订单执行

支持的订单类型

可以使用下列的订单类型:

立即执行否则撤销(IOC)订单,无论是否设定价格容忍度,都立即以最优可行价格成交。

挂单指令,包括限价、市价、止损、限价止损等订单类型,例如当日取消前有效订单等等。

移动止损订单,止损订单可以精确追踪市场行情。

所有限价和止损单都可作为:

  • 当日委托订单-即日收市时(周末下单时则为下一交易日收市时)自动到期
  • 撤销前有效(GTC) – 订单被您亲自取消前有效
  • 到期前有效(GTD) – 指定一交易日收市时订单自动到期

市价单

使用市价订单,以市场现有最优价格成交尽可能多的订单。

市价IOC (Immediate-or-Cancel) 订单 – 是尽可能多地立即买进或出售的订单指令。"立即"指订单存续时间为3秒。市价IOC订单可能导致部分成交。如果订单未能全部成交,未成交部分将被撤销。市价IOC订单无法设定价格容忍度,也就是说,客户无法控制执行价格的范围。

市价订单 – 使用当日委托市价订单进行买入或出售,会以市场现有最优价格成交尽可能多的订单。市价订单可能导致部分成交,如果订单未能全部成交,未成交部分在既有的存续时间内依然有效。

限价单

限价订单是在指定时间内以指定或更优价格进行交易的订单。

  • 买入的限价单只能低于现行市场价格
  • 卖出的限价单只能高于现行市场价格

限价IOC (Immediate-or-Cancel) 订单 -  立即以客户指定的(或更优的)价格尽可能多地买入或出售的订单指令。"立即" 指订单存续时间为3秒。限价IOC订单可能导致部分成交。如果订单未能全部成交,未成交部分将被撤销。

限价挂单指令 – 有可变存续期的,直到以指定价格触发前都存留于盛宝银行的限价订单。现价挂单指令可能导致部分成交。如果订单未能全部成交,未成交部分将转变为挂单指令。

止损单

止损单一般用于将亏损限制在某一价格水平。所有的止损单都将在点差的相反一侧触发(the opposite side of the spread)。这些订单一般会以止损价加上或减去触发时的点差来成交。

指令为买入的止损单将被视为"以经纪商买入价止损"。指令为卖出的止损单将被视为"以经纪商卖出价止损"。这一设置是为了防止所设的止损单在点差短暂扩大(比如在不到一秒钟的时间里)的情况下被触发,这种情况下可能没有真正的买家卖家。

在以下情况,止损订单将被触发:

  • 买入止损订单:当经纪商买入价达到指定价格水平,且客户能够进行等量的交易时,指令将被触发。触发后,订单以市价单方式交易。
  • 卖出止损订单:当经纪商卖出价达到指定价格水平,且客户能够进行等量的交易时,指令将被触发。触发后,订单以市价单方式交易。

盛宝银行的订单管理系统带有客户保护机制,止损单以透明的价格执行,绝大多数订单都将在客户预设的价格水平上成交而无滑点。请查阅下方的止损单历史成交统计

限价止损单 – 限价止损单可以设置不同的存续时间(当日有效,取消前有效等等),订单直到触发、取消或失效前,会保留在盛宝银行。一旦触发,限价止损单转为以止损价格为触发价格的限价挂单。限价挂单可能导致部分成交。如果订单未能全部成交,未成交部分将转为挂单指令。不可使用移动限价止损订单。

人工订单成交

一般来说,通过盛宝银行下单,仅有很小的一部分订单需要人工干预。

人工干预会的情形有:

  • 交易规模太大而无法自动执行
  • 市场情况非常动荡和/或缺乏流动性
  • 缺乏流动性的货币对

在流动性缺乏的市场条件下,市场参与者较少,因此交易员需要查看价格以及市场是否可以实现预期的交易额。

部分订单成交

在市场缺乏流动性,或客户希望的交易规模过大时,可能造成订单的部分成交。

IOC订单在其3秒的存续期内将保持有效,直到订单完全成交,超过3秒则订单失效。期间如果IOC订单仅有部分成交,则未成交部分将被撤销。

挂单指令在指定存续期内(例如:当日有效;撤销前有效等等)将保持有效,直到完全成交。



订单驱动执行统计

平均滑点、价格改进和平均拒绝率

下表详述了盛宝银行在所列主要货币对上的订单执行表现:

  • 平均滑点
  • 平均价格改进
  • 平均拒绝率

统计数据来源:基于盛宝银行真实市场价格、交易频率和成交量的,使用立即成交否则取消限价订单的模拟交易行为,统计时段为2016年5月至2016年10月。

如何解读下表:

大部分使用IOC 限价订单的交易都以正滑点或零滑点执行。

例如:81.4%的EURUSD交易都以正滑点或零滑点成交,导致平均价格改善了0.0031%。所有的EURUSD交易中,仅有0.8%的订单在价格容忍度默认为0.01%的条件下被拒绝执行。

