以訂單為主的執行統計數據

獲取每次交易時價格上漲帶來的收益。透過我們為您度身訂造的訂單,穩健地控制您的交易,並在成交比率和價格水準之間取得完美平衡。

如欲深入了解盛寶代表客戶執行訂單的方式,請參考我們的訂單執行政策

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 PairPositive Slippage*Zero Slippage*Negative Slippage*Average NetSlippage (PIPS)*Fill Rate**
AUDUSD20.4%62.9%16.8%0.099.0%
EURGBP17.2%64.9%17.9%0.0100.0%
EURJPY23.5%58.2%18.3%0.099.9%
EURUSD20.6%61.0%18.4%0.099.7%
GBPJPY27.3%46.6%26.1%0.099.5%
GBPUSD23.7%56.1%20.2%0.099.6%
NZDUSD19.5%62.7%17.8%0.099.3%
USDCAD23.7%56.2%20.1%0.099.1%
USDCHF16.2%71.8%12.0%0.099.6%
USDJPY19.3%63.1%17.6%0.099.7%
XAGUSD19.7%64.6%15.7%1.796.0%
XAUUSD30.4%44.7%24.8%0.398.9%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.50.72.9
EURGBP0.00.20.00.97.7
EURJPY0.00.00.01.21.9
EURUSD0.10.10.51.06.3
GBPJPY0.10.10.01.22.1
GBPUSD0.10.20.30.94.6
NZDUSD0.00.20.00.72.3
USDCAD0.10.20.40.04.1
USDCHF0.00.00.50.98.4
USDJPY0.00.10.61.11.7
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD4.40.026.247.3569.9
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.19.918.60.091.3

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD77.2%77.7%77.8%95.4%96.0%
EURGBP76.2%77.7%77.7%98.6%98.7%
EURJPY73.3%73.3%73.3%73.4%95.7%
EURUSD75.4%75.7%76.4%78.5%96.7%
GBPJPY68.5%68.6%68.6%71.6%96.5%
GBPUSD73.8%74.4%78.0%78.4%96.7%
NZDUSD75.4%75.6%75.6%98.2%98.2%
USDCAD74.7%75.9%79.4%79.4%96.5%
USDCHF84.7%84.7%85.0%98.2%98.3%
USDJPY79.2%81.0%81.2%81.5%98.6%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD77.2%77.2%87.8%93.8%94.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD69.6%70.1%90.7%90.7%97.1%

 

Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 5096.5%
< 10098.8%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds 21

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD19.0%62.5%18.5%0.0100.0%
EURGBP17.9%64.6%17.5%0.0100.0%
EURJPY19.1%58.8%22.1%0.0100.0%
EURUSD19.2%59.7%21.1%0.0100.0%
GBPJPY26.9%44.4%28.7%0.0100.0%
GBPUSD22.5%55.4%22.1%0.0100.0%
NZDUSD17.4%64.8%17.8%0.0100.0%
USDCAD21.7%56.9%21.4%0.0100.0%
USDCHF14.8%69.7%15.5%0.0100.0%
USDJPY16.4%65.4%18.1%0.0100.0%
XAGUSD17.5%60.8%21.7%-1.1100.0%
XAUUSD28.8%43.3%27.8%-0.2100.0%

* Average improvement based on all market orders. Calculated from the indicative market price

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.6%
< 10099.1%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD81.1%18.9%0.20.03
EURGBP84.9%15.1%0.10.02
EURJPY74.7%25.3%0.10.03
EURUSD78.2%21.8%0.30.07
GBPJPY73.8%26.2%0.10.03
GBPUSD73.2%26.8%0.20.06
NZDUSD78.8%21.2%0.20.04
USDCAD76.4%23.6%0.20.05
USDCHF71.9%28.1%0.20.06
USDJPY74.2%25.8%0.40.11
XAGUSD8.8%91.2%13.011.88
XAUUSD37.0%63.0%9.35.84

