以訂單為主的執行統計數據
為了實踐有關提升透明度及為客戶帶來公平成果的承諾 盛寶 已主動公開其外匯訂單執行統計數據,以助客戶評估執行品質,從而選擇最佳的交易供應商。
這些統計數據證明,盛寶 提供具有顯著價格上漲和沒有不對稱滑點的執行品質,從而與客戶的利益保持一致。
下列圖表將顯示按月發佈的執行統計數據,包括 盛寶 交易量最高的外匯現貨貨幣對:
- 限價 IOC 訂單統計數據
- 限價 IOC 訂單平均上漲,按價格容差設定排序
- 限價 IOC 訂單成交率,按價格容差設定排序
- 限價 IOC 訂單執行速度
- 市價訂單統計數據
- 市價訂單執行速度
- 休止止蝕盤統計數據
- 休止限價單統計數據
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (PIPS)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 27.9% | 46.9% | 25.2% | 0.0 | 98.0% |
EURGBP | 26.3% | 50.8% | 23.0% | 0.0 | 99.6% |
EURJPY | 35.5% | 28.8% | 35.7% | 0.0 | 98.9% |
EURUSD | 31.4% | 43.7% | 24.9% | 0.0 | 99.2% |
GBPJPY | 40.5% | 22.3% | 37.1% | 0.0 | 98.6% |
GBPUSD | 31.5% | 39.4% | 29.1% | 0.0 | 98.3% |
NZDUSD | 26.5% | 52.9% | 20.6% | 0.0 | 98.7% |
USDCAD | 29.7% | 43.5% | 26.7% | 0.0 | 99.4% |
USDCHF | 24.5% | 54.6% | 20.8% | 0.0 | 99.1% |
USDJPY | 33.6% | 34.1% | 32.3% | 0.0 | 99.2% |
XAGUSD | 20.6% | 64.6% | 14.8% | 1.4 | 95.9% |
XAUUSD | 32.9% | 38.2% | 28.9% | 0.3 | 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 | 0.1 | 0.2 | 0.5 | 0.7 | 3.9 |
EURGBP | 0.1 | 0.2 | 0.4 | 0.9 | 56.2 |
EURJPY | 0.2 | 0.0 | 0.0 | 0.9 | 1.6 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 5.9 |
GBPJPY | 0.3 | 0.0 | 0.0 | 1.0 | 4.3 |
GBPUSD | 0.1 | 0.3 | 0.4 | 1.0 | 2.8 |
NZDUSD | 0.1 | 0.2 | 0.6 | 0.8 | 1.6 |
USDCAD | 0.1 | 0.2 | 0.5 | 1.0 | 2.4 |
USDCHF | 0.1 | 0.2 | 0.0 | 1.0 | 3.0 |
USDJPY | 0.2 | 0.2 | 0.0 | 0.8 | 3.2 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 4.7 | 2.7 | 23.4 | 43.9 | 332.3 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 3.3 | 4.8 | 18.4 | 0.0 | 203.3 |
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 | 74.2% | 74.2% | 74.3% | 95.1% | 95.5% |
EURGBP | 89.6% | 89.8% | 90.2% | 97.9% | 94.9% |
EURJPY | 71.7% | 71.7% | 71.7% | 73.0% | 98.0% |
EURUSD | 79.8% | 80.0% | 80.2% | 90.4% | 95.5% |
GBPJPY | 75.6% | 75.6% | 75.6% | 77.0% | 97.2% |
GBPUSD | 64.9% | 65.3% | 65.8% | 65.9% | 95.2% |
NZDUSD | 91.2% | 91.1% | 96.9% | 97.2% | 97.4% |
USDCAD | 65.0% | 66.0% | 67.9% | 68.0% | 96.2% |
USDCHF | 77.9% | 78.1% | 78.1% | 96.1% | 96.3% |
USDJPY | 65.0% | 64.9% | 64.9% | 68.4% | 96.4% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 80.9% | 81.3% | 85.6% | 93.0% | 94.3% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 57.3% | 57.7% | 85.2% | 85.2% | 95.9% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.0% |
< 100 | 99.4% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 21 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 28.1% | 43.4% | 28.5% | 0.0 | 100.0% |
EURGBP | 24.1% | 49.8% | 26.1% | 0.0 | 100.0% |
EURJPY | 33.3% | 33.8% | 32.9% | 0.0 | 100.0% |
EURUSD | 28.1% | 41.2% | 30.7% | 0.0 | 100.0% |
GBPJPY | 38.2% | 23.9% | 37.9% | 0.0 | 100.0% |
GBPUSD | 29.8% | 40.6% | 29.7% | 0.0 | 100.0% |
NZDUSD | 24.3% | 53.6% | 22.1% | 0.0 | 100.0% |
USDCAD | 26.6% | 46.3% | 27.1% | 0.0 | 100.0% |
USDCHF | 25.0% | 51.5% | 23.5% | 0.0 | 100.0% |
USDJPY | 32.0% | 35.3% | 32.7% | 0.0 | 100.0% |
XAGUSD | 19.6% | 61.3% | 19.1% | -0.5 | 100.0% |
XAUUSD | 30.7% | 38.0% | 31.3% | -0.2 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.1% |
< 100 | 99.4% |
< 250 | 99.7% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 20 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 83.2% | 16.8% | 0.2 | 0.03 |
EURGBP | 82.9% | 17.1% | 0.2 | 0.04 |
EURJPY | 71.8% | 28.2% | 0.5 | 0.15 |
EURUSD | 78.2% | 21.8% | 0.2 | 0.04 |
GBPJPY | 54.7% | 45.3% | 0.3 | 0.11 |
GBPUSD | 71.8% | 28.2% | 0.2 | 0.06 |
NZDUSD | 81.8% | 18.2% | 0.2 | 0.03 |
USDCAD | 81.7% | 18.3% | 0.2 | 0.03 |
USDCHF | 72.6% | 27.4% | 0.3 | 0.08 |
USDJPY | 62.4% | 37.6% | 0.2 | 0.08 |
XAGUSD | 8.4% | 91.6% | 10.3 | 9.33 |
XAUUSD | 31.7% | 68.3% | 5.1 | 3.43 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 18.7% | 81.3% | 0.3 | 0.1 |
EURGBP | 15.0% | 85.0% | 0.3 | 0.0 |
EURJPY | 32.3% | 67.7% | 0.2 | 0.1 |
EURUSD | 22.2% | 77.8% | 0.4 | 0.1 |
GBPJPY | 48.3% | 51.7% | 0.3 | 0.1 |
GBPUSD | 29.9% | 70.1% | 0.2 | 0.1 |
NZDUSD | 21.3% | 78.7% | 0.8 | 0.2 |
USDCAD | 17.5% | 82.5% | 0.3 | 0.1 |
USDCHF | 33.6% | 66.4% | 0.4 | 0.1 |
USDJPY | 36.3% | 63.7% | 0.3 | 0.1 |
XAGUSD | 88.9% | 11.1% | 42.1 | 37.4 |
XAUUSD | 65.2% | 34.8% | 5.2 | 3.4 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 28.6% | 45.1% | 26.4% | 0.0 | 98.1% |
EURGBP | 22.1% | 55.0% | 22.9% | 0.0 | 99.6% |
EURJPY | 35.7% | 31.0% | 33.3% | 0.0 | 98.7% |
EURUSD | 29.1% | 44.2% | 26.7% | 0.0 | 99.2% |
GBPJPY | 37.4% | 26.3% | 36.4% | 0.0 | 98.5% |
GBPUSD | 31.9% | 39.0% | 29.1% | 0.0 | 98.6% |
NZDUSD | 24.3% | 53.4% | 22.3% | 0.0 | 98.8% |
USDCAD | 30.5% | 41.6% | 27.9% | 0.0 | 99.5% |
USDCHF | 20.8% | 60.8% | 18.4% | 0.0 | 99.0% |
USDJPY | 32.1% | 38.0% | 29.9% | 0.0 | 99.0% |
XAGUSD | 21.5% | 61.7% | 16.8% | 1.5 | 96.3% |
XAUUSD | 33.2% | 37.5% | 29.2% | 0.3 | 99.1% |
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 | 2.6 |
EURGBP | 0.1 | 0.2 | 0.3 | 0.9 | 15.0 |
EURJPY | 0.2 | 0.0 | 0.0 | 0.9 | 1.5 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 6.3 |
GBPJPY | 0.3 | 0.0 | 0.7 | 1.0 | 2.8 |
GBPUSD | 0.2 | 0.2 | 0.4 | 0.8 | 2.9 |
NZDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 1.8 |
USDCAD | 0.1 | 0.2 | 0.5 | 0.0 | 3.5 |
USDCHF | 0.1 | 0.2 | 0.0 | 1.0 | 2.7 |
USDJPY | 0.1 | 0.2 | 0.0 | 0.9 | 2.3 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 4.6 | 8.7 | 24.1 | 44.8 | 236.7 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 2.8 | 8.1 | 18.9 | 0.0 | 130.8 |
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 | 68.5% | 68.6% | 68.6% | 94.7% | 95.5% |
EURGBP | 71.3% | 72.1% | 76.0% | 98.0% | 95.3% |
EURJPY | 66.0% | 66.0% | 66.0% | 69.5% | 97.7% |
EURUSD | 66.5% | 67.4% | 67.6% | 84.4% | 95.2% |
GBPJPY | 64.8% | 64.8% | 65.2% | 73.0% | 97.1% |
GBPUSD | 65.8% | 67.0% | 67.2% | 67.4% | 96.1% |
NZDUSD | 76.4% | 76.5% | 96.1% | 96.8% | 97.3% |
USDCAD | 65.7% | 66.2% | 71.6% | 71.6% | 96.6% |
USDCHF | 74.9% | 75.0% | 75.0% | 95.6% | 95.8% |
USDJPY | 62.8% | 63.0% | 63.0% | 66.6% | 95.5% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 78.3% | 78.5% | 88.7% | 93.8% | 94.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 63.3% | 63.6% | 86.2% | 86.2% | 96.3% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.3% |