货币对 正滑点或零滑点 负滑点 平均价格改善* 平均拒绝率**
EURUSD 81.4% 18.6% 0.0031% 0.80%
USDJPY 79.8% 20.2% 0.0042% 1.40%
GBPUSD 77.8% 22.2% 0.0057% 2.40%
XAUUSD 76.1% 23.9% 0.0048% 2.30%
AUDUSD 83.0% 17.0% 0.0045% 1.50%
USDCAD 78.8% 21.2% 0.0029% 0.80%
GBPJPY 71.7% 28.3% 0.0063% 3.40%
EURJPY 75.2% 24.8% 0.0036% 1.60%
EURGBP 80.1% 19.9% 0.0051% 1.60%
NZDUSD 83.1% 16.9% 0.0067% 1.80%
XAGUSD 83.0% 17.0% 0.0116% 4.90%
AUDJPY 77.5% 22.5% 0.0051% 2.00%
USDCHF 84.9% 15.1% 0.0034% 0.80%
USDTRY 83.7% 16.3% 0.0071% 1.60%
AUDNZD 86.3% 13.7% 0.0041% 0.70%
USDRUB 86.7% 13.3% 0.0047% 1.40%
TRYJPY 86.6% 13.4% 0.0167% 4.50%
EURNOK 81.0% 19.0% 0.0020% 0.40%
EURAUD 80.6% 19.4% 0.0031% 0.90%
EURCHF 86.6% 13.4% 0.0022% 0.40%

* 不考虑价格容忍度的,由正滑点成交导致的价格改善

** 默认价格容忍度为0.01%条件下的交易平均拒绝率

价格容忍度导致的平均净价格改善和拒绝率

价格容忍度导致的平均净价格改善和拒绝率

下表详述了基于0.00%到0.05%的价格容忍度的平均价格改善和平均拒绝率。

统计数据来源:基于盛宝银行真实市场价格、交易频率和成交量的,使用立即成交否则取消限价订单的模拟交易行为,统计时段为2016年5月至2016年10月

如何解读下表:

更低的价格容忍度可能导致更高的平均价格改善,但应注意到这同时造成了拒绝率的提升。

以EURUSD为例,0.00%的价格容忍度使得平均价格改善了0.0007%,但拒绝率高达18.6%。

平均价格改善

货币对 0.00% 0.01%* 0.02% 0.03% 0.04% 0.05%
EURUSD 0.0007% 0.0002% 0.0001% 0.0001% 0.0001% 0.0001%
USDJPY 0.0012% 0.0005% 0.0004% 0.0003% 0.0003% 0.0002%
GBPUSD 0.0018% 0.0009% 0.0006% 0.0005% 0.0005% 0.0004%
XAUUSD 0.0015% 0.0005% 0.0003% 0.0002% 0.0002% 0.0001%
AUDUSD 0.0010% 0.0004% 0.0002% 0.0001% 0.0001% 0.0001%
USDCAD 0.0008% 0.0002% 0.0001% 0.0001% 0.0001% 0.0001%
GBPJPY 0.0025% 0.0012% 0.0009% 0.0008% 0.0007% 0.0006%
EURJPY 0.0012% 0.0004% 0.0003% 0.0002% 0.0001% 0.0001%
EURGBP 0.0013% 0.0006% 0.0005% 0.0004% 0.0004% 0.0003%
NZDUSD 0.0014% 0.0008% 0.0006% 0.0005% 0.0005% 0.0004%
XAGUSD 0.0025% 0.0016% 0.0012% 0.0009% 0.0007% 0.0007%
AUDJPY 0.0015% 0.0006% 0.0004% 0.0003% 0.0003% 0.0003%
USDCHF 0.0006% 0.0002% 0.0001% 0.0001% 0.0001% 0.0001%
USDTRY 0.0014% 0.0009% 0.0008% 0.0007% 0.0006% 0.0006%
AUDNZD 0.0007% 0.0002% 0.0002% 0.0002% 0.0001% 0.0001%
USDRUB 0.0007% 0.0003% 0.0001% 0.0001% 0.0000% 0.0000%
TRYJPY 0.0026% 0.0019% 0.0015% 0.0013% 0.0012% 0.0011%
EURNOK 0.0005% 0.0001% 0.0001% 0.0000% 0.0000% 0.0000%
EURAUD 0.0008% 0.0002% 0.0001% 0.0001% 0.0001% 0.0000%
EURCHF 0.0004% 0.0001% 0.0001% 0.0000% 0.0000% 0.0000%

