Статистика исполнения на основе ордеров
Для демонстрации своей приверженности повышенной прозрачности и предоставлению честных результатов клиентам Saxo Bank принимает на себя инициативу по опубликованию своей статистики исполнения валютных ордеров, чтобы помочь клиентам оценить качество исполнения при выборе лучшего поставщика услуг торговли.
Мы гордимся тем, что эти статистические данные свидетельствуют, что интересы Saxo Bank совпадают с интересами наших клиентов с точки зрения обеспечения качественного исполнения с существенным улучшением цены и без асимметричного проскальзывания.
В таблицах ниже показана следующая статистика исполнения, публикуемая ежемесячно для наиболее торгуемых валютных пар по спотовым сделкам Saxo Bank.
- Статистика по лимитным ордерам IOC
- Среднее улучшение по лимитным ордерам IOC, по параметру допустимой цены
- Уровень исполнения по лимитированным ордерам IOC, по параметру допустимой цены
- Скорость исполнения лимитного ордера IOC
- Статистика по рыночным ордерам
- Скорость исполнения рыночного ордера
- Статистика по отложенным стоп-ордерам
- Статистика по отложенным лимитным ордерам
Limit IOC Order Statistics
Currency 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 |
Рыночный ордер
Рыночный ордер — это традиционно лучший способ получения как можно большей выгоды от ордера при торговле на лучших доступных условиях на рынке. Рыночный ордер считается действующим в течение дня. Если Saxo считает, что он может выполнить рыночный ордер немедленно из своей собственной ликвидности, он сделает это. В противном случае он направит ордер третьей стороне для попытки исполнения. Если ордер не может быть исполнен полностью незамедлительно, Saxo продолжит работу над ним до официального закрытия соответствующего рынка.
Рыночный ордер с немедленным исполнением или аннулированием (IOC)
Рыночный ордер с немедленным исполнением или аннулированием (IOC) аналогичен стандартному рыночному ордеру (описанному выше). Это инструкция для немедленной торговли на лучших доступных условиях, однако Saxo не будет продолжать работу с ордером, если не сможет его исполнить немедленно. Если Saxo считает, что он может выполнить рыночный ордер IOC немедленно из своей собственной ликвидности, он сделает это. В противном случае он направит ордер третьей стороне для попытки исполнения. Если ордер не был немедленно исполнен, он будет аннулирован.
Лимитный ордер с немедленным исполнением или аннулированием (IOC)
Лимитный ордер с немедленным исполнением или аннулированием (IOC) - это ордер на торговлю по цене, которую вы видите на экране, если она все еще доступна с соблюдением определенной допустимой цены. Допустимая цена позволяет вам контролировать диапазон цен, определяя минимальный перепад цен (при продаже) или максимальный перепад цен (при покупке), который вам удобно принимать. Допустимая цена может быть указана как фиксированный прирост цены или процент от текущей рыночной цены. Saxo может выполнить ордер по более худшей цене, чем вы видели на экране, при условии, что разница в цене не превышает указанную допустимую цену. Если доступна лучшая цена, Saxo предоставит вам полную выгоду от доступного улучшения, исполнив ордер по лучшей цене. Как и в случае с рыночным ордером IOC, если Saxo не может предоставить достаточную ликвидность самостоятельно, он может направить ордер для внешнего исполнения. Если ордер не был немедленно исполнен, он будет аннулирован.
Лимитный ордер
Лимитный ордер — это ордер на торговлю по цене не хуже указанной, если это возможно в течение указанного периода времени. Доступны следующие сроки действия ордеров:
Дневной ордер (DO): Действует до официального закрытия торгов в день размещения ордера (либо на следующий рабочий день, если ордер принят в выходные).
Действует до даты (GTD): Действует до официального закрытия торгов на дату по вашему выбору.
Действует до уведомления об отмене (GTC): Действует неограниченно, если или пока не будет отменен вами.
Лимитный ордер сработает, когда рыночная цена достигнет предельной цены. Если Saxo считает, что он может исполнить лимитный ордер немедленно за счет своей собственной ликвидности, он сделает это. В противном случае он направит ордер третьей стороне для попытки исполнения. В любое время, когда у Saxo или у его партнеров — поставщиков ликвидности не хватает ликвидности, чтобы полностью исполнить ордер по указанной цене или на лучших условиях, оставшаяся сумма в ордере будет переведена в «отложенный ордер».
Стоп-ордер
Стоп-ордер обычно используется для закрытия позиции, когда рынок идет против нее, чтобы предотвратить дальнейшие потери. Также может применяться для открытия позиции, если рынок проходит через выбранный уровень. Стоп-ордер может иметь длительность, аналогичную лимитному ордеру (см выше). Стоп-ордер, размещенный для покупки, рассматривается как ордер Stop if Bid. Стоп-ордер, размещенный для продажи, рассматривается как ордер Stop if Offer.
Стоп-ордер на продажу сработает, когда цена предложения достигнет указанного ценового уровня. После активации такой ордер считается рыночным ордером.
Стоп-приказ на покупку сработает, когда цена предложения достигнет указанного ценового уровня. После активации такой ордер считается рыночным ордером.
Эта схема предназначена для защиты от риска исполнения стоп-ордера в результате расширения спредов без фактического движения рынка. Это может происходить вокруг публикации экономической статистики или в периоды снижения ликвидности, например, во время изменения даты валютирования или при закрытии и открытии рынка. Это означает, что стоп-ордер никогда не будет исполняться на указанном вами уровне, а всегда на расстоянии спреда от ценового уровня трейдера. Если ордер прикреплен к открытой позиции, он автоматически отменяется, если позиция закрывается. В целях отслеживания рынка для стоп-ордера может быть указан уровень триггера. В этом случае, когда рынок движется в вашу сторону, уровень триггера для ордера движется таким же образом. Уровень триггера для скользящего стоп-ордера перемещается шагами, которые определяются при размещении ордера.
Лимитный стоп-ордер
Лимитный стоп-ордер хранится так же, как и стоп-ордер. Однако после активации он не исполняется по следующей доступной цене, а преобразуется в лимитный ордер с заранее установленной предельной ценой. С этого момента ордер рассматривается как лимитный. Данный тип ордера дает вам некоторую защиту от ненадлежащего исполнения по срокам банковских требований и обязательств или неликвидного рынка. Лимитные скользящие стоп-ордера недоступны.