< 100 | 99.4% |
< 250 | 99.7% |
< 500 | 99.8% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 22 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 27.5% | 44.6% | 27.9% | 0.0 | 100.0% |
EURGBP | 23.3% | 50.1% | 26.6% | 0.0 | 100.0% |
EURJPY | 34.0% | 29.8% | 36.2% | 0.0 | 100.0% |
EURUSD | 27.7% | 43.2% | 29.1% | 0.0 | 100.0% |
GBPJPY | 37.3% | 27.1% | 35.5% | 0.0 | 100.0% |
GBPUSD | 29.5% | 40.3% | 30.3% | 0.0 | 100.0% |
NZDUSD | 25.2% | 53.7% | 21.1% | 0.0 | 100.0% |
USDCAD | 29.9% | 43.0% | 27.2% | 0.0 | 100.0% |
USDCHF | 18.9% | 59.0% | 22.2% | 0.0 | 100.0% |
USDJPY | 29.7% | 38.9% | 31.4% | 0.0 | 100.0% |
XAGUSD | 19.0% | 61.2% | 19.8% | -0.3 | 100.0% |
XAUUSD | 30.8% | 39.1% | 30.1% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.0% |
< 100 | 99.4% |
< 250 | 99.7% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 20 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 82.6% | 17.4% | 0.2 | 0.03 |
EURGBP | 86.8% | 13.2% | 0.2 | 0.02 |
EURJPY | 73.7% | 26.3% | 0.2 | 0.04 |
EURUSD | 78.5% | 21.5% | 0.2 | 0.04 |
GBPJPY | 59.7% | 40.3% | 0.2 | 0.09 |
GBPUSD | 72.7% | 27.3% | 0.2 | 0.05 |
NZDUSD | 83.8% | 16.2% | 0.1 | 0.02 |
USDCAD | 80.5% | 19.5% | 0.2 | 0.03 |
USDCHF | 78.0% | 22.0% | 0.2 | 0.04 |
USDJPY | 73.4% | 26.6% | 0.2 | 0.04 |
XAGUSD | 8.9% | 91.1% | 11.1 | 9.91 |
XAUUSD | 30.2% | 69.8% | 5.3 | 3.64 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 22.4% | 77.6% | 0.5 | 0.1 |
EURGBP | 18.9% | 81.1% | 0.2 | 0.0 |
EURJPY | 31.0% | 69.0% | 0.2 | 0.1 |
EURUSD | 22.6% | 77.4% | 0.4 | 0.1 |
GBPJPY | 45.2% | 54.8% | 0.2 | 0.1 |
GBPUSD | 32.1% | 67.9% | 0.2 | 0.1 |
NZDUSD | 27.5% | 72.5% | 2.2 | 0.6 |
USDCAD | 21.1% | 78.9% | 0.2 | 0.0 |
USDCHF | 25.9% | 74.1% | 0.2 | 0.0 |
USDJPY | 31.3% | 68.7% | 0.3 | 0.1 |
XAGUSD | 89.2% | 10.8% | 11.5 | 10.2 |
XAUUSD | 65.3% | 34.7% | 4.5 | 2.9 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 21.6% | 59.5% | 18.9% | 0.0 | 99.0% |
EURGBP | 22.9% | 59.2% | 17.8% | 0.0 | 99.5% |
EURJPY | 35.1% | 34.1% | 30.8% | 0.0 | 99.2% |
EURUSD | 26.5% | 50.1% | 23.4% | 0.0 | 99.3% |
GBPJPY | 37.5% | 30.3% | 32.1% | 0.0 | 98.4% |
GBPUSD | 25.2% | 48.4% | 26.4% | 0.0 | 99.6% |
NZDUSD | 18.6% | 63.7% | 17.7% | 0.0 | 98.4% |
USDCAD | 25.6% | 50.6% | 23.8% | 0.0 | 99.7% |
USDCHF | 21.5% | 62.5% | 16.0% | 0.0 | 99.3% |
USDJPY | 29.5% | 42.3% | 28.1% | 0.0 | 98.9% |
XAGUSD | 23.1% | 59.3% | 17.6% | 1.6 | 96.8% |
XAUUSD | 34.3% | 36.3% | 29.4% | 0.2 | 99.3% |
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 | 0.0 | 0.0 | 0.7 | 3.2 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.8 | 14.4 |
EURJPY | 0.2 | 0.2 | 0.0 | 1.0 | 1.5 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 7.9 |
GBPJPY | 0.2 | 0.2 | 0.6 | 1.0 | 2.0 |
GBPUSD | 0.1 | 0.2 | 0.4 | 1.0 | 7.7 |
NZDUSD | 0.0 | 0.0 | 0.6 | 0.7 | 1.8 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.9 | 3.1 |
USDCHF | 0.0 | 0.2 | 0.0 | 0.9 | 3.8 |
USDJPY | 0.1 | 0.2 | 0.4 | 0.9 | 2.6 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 6.4 | 0.0 | 26.3 | 48.2 | 150.0 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.2 | 10.0 | 19.7 | 0.0 | 136.8 |
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 | 75.3% | 75.3% | 75.3% | 95.0% | 95.6% |
EURGBP | 80.0% | 81.4% | 84.2% | 98.6% | 93.4% |
EURJPY | 61.8% | 61.9% | 61.9% | 67.5% | 96.4% |
EURUSD | 72.1% | 72.4% | 72.9% | 77.0% | 95.7% |
GBPJPY | 59.6% | 59.8% | 60.4% | 63.8% | 93.5% |
GBPUSD | 70.6% | 72.4% | 72.5% | 73.7% | 97.3% |
NZDUSD | 77.3% | 77.3% | 83.7% | 95.6% | 96.2% |
USDCAD | 68.0% | 69.8% | 77.1% | 77.1% | 97.0% |
USDCHF | 73.8% | 74.3% | 74.3% | 96.9% | 97.1% |
USDJPY | 67.8% | 67.9% | 67.9% | 70.7% | 96.5% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 72.3% | 72.3% | 86.4% | 93.2% | 94.8% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 63.4% | 64.2% | 88.3% | 88.3% | 96.9% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.5% |
< 100 | 99.6% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 21 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 21.8% | 56.7% | 21.6% | 0.0 | 100.0% |
EURGBP | 20.8% | 59.5% | 19.7% | 0.0 | 100.0% |
EURJPY | 30.5% | 35.6% | 33.9% | 0.0 | 100.0% |
EURUSD | 24.1% | 51.0% | 24.9% | 0.0 | 100.0% |
GBPJPY | 33.5% | 28.9% | 37.7% | 0.0 | 100.0% |
GBPUSD | 23.7% | 49.5% | 26.8% | 0.0 | 100.0% |
NZDUSD | 17.7% | 65.8% | 16.5% | 0.0 | 100.0% |
USDCAD | 23.2% | 52.5% | 24.2% | 0.0 | 100.0% |
USDCHF | 16.5% | 68.5% | 15.0% | 0.0 | 100.0% |
USDJPY | 28.9% | 40.0% | 31.1% | 0.0 | 100.0% |
XAGUSD | 23.1% | 55.8% | 21.1% | 0.2 | 100.0% |
XAUUSD | 32.8% | 35.8% | 31.4% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.6% |
< 100 | 99.7% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 19 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 79.3% | 20.7% | 0.2 | 0.05 |
EURGBP | 85.1% | 14.9% | 0.3 | 0.04 |
EURJPY | 73.5% | 26.5% | 0.2 | 0.04 |
EURUSD | 79.7% | 20.3% | 0.2 | 0.04 |
GBPJPY | 57.4% | 42.6% | 0.2 | 0.09 |
GBPUSD | 77.8% | 22.2% | 0.2 | 0.05 |
NZDUSD | 77.2% | 22.8% | 0.3 | 0.08 |
USDCAD | 82.5% | 17.5% | 0.2 | 0.03 |
USDCHF | 79.4% | 20.6% | 0.2 | 0.04 |
USDJPY | 73.4% | 26.6% | 0.2 | 0.04 |
XAGUSD | 9.2% | 90.8% | 10.8 | 9.59 |
XAUUSD | 30.7% | 69.3% | 13.1 | 9.05 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 21.2% | 78.8% | 0.4 | 0.1 |
EURGBP | 16.3% | 83.7% | 0.3 | 0.0 |
EURJPY | 29.6% | 70.4% | 0.3 | 0.1 |
EURUSD | 21.6% | 78.4% | 0.4 | 0.1 |
GBPJPY | 42.5% | 57.5% | 0.2 | 0.1 |
GBPUSD | 25.2% | 74.8% | 0.4 | 0.1 |
NZDUSD | 27.8% | 72.2% | 1.4 | 0.4 |
USDCAD | 20.9% | 79.1% | 0.5 | 0.1 |
USDCHF | 25.3% | 74.7% | 0.5 | 0.1 |
USDJPY | 30.8% | 69.2% | 0.5 | 0.2 |
XAGUSD | 91.5% | 8.5% | 11.9 | 10.9 |
XAUUSD | 65.2% | 34.8% | 8.3 | 5.4 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 22.1% | 59.6% | 18.3% | 0.0 | 98.7% |
EURGBP | 21.9% | 56.1% | 21.9% | 0.0 | 99.7% |
EURJPY | 34.3% | 34.5% | 31.2% | 0.0 | 99.6% |
EURUSD | 28.4% | 45.6% | 26.0% | 0.0 | 99.4% |
GBPJPY | 35.2% | 34.2% | 30.6% | 0.0 | 99.4% |
GBPUSD | 27.6% | 46.8% | 25.6% | 0.0 | 99.6% |