*外汇IOC限价订单的默认价格容忍度 

平均拒绝率

货币对 0.00% 0.01% 0.02% 0.03% 0.04% 0.05%
EURUSD 18.6% 0.8% 0.2% 0.1% 0.0% 0.0%
USDJPY 20.2% 1.4% 0.5% 0.2% 0.1% 0.1%
GBPUSD 22.2% 2.4% 1.0% 0.5% 0.3% 0.2%
XAUUSD 24.0% 2.3% 0.7% 0.3% 0.1% 0.1%
AUDUSD 16.9% 1.5% 0.3% 0.1% 0.1% 0.0%
USDCAD 21.2% 0.8% 0.1% 0.0% 0.0% 0.0%
GBPJPY 28.2% 3.4% 1.5% 1.0% 0.7% 0.5%
EURJPY 24.9% 1.6% 0.6% 0.3% 0.2% 0.1%
EURGBP 19.9% 1.6% 0.5% 0.3% 0.2% 0.1%
NZDUSD 16.9% 1.8% 0.5% 0.3% 0.1% 0.1%
XAGUSD 17.0% 4.9% 2.2% 0.9% 0.5% 0.4%
AUDJPY 22.5% 2.0% 0.6% 0.3% 0.2% 0.1%
USDCHF 15.1% 0.8% 0.2% 0.1% 0.0% 0.0%
USDTRY 16.3% 1.6% 0.7% 0.4% 0.2% 0.2%
AUDNZD 13.7% 0.7% 0.2% 0.1% 0.0% 0.0%
USDRUB 13.2% 1.4% 0.5% 0.2% 0.1% 0.0%
TRYJPY 13.4% 4.5% 2.4% 1.6% 1.2% 1.0%
EURNOK 19.0% 0.4% 0.0% 0.0% 0.0% 0.0%
EURAUD 19.4% 0.9% 0.2% 0.1% 0.1% 0.0%
EURCHF 13.4% 0.4% 0.1% 0.0% 0.0% 0.0%


历史外汇止损单成交统计


历史外汇止损单成交统计

以下列表详述了盛宝银行在主要货币对客户止损单成交方面的过去表现。

  • 数据适用于所有止损单
  • 数据不包括限价单,因为限价单是以不低于订单价位的价格成交的
  • 不包括市价单,因其执行时是以最好可用价格成交

2016年第三季度 

货币对 订单数 有滑点的订单数 没有滑点的订单比例 点差的平均滑点 点差的滑点中位数
AUDUSD 8,466 149 98% 0.1 0.0
EURCHF 298 4 99% 0.1 0.0
EURGBP 2,232 41 98% 0.1 0.0
EURJPY 2,663 37 99% 0.1 0.0
EURUSD 24,331 617 97% 0.1 0.0
GBPUSD 13,356 307 98% 0.1 0.0
USDCHF 1,431 33 98% 0.2 0.0
USDJPY 24,082 1,091 95% 0.1 0.0

2016年第二季度

货币对 订单数
有滑点的订单数
没有滑点的订单比例
点差的平均滑点
点差的滑点中位数
AUDUSD 5,597 62 99% 0.0 0.0
EURCHF 414 4 99% 0.0 0.0
EURGBP 919 3 100% 0.0 0.0
EURJPY 2,113 25 99% 0.1 0.0
EURUSD 22,497 232 99% 0.0 0.0
GBPUSD 8,308 138 98% 0.1 0.0
USDCHF 520 2 100% 0.1 0.0
USDJPY 1,474 51 97% 0.1 0.0

2016年第一季度

Pair 订单数
有滑点的订单数
没有滑点的订单比例
点差的平均滑点
点差的滑点中位数
AUDUSD 7,987 102 99% 0.0 0.0
EURCHF 284 2 99% 0.0 0.0
EURGBP 2,046 6 100% 0.0 0.0
EURJPY 2,987 31 99% 0.0 0.0
EURUSD 35,934 616 98% 0.1 0.0
GBPUSD 10,561 44 100% 0.0 0.0
USDCHF 1,894 6 100% 0.0 0.0
USDJPY 20,902 367 98% 0.0 0.0

Q4 2015 - 1. October to 31. December 2015

Pair Number of orders Number of orders seeing slippage Percentage filled with no slip Average slippage in pips Median slippage in pips
AUDUSD 6,534 179 97% 0.1 0.0
EURCHF 623 4 99% 0.0 0.0
EURGBP 1,434 7 100% 0.0 0.0
EURJPY 2,578 49 98% 0.1 0.0
EURUSD 41,885 1,856 96% 0.4 0.0
GBPUSD 7,139 253 96% 0.2 0.0
USDCHF 1,479 21 99% 0.1 0.0
USDJPY 10,017 487 95% 0.4 0.0

