8% | 85.9% | 92.2% | 93.2% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 64.7% | 65.0% | 78.9% | 81.9% | 93.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 95.9% |
< 100 | 99.4% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 15 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 25.1% | 49.7% | 25.2% | 0.0 | 100.0% |
EURGBP | 14.2% | 68.8% | 17.0% | 0.0 | 100.0% |
EURJPY | 31.7% | 38.1% | 30.1% | 0.0 | 100.0% |
EURUSD | 23.8% | 50.9% | 25.3% | 0.0 | 100.0% |
GBPJPY | 29.6% | 35.8% | 34.7% | -0.1 | 100.0% |
GBPUSD | 25.0% | 49.2% | 25.8% | 0.0 | 100.0% |
NZDUSD | 16.3% | 44.6% | 39.1% | -0.1 | 100.0% |
USDCAD | 20.2% | 56.7% | 23.0% | 0.0 | 100.0% |
USDCHF | 20.0% | 58.8% | 21.2% | 0.0 | 100.0% |
USDJPY | 29.7% | 37.1% | 33.2% | 0.0 | 100.0% |
XAGUSD | 25.0% | 52.0% | 23.0% | 0.3 | 100.0% |
XAUUSD | 33.9% | 32.6% | 33.4% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.6% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 12 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 81.5% | 18.5% | 0.2 | 0.0 |
EURGBP | 84.0% | 16.0% | 0.3 | 0.0 |
EURJPY | 66.4% | 33.6% | 0.4 | 0.1 |
EURUSD | 82.1% | 17.9% | 0.3 | 0.0 |
GBPJPY | 51.4% | 48.6% | 0.4 | 0.2 |
GBPUSD | 70.9% | 29.1% | 0.3 | 0.1 |
NZDUSD | 75.3% | 24.7% | 0.3 | 0.1 |
USDCAD | 82.6% | 17.4% | 0.2 | 0.0 |
USDCHF | 76.5% | 23.5% | 0.4 | 0.1 |
USDJPY | 71.4% | 28.6% | 0.4 | 0.1 |
XAGUSD | 16.6% | 83.4% | 9.5 | 7.8 |
XAUUSD | 35.2% | 64.8% | 4.4 | 2.7 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 22.0% | 78.0% | 0.4 | 0.1 |
EURGBP | 23.4% | 76.6% | 0.5 | 0.1 |
EURJPY | 39.7% | 60.3% | 0.3 | 0.1 |
EURUSD | 17.3% | 82.7% | 0.3 | 0.1 |
GBPJPY | 56.2% | 43.8% | 0.4 | 0.2 |
GBPUSD | 30.8% | 69.2% | 0.6 | 0.2 |
NZDUSD | 26.9% | 73.1% | 0.6 | 0.2 |
USDCAD | 21.6% | 78.4% | 0.5 | 0.1 |
USDCHF | 28.1% | 71.9% | 0.7 | 0.2 |
USDJPY | 36.2% | 63.8% | 0.3 | 0.1 |
XAGUSD | 84.7% | 15.3% | 9.1 | 7.7 |
XAUUSD | 62.6% | 37.4% | 4.9 | 3.1 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 22.4% | 60.9% | 16.7% | 0.0 | 99.2% |
EURGBP | 20.2% | 63.4% | 16.5% | 0.0 | 99.9% |
EURJPY | 30.4% | 42.9% | 26.8% | 0.0 | 99.9% |
EURUSD | 23.1% | 56.4% | 20.5% | 0.0 | 99.4% |
GBPJPY | 29.3% | 43.3% | 27.4% | 0.0 | 99.7% |
GBPUSD | 25.1% | 52.8% | 22.1% | 0.0 | 99.5% |
NZDUSD | 22.0% | 63.2% | 14.8% | 0.0 | 99.7% |
USDCAD | 23.9% | 54.9% | 21.2% | 0.0 | 99.8% |
USDCHF | 22.0% | 57.9% | 20.1% | 0.0 | 99.4% |
USDJPY | 24.1% | 54.3% | 21.6% | 0.0 | 99.6% |
XAGUSD | 24.7% | 56.7% | 18.6% | 1.8 | 96.2% |
XAUUSD | 34.9% | 36.3% | 28.8% | 0.5 | 99.2% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 2.5 |
EURGBP | 0.0 | 0.2 | 0.0 | 0.9 | 2.6 |
EURJPY | 0.1 | 0.0 | 0.3 | 1.0 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 5.7 |
GBPJPY | 0.1 | 0.2 | 0.3 | 0.0 | 2.2 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.2 |
NZDUSD | 0.1 | 0.0 | 0.6 | 0.9 | 2.4 |
USDCAD | 0.1 | 0.3 | 0.3 | 1.0 | 4.2 |
USDCHF | 0.1 | 0.4 | 0.3 | 0.9 | 1.8 |