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD16.4%83.6%0.40.1
EURGBP17.6%82.4%0.20.0
EURJPY19.5%80.5%0.20.0
EURUSD17.3%82.7%0.40.1
GBPJPY25.7%74.3%0.20.1
GBPUSD28.0%72.0%0.30.1
NZDUSD19.6%80.4%0.30.1
USDCAD22.5%77.5%0.30.1
USDCHF26.1%73.9%0.20.0
USDJPY18.9%81.1%1.60.3
XAGUSD91.9%8.1%11.210.3
XAUUSD60.9%39.1%4.62.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative
Slippage*
Average Net
Slippage (PIPS)*
Fill Rate***
AUDUSD16.5%70.5%13.0%0.099.4%
EURGBP13.2%73.4%13.4%0.099.9%
EURJPY19.6%62.3%18.1%0.099.8%
EURUSD19.3%63.4%17.3%0.099.8%
GBPJPY23.8%53.0%23.3%0.099.5%
GBPUSD18.6%65.1%16.4%0.099.8%
NZDUSD15.0%71.5%13.4%0.098.8%
USDCAD18.8%64.3%16.9%0.099.7%
USDCHF15.3%72.3%12.4%0.099.7%
USDJPY19.2%63.1%17.7%0.099.8%
XAGUSD21.4%63.1%15.5%2.195.5%
XAUUSD29.8%47.2%23.0%0.498.7%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.40.74.4
EURGBP0.00.20.50.95.0
EURJPY0.00.00.00.01.7
EURUSD0.00.20.51.03.5
GBPJPY0.10.00.00.91.7
GBPUSD0.10.20.31.04.7
NZDUSD0.00.20.50.72.8
USDCAD0.10.20.40.03.3
USDCHF0.00.20.00.94.8
USDJPY0.00.10.31.02.0
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD5.10.026.449.1483.7
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.48.418.40.080.0

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD81.7%81.8%81.8%95.9%96.4%
EURGBP80.2%80.7%80.9%98.7%98.6%
EURJPY72.9%72.9%72.9%72.9%99.0%
EURUSD79.2%79.3%79.6%80.5%97.8%
GBPJPY78.0%78.0%78.0%81.6%98.1%
GBPUSD77.0%77.3%79.6%80.2%97.3%
NZDUSD79.8%80.5%80.8%97.5%97.5%
USDCAD79.8%80.6%83.8%83.8%98.7%
USDCHF82.1%82.5%82.5%98.4%98.4%
USDJPY79.3%80.8%81.0%82.3%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD78.3%78.3%89.3%93.2%94.5%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD69.7%69.9%87.7%87.7%96.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.9%
< 10098.8%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds22

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative
Slippage
Average Net
Improvement*
Fill Rate
AUDUSD15.4%69.2%15.3%0.0100.0%
EURGBP11.5%73.7%14.8%0.0100.0%
EURJPY18.0%62.3%19.7%0.0100.0%
EURUSD18.0%63.2%18.8%0.0100.0%
GBPJPY25.2%50.9%23.9%0.0100.0%
GBPUSD19.2%61.9%18.9%0.0100.0%
NZDUSD12.3%76.3%11.4%0.0100.0%
USDCAD18.2%63.4%18.4%0.0100.0%
USDCHF13.3%74.4%12.3%0.0100.0%
USDJPY15.8%67.0%17.1%0.0100.0%
XAGUSD18.2%62.0%19.8%-0.6100.0%
XAUUSD28.5%46.5%25.0%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.2%
< 10099.3%
< 25099.8%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD84.4%15.6%0.30.04
EURGBP82.6%17.4%0.10.02
EURJPY79.4%20.6%0.10.03
EURUSD83.8%16.2%0.30.04
GBPJPY73.0%27.0%0.20.05
GBPUSD75.5%24.5%0.20.05
NZDUSD70.2%29.8%0.50.15
USDCAD79.8%20.2%0.20.04
USDCHF75.7%24.3%0.20.06
USDJPY66.5%33.5%0.30.11
XAGUSD11.6%88.4%24.220.36
XAUUSD32.3%67.7%22.214.21