Q3 2015 - 1. July to 30. September 2015

Pair Number of orders Number of orders seeing slippage Percentage filled with no slip Average slippage in pips Median slippage in pips
AUDUSD 7,230 244 97% 0.1 0.0
EURCHF 365 2 99% 0.0 0.0
EURGBP 1,501 5 100% 0.0 0.0
EURJPY 3,864 27 99% 0.0 0.0
EURUSD 47,974 2,561 95% 0.1 0.0
GBPUSD 8,073 224 97% 0.2 0.0
USDCHF 1,095 7 99% 0.0 0.0
USDJPY 14,405 929 94% 0.1 0.0

Q2 2015 - 1. April to 30. June 2015

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 9,103 374 96% 0.2 0.0
EURCHF 251 1 100% 0.0 0.0
EURGBP 1,816 26 99% 0.1 0.0
EURJPY 4,859 45 99% 0.0 0.0
EURUSD 85,194 4,517 95% 0.1 0.0
GBPUSD 12,690 417 97% 0.3 0.0
USDCHF 1,021 14 99% 0.1 0.0
USDJPY 12,925 525 96% 0.2 0.0

Q1 2015 - 1. January to 31. March 2015

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 10,038 420 96% 0.1 0.0
EURCHF 1,869 300 84% 16.1 0.0
EURGBP 1,615 5 100% 0.0 0.0
EURJPY 7,690 93 99% 0.0 0.0
EURUSD 83,271 4,610 94% 0.0 0.0
GBPUSD 12,184 283 98% 0.1 0.0
USDCHF 1,401 91 94% 9.4 0.0
USDJPY 29,973 1,100 96% 0.0 0.0

Q4 2014 - 1. October to 31. December 2014

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 5,449 304 94% 0.1 0.0
EURCHF 289 1 100% 0.0 0.0
EURGBP 950 7 99% 0.0 0.0
EURJPY 2,990 25 99% 0.0 0.0
EURUSD 36,585 1,531 96% 0.0 0.0
GBPUSD 6,225 306 95% 0.1 0.0
USDCHF 660 8 99% 0.0 0.0
USDJPY 35,518 3,018 92% 0.0 0.0

Q3 2014 - 1. July to 30. September 2014

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 7,553 476 94% 0.1 0.0
EURCHF 535 3 99% 0.0 0.0
EURGBP 1,648 10 99% 0.0 0.0
EURJPY 3,576 25 99% 0.0 0.0
EURUSD 38,339 1,113 97% 0.1 0.0
GBPUSD 12,632 910 93% 0.1 0.0
USDCHF 1,300 17 99% 0.1 0.0
USDJPY 17,537 400 98% 0.0 0.0

Q2 2014 - 1. April to 30. June 2014

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 7,413 349 95% 0.1 0.0
EURCHF 440 7 98% 0.2 0.0
EURGBP 1,270 14 99% 0.1 0.0
EURJPY 7,210 281 96% 0.1 0.0
EURUSD 41,023 1,116 97% 0.0 0.0
GBPUSD 9,480 477 95% 0.1 0.0
USDCHF 2,007 12 99% 0.0 0.0
USDJPY 16,063 519 97% 0.1 0.0

Q1 2014 - 1. January to 31. March 2014

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 12,360 637 95% 0.1 0.0
EURCHF 844 4 100% 0.0 0.0
EURGBP 2,317 18 99% 0.0 0.0
EURJPY 8,299 61 99% 0.0 0.0
EURUSD 50,989 968 98% 0.1 0.0
GBPUSD 14,548 1,106 92% 0.1 0.0
USDCHF 3,444 32 99% 0.1 0.0
USDJPY 31,394 765 98% 0.1 0.0

Q4 2013 - 1. October to 31. December 2013

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 9,750 484 95% 0.1 0.0
EURCHF 818 2 100% 0.0 0.0
EURGBP 1,558 36 98% 0.1 0.0
EURJPY 6,363 37 99% 0.0 0.0
EURUSD 59,443 1,648 97% 0.1 0.0
GBPUSD 13,847 784 94% 0.2 0.0
USDCHF 3,685 42 99% 0.1 0.0
USDJPY 24,795 786 97% 0.1 0.0

Q3 2014 - 1. July to 30. September 2014

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 7,553 476 94% 0.1 0.0
EURCHF 535 3 99% 0.0 0.0
EURGBP 1,648 10 99% 0.0 0.0
EURJPY 3,576 25 99% 0.0 0.0
EURUSD 38,339 1,113 97% 0.1 0.0
GBPUSD 12,632 910 93% 0.1 0.0
USDCHF 1,300 17 99% 0.1 0.0
USDJPY 17,537 400 98% 0.0 0.0