USDJPY | 0.1 | 0.2 | 0.6 | 1.0 | 2.8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 5.3 | 0.0 | 26.6 | 47.3 | 1731.3 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.0 | 9.3 | 20.2 | 25.0 | 161.7 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 75.8% | 76.0% | 88.9% | 92.2% | 93.5% |
EURGBP | 75.5% | 78.3% | 78.3% | 98.6% | 99.0% |
EURJPY | 69.0% | 69.0% | 71.1% | 72.0% | 98.6% |
EURUSD | 73.3% | 73.9% | 74.2% | 76.3% | 95.6% |
GBPJPY | 69.5% | 71.7% | 75.7% | 75.7% | 97.5% |
GBPUSD | 70.9% | 71.3% | 74.0% | 80.4% | 96.1% |
NZDUSD | 71.2% | 71.2% | 86.2% | 86.2% | 89.5% |
USDCAD | 68.5% | 69.2% | 70.0% | 72.2% | 95.1% |
USDCHF | 75.9% | 76.1% | 76.3% | 97.9% | 98.3% |
USDJPY | 73.5% | 75.3% | 76.0% | 77.7% | 96.3% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 75.6% | 75.6% | 85.7% | 91.9% | 92.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 63.8% | 64.0% | 88.0% | 88.0% | 95.3% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 22.1% | 55.3% | 22.6% | 0.0 | 100.0% |
EURGBP | 13.3% | 67.6% | 19.1% | 0.0 | 100.0% |
EURJPY | 26.1% | 45.8% | 28.1% | 0.0 | 100.0% |
EURUSD | 23.2% | 53.8% | 23.0% | 0.0 | 100.0% |
GBPJPY | 27.4% | 42.0% | 30.5% | 0.0 | 100.0% |
GBPUSD | 23.4% | 52.1% | 24.5% | 0.0 | 100.0% |
NZDUSD | 20.1% | 60.2% | 19.8% | 0.0 | 100.0% |
USDCAD | 23.1% | 53.7% | 23.2% | 0.0 | 100.0% |
USDCHF | 19.1% | 62.0% | 18.9% | 0.0 | 100.0% |
USDJPY | 24.8% | 49.0% | 26.2% | 0.0 | 100.0% |
XAGUSD | 21.9% | 57.5% | 20.6% | 0.1 | 100.0% |
XAUUSD | 32.1% | 36.3% | 31.6% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.8% |
< 100 | 99.8% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 10 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 79.5% | 20.5% | 0.4 | 0.1 |
EURGBP | 80.0% | 20.0% | 0.4 | 0.1 |
EURJPY | 69.3% | 30.7% | 0.2 | 0.1 |
EURUSD | 79.7% | 20.3% | 0.3 | 0.1 |
GBPJPY | 57.3% | 42.7% | 0.3 | 0.1 |
GBPUSD | 69.5% | 30.5% | 0.4 | 0.1 |
NZDUSD | 78.8% | 21.2% | 0.3 | 0.1 |
USDCAD | 80.2% | 19.8% | 0.3 | 0.1 |
USDCHF | 72.2% | 27.8% | 0.4 | 0.1 |
USDJPY | 72.2% | 27.8% | 0.3 | 0.1 |
XAGUSD | 12.7% | 87.3% | 14.2 | 12.2 |
XAUUSD | 37.8% | 62.2% | 6.9 | 3.4 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 21.3% | 78.7% | 0.3 | 0.1 |
EURGBP | 21.5% | 78.5% | 0.3 | 0.1 |
EURJPY | 32.7% | 67.3% | 0.3 | 0.1 |
EURUSD | 19.6% | 80.4% | 0.3 | 0.1 |
GBPJPY | 42.0% | 58.0% | 0.4 | 0.2 |
GBPUSD | 33.0% | 67.0% | 0.5 | 0.2 |
NZDUSD | 25.7% | 74.3% | 0.3 | 0.1 |
USDCAD | 20.6% | 79.4% | 0.2 | 0.0 |
USDCHF | 25.8% | 74.2% | 0.3 | 0.1 |
USDJPY | 33.6% | 66.4% | 0.3 | 0.1 |
XAGUSD | 82.6% | 17.4% | 21.0 | 17.4 |
XAUUSD | 60.0% | 40.0% | 5.1 | 3.0 |
Markedsordre
En markedsordre er en instruksjon om å handle så mye av ordren som mulig til de beste tilgjengelige betingelsene i markedet. En markedsordre er gyldig ut dagen. Hvis Saxo mener det er mulig å utføre en markedsordre umiddelbart ved bruk av egen likviditet, gjør vi det. Ordren vil ellers rutes til en tredjepart for utførelse. Hvis det ikke er mulig å fylle hele ordren umiddelbart, vil Saxo fortsette å forsøke å utføre ordren til det aktuelle markedet stenger.