NZDUSD | 18.4% | 64.3% | 17.2% | 0.0 | 98.8% |
USDCAD | 23.8% | 54.2% | 22.0% | 0.0 | 99.8% |
USDCHF | 22.2% | 59.2% | 18.6% | 0.0 | 99.4% |
USDJPY | 25.3% | 50.7% | 24.0% | 0.0 | 99.8% |
XAGUSD | 25.4% | 57.6% | 17.0% | 3.2 | 96.0% |
XAUUSD | 35.1% | 35.4% | 29.4% | 0.7 | 99.1% |
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 | 0.1 | 0.3 | 0.7 | 2.7 |
EURGBP | 0.1 | 0.2 | 0.4 | 0.8 | 6.5 |
EURJPY | 0.2 | 0.0 | 0.0 | 1.0 | 1.4 |
EURUSD | 0.1 | 0.3 | 0.5 | 1.0 | 6.2 |
GBPJPY | 0.3 | 0.0 | 0.7 | 1.1 | 1.8 |
GBPUSD | 0.1 | 0.2 | 0.4 | 1.0 | 2.1 |
NZDUSD | 0.0 | 0.2 | 0.5 | 0.7 | 2.5 |
USDCAD | 0.1 | 0.2 | 0.5 | 1.1 | 3.0 |
USDCHF | 0.1 | 0.2 | 0.0 | 0.9 | 4.0 |
USDJPY | 0.1 | 0.2 | 0.0 | 1.1 | 2.3 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 7.5 | 0.0 | 28.5 | 44.6 | 208.1 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 4.6 | 10.5 | 20.2 | 24.1 | 146.0 |
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 | 80.3% | 79.8% | 79.9% | 95.3% | 96.0% |
EURGBP | 84.3% | 85.7% | 88.4% | 98.9% | 99.0% |
EURJPY | 74.7% | 74.7% | 74.7% | 82.7% | 98.9% |
EURUSD | 78.3% | 78.3% | 79.5% | 83.7% | 97.3% |
GBPJPY | 71.2% | 71.2% | 71.6% | 72.7% | 96.1% |
GBPUSD | 69.6% | 70.5% | 70.5% | 74.7% | 97.3% |
NZDUSD | 81.6% | 82.8% | 83.1% | 95.7% | 96.3% |
USDCAD | 82.7% | 84.2% | 87.1% | 87.2% | 98.8% |
USDCHF | 77.3% | 80.4% | 80.4% | 96.7% | 97.0% |
USDJPY | 87.3% | 87.5% | 87.5% | 88.5% | 99.2% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 78.2% | 78.2% | 83.0% | 89.9% | 93.8% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 68.1% | 68.4% | 87.6% | 87.8% | 96.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
< 50 | 97.7% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 19 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 21.2% | 57.9% | 20.9% | 0.0 | 100.0% |
EURGBP | 21.9% | 57.9% | 20.2% | 0.0 | 100.0% |
EURJPY | 31.6% | 36.8% | 31.6% | 0.0 | 100.0% |
EURUSD | 26.7% | 44.6% | 28.6% | 0.0 | 100.0% |
GBPJPY | 31.5% | 34.5% | 34.0% | 0.0 | 100.0% |
GBPUSD | 25.6% | 48.2% | 26.2% | 0.0 | 100.0% |
NZDUSD | 17.8% | 61.9% | 20.3% | 0.0 | 100.0% |
USDCAD | 20.1% | 57.1% | 22.8% | 0.0 | 100.0% |
USDCHF | 17.9% | 64.1% | 18.0% | 0.0 | 100.0% |
USDJPY | 22.9% | 53.3% | 23.8% | 0.0 | 100.0% |
XAGUSD | 23.4% | 54.1% | 22.4% | -0.3 | 100.0% |
XAUUSD | 33.1% | 35.0% | 32.0% | -0.2 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
< 50 | 98.8% |
< 100 | 99.8% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 18 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 82.8% | 17.2% | 0.2 | 0.03 |
EURGBP | 80.7% | 19.3% | 0.2 | 0.03 |
EURJPY | 69.7% | 30.3% | 0.2 | 0.06 |
EURUSD | 75.9% | 24.1% | 0.2 | 0.06 |
GBPJPY | 60.0% | 40.0% | 0.2 | 0.06 |
GBPUSD | 78.4% | 21.6% | 0.2 | 0.05 |
NZDUSD | 76.0% | 24.0% | 0.2 | 0.04 |
USDCAD | 78.4% | 21.6% | 0.2 | 0.04 |
USDCHF | 74.8% | 25.2% | 0.1 | 0.03 |
USDJPY | 74.0% | 26.0% | 0.2 | 0.04 |
XAGUSD | 6.1% | 93.9% | 15.2 | 12.65 |
XAUUSD | 29.2% | 70.8% | 6.7 | 4.52 |
Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 18.5% | 81.5% | 0.3 | 0.0 |
EURGBP | 17.0% | 83.0% | 0.3 | 0.0 |
EURJPY | 33.5% | 66.5% | 0.3 | 0.1 |
EURUSD | 26.7% | 73.3% | 0.4 | 0.1 |
GBPJPY | 35.2% | 64.8% | 0.2 | 0.1 |
GBPUSD | 24.9% | 75.1% | 0.3 | 0.1 |
NZDUSD | 23.2% | 76.8% | 0.6 | 0.1 |
USDCAD | 22.9% | 77.1% | 0.3 | 0.1 |
USDCHF | 28.4% | 71.6% | 0.2 | 0.1 |
USDJPY | 26.5% | 73.2% | 0.5 | 0.1 |
XAGUSD | 94.3% | 5.7% | 24.6 | 23.2 |
XAUUSD | 70.1% | 29.9% | 6.8 | 4.8 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 22.4% | 57.3% | 20.3% | 0.0 | 99.0% |
EURGBP | 20.7% | 59.2% | 20.0% | 0.0 | 99.6% |
EURJPY | 29.0% | 44.0% | 27.0% | 0.0 | 99.4% |
EURUSD | 25.6% | 50.9% | 23.5% | 0.0 | 99.3% |
GBPJPY | 32.5% | 39.6% | 27.9% | 0.0 | 99.3% |
GBPUSD | 26.0% | 49.9% | 24.1% | 0.0 | 99.5% |
NZDUSD | 18.3% | 65.8% | 16.0% | 0.0 | 99.0% |
USDCAD | 25.2% | 51.4% | 23.4% | 0.0 | 99.8% |
USDCHF | 20.0% | 62.1% | 17.9% | 0.0 | 99.5% |
USDJPY | 21.8% | 55.5% | 22.8% | 0.0 | 99.6% |
XAGUSD | 21.9% | 61.9% | 16.2% | 2.4 | 95.8% |
XAUUSD | 33.6% | 36.6% | 29.8% | 0.4 | 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 | 0.1 | 0.2 | 0.3 | 0.7 | 3.2 |
EURGBP | 0.0 | 0.2 | 0.0 | 0.8 | 7.3 |
EURJPY | 0.1 | 0.2 | 0.0 | 1.0 | 1.5 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.9 |
GBPJPY | 0.1 | 0.0 | 0.7 | 1.1 | 1.7 |
GBPUSD | 0.1 | 0.2 | 0.6 | 1.0 | 3.0 |
NZDUSD | 0.1 | 0.2 | 0.5 | 0.7 | 2.3 |
USDCAD | 0.1 | 0.2 | 0.4 | 1.0 | 3.0 |
USDCHF | 0.1 | 0.0 | 0.0 | 0.9 | 4.5 |
USDJPY | 0.1 | 0.1 | 0.5 | 1.0 | 2.1 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 6.7 | 0.0 | 26.6 | 48.4 | 250.9 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.5 | 8.4 | 19.2 | 0.0 | 200.9 |
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 | 74.0% | 75.3% | 75.4% | 96.1% | 96.7% |
EURGBP | 69.8% | 70.9% | 70.9% | 98.7% | 98.8% |
EURJPY | 71.5% | 72.3% | 72.3% | 73.5% | 98.5% |
EURUSD | 72.0% | 72.8% | 73.2% | 76.1% | 96.5% |
GBPJPY | 63.4% | 63.4% | 63.9% | 66.1% | 95.3% |
GBPUSD | 71.6% | 72.1% | 72.0% | 78.8% | 96.9% |
NZDUSD | 73.3% | 73.7% | 74.0% | 96.7% | 96.8% |
USDCAD | 72.8% | 74.8% | 81.0% | 81.2% | 98.8% |
USDCHF | 74.9% | 74.9% | 74.9% | 97.1% | 97.4% |
USDJPY | 78.3% | 79.4% | 79.5% | 79.8% | 98.5% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 73.2% | 73.2% | 86.7% | 92.3% | 93.4% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 59.8% | 59.9% | 81.9% | 81.9% | 95.3% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.9% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 20 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 20.5% | 57.1% | 22.3% | 0.0 | 100.0% |
EURGBP | 19.5% | 60.7% | 19.8% | 0.0 | 100.0% |
EURJPY | 28.3% | 42.9% | 28.9% | 0.0 | 100.0% |
EURUSD | 24.6% | 48.9% | 26.4% | 0.0 | 100.0% |
GBPJPY | 33.3% | 35.5% | 31.3% | 0.0 | 100.0% |
GBPUSD | 25.9% | 49.4% | 24.7% | 0.0 | 100.0% |
NZDUSD | 20.2% | 60.5% | 19.4% | 0.0 | 100.0% |
USDCAD | 21.8% | 55.3% | 22.9% | 0.0 | 100.0% |
USDCHF | 19.6% | 62.5% | 17.9% | 0.0 | 100.0% |
USDJPY | 21.5% | 55.8% | 22.6% | 0.0 | 100.0% |
XAGUSD | 20.1% | 57.4% | 22.4% | -0.8 | 100.0% |