Q2 2014 - 1. April to 30. June 2014

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 7,413 349 95% 0.1 0.0
EURCHF 440 7 98% 0.2 0.0
EURGBP 1,270 14 99% 0.1 0.0
EURJPY 7,210 281 96% 0.1 0.0
EURUSD 41,023 1,116 97% 0.0 0.0
GBPUSD 9,480 477 95% 0.1 0.0
USDCHF 2,007 12 99% 0.0 0.0
USDJPY 16,063 519 97% 0.1 0.0

Q1 2014 - 1. January to 31. March 2014

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 12,360 637 95% 0.1 0.0
EURCHF 844 4 100% 0.0 0.0
EURGBP 2,317 18 99% 0.0 0.0
EURJPY 8,299 61 99% 0.0 0.0
EURUSD 50,989 968 98% 0.1 0.0
GBPUSD 14,548 1,106 92% 0.1 0.0
USDCHF 3,444 32 99% 0.1 0.0
USDJPY 31,394 765 98% 0.1 0.0

Q4 2013 - 1. October to 31. December 2013

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 9,750 484 95% 0.1 0.0
EURCHF 818 2 100% 0.0 0.0
EURGBP 1,558 36 98% 0.1 0.0
EURJPY 6,363 37 99% 0.0 0.0
EURUSD 59,443 1,648 97% 0.1 0.0
GBPUSD 13,847 784 94% 0.2 0.0
USDCHF 3,685 42 99% 0.1 0.0
USDJPY 24,795 786 97% 0.1 0.0

Q3 2013 - 1. July to 30. September 2013

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 14,932 1,293 91% 0.7 0.0
EURCHF 735 5 99% 0.0 0.0
EURGBP 1,909 43 98% 0.1 0.0
EURJPY 7,401 132 98% 0.0 0.0
EURUSD 60,866 2,133 96% 0.1 0.0
GBPUSD 13,731 853 94% 0.0 0.0
USDCHF 3,060 49 98% 0.1 0.0
USDJPY 43,716 3,415 92% 0.2 0.0

Q2 2013 - 1. April to 30. June 2013

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 14,931 817 95% 0.1 0.0
EURCHF 1,233 23 98% 0.1 0.0
EURGBP 1,727 6 100% 0.0 0.0
EURJPY 23,095 1,770 92% 0.1 0.0
EURUSD 78,384 1,751 98% 0.0 0.0
GBPUSD 13,535 422 97% 0.0 0.0
USDCHF 3,692 24 99% 0.0 0.0
USDJPY 62,208 3,659 94% -0.1 0.0

Q1 2013 - 1. January to 31. March 2013

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 7,377 161 98% 0.0 0.0
EURCHF 1,641 9 99% 0.0 0.0
EURGBP 2,506 8 100% 0.0 0.0
EURJPY 43,913 5,618 87% 0.0 0.0
EURUSD 93,576 2,296 98% 0.0 0.0
GBPUSD 15,718 1,434 91% 0.0 0.0
USDCHF 2,051 4 100% 0.0 0.0
USDJPY 28,633 1,928 93% 0.0 0.0

Q4 2012 - 1. October to 31. December 2012

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 6,837 201 97% 0.1 0.0
EURCHF 262 1 100% 0.0 0.0
EURGBP 1,121 100% 0.0 0.0
EURJPY 8,711 53 99% 0.0 0.0
EURUSD 69,334 906 99% 0.0 0.0
GBPUSD 6,536 18 100% 0.0 0.0
USDCHF 1,046 4 100% 0.0 0.0
USDJPY 13,859 293 98% 0.1 0.0

Q3 2012 – 1. July to 30. September 2012

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 12,425 408 97% 0.1 0
EURCHF 435 37 91% 0.2 0
EURGBP 1,244 6 100% 0 0
EURJPY 6,885 77 99% 0 0
EURUSD 95,858 2,747 97% 0.1 0
GBPUSD 8,162 67 99% 0 0
USDCHF 1,765 5 100% 0 0
USDJPY 8,534 249 97% 0.1 0

Q2 2012 - 1. April to 30. June 2012

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median slippage in pips
AUDUSD 13,565 593 96% 0.2 0
EURCHF 774 19 98% 0.0 0
EURGBP 1,544 33 98% 0.0 0
EURJPY 7,223 208 97% 0.1 0
EURUSD 99,095 2,203 98% 0.0 0
GBPUSD 8,971 354 96% 0.1 0
USDCHF 2,929 45 98% 0.0 0
USDJPY 11,612 276 98% 0.1 0

Q1 2012 - 1. January to 31. March 2012

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 13,757 143 99% 0.1 0
EURCHF 1,579 3 100% 0.0 0
EURGBP 1,693 1 100% 0.0 0
EURJPY 6,131 17 100% 0.0 0
EURUSD 127,224 858 99% 0.0 0
GBPUSD 8,773 89 99% 0.0 0
USDCHF 3,722 13 100% 0.0 0
USDJPY 10,643 20 100% 0.0 0

