Statystyki realizacji zleceń
W ramach demonstrowania zaangażowania w zapewnianie większej przejrzystości oraz dostarczanie klientom sprawiedliwych rezultatów Saxo Bank podjął inicjatywę publikowania statystyk realizacji zleceń walutowych, aby pomagać klientom w ocenie jakości realizacji podczas podejmowania decyzji o nawiązaniu współpracy z podmiotem obsługującym transakcje.
Jesteśmy dumni z tych statystyk, ponieważ odzwierciedlają fakt, że interesy Saxo Bank są zbieżne z interesem klientów w zakresie zapewniania odpowiedniej jakości realizacji przy znacznie niższych prowizjach oraz bez asymetrycznego poślizgu cenowego.
W poniższych tabelach przedstawiono statystyki realizacji publikowane co miesiąc dla obracanych najbardziej popularnych par walutowych FX Spot w Saxo Bank:
- Statystyka zleceń typu limit IOC
- Średnia poprawa zleceń limit IOC, według ustawienia tolerancji cenowej
- Współczynnik wykonania zleceń limit IOC według ustawienia tolerancji cenowej
- Prędkość realizacji zleceń limit IOC
- Statystyka zleceń po cenie rynkowej
- Prędkość realizacji zleceń po cenie rynkowej
- Statystyka zleceń oczekujących typu stop
- Statystyka oczekujących zleceń z limitem
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 |
Zlecenie po cenie rynkowej
Zlecenie po cenie rynkowej jest tradycyjną instrukcją do postępowania w celu uzyskania najlepszego wyniku dotyczącą zrealizowania jak największej części zlecenia na najlepszych dostępnych warunkach na rynku. Zlecenie po cenie rynkowej jest traktowane jako ważne danego dnia. Jeśli Saxo uzna, że jest w stanie wykonać zlecenie po cenie rynkowej natychmiast, korzystając z własnej płynności, zrobi to. W przeciwnym razie przekieruje zlecenie do strony trzeciej, aby podjąć próbę jego wykonania. Jeśli zlecenia nie można natychmiast wykonać w całości, Saxo będzie kontynuować jego realizację do czasu oficjalnego zamknięcia odpowiedniego rynku.
Zlecenie po cenie rynkowej Natychmiast lub odwołaj (IOC)
Zlecenie po cenie rynkowej Natychmiast lub odwołaj (IOC) przypomina standardowe zlecenie po cenie rynkowej (opisane powyżej). Jest to instrukcja natychmiastowego zawarcia transakcji na najlepszych dostępnych warunkach. Jednak jeśli Saxo nie będzie w stanie go natychmiast wykonać, nie będzie kontynuować jego realizacji. Jeśli Saxo uzna, że jest w stanie wykonać zlecenie po cenie rynkowej IOC natychmiast, korzystając z własnej płynności, zrobi to. W przeciwnym razie przekieruje zlecenie do strony trzeciej, aby podjąć próbę jego wykonania. Zlecenie niezrealizowane natychmiast zostanie anulowane.
Zlecenie z limitem Natychmiast lub odwołaj (IOC)
Zlecenie z limitem Natychmiast lub odwołaj (IOC) to zlecenie transakcji w cenie widocznej na ekranie, jeśli jest wciąż dostępne i mieści się w zdefiniowanym zakresie tolerancji. Tolerancja umożliwia kontrolowanie zakresu cenowego przez zdefiniowanie minimalnej rozpiętości cen (w przypadku sprzedaży) lub maksymalnej rozpiętości cen (w przypadku zakupu), które możesz zaakceptować. Tolerancję można określić jako stały wzrost ceny lub wartość procentową bieżącej ceny rynkowej. Saxo może zrealizować zlecenie po gorszej cenie niż ta widziana na ekranie, o ile różnica ceny nie przekracza określonej tolerancji. Jeśli dostępna jest lepsza cena, Saxo pozwoli Ci w pełni wykorzystać dostępne możliwości, realizując zlecenie w lepszej cenie. Podobnie jak w przypadku zlecenia Market IOC, jeśli Saxo nie jest w stanie zapewnić wystarczającej płynności z własnej księgi, może przekierować zlecenie na zewnątrz. Zlecenie niezrealizowane natychmiast zostanie anulowane.