XAUUSD | 32.8% | 35.7% | 31.6% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.5% |
< 100 | 99.6% |
< 250 | 99.7% |
< 500 | 99.8% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 20 |
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 | 0.03 |
EURGBP | 78.7% | 21.3% | 0.2 | 0.05 |
EURJPY | 69.7% | 30.3% | 0.3 | 0.10 |
EURUSD | 75.5% | 24.5% | 0.2 | 0.05 |
GBPJPY | 57.0% | 43.0% | 0.8 | 0.34 |
GBPUSD | 75.8% | 24.2% | 0.2 | 0.05 |
NZDUSD | 77.7% | 22.3% | 0.2 | -0.03 |
USDCAD | 77.9% | 22.1% | 0.2 | 0.03 |
USDCHF | 77.5% | 22.5% | 0.2 | 0.05 |
USDJPY | 78.7% | 21.3% | 0.2 | 0.04 |
XAGUSD | 4.6% | 95.4% | 11.4 | 10.66 |
XAUUSD | 35.1% | 64.9% | 7.4 | 4.63 |
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 | 27.7% | 72.3% | 0.4 | 0.1 |
EURJPY | 33.5% | 66.5% | 0.6 | 0.2 |
EURUSD | 27.1% | 72.9% | 0.4 | 0.1 |
GBPJPY | 40.9% | 59.1% | 0.3 | 0.1 |
GBPUSD | 28.1% | 71.9% | 0.4 | 0.1 |
NZDUSD | 23.7% | 76.3% | 0.5 | 0.1 |
USDCAD | 21.9% | 78.1% | 0.6 | 0.1 |
USDCHF | 23.8% | 76.2% | 0.3 | 0.1 |
USDJPY | 25.7% | 74.3% | 0.5 | 0.1 |
XAGUSD | 90.7% | 9.3% | 14.9 | 13.5 |
XAUUSD | 64.0% | 36.0% | 10.6 | 6.8 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (PIPS)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 14.5% | 72.4% | 13.1% | 0.0 | 99.6% |
EURGBP | 16.1% | 65.8% | 18.1% | 0.0 | 99.8% |
EURJPY | 24.3% | 53.4% | 22.3% | 0.0 | 99.9% |
EURUSD | 21.7% | 59.5% | 18.9% | 0.0 | 99.9% |
GBPJPY | 27.7% | 46.9% | 25.4% | 0.0 | 97.2% |
GBPUSD | 20.0% | 61.8% | 18.2% | 0.0 | 99.7% |
NZDUSD | 15.0% | 71.3% | 13.8% | 0.0 | 98.9% |
USDCAD | 20.2% | 61.1% | 18.7% | 0.0 | 99.6% |
USDCHF | 16.8% | 69.5% | 13.7% | 0.0 | 99.7% |
USDJPY | 20.9% | 59.1% | 20.1% | 0.0 | 99.6% |
XAGUSD | 17.4% | 67.3% | 15.3% | 0.7 | 93.5% |
XAUUSD | 29.2% | 44.7% | 26.1% | 0.2 | 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 | 0.1 | 0.0 | 0.7 | 2.4 |
EURGBP | 0.0 | 0.0 | 0.0 | 0.8 | 7.0 |
EURJPY | 0.0 | 0.0 | 0.0 | 1.3 | 2.0 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 2.3 |
GBPJPY | 0.1 | 0.0 | 0.0 | 1.0 | 2.6 |
GBPUSD | 0.1 | 0.2 | 0.7 | 1.0 | 3.6 |
NZDUSD | 0.0 | 0.0 | 0.0 | 0.7 | 1.5 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.9 | 3.2 |
USDCHF | 0.1 | 0.0 | 0.0 | 0.9 | 5.0 |
USDJPY | 0.0 | 0.1 | 0.0 | 1.0 | 4.9 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 5.5 | 0.0 | 25.5 | 47.3 | 2032.6 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 2.9 | 11.1 | 18.3 | 0.0 | 116.1 |
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 | 78.1% | 79.0% | 79.0% | 95.5% | 95.9% |
EURGBP | 78.4% | 77.9% | 77.9% | 98.7% | 98.8% |
EURJPY | 77.8% | 77.8% | 77.8% | 78.9% | 99.1% |
EURUSD | 76.2% | 76.8% | 77.1% | 78.6% | 97.1% |
GBPJPY | 73.0% | 73.0% | 73.0% | 76.2% | 97.2% |
GBPUSD | 80.2% | 80.5% | 80.6% | 86.8% | 98.3% |
NZDUSD | 73.5% | 73.5% | 73.5% | 94.1% | 94.5% |
USDCAD | 73.9% | 75.3% | 81.6% | 81.6% | 97.5% |
USDCHF | 81.3% | 81.3% | 81.3% | 98.4% | 98.4% |
USDJPY | 80.1% | 80.7% | 80.7% | 81.9% | 98.0% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 76.3% | 76.3% | 89.9% | 94.5% | 95.4% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 64.6% | 64.7% | 83.0% | 83.0% | 95.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.3% |
< 100 | 99.5% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 21 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 16.8% | 64.7% | 18.5% | 0.0 | 100.0% |
EURGBP | 15.3% | 66.8% | 17.9% | 0.0 | 100.0% |
EURJPY | 23.5% | 52.3% | 24.2% | 0.0 | 100.0% |
EURUSD | 19.6% | 59.4% | 21.0% | 0.0 | 100.0% |
GBPJPY | 26.5% | 45.3% | 28.3% | 0.0 | 100.0% |
GBPUSD | 20.4% | 57.7% | 21.9% | 0.0 | 100.0% |
NZDUSD | 15.4% | 67.9% | 16.7% | 0.0 | 100.0% |
USDCAD | 19.2% | 59.8% | 21.0% | 0.0 | 100.0% |
USDCHF | 16.6% | 68.3% | 15.2% | 0.0 | 100.0% |
USDJPY | 17.3% | 64.3% | 18.4% | 0.0 | 100.0% |
XAGUSD | 19.9% | 58.5% | 21.5% | -0.4 | 100.0% |
XAUUSD | 29.8% | 41.1% | 29.1% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.7% |
< 100 | 99.6% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 20 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 83.9% | 16.1% | 0.1 | 0.02 |
EURGBP | 87.5% | 12.5% | 0.2 | 0.02 |
EURJPY | 69.0% | 31.0% | 0.2 | 0.06 |
EURUSD | 79.8% | 20.2% | 0.2 | 0.05 |
GBPJPY | 63.9% | 36.1% | 0.2 | 0.06 |
GBPUSD | 71.0% | 29.0% | 0.2 | 0.06 |
NZDUSD | 80.5% | 19.5% | 0.2 | 0.03 |
USDCAD | 77.1% | 22.9% | 0.5 | 0.11 |
USDCHF | 75.8% | 24.2% | 0.1 | 0.03 |
USDJPY | 75.5% | 24.5% | 0.2 | 0.05 |
XAGUSD | 6.6% | 93.4% | 10.2 | 8.38 |
XAUUSD | 42.7% | 57.3% | 6.7 | 3.72 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 16.4% | 83.6% | 0.2 | 0.0 |
EURGBP | 14.8% | 85.2% | 0.1 | 0.0 |
EURJPY | 27.8% | 72.2% | 0.2 | 0.1 |
EURUSD | 22.3% | 77.7% | 0.2 | 0.1 |
GBPJPY | 33.7% | 66.3% | 0.2 | 0.1 |
GBPUSD | 29.2% | 70.8% | 0.5 | 0.1 |
NZDUSD | 22.0% | 78.0% | 0.5 | 0.1 |
USDCAD | 24.2% | 75.8% | 0.7 | 0.2 |
USDCHF | 27.9% | 72.1% | 0.2 | 0.1 |
USDJPY | 21.6% | 78.4% | 0.5 | 0.1 |
XAGUSD | 94.8% | 5.3% | 14.0 | 13.3 |
XAUUSD | 59.2% | 40.8% | 24.6 | 14.5 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (PIPS)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 14.5% | 72.4% | 13.1% | 0.0 | 99.6% |
EURGBP | 16.1% | 65.8% | 18.1% | 0.0 | 99.8% |
EURJPY | 24.3% | 53.4% | 22.3% | 0.0 | 99.9% |
EURUSD | 21.7% | 59.5% | 18.9% | 0.0 | 99.9% |
GBPJPY | 27.7% | 46.9% | 25.4% | 0.0 | 97.2% |
GBPUSD | 20.0% | 61.8% | 18.2% | 0.0 | 99.7% |
NZDUSD | 15.0% | 71.3% | 13.8% | 0.0 | 98.9% |
USDCAD | 20.2% | 61.1% | 18.7% | 0.0 | 99.6% |
USDCHF | 16.8% | 69.5% | 13.7% | 0.0 | 99.7% |
USDJPY | 20.9% | 59.1% | 20.1% | 0.0 | 99.6% |
XAGUSD | 17.4% | 67.3% | 15.3% | 0.7 | 93.5% |
XAUUSD | 29.2% | 44.7% | 26.1% | 0.2 | 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 | 0.0 | 0.1 | 0.5 | 0.7 | 2.4 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 9.1 |
EURJPY | 0.1 | 0.0 | 0.0 | 0.0 | 1.8 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.5 |
GBPJPY | 0.1 | 0.0 | 0.0 | 1.0 | 1.6 |
GBPUSD | 0.1 | 0.2 | 0.3 | 1.0 | 6.3 |
NZDUSD | 0.0 | 0.0 | 0.5 | 0.7 | 4.2 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.0 | 2.9 |
USDCHF | 0.0 | 0.0 | 0.5 | 0.9 | 2.4 |