Q4 2011 - 1. October to 31. December 2011

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 15,832 302 98% 0.1 0
EURCHF 3,822 69 98% 0.2 0
EURGBP 2,033 8 100% 0.0 0
EURJPY 5,426 108 98% 0.2 0
EURUSD 116,833 1,615 99% 0.1 0
GBPUSD 8,822 237 97% 0.1 0
USDCHF 4,049 51 99% 0.1 0
USDJPY 4,558 237 95% 0.4 0

Q3 2011 - 1. July to 30. September 2011

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 12,508 140 99% 0.1 0
EURCHF 15,360 420 97% 0.2 0
EURGBP 2,305 23 99% 0.1 0
EURJPY 7,590 147 98% 0.2 0
EURUSD 114,423 1,291 99% 0.0 0
GBPUSD 9,920 286 97% 0.2 0
USDCHF 7,609 301 96% 0.6 0
USDJPY 8,997 288 97% 0.2 0

H1 2011 - 1. January to 30. June 2011

Pair Number of orders Number of orders seeing slippage Percentage filled with no slippage Average slippage in pips Median Slippage in pips
AUDUSD 21,855 1,866 91% 0.1 0
EURCHF 11,900 1,761 85% 0.2 0
EURGBP 6,354 741 88% 0.1 0
EURJPY 18,730 1,860 90% 0.2 0
EURUSD 234,619 17,647 92% 0.2 0
GBPUSD 27,862 3,319 88% 0.2 0
USDCHF 12,113 1,812 85% 0.2 0
USDJPY 20,174 2,071 90% 0.2 0

支持的订单类型

可以使用下列的订单类型:

立即执行否则撤销(IOC)订单,无论是否设定价格容忍度,都立即以最优可行价格成交。

挂单指令,包括限价、市价、止损、限价止损等订单类型,例如当日取消前有效订单等等。

移动止损订单,止损订单可以精确追踪市场行情。

所有限价和止损单都可作为:

  • 当日委托订单-即日收市时(周末下单时则为下一交易日收市时)自动到期
  • 撤销前有效(GTC) – 订单被您亲自取消前有效
  • 到期前有效(GTD) – 指定一交易日收市时订单自动到期

市价单

使用市价订单,以市场现有最优价格成交尽可能多的订单。

市价IOC (Immediate-or-Cancel) 订单 – 是尽可能多地立即买进或出售的订单指令。"立即"指订单存续时间为3秒。市价IOC订单可能导致部分成交。如果订单未能全部成交,未成交部分将被撤销。市价IOC订单无法设定价格容忍度,也就是说,客户无法控制执行价格的范围。

市价订单 – 使用当日委托市价订单进行买入或出售,会以市场现有最优价格成交尽可能多的订单。市价订单可能导致部分成交,如果订单未能全部成交,未成交部分在既有的存续时间内依然有效。

限价单

限价订单是在指定时间内以指定或更优价格进行交易的订单。

  • 买入的限价单只能低于现行市场价格
  • 卖出的限价单只能高于现行市场价格

限价IOC (Immediate-or-Cancel) 订单 -  立即以客户指定的(或更优的)价格尽可能多地买入或出售的订单指令。"立即" 指订单存续时间为3秒。限价IOC订单可能导致部分成交。如果订单未能全部成交,未成交部分将被撤销。

限价挂单指令 – 有可变存续期的,直到以指定价格触发前都存留于盛宝银行的限价订单。现价挂单指令可能导致部分成交。如果订单未能全部成交,未成交部分将转变为挂单指令。

止损单

止损单一般用于将亏损限制在某一价格水平。所有的止损单都将在点差的相反一侧触发(the opposite side of the spread)。这些订单一般会以止损价加上或减去触发时的点差来成交。

指令为买入的止损单将被视为"以经纪商买入价止损"。指令为卖出的止损单将被视为"以经纪商卖出价止损"。这一设置是为了防止所设的止损单在点差短暂扩大(比如在不到一秒钟的时间里)的情况下被触发,这种情况下可能没有真正的买家卖家。

在以下情况,止损订单将被触发:

  • 买入止损订单:当经纪商买入价达到指定价格水平,且客户能够进行等量的交易时,指令将被触发。触发后,订单以市价单方式交易。
  • 卖出止损订单:当经纪商卖出价达到指定价格水平,且客户能够进行等量的交易时,指令将被触发。触发后,订单以市价单方式交易。

盛宝银行的订单管理系统带有客户保护机制,止损单以透明的价格执行,绝大多数订单都将在客户预设的价格水平上成交而无滑点。请查阅下方的止损单历史成交统计

限价止损单 – 限价止损单可以设置不同的存续时间(当日有效,取消前有效等等),订单直到触发、取消或失效前,会保留在盛宝银行。一旦触发,限价止损单转为以止损价格为触发价格的限价挂单。限价挂单可能导致部分成交。如果订单未能全部成交,未成交部分将转为挂单指令。不可使用移动限价止损订单。