Immediate or Cancel (IOC) markedsordre
En Immediate or Cancel (IOC)-markedsordre ligner på en standard markedsordre (beskrevet ovenfor). Det er en instruksjon om å handle umiddelbart til de beste tilgjengelige betingelsene, men Saxo vil ikke forsøke å utføre ordren gjentatte ganger hvis den ikke fylles umiddelbart. Hvis Saxo mener det er mulig å utføre en IOC-markedsordre umiddelbart ved bruk av egen likviditet, gjør vi det. Hvis ikke vil ordren rutes til en tredjepart for utførelse. En ordre som ikke fylles umiddelbart, vil kanselleres.
Immediate eller Cancel (IOC) Limit Order
En Immediate eller Cancel (IOC) Limit Order er en ordre som handler til den prisen som vises på skjermen, hvis den fortsatt er tilgjengelig og underlagt en definert toleranse. Toleranse lar deg kontrollere prisområdet ved å definere differensial for minimumspris (ved salg) og differensial for maksimumspris (ved kjøp) som du er komfortabel med å godta. Toleranse kan spesifiseres enten som et fast prisintervall eller en prosent av gjeldende markedspris. Saxo kan fylle ordren med en dårligere pris enn den du ser på skjermen, forutsatt at prisdifferansen ikke overskrider den spesifiserte toleransen. Hvis en bedre pris er tilgjengelig vil Saxo gi deg den fulle fordelen ved den tilgjengelige forbedringen ved å fylle ordren til en bedre pris. Som med en IOC-markedsordre, hvis Saxo ikke kan besørge tilstrekkelig likviditet på egenhånd, kan ordren rutes eksternt. En ordre som ikke fylles umiddelbart, vil kanselleres.
Limit-ordre
En limit-ordre er en ordre som handles til en spesifisert pris eller bedre, dersom det er mulig innenfor et angitt tidsrom. Følgende ordrevarigheter er tilgjengelig:
Dagsordre (DO): Gyldig til handelen offisielt stenger på dagen ordren opprettes (eller neste virkedag for ordrer godtatt i helger).
Gyldig til dato (GTD – Good till Date): Gyldig til handelen på valgt dato offisielt avsluttes.
Gyldig til annullert (GTC – Good till Cancelled): Gyldig på ubestemt tid eller til den kanselleres av deg.
En limit-ordre blir aktiv når markedskursen når en valgt pris. Hvis Saxo mener det er mulig å utføre en limit-ordre umiddelbart ved bruk av egen likviditet, gjør vi det. Ordren vil ellers rutes til en tredjepart for utførelse. På ethvert tidspunkt der det ikke er nok likviditet tilgjengelig fra Saxos egne beholdning eller eksternt til å fylle ordren til en spesifisert pris eller bedre, reverseres det gjenværende av ordren til en "ventende ordre".
Stoppordre
En stoppordre brukes normalt til å lukke en posisjon når markedet går i feil retning, for å begrense tapet. Det kan også brukes til å åpne en posisjon når markedet beveger seg forbi et valgt nivå. En stoppordre kan ha en lignende varighet som en limit-ordre (se ovenfor). En stoppordre som legges inn for kjøp behandles som en «Stopp hvis bid». En stoppordre som legges inn for salg behandles som en «Stopp hvis offer».
En stoppordre om å selge utløses når tilbudskursen når det spesifiserte prisnivå. Når den utløses, behandles ordren som en markedsordreutførelse med alle forbedringer sendt til kunder.
En stoppordre om å kjøpe utløses når bid-pris når det spesifiserte prisnivå. Når den utløses, behandles ordren som en markedsordreutførelse med alle forbedringer sendt til kunder.
Denne ordningen er designet for å beskytte deg mot risikoen for at en stoppordre utføres som resultatet av bredere spreads uten at markedet faktisk beveger seg. Dette kan skje rundt offentliggjøring av økonomisk statistikk eller til tider med lavere likviditet, som ved rullering på valuteringsdato eller når markedet åpner og stenger. Dette betyr at en stoppordre aldri vil utføres til det spesifiserte nivået, men alltid med spreaden fra stoppnivået som differanse. Hvis en ordre gjelder for en åpen posisjon, kanselleres den automatisk når posisjonen lukkes. Utløsernivået for en stoppordre kan angis for å følge markedsutviklingen. I dette tilfellet beveger utløsernivået seg samme vei når markedet svinger i din favør. Utløsernivået for en trailing stop-ordre beveger seg i trinn som velges når ordren opprettes.
Stop limit-ordre
En Stop limit-ordre fungerer på samme måte som en stoppordre. Men når den utløses forvandles den til en Limit-ordre med en forhåndsavtalt limit-pris, i stedet for å eksekvere med neste tilgjengelige pris. Deretter behandles den som en limit-ordre. Med denne ordretypen får du litt beskyttelse mot dårlig oppfyllelse i likviditet eller sprikende markeder. Trailing stop limit-ordrer er ikke tilgjengelig.