USDJPY | 0.0 | 0.1 | 0.3 | 1.0 | 1.6 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 3.2 | 0.0 | 24.2 | 45.1 | 715.1 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 2.3 | 4.5 | 18.3 | 0.0 | 97.2 |
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 | 74.4% | 74.3% | 74.3% | 96.0% | 96.5% |
EURGBP | 92.4% | 90.8% | 91.1% | 98.9% | 99.0% |
EURJPY | 86.3% | 85.4% | 85.4% | 85.4% | 99.0% |
EURUSD | 78.8% | 79.5% | 79.6% | 82.0% | 97.5% |
GBPJPY | 63.7% | 62.7% | 62.7% | 68.2% | 94.0% |
GBPUSD | 84.1% | 82.2% | 80.5% | 83.6% | 97.5% |
NZDUSD | 85.7% | 85.0% | 85.1% | 96.6% | 97.1% |
USDCAD | 64.4% | 66.8% | 74.5% | 74.5% | 97.8% |
USDCHF | 87.6% | 86.3% | 86.6% | 97.8% | 98.0% |
USDJPY | 76.8% | 76.7% | 76.7% | 77.7% | 97.5% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 62.6% | 62.6% | 74.7% | 88.3% | 90.1% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 83.5% | 83.5% | 92.2% | 92.2% | 97.7% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.1% |
< 100 | 99.3% |
< 250 | 99.7% |
< 500 | 99.8% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 22 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 13.2% | 73.3% | 13.5% | 0.0 | 100.0% |
EURGBP | 16.7% | 64.6% | 18.8% | 0.0 | 100.0% |
EURJPY | 23.1% | 51.6% | 25.4% | 0.0 | 100.0% |
EURUSD | 19.6% | 59.3% | 21.2% | 0.0 | 100.0% |
GBPJPY | 26.9% | 48.3% | 24.8% | 0.0 | 100.0% |
GBPUSD | 19.0% | 62.0% | 18.9% | 0.0 | 100.0% |
NZDUSD | 15.4% | 70.1% | 14.5% | 0.0 | 100.0% |
USDCAD | 18.3% | 61.8% | 19.9% | 0.0 | 100.0% |
USDCHF | 13.6% | 72.6% | 13.8% | 0.0 | 100.0% |
USDJPY | 19.4% | 61.0% | 19.6% | 0.0 | 100.0% |
XAGUSD | 16.5% | 65.1% | 18.4% | -0.6 | 100.0% |
XAUUSD | 27.1% | 45.0% | 27.9% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.2% |
< 100 | 99.3% |
< 250 | 99.6% |
< 500 | 99.7% |
< 1000 | 99.8% |
Average execution speed in milliseconds | 23 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 82.9% | 17.1% | 0.4 | 0.07 |
EURGBP | 82.8% | 17.2% | 0.5 | 0.09 |
EURJPY | 72.8% | 27.2% | 0.2 | 0.06 |
EURUSD | 80.0% | 20.0% | 0.3 | 0.06 |
GBPJPY | 60.2% | 39.8% | 1.1 | 0.42 |
GBPUSD | 64.8% | 35.2% | 0.2 | 0.06 |
NZDUSD | 75.4% | 24.6% | 0.2 | 0.04 |
USDCAD | 73.9% | 26.1% | 0.2 | 0.05 |
USDCHF | 74.0% | 26.0% | 0.2 | 0.06 |
USDJPY | 62.4% | 37.6% | 0.4 | 0.14 |
XAGUSD | 7.2% | 92.8% | 10.9 | 9.93 |
XAUUSD | 39.5% | 60.5% | 7.3 | 4.37 |
Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 18.6% | 81.4% | 0.6 | 0.1 |
EURGBP | 26.4% | 73.6% | 0.6 | 0.2 |
EURJPY | 23.1% | 76.9% | 0.2 | 0.0 |
EURUSD | 22.7% | 77.3% | 0.3 | 0.1 |
GBPJPY | 36.9% | 63.1% | 0.5 | 0.2 |
GBPUSD | 39.7% | 60.3% | 0.5 | 0.2 |
NZDUSD | 27.0% | 73.0% | 0.7 | 0.2 |
USDCAD | 25.7% | 74.3% | 0.4 | 0.1 |
USDCHF | 29.3% | 70.7% | 0.3 | 0.1 |
USDJPY | 23.1% | 76.9% | 0.6 | 0.1 |
XAGUSD | 92.8% | 7.2% | 10.5 | 9.8 |
XAUUSD | 60.3% | 39.7% | 8.7 | 5.2 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (PIPS)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 16.1% | 70.5% | 13.4% | 0.0 | 99.6% |
EURGBP | 19.3% | 60.4% | 20.3% | 0.0 | 99.8% |
EURJPY | 27.4% | 49.2% | 23.4% | 0.0 | 99.9% |
EURUSD | 23.6% | 56.0% | 20.4% | 0.0 | 99.9% |
GBPJPY | 29.6% | 42.7% | 27.7% | 0.0 | 97.8% |
GBPUSD | 24.8% | 53.0% | 22.2% | 0.0 | 99.8% |
NZDUSD | 16.6% | 67.1% | 16.2% | 0.0 | 99.2% |
USDCAD | 21.6% | 59.6% | 18.8% | 0.0 | 99.6% |
USDCHF | 18.9% | 64.4% | 16.7% | 0.0 | 99.8% |
USDJPY | 23.5% | 56.1% | 20.4% | 0.0 | 99.7% |
XAGUSD | 21.8% | 60.8% | 17.3% | 2.1 | 96.7% |
XAUUSD | 32.2% | 39.6% | 28.2% | 0.4 | 99.4% |
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 | 3.0 |
EURGBP | 0.0 | 0.3 | 0.0 | 0.8 | 8.7 |
EURJPY | 0.0 | 0.2 | 0.0 | 1.0 | 1.8 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 4.2 |
GBPJPY | 0.1 | 0.5 | 0.0 | 1.1 | 2.4 |
GBPUSD | 0.1 | 0.3 | 0.3 | 1.0 | 4.0 |
NZDUSD | 0.0 | 0.2 | 0.5 | 0.7 | 4.6 |
USDCAD | 0.1 | 0.2 | 0.3 | 0.0 | 2.9 |
USDCHF | 0.0 | 0.0 | 0.2 | 0.9 | 3.3 |
USDJPY | 0.1 | 0.2 | 0.0 | 1.1 | 1.7 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 6.0 | 0.0 | 27.2 | 49.6 | 635.3 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 3.4 | 3.4 | 18.8 | 0.0 | 124.2 |
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 | 83.6% | 83.6% | 83.6% | 96.5% | 96.8% |
EURGBP | 71.1% | 71.2% | 71.2% | 98.7% | 98.8% |
EURJPY | 94.3% | 93.9% | 93.9% | 94.0% | 99.3% |
EURUSD | 82.7% | 83.0% | 83.2% | 87.1% | 97.6% |
GBPJPY | 72.4% | 71.7% | 71.7% | 73.4% | 95.4% |
GBPUSD | 82.0% | 80.0% | 82.0% | 82.9% | 97.9% |
NZDUSD | 80.7% | 80.3% | 80.5% | 97.3% | 97.8% |
USDCAD | 71.7% | 72.3% | 78.3% | 78.3% | 97.4% |
USDCHF | 87.7% | 86.4% | 86.6% | 98.1% | 98.2% |
USDJPY | 82.1% | 82.3% | 82.3% | 82.8% | 98.3% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 79.9% | 79.9% | 89.7% | 93.7% | 94.9% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 74.9% | 75.1% | 92.5% | 92.5% | 98.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.2% |
< 100 | 98.9% |
< 250 | 99.6% |
< 500 | 99.8% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 23 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 16.2% | 67.9% | 15.8% | 0.0 | 100.0% |
EURGBP | 17.3% | 65.4% | 17.3% | 0.0 | 100.0% |
EURJPY | 27.9% | 48.5% | 23.6% | 0.0 | 100.0% |
EURUSD | 22.1% | 56.1% | 21.8% | 0.0 | 100.0% |
GBPJPY | 27.7% | 44.4% | 27.9% | 0.0 | 100.0% |
GBPUSD | 23.4% | 51.8% | 24.8% | 0.0 | 100.0% |
NZDUSD | 17.5% | 64.7% | 17.8% | 0.0 | 100.0% |
USDCAD | 20.1% | 59.0% | 20.9% | 0.0 | 100.0% |
USDCHF | 17.1% | 66.5% | 16.5% | 0.0 | 100.0% |
USDJPY | 21.1% | 56.3% | 22.5% | 0.0 | 100.0% |
XAGUSD | 21.8% | 56.2% | 22.0% | 0.4 | 100.0% |
XAUUSD | 30.7% | 40.4% | 28.9% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 97.4% |
< 100 | 99.1% |
< 250 | 99.6% |
< 500 | 99.7% |
< 1000 | 99.8% |
Average execution speed in milliseconds | 24 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 84.9% | 15.1% | 0.2 | 0.03 |
EURGBP | 78.2% | 21.8% | 0.2 | 0.04 |
EURJPY | 72.8% | 27.2% | 0.2 | 0.04 |
EURUSD | 81.7% | 18.3% | 0.2 | 0.03 |
GBPJPY | 68.9% | 31.1% | 0.2 | 0.07 |
GBPUSD | 71.0% | 29.0% | 0.2 | 0.04 |
NZDUSD | 71.7% | 28.3% | 0.2 | 0.06 |
USDCAD | 75.0% | 25.0% | 0.2 | 0.05 |