Zlecenie z limitem
Zlecenie z limitem to zlecenie transakcji w określonej lub lepszej cenie, jeśli jest to możliwe w określonym czasie. Dostępne są następujące czasy trwania zleceń:
Zlecenie jednodniowe (Day Order, DO): Ważne do oficjalnego zamknięcia sesji w dniu złożenia zlecenia (lub w następnym dniu roboczym w przypadku zleceń przyjętych w weekend).
Zlecenie ważne do określonej daty (Good Till Date, GTD): Ważne do oficjalnego zamknięcia sesji w wybranym dniu.
Zlecenie ważne do odwołania (Good Till Cancelled, GTC): Ważne przez czas nieokreślony lub do momentu jego anulowania.
Zlecenie z limitem zostanie wyzwolone, gdy cena rynkowa osiągnie cenę limit. Jeśli Saxo uzna, że jest w stanie wykonać zlecenie z limitem natychmiast, korzystając z własnej płynności, zrobi to. W przeciwnym razie przekieruje zlecenie do strony trzeciej, aby podjąć próbę jego wykonania. W dowolnym momencie, w którym we własnej księdze firmy Saxo ani na zewnątrz nie jest dostępna wystarczająca płynność, aby całkowicie wypełnić zlecenie w określonej lub lepszej cenie, pozostała część zlecenia otrzyma status „zlecenia oczekującego”.
Zlecenie Stop
Zlecenie Stop jest zazwyczaj używane do zamknięcia pozycji, kiedy rynek jest dla niej niesprzyjający, aby zapobiegać dalszym stratom. Zlecenia można również użyć do otworzenia pozycji, jeśli rynek przekroczy wybrany poziom. Zlecenie Stop może mieć czas trwania podobny do zlecenia z limitem (patrz wyżej). Zlecenie Stop używane do kupowania pozycji jest traktowane jako Stop if Bid. Zlecenie Stop używane do sprzedawania pozycji jest traktowane jako Stop if Offer.
Zlecenie Stop dotyczące sprzedaży pozycji zostanie zainicjowane, gdy cena Offer osiągnie określony poziom. Po inicjacji zlecenia, będzie ono traktowane jak zlecenie po cenie rynkowej.
Zlecenie Stop dotyczące zakupu pozycji zostanie zainicjowane, gdy cena Bid osiągnie określony poziom. Po inicjacji zlecenia, będzie ono traktowane jak zlecenie po cenie rynkowej.
Taki schemat działania ma za zadanie chronić klientów przed ryzykiem związanym z sytuacjami, w których zlecenie Stop zostanie zainicjowane w wyniku poszerzenia spreadów bez faktycznych ruchów rynku. Może do tego dojść w przypadku publikacji statystyk ekonomicznych lub w czasach zmniejszonej płynności, np. podczas przetrzymania daty rozliczenia lub podczas zamknięcia i otwarcia rynku. Oznacza to, że zlecenie Stop nigdy nie zostanie zainicjowane na określonym poziomie, ale w oparciu o spread w odniesieniu do poziomu zlecenia Stop. Jeśli zlecenie zostało przypisane do otwartej pozycji, zostanie ono automatycznie anulowane w przypadku jej zamknięcia. Można określić poziom zainicjowania zlecenia Stop tak, aby podążało za rynkiem. W przypadku, gdy ruch na rynku okaże się korzystny, poziom inicjujący zlecenie przesunie się w tym samym kierunku. Poziom inicjacji zlecenia Trailing stop jest modyfikowany etapami definiowanymi podczas ustalania zlecenia.
Zlecenie Stop limit
Zlecenie Stop limit działa podobnie do zlecenia Stop. Jednak po inicjacji, zlecenie nie zostanie wykonane po następnej dostępnej cenie, tylko przekształci się w zlecenie z limitem po wstępnie ustalonej cenie Limit. Od tego momentu zlecenie będzie traktowane jako zlecenie z limitem. Tego typu zlecenie zapewnia pewien stopień ochrony przed niekorzystną inicjacją na rynku otwartym z luką lub rynku o niskiej płynności. Zlecenia Trailing stop z limitem nie są dostępne.