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.2%81.8%0.40.1
EURGBP19.0%81.0%0.20.0
EURJPY20.8%79.2%0.10.0
EURUSD18.8%81.2%0.30.1
GBPJPY23.4%76.6%0.20.0
GBPUSD25.0%75.0%0.20.1
NZDUSD26.2%73.8%0.30.1
USDCAD19.6%80.4%0.20.0
USDCHF23.3%76.7%0.10.0
USDJPY16.1%83.9%0.20.0
XAGUSD89.2%10.8%12.210.9
XAUUSD64.2%35.8%6.34.0

* Average improvement based on limit orders that were Improvement. ** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net
Slippage (PIPS)*
Fill Rate***
AUDUSD19.1%64.0%16.8%0.099.4%
EURGBP18.5%64.3%17.2%0.099.9%
EURJPY22.7%56.3%21.0%0.099.9%
EURUSD22.4%57.3%20.3%0.099.8%
GBPJPY27.9%45.2%26.9%0.099.8%
GBPUSD23.9%54.0%22.1%0.099.7%
NZDUSD18.0%66.7%15.3%0.097.7%
USDCAD19.8%61.2%19.0%0.099.5%
USDCHF18.0%66.3%15.6%0.099.7%
USDJPY19.7%61.9%18.4%0.099.8%
XAGUSD23.4%58.1%18.5%1.497.2%
XAUUSD30.3%45.5%24.2%0.299.2%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.50.73.4
EURGBP0.00.20.30.913.1
EURJPY0.10.00.01.01.7
EURUSD0.10.20.41.06.1
GBPJPY0.10.00.01.02.1
GBPUSD0.10.30.41.13.6
NZDUSD0.00.50.00.72.4
USDCAD0.10.20.51.02.1
USDCHF0.10.00.00.93.5
USDJPY0.00.10.01.01.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD6.20.027.540.4238.7
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.16.918.20.066.5

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD81.1%82.0%82.1%96.4%97.0%
EURGBP68.3%69.3%70.8%96.9%97.1%
EURJPY72.4%72.4%72.4%72.8%98.0%
EURUSD73.5%73.7%73.8%76.1%96.5%
GBPJPY67.1%67.1%67.1%71.3%97.6%
GBPUSD72.1%72.5%74.6%75.4%97.3%
NZDUSD80.8%80.9%80.9%95.4%96.0%
USDCAD78.0%78.5%79.2%79.2%97.6%
USDCHF81.9%81.9%81.9%98.5%98.5%
USDJPY81.8%83.8%83.8%84.2%98.5%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD73.5%73.5%81.1%89.6%94.7%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD74.2%74.4%89.9%89.9%97.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5097.2%
< 10098.9%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds22

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD17.7%63.8%18.5%0.0100.0%
EURGBP18.8%65.3%16.0%0.0100.0%
EURJPY19.3%57.1%23.7%0.0100.0%
EURUSD20.7%57.9%21.5%0.0100.0%
GBPJPY27.7%43.5%28.8%0.0100.0%
GBPUSD22.3%55.1%22.5%0.0100.0%
NZDUSD15.6%67.5%17.0%0.0100.0%
USDCAD18.4%63.5%18.1%0.0100.0%
USDCHF17.1%64.9%18.1%0.0100.0%
USDJPY17.2%63.7%19.1%0.0100.0%
XAGUSD21.2%58.3%20.5%0.0100.0%
XAUUSD28.4%44.9%26.7%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.7%
< 10099.2%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds23

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD85.9%14.1%0.20.02
EURGBP86.2%13.8%0.20.02
EURJPY77.7%22.3%0.10.02
EURUSD82.1%17.9%0.50.09
GBPJPY72.5%27.5%0.10.04
GBPUSD76.3%23.7%0.20.05
NZDUSD74.7%25.3%0.40.09
USDCAD80.3%19.7%0.20.04
USDCHF78.4%21.6%0.20.05
USDJPY73.9%26.1%0.30.08
XAGUSD9.8%90.2%11.510.34
XAUUSD34.6%65.4%6.34.09