USDCHF | 73.5% | 26.5% | 0.2 | 0.04 |
USDJPY | 76.1% | 23.9% | 0.2 | 0.05 |
XAGUSD | 7.8% | 92.2% | 13.1 | 11.89 |
XAUUSD | 41.0% | 59.0% | 8.6 | 4.90 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 17.2% | 82.8% | 0.4 | 0.1 |
EURGBP | 21.8% | 78.2% | 0.3 | 0.1 |
EURJPY | 26.6% | 73.4% | 0.2 | 0.1 |
EURUSD | 27.1% | 72.9% | 0.3 | 0.1 |
GBPJPY | 36.7% | 63.3% | 0.3 | 0.1 |
GBPUSD | 34.4% | 65.6% | 0.3 | 0.1 |
NZDUSD | 24.2% | 75.8% | 1.6 | 0.4 |
USDCAD | 22.6% | 77.4% | 0.2 | 0.1 |
USDCHF | 24.4% | 75.6% | 0.2 | 0.0 |
USDJPY | 24.6% | 75.4% | 1.1 | 0.3 |
XAGUSD | 89.2% | 10.8% | 12.4 | 11.0 |
XAUUSD | 59.9% | 40.1% | 7.1 | 4.3 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (PIPS)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 17.0% | 67.8% | 15.2% | 0.0 | 99.7% |
EURGBP | 18.2% | 66.5% | 15.3% | 0.0 | 99.8% |
EURJPY | 25.4% | 53.2% | 21.4% | 0.0 | 99.9% |
EURUSD | 21.4% | 61.2% | 17.4% | 0.0 | 99.8% |
GBPJPY | 30.0% | 42.1% | 27.9% | 0.0 | 98.2% |
GBPUSD | 23.2% | 56.5% | 20.4% | 0.0 | 99.7% |
NZDUSD | 18.2% | 67.1% | 14.7% | 0.0 | 99.2% |
USDCAD | 21.8% | 59.4% | 18.8% | 0.0 | 99.5% |
USDCHF | 18.1% | 67.4% | 14.5% | 0.0 | 99.8% |
USDJPY | 19.3% | 62.4% | 18.3% | 0.0 | 99.8% |
XAGUSD | 22.5% | 60.9% | 16.6% | 2.2 | 96.1% |
XAUUSD | 31.4% | 41.8% | 26.8% | 0.3 | 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 | 0.0 | 0.2 | 0.5 | 0.7 | 8.1 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.8 | 7.0 |
EURJPY | 0.1 | 0.1 | 0.0 | 0.0 | 1.8 |
EURUSD | 0.1 | 0.1 | 0.5 | 1.0 | 2.4 |
GBPJPY | 0.1 | 0.2 | 0.0 | 1.1 | 2.3 |
GBPUSD | 0.1 | 0.2 | 0.3 | 1.0 | 5.0 |
NZDUSD | 0.0 | 0.1 | 0.5 | 0.7 | 1.8 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.0 | 2.6 |
USDCHF | 0.0 | 0.2 | 0.0 | 0.9 | 3.2 |
USDJPY | 0.0 | 0.1 | 0.0 | 1.0 | 2.2 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 7.0 | 10.0 | 26.8 | 48.5 | 209.2 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 2.7 | 9.5 | 18.3 | 0.0 | 153.8 |
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 | 79.3% | 79.4% | 79.4% | 96.9% | 97.5% |
EURGBP | 81.9% | 86.1% | 86.5% | 98.5% | 98.6% |
EURJPY | 77.6% | 77.4% | 77.4% | 77.4% | 99.2% |
EURUSD | 76.6% | 76.8% | 77.1% | 79.1% | 96.8% |
GBPJPY | 70.2% | 70.1% | 70.1% | 74.1% | 96.1% |
GBPUSD | 75.8% | 76.0% | 79.1% | 79.6% | 97.5% |
NZDUSD | 78.5% | 78.1% | 77.9% | 97.6% | 97.7% |
USDCAD | 75.4% | 76.1% | 80.0% | 80.0% | 97.2% |
USDCHF | 81.1% | 82.0% | 82.0% | 98.1% | 98.1% |
USDJPY | 78.2% | 79.9% | 79.9% | 80.7% | 98.5% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 74.9% | 75.0% | 86.6% | 92.2% | 94.0% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 69.0% | 69.1% | 91.2% | 91.2% | 97.7% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 95.8% |
< 100 | 98.8% |
< 250 | 99.6% |
< 500 | 99.8% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 24 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 18.2% | 63.1% | 18.7% | 0.0 | 100.0% |
EURGBP | 17.5% | 67.2% | 15.3% | 0.0 | 100.0% |
EURJPY | 26.5% | 50.5% | 23.0% | 0.0 | 100.0% |
EURUSD | 19.4% | 60.3% | 20.4% | 0.0 | 100.0% |
GBPJPY | 26.6% | 44.9% | 28.5% | 0.0 | 100.0% |
GBPUSD | 22.8% | 54.2% | 22.9% | 0.0 | 100.0% |
NZDUSD | 16.9% | 66.4% | 16.7% | 0.0 | 100.0% |
USDCAD | 19.2% | 60.8% | 20.0% | 0.0 | 100.0% |
USDCHF | 16.5% | 68.5% | 15.0% | 0.0 | 100.0% |
USDJPY | 19.1% | 61.6% | 19.3% | 0.0 | 100.0% |
XAGUSD | 20.3% | 58.0% | 21.7% | -0.6 | 100.0% |
XAUUSD | 30.6% | 40.3% | 29.2% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 96.7% |
< 100 | 98.8% |
< 250 | 99.4% |
< 500 | 99.5% |
< 1000 | 99.6% |
Average execution speed in milliseconds | 29 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 84.9% | 15.1% | 0.2 | 0.03 |
EURGBP | 83.7% | 16.3% | 0.1 | 0.02 |
EURJPY | 78.4% | 21.6% | 0.1 | 0.02 |
EURUSD | 83.4% | 16.6% | 0.2 | 0.03 |
GBPJPY | 70.9% | 29.1% | 0.1 | 0.04 |
GBPUSD | 72.2% | 27.8% | 0.2 | 0.05 |
NZDUSD | 79.6% | 20.4% | 0.3 | 0.05 |
USDCAD | 78.4% | 21.6% | 0.3 | 0.06 |
USDCHF | 74.3% | 25.7% | 0.2 | 0.04 |
USDJPY | 79.6% | 20.4% | 0.2 | 0.03 |
XAGUSD | 4.3% | 95.7% | 10.2 | 9.61 |
XAUUSD | 40.4% | 59.6% | 3.1 | 1.83 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 18.3% | 81.7% | 0.4 | 0.1 |
EURGBP | 20.4% | 79.6% | 0.2 | 0.0 |
EURJPY | 24.0% | 76.0% | 0.2 | 0.0 |
EURUSD | 21.8% | 78.2% | 0.4 | 0.1 |
GBPJPY | 30.6% | 69.4% | 0.3 | 0.1 |
GBPUSD | 28.4% | 71.6% | 0.4 | 0.1 |
NZDUSD | 24.9% | 75.1% | 0.8 | 0.2 |
USDCAD | 22.3% | 77.7% | 0.3 | 0.1 |
USDCHF | 23.5% | 76.5% | 0.3 | 0.1 |
USDJPY | 20.9% | 79.1% | 1.1 | 0.2 |
XAGUSD | 82.2% | 17.8% | 11.3 | 9.3 |
XAUUSD | 58.3% | 41.7% | 3.6 | 2.1 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average NetSlippage (PIPS)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 20.4% | 62.9% | 16.8% | 0.0 | 99.0% |
EURGBP | 17.2% | 64.9% | 17.9% | 0.0 | 100.0% |
EURJPY | 23.5% | 58.2% | 18.3% | 0.0 | 99.9% |
EURUSD | 20.6% | 61.0% | 18.4% | 0.0 | 99.7% |
GBPJPY | 27.3% | 46.6% | 26.1% | 0.0 | 99.5% |
GBPUSD | 23.7% | 56.1% | 20.2% | 0.0 | 99.6% |
NZDUSD | 19.5% | 62.7% | 17.8% | 0.0 | 99.3% |
USDCAD | 23.7% | 56.2% | 20.1% | 0.0 | 99.1% |
USDCHF | 16.2% | 71.8% | 12.0% | 0.0 | 99.6% |
USDJPY | 19.3% | 63.1% | 17.6% | 0.0 | 99.7% |
XAGUSD | 19.7% | 64.6% | 15.7% | 1.7 | 96.0% |
XAUUSD | 30.4% | 44.7% | 24.8% | 0.3 | 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 | 0.1 | 0.2 | 0.5 | 0.7 | 2.9 |
EURGBP | 0.0 | 0.2 | 0.0 | 0.9 | 7.7 |
EURJPY | 0.0 | 0.0 | 0.0 | 1.2 | 1.9 |
EURUSD | 0.1 | 0.1 | 0.5 | 1.0 | 6.3 |
GBPJPY | 0.1 | 0.1 | 0.0 | 1.2 | 2.1 |
GBPUSD | 0.1 | 0.2 | 0.3 | 0.9 | 4.6 |
NZDUSD | 0.0 | 0.2 | 0.0 | 0.7 | 2.3 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.0 | 4.1 |
USDCHF | 0.0 | 0.0 | 0.5 | 0.9 | 8.4 |
USDJPY | 0.0 | 0.1 | 0.6 | 1.1 | 1.7 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 4.4 | 0.0 | 26.2 | 47.3 | 569.9 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 2.1 | 9.9 | 18.6 | 0.0 | 91.3 |
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% | 77.7% | 77.8% | 95.4% | 96.0% |
EURGBP | 76.2% | 77.7% | 77.7% | 98.6% | 98.7% |
EURJPY | 73.3% | 73.3% | 73.3% | 73.4% | 95.7% |