人工订单成交

一般来说,通过盛宝银行下单,仅有很小的一部分订单需要人工干预。

人工干预会的情形有:

  • 交易规模太大而无法自动执行
  • 市场情况非常动荡和/或缺乏流动性
  • 缺乏流动性的货币对

在流动性缺乏的市场条件下,市场参与者较少,因此交易员需要查看价格以及市场是否可以实现预期的交易额。

部分订单成交

在市场缺乏流动性,或客户希望的交易规模过大时,可能造成订单的部分成交。

IOC订单在其3秒的存续期内将保持有效,直到订单完全成交,超过3秒则订单失效。期间如果IOC订单仅有部分成交,则未成交部分将被撤销。

挂单指令在指定存续期内(例如:当日有效;撤销前有效等等)将保持有效,直到完全成交。



订单驱动执行统计

March 2017

Limit IOC Order Statistics 

Currency Pair Price Improvement Zero Slippage Negative Slippage Average Net Slippage (pips)* Average Improvement (pips)** Fill Rate***
AUDUSD 18.1% 64.9% 17.0% 0.0 1.1 99.1%
EURGBP 20.4% 58.9% 20.7% 0.0 0.9 99.3%
EURJPY 24.3% 51.0% 24.7% 0.0 1.5 99.5%
EURUSD 19.6% 61.5% 18.9% 0.0 1.3 99.4%
GBPJPY 27.1% 47.1% 25.8% 0.0 1.7 98.8%
GBPUSD 23.1% 55.7% 21.2% 0.0 1.6 99.0%
NZDUSD 15.9% 68.6% 15.6% 0.0 0.7 98.8%
USDCAD 17.7% 64.6% 17.7% 0.0 1.4 99.6%
USDCHF 15.7% 69.8% 14.5% 0.0 1.2 99.7%
USDJPY 23.0% 54.5% 22.4% 0.0 1.6 99.3%
XAGUSD 18.6% 67.5% 13.8% 1.8 21.8 95.7%
XAUUSD 29.0% 43.5% 27.6% 0.3 16.3 98.5%

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

Limit IOC Average Net Slippage (negative) / Improvement (positive)*, 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 0.1 0.0 0.0 0.0
EURGBP 0.1 0.0 - 0.0 0.0
EURJPY 0.0 0.3 - 0.0 0.0
EURUSD 0.1 0.1 0.1 0.0 0.0
GBPJPY 0.1 - 0.1 -0.2 0.0
GBPUSD 0.1 0.1 0.1 0.1 0.0
NZDUSD 0.0 0.0 - 0.0 0.0
USDCAD 0.1 - - 0.0 0.0
USDCHF 0.0 0.0 - 0.0 0.0
USDJPY 0.1 0.1 0.0 0.0 0.0
XAGUSD 4.5 - - 0.0 1.8
XAUUSD 1.2 - - 0.1 0.3

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance

Limit IOC Average Fill Rate, 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 73.5% 84.8% 97.7% 99.1% 100.0%
EURGBP 72.6% 80.0% - 99.3% 100.0%
EURJPY 84.6% 66.7% - 100.0% 99.5%
EURUSD 75.3% 86.6% 86.9% 99.6% 99.4%
GBPJPY 92.3% - 100.0% 100.0% 98.8%
GBPUSD 68.9% 85.8% 92.7% 99.1% 99.0%
NZDUSD 70.7% 87.5% - 98.8% 100.0%
USDCAD 71.2% - - 100.0% 99.6%
USDCHF 85.7% 100.0% - 99.6% 100.0%
USDJPY 62.3% 80.9% 96.5% 98.9% 99.3%
XAGUSD 79.5% - - 100.0% 95.7%
XAUUSD 79.2% - - 72.7% 98.5%

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

Resting Stop Order Statistics

Currency Pair Price Improvement Zero Slippage Negative Slippage Average Price Improvement (pips)* Average Negative Slippage (pips)*
AUDUSD - 92.1% 7.9% - 0.7
EURGBP - 96.6% 3.4% - 0.1
EURJPY - 93.6% 6.4% - 1.7
EURUSD - 86.5% 13.5% - 0.4
GBPJPY - 82.6% 17.4% - 0.8
GBPUSD - 80.1% 19.9% - 0.6
NZDUSD - 100.0% 0.0% - -
USDCAD - 100.0% 0.0% - -
USDCHF - 96.5% 3.5% - 0.3
USDJPY - 90.5% 9.4% - 0.4
XAGUSD - 92.1% 7.9% - 113.2
XAUUSD - 63.6% 36.4% - 13.5

* Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering

February 2017

Limit IOC Order Statistics

Currency Pair Price Improvement Zero Slippage Negative Slippage Average Net Slippage (pips)* Average Improvement (pips)** Fill Rate***
AUDUSD 18.5% 63.1% 18.4% 0.0 0.8 99.3%
EURGBP 22.6% 56.1% 21.3% 0.0 0.9 98.7%
EURJPY 25.0% 49.0% 26.0% 0.0 1.3 99.7%
EURUSD 19.8% 60.3% 19.8% 0.0 1.2 99.5%
GBPJPY 29.7% 39.9% 30.4% 0.0 1.8 98.6%
GBPUSD 23.7% 52.8% 23.5% 0.0 1.4 98.6%
NZDUSD 16.5% 66.7% 16.8% 0.0 0.7 98.7%
USDCAD 18.5% 62.5% 19.0% 0.0 1.4 99.7%
USDCHF 16.9% 66.3% 16.8% 0.0 1.0 99.5%
USDJPY 23.1% 53.0% 23.9% 0.0 1.5 99.1%
XAGUSD 16.4% 70.7% 12.9% 0.7 25.5 96.8%
XAUUSD 28.7% 43.1% 28.2% 0.1 12.6 98.3%

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

Limit IOC Average Net Slippage (negative) / Improvement (positive)*, 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 0.0 0,0 0.0 0.0
EURGBP 0.1 - - 0.0 0.0
EURJPY 0.1 - - 0.1 0.0
EURUSD 0.1 0.0 0.0 0.0 0.0
GBPJPY 0.0 0.3 0.2 0.0 0.0
GBPUSD 0.1 0.1 0.1 0.0 0.0
NZDUSD 0.1 - - 0.0 -0.1/td>
USDCAD 0.0 - - 0.0 0.0
USDCHF 0.1 0.0 - 0.0 0.0
USDJPY 0.1 0.1 0.0 0.0 0.0
XAGUSD 1.7 - - 0.0 0.7
XAUUSD 0.7 - - 0.6 0.0

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance

 

Limit IOC Average Fill Rate, 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 77.5% 87.3% 93.8% 99.3% 100.0%
EURGBP 84.3% - - 98.8% 100.0%
EURJPY 38.5% - - 100.0% 99.7%
EURUSD 67.6% 84.2% 93.9% 99.8% 99.5%
GBPJPY 81.8% 100.0% 86.7% 100.0% 98.6%
GBPUSD 68.6% 84.8% 91.3% 96.3% 98.6%
NZDUSD 90.0% - - 98.7% 100.0%
USDCAD 85.7% - - 100.0% 99.7%
USDCHF 85.7% 100.0% - 99.5% 100.0%
USDJPY 75.6% 81.9% 94.5% 98.9% 99.1%
XAGUSD 82.8% - - 100.0% 96.8%
XAUUSD 78.6% 0.0% - 80.6% 98.2%

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

 

Resting Stop Order Statistics

Currency Pair Price Improvement Zero Slippage Negative Slippage Average Price Improvement (pips)* Average Negative Slippage (pips)*
AUDUSD - 79.2% 20.8% - 0.3
EURGBP - 72.9% 27.1% - 0.2
EURJPY - 79.7% 20.3% - 0.2
EURUSD - 79.9% 20.1% - 0.6
GBPJPY - 62.1% 37.9% - 0.3
GBPUSD - 66.4% 33.6% - 0.3
NZDUSD - 74.2% 25.8% - 0.3
USDCAD - 69.6% 30.4% - 1.8
USDCHF - 73.6% 26.4% - 0.5
USDJPY - 80.1% 19.9% - 0.5
XAGUSD - 62.8% 37.2% - 37.7
XAUUSD - 47.7% 52.3% - 34.0

* Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering

 

Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Negative Slippage Average Improvement (pips)* Average Slippage (pips)*
AUDUSD 83.0% 17.0% - 0.9 -
EURGBP 85.4% 14.6% - 0.9 -
EURJPY 85.1% 14.9% - 1.7 -
EURUSD 85.6% 14.4% - 1.3 -
GBPJPY 88.9% 11.1% - 1.9 -
GBPUSD 87.7% 12.3% - 1.4 -
NZDUSD 84.1% 15.9% - 0.8 -
USDCAD 88.7% 11.3% - 1.4 -
USDCHF 87.8% 12.2% - 1.0 -
USDJPY 84.6% 15.4% - 1.4 -
XAGUSD 95.2% 4.8% - 26.4 -
XAUUSD 89.0% 11.0% - 19.0 -

* Calculated from the limit order level

外汇风险警告

外汇被归类为红色产品,因为它被视为具有高复杂性和高风险的投资产品。


丹麦要求国内银行对提供给零售客户的投资产品进行分类,按产品复杂性和风险将产品分为: 绿色、黄色或红色产品。

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