EURUSD | 75.4% | 75.7% | 76.4% | 78.5% | 96.7% |
GBPJPY | 68.5% | 68.6% | 68.6% | 71.6% | 96.5% |
GBPUSD | 73.8% | 74.4% | 78.0% | 78.4% | 96.7% |
NZDUSD | 75.4% | 75.6% | 75.6% | 98.2% | 98.2% |
USDCAD | 74.7% | 75.9% | 79.4% | 79.4% | 96.5% |
USDCHF | 84.7% | 84.7% | 85.0% | 98.2% | 98.3% |
USDJPY | 79.2% | 81.0% | 81.2% | 81.5% | 98.6% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 77.2% | 77.2% | 87.8% | 93.8% | 94.9% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 69.6% | 70.1% | 90.7% | 90.7% | 97.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
< 50 | 96.5% |
< 100 | 98.8% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 21 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 19.0% | 62.5% | 18.5% | 0.0 | 100.0% |
EURGBP | 17.9% | 64.6% | 17.5% | 0.0 | 100.0% |
EURJPY | 19.1% | 58.8% | 22.1% | 0.0 | 100.0% |
EURUSD | 19.2% | 59.7% | 21.1% | 0.0 | 100.0% |
GBPJPY | 26.9% | 44.4% | 28.7% | 0.0 | 100.0% |
GBPUSD | 22.5% | 55.4% | 22.1% | 0.0 | 100.0% |
NZDUSD | 17.4% | 64.8% | 17.8% | 0.0 | 100.0% |
USDCAD | 21.7% | 56.9% | 21.4% | 0.0 | 100.0% |
USDCHF | 14.8% | 69.7% | 15.5% | 0.0 | 100.0% |
USDJPY | 16.4% | 65.4% | 18.1% | 0.0 | 100.0% |
XAGUSD | 17.5% | 60.8% | 21.7% | -1.1 | 100.0% |
XAUUSD | 28.8% | 43.3% | 27.8% | -0.2 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
< 50 | 97.6% |
< 100 | 99.1% |
< 250 | 99.7% |
< 500 | 99.8% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 22 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 81.1% | 18.9% | 0.2 | 0.03 |
EURGBP | 84.9% | 15.1% | 0.1 | 0.02 |
EURJPY | 74.7% | 25.3% | 0.1 | 0.03 |
EURUSD | 78.2% | 21.8% | 0.3 | 0.07 |
GBPJPY | 73.8% | 26.2% | 0.1 | 0.03 |
GBPUSD | 73.2% | 26.8% | 0.2 | 0.06 |
NZDUSD | 78.8% | 21.2% | 0.2 | 0.04 |
USDCAD | 76.4% | 23.6% | 0.2 | 0.05 |
USDCHF | 71.9% | 28.1% | 0.2 | 0.06 |
USDJPY | 74.2% | 25.8% | 0.4 | 0.11 |
XAGUSD | 8.8% | 91.2% | 13.0 | 11.88 |
XAUUSD | 37.0% | 63.0% | 9.3 | 5.84 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 16.4% | 83.6% | 0.4 | 0.1 |
EURGBP | 17.6% | 82.4% | 0.2 | 0.0 |
EURJPY | 19.5% | 80.5% | 0.2 | 0.0 |
EURUSD | 17.3% | 82.7% | 0.4 | 0.1 |
GBPJPY | 25.7% | 74.3% | 0.2 | 0.1 |
GBPUSD | 28.0% | 72.0% | 0.3 | 0.1 |
NZDUSD | 19.6% | 80.4% | 0.3 | 0.1 |
USDCAD | 22.5% | 77.5% | 0.3 | 0.1 |
USDCHF | 26.1% | 73.9% | 0.2 | 0.0 |
USDJPY | 18.9% | 81.1% | 1.6 | 0.3 |
XAGUSD | 91.9% | 8.1% | 11.2 | 10.3 |
XAUUSD | 60.9% | 39.1% | 4.6 | 2.8 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (PIPS)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 16.5% | 70.5% | 13.0% | 0.0 | 99.4% |
EURGBP | 13.2% | 73.4% | 13.4% | 0.0 | 99.9% |
EURJPY | 19.6% | 62.3% | 18.1% | 0.0 | 99.8% |
EURUSD | 19.3% | 63.4% | 17.3% | 0.0 | 99.8% |
GBPJPY | 23.8% | 53.0% | 23.3% | 0.0 | 99.5% |
GBPUSD | 18.6% | 65.1% | 16.4% | 0.0 | 99.8% |
NZDUSD | 15.0% | 71.5% | 13.4% | 0.0 | 98.8% |
USDCAD | 18.8% | 64.3% | 16.9% | 0.0 | 99.7% |
USDCHF | 15.3% | 72.3% | 12.4% | 0.0 | 99.7% |
USDJPY | 19.2% | 63.1% | 17.7% | 0.0 | 99.8% |
XAGUSD | 21.4% | 63.1% | 15.5% | 2.1 | 95.5% |
XAUUSD | 29.8% | 47.2% | 23.0% | 0.4 | 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 | 0.4 | 0.7 | 4.4 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.9 | 5.0 |
EURJPY | 0.0 | 0.0 | 0.0 | 0.0 | 1.7 |
EURUSD | 0.0 | 0.2 | 0.5 | 1.0 | 3.5 |
GBPJPY | 0.1 | 0.0 | 0.0 | 0.9 | 1.7 |
GBPUSD | 0.1 | 0.2 | 0.3 | 1.0 | 4.7 |
NZDUSD | 0.0 | 0.2 | 0.5 | 0.7 | 2.8 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.0 | 3.3 |
USDCHF | 0.0 | 0.2 | 0.0 | 0.9 | 4.8 |
USDJPY | 0.0 | 0.1 | 0.3 | 1.0 | 2.0 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 5.1 | 0.0 | 26.4 | 49.1 | 483.7 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 2.4 | 8.4 | 18.4 | 0.0 | 80.0 |
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 | 81.7% | 81.8% | 81.8% | 95.9% | 96.4% |
EURGBP | 80.2% | 80.7% | 80.9% | 98.7% | 98.6% |
EURJPY | 72.9% | 72.9% | 72.9% | 72.9% | 99.0% |
EURUSD | 79.2% | 79.3% | 79.6% | 80.5% | 97.8% |
GBPJPY | 78.0% | 78.0% | 78.0% | 81.6% | 98.1% |
GBPUSD | 77.0% | 77.3% | 79.6% | 80.2% | 97.3% |
NZDUSD | 79.8% | 80.5% | 80.8% | 97.5% | 97.5% |
USDCAD | 79.8% | 80.6% | 83.8% | 83.8% | 98.7% |
USDCHF | 82.1% | 82.5% | 82.5% | 98.4% | 98.4% |
USDJPY | 79.3% | 80.8% | 81.0% | 82.3% | 99.1% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 78.3% | 78.3% | 89.3% | 93.2% | 94.5% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 69.7% | 69.9% | 87.7% | 87.7% | 96.4% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.9% |
< 100 | 98.8% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 22 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 15.4% | 69.2% | 15.3% | 0.0 | 100.0% |
EURGBP | 11.5% | 73.7% | 14.8% | 0.0 | 100.0% |
EURJPY | 18.0% | 62.3% | 19.7% | 0.0 | 100.0% |
EURUSD | 18.0% | 63.2% | 18.8% | 0.0 | 100.0% |
GBPJPY | 25.2% | 50.9% | 23.9% | 0.0 | 100.0% |
GBPUSD | 19.2% | 61.9% | 18.9% | 0.0 | 100.0% |
NZDUSD | 12.3% | 76.3% | 11.4% | 0.0 | 100.0% |
USDCAD | 18.2% | 63.4% | 18.4% | 0.0 | 100.0% |
USDCHF | 13.3% | 74.4% | 12.3% | 0.0 | 100.0% |
USDJPY | 15.8% | 67.0% | 17.1% | 0.0 | 100.0% |
XAGUSD | 18.2% | 62.0% | 19.8% | -0.6 | 100.0% |
XAUUSD | 28.5% | 46.5% | 25.0% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.2% |
< 100 | 99.3% |
< 250 | 99.8% |
< 500 | 99.8% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 22 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 84.4% | 15.6% | 0.3 | 0.04 |
EURGBP | 82.6% | 17.4% | 0.1 | 0.02 |
EURJPY | 79.4% | 20.6% | 0.1 | 0.03 |
EURUSD | 83.8% | 16.2% | 0.3 | 0.04 |
GBPJPY | 73.0% | 27.0% | 0.2 | 0.05 |
GBPUSD | 75.5% | 24.5% | 0.2 | 0.05 |
NZDUSD | 70.2% | 29.8% | 0.5 | 0.15 |
USDCAD | 79.8% | 20.2% | 0.2 | 0.04 |
USDCHF | 75.7% | 24.3% | 0.2 | 0.06 |
USDJPY | 66.5% | 33.5% | 0.3 | 0.11 |
XAGUSD | 11.6% | 88.4% | 24.2 | 20.36 |
XAUUSD | 32.3% | 67.7% | 22.2 | 14.21 |
Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 18.2% | 81.8% | 0.4 | 0.1 |
EURGBP | 19.0% | 81.0% | 0.2 | 0.0 |
EURJPY | 20.8% | 79.2% | 0.1 | 0.0 |
EURUSD | 18.8% | 81.2% | 0.3 | 0.1 |
GBPJPY | 23.4% | 76.6% | 0.2 | 0.0 |
GBPUSD | 25.0% | 75.0% | 0.2 | 0.1 |
NZDUSD | 26.2% | 73.8% | 0.3 | 0.1 |
USDCAD | 19.6% | 80.4% | 0.2 | 0.0 |
USDCHF | 23.3% | 76.7% | 0.1 | 0.0 |
USDJPY | 16.1% | 83.9% | 0.2 | 0.0 |
XAGUSD | 89.2% | 10.8% | 12.2 | 10.9 |
XAUUSD | 64.2% | 35.8% | 6.3 | 4.0 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (PIPS)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 19.1% | 64.0% | 16.8% | 0.0 | 99.4% |
EURGBP | 18.5% | 64.3% | 17.2% | 0.0 | 99.9% |
EURJPY | 22.7% | 56.3% | 21.0% | 0.0 | 99.9% |
EURUSD | 22.4% | 57.3% | 20.3% | 0.0 | 99.8% |
GBPJPY | 27.9% | 45.2% | 26.9% | 0.0 | 99.8% |
GBPUSD | 23.9% | 54.0% | 22.1% | 0.0 | 99.7% |
NZDUSD | 18.0% | 66.7% | 15.3% | 0.0 | 97.7% |
USDCAD | 19.8% | 61.2% | 19.0% | 0.0 | 99.5% |
USDCHF | 18.0% | 66.3% | 15.6% | 0.0 | 99.7% |
USDJPY | 19.7% | 61.9% | 18.4% | 0.0 | 99.8% |
XAGUSD | 23.4% | 58.1% | 18.5% | 1.4 | 97.2% |
XAUUSD | 30.3% | 45.5% | 24.2% | 0.2 | 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 | 0.0 | 0.2 | 0.5 | 0.7 | 3.4 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 13.1 |
EURJPY | 0.1 | 0.0 | 0.0 | 1.0 | 1.7 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 6.1 |
GBPJPY | 0.1 | 0.0 | 0.0 | 1.0 | 2.1 |
GBPUSD | 0.1 | 0.3 | 0.4 | 1.1 | 3.6 |
NZDUSD | 0.0 | 0.5 | 0.0 | 0.7 | 2.4 |
USDCAD | 0.1 | 0.2 | 0.5 | 1.0 | 2.1 |
USDCHF | 0.1 | 0.0 | 0.0 | 0.9 | 3.5 |
USDJPY | 0.0 | 0.1 | 0.0 | 1.0 | 1.8 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 25 PIPS* | 25- 50 PIPS* | > 51 PIPS* | |
XAGUSD | 6.2 | 0.0 | 27.5 | 40.4 | 238.7 |
0.0 PIPS* | 1 - 10 PIPS* | 11 - 20 PIPS* | 21- 30 PIPS* | > 31 PIPS* | |
XAUUSD | 2.1 | 6.9 | 18.2 | 0.0 | 66.5 |
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 | 81.1% | 82.0% | 82.1% | 96.4% | 97.0% |
EURGBP | 68.3% | 69.3% | 70.8% | 96.9% | 97.1% |
EURJPY | 72.4% | 72.4% | 72.4% | 72.8% | 98.0% |
EURUSD | 73.5% | 73.7% | 73.8% | 76.1% | 96.5% |
GBPJPY | 67.1% | 67.1% | 67.1% | 71.3% | 97.6% |
GBPUSD | 72.1% | 72.5% | 74.6% | 75.4% | 97.3% |
NZDUSD | 80.8% | 80.9% | 80.9% | 95.4% | 96.0% |
USDCAD | 78.0% | 78.5% | 79.2% | 79.2% | 97.6% |
USDCHF | 81.9% | 81.9% | 81.9% | 98.5% | 98.5% |
USDJPY | 81.8% | 83.8% | 83.8% | 84.2% | 98.5% |
0.0 PIPS | =< 10 PIPS | =< 25 PIPS | =< 50 PIPS | All | |
XAGUSD | 73.5% | 73.5% | 81.1% | 89.6% | 94.7% |
0.0 PIPS | =< 10 PIPS | =< 20 PIPS | =< 30 PIPS | All | |
XAUUSD | 74.2% | 74.4% | 89.9% | 89.9% | 97.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
< 50 | 97.2% |
< 100 | 98.9% |
< 250 | 99.8% |
< 500 | 99.9% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 22 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 17.7% | 63.8% | 18.5% | 0.0 | 100.0% |
EURGBP | 18.8% | 65.3% | 16.0% | 0.0 | 100.0% |
EURJPY | 19.3% | 57.1% | 23.7% | 0.0 | 100.0% |
EURUSD | 20.7% | 57.9% | 21.5% | 0.0 | 100.0% |
GBPJPY | 27.7% | 43.5% | 28.8% | 0.0 | 100.0% |
GBPUSD | 22.3% | 55.1% | 22.5% | 0.0 | 100.0% |
NZDUSD | 15.6% | 67.5% | 17.0% | 0.0 | 100.0% |
USDCAD | 18.4% | 63.5% | 18.1% | 0.0 | 100.0% |
USDCHF | 17.1% | 64.9% | 18.1% | 0.0 | 100.0% |
USDJPY | 17.2% | 63.7% | 19.1% | 0.0 | 100.0% |
XAGUSD | 21.2% | 58.3% | 20.5% | 0.0 | 100.0% |
XAUUSD | 28.4% | 44.9% | 26.7% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
< 50 | 97.7% |
< 100 | 99.2% |
< 250 | 99.7% |
< 500 | 99.8% |
< 1000 | 99.9% |
Average execution speed in milliseconds | 23 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (PIPS)* | Average Net Slippage (PIPS)** |
---|---|---|---|---|
AUDUSD | 85.9% | 14.1% | 0.2 | 0.02 |
EURGBP | 86.2% | 13.8% | 0.2 | 0.02 |
EURJPY | 77.7% | 22.3% | 0.1 | 0.02 |
EURUSD | 82.1% | 17.9% | 0.5 | 0.09 |
GBPJPY | 72.5% | 27.5% | 0.1 | 0.04 |
GBPUSD | 76.3% | 23.7% | 0.2 | 0.05 |
NZDUSD | 74.7% | 25.3% | 0.4 | 0.09 |
USDCAD | 80.3% | 19.7% | 0.2 | 0.04 |
USDCHF | 78.4% | 21.6% | 0.2 | 0.05 |
USDJPY | 73.9% | 26.1% | 0.3 | 0.08 |
XAGUSD | 9.8% | 90.2% | 11.5 | 10.34 |
XAUUSD | 34.6% | 65.4% | 6.3 | 4.09 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (PIPS)* | Average Net Price Improvement (PIPS)** |
---|---|---|---|---|
AUDUSD | 15.1% | 84.9% | 0.2 | 0.0 |
EURGBP | 15.4% | 84.6% | 0.1 | 0.0 |
EURJPY | 21.0% | 79.0% | 0.2 | 0.0 |
EURUSD | 18.3% | 81.7% | 0.3 | 0.1 |
GBPJPY | 29.2% | 70.8% | 0.2 | 0.0 |
GBPUSD | 23.9% | 76.1% | 0.2 | 0.1 |
NZDUSD | 27.8% | 72.2% | 0.4 | 0.1 |
USDCAD | 19.2% | 80.8% | 0.2 | 0.0 |
USDCHF | 22.4% | 77.6% | 0.2 | 0.1 |
USDJPY | 15.8% | 84.2% | 0.2 | 0.0 |
XAGUSD | 93.1% | 6.9% | 12.2 | 11.3 |
XAUUSD | 63.3% | 36.7% | 5.1 | 3.2 |
市價訂單
市價訂單為一種傳統的「最好價位交易」指令,會按市場最佳可用條款盡可能交易最多的訂單。市價訂單將被當作為即日有效。如果盛寶認為可以於自身流動性執行市價訂單,則盛寶將執行訂單。否則該訂單將會交由第三方嘗試執行。如果訂單未能立即完全成交,盛寶將繼續運作該訂單,直到相關市場收市為止。
立即成交或取消 (IOC) 市價訂單
立即成交或取消 (IOC) 市價訂單與一般市價訂單(如上所述)相似。這是一個以最佳可用條款即時交易的指令,但若訂單無法立即成交,盛寶將不會繼續運作該訂單。如果盛寶認為可以於自身流動性執行市價 IOC 訂單,則盛寶將執行訂單,否則該訂單將會交由第三方嘗試執行。未能立即成交的訂單將會被取消。
立即成交或取消 (IOC) 限價單
立即成交或取消 (IOC) 限價單是一種以您在屏幕上看到的價格進行交易的訂單,但您須確保產品仍在出售。此訂單亦受限於指定的容差。您可透過容差指定自己可以接受的最低價格差(賣出時)或最高價格差(買入時),從而控制價格範圍。容差可以指定為固定的價格增量或目前市價的特定百分比。如果價格差未超過指定的容差,盛寶的成交價可能會比您在屏幕上看到的價格更為不利。如有更有利的價格,盛寶會以更有利的價格完成訂單,並向您提供價格上漲帶來的全部利潤。至於市場 IOC 訂單,如果盛寶無法從自己的銀行中提供足夠的流動性,則有可能將其永久轉交。未能立即成交的訂單將會被取消。
限價單
限價單是一種在特定時間以指定價格或更佳價格(如有)交易的訂單。可使用下列訂單持續時間:
當日訂單 (DO):落盤當天(週末接受的訂單則在之後的工作日)交易正式結束之前有效。
到期前有效訂單 (GTD):在您選擇的日期當天交易正式結束前有效。
取消前有效訂單 (FTC):無限期有效,除非或直至您將其取消。
市價達到限價時,限價單即會被觸發。如果盛寶認為可以於自身流動性執行限價單,則盛寶將執行訂單。否則該訂單將會交由第三方嘗試執行。無論任何時候,如果盛寶自身或外部的銀行沒有足夠的可用流動性,為了以指定價格或更佳價格完成完整訂單,剩餘的訂單將被回復為未決訂單。
止蝕盤
如果市場走勢與倉位走勢不符,通常可使用止蝕盤平倉,以避免進一步損失。當市場走勢突破選定水平時,止蝕盤也可用於建立倉位。止蝕盤持續時間可能與限價單相似(見上文)。止蝕盤設定為買入,則一旦買入即視為止蝕。止蝕盤設定為賣出,則一旦賣出即視為止蝕。
當主要銀行間執行場地1 的發售價達到指定價格水平時,即觸發賣出止蝕盤。一旦觸發,該訂單即便為市價訂單。
當主要銀行間執行場地1 的賣價達到指定價格水平時,即觸發買入止蝕盤。一旦觸發,該訂單即便為市價訂單。
這種安排旨在保護您免受市場走勢並未發生實際變化,但由於點差擴大而執行止蝕盤的風險。這種情況可能會出現在經濟數據公佈或流動性降低的時候,例如交割日滾動結算期間或開市和收市之時。請注意,這意味著止蝕盤永遠不會在指定水平執行,但總是會在遠離止蝕水平的點差上執行。如果某訂單從屬於某個持有倉位,則該倉位關閉時該訂單會自動取消。止蝕盤的觸發水平可以指定為追蹤市場。在這種情況下,如果市場走勢對您有利,則止蝕盤的觸發水平將以同樣走勢運行。追蹤止蝕的觸發水平將以訂單設定時規定的階梯移動。
限價止蝕盤
限價止蝕盤與止蝕盤的執行方式相同。但是一旦觸發限價止蝕盤,將以預先同意的限價轉化為限價單,而非以下一個可用價格執行。從那時起,該訂單即視為限價單。此類訂單可為您提供保障,避免在價格出現缺口或市場缺乏流動性時履行不利訂單。無法使用追蹤限價止蝕盤。
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外匯風險警告
「外匯」屬於紅色產品,此類投資產品為高複雜性及高風險。
所有丹麥銀行必須為提供給零售客戶的投資產品分類,並按產品的複雜性與風險將之分為綠色、黃色或紅色產品。如需更多資訊,請點擊此處