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD15.1%84.9%0.20.0
EURGBP15.4%84.6%0.10.0
EURJPY21.0%79.0%0.20.0
EURUSD18.3%81.7%0.30.1
GBPJPY29.2%70.8%0.20.0
GBPUSD23.9%76.1%0.20.1
NZDUSD27.8%72.2%0.40.1
USDCAD19.2%80.8%0.20.0
USDCHF22.4%77.6%0.20.1
USDJPY15.8%84.2%0.20.0
XAGUSD93.1%6.9%12.211.3
XAUUSD63.3%36.7%5.13.2

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net
Slippage (PIPS)*
Fill Rate***
AUDUSD20.0%63.3%16.8%0.099.4%
EURGBP18.3%64.9%16.8%0.099.8%
EURJPY22.3%57.0%20.8%0.099.9%
EURUSD22.1%58.2%19.8%0.099.7%
GBPJPY27.7%46.1%26.2%0.099.8%
GBPUSD24.5%54.1%21.5%0.099.4%
NZDUSD14.3%70.2%15.5%0.098.9%
USDCAD18.7%63.8%17.5%0.099.6%
USDCHF17.6%68.4%14.0%0.099.8%
USDJPY17.7%64.7%17.6%0.099.7%
XAGUSD26.4%54.0%19.6%2.296.0%
XAUUSD34.9%34.4%30.7%0.398.9%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.30.85.1
EURGBP0.00.00.00.96.3
EURJPY0.10.00.00.01.5
EURUSD0.10.20.51.03.6
GBPJPY0.10.00.00.91.9
GBPUSD0.10.20.31.04.9
NZDUSD0.10.20.50.72.6
USDCAD0.10.20.50.02.2
USDCHF0.00.20.00.92.9
USDJPY0.00.10.41.03.0
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD7.50.028.731.0202.1
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.24.619.025.0102.3

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD79.7%80.0%80.2%96.6%97.0%
EURGBP79.3%79.3%79.3%97.9%98.1%
EURJPY75.6%75.6%75.6%75.6%98.3%
EURUSD74.8%75.0%75.3%76.8%96.4%
GBPJPY76.7%76.7%76.7%78.2%98.7%
GBPUSD71.9%72.6%73.9%74.4%96.5%
NZDUSD91.2%90.8%91.1%98.5%98.7%
USDCAD78.1%78.1%78.3%78.3%96.7%
USDCHF83.7%83.8%83.8%97.3%97.4%
USDJPY80.4%82.3%82.4%82.6%98.8%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD71.7%71.7%71.7%81.9%93.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD64.0%64.0%89.0%89.0%96.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.4%
< 10099.0%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds22

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net
Improvement*
Fill Rate
AUDUSD16.7%64.6%18.7%0.0100.0%
EURGBP19.0%63.6%17.4%0.0100.0%
EURJPY21.4%55.6%23.0%0.0100.0%
EURUSD20.2%57.9%22.0%0.0100.0%
GBPJPY26.4%48.9%24.8%0.0100.0%
GBPUSD23.7%52.9%23.4%0.0100.0%
NZDUSD15.5%70.0%14.4%0.0100.0%
USDCAD17.8%64.8%17.4%0.0100.0%
USDCHF15.5%67.7%16.8%0.0100.0%
USDJPY17.9%64.1%18.0%0.0100.0%
XAGUSD24.6%50.7%24.7%0.4100.0%
XAUUSD34.1%34.4%31.5%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.7%
< 10099.2%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD82.0%18.0%0.30.05
EURGBP87.7%12.3%0.10.01
EURJPY77.5%22.5%0.10.03
EURUSD82.0%18.0%0.20.04
GBPJPY70.5%29.5%0.20.04
GBPUSD76.1%23.9%0.20.04
NZDUSD71.1%28.9%0.20.07
USDCAD83.1%16.9%0.20.03
USDCHF74.5%25.5%0.20.06
USDJPY70.1%29.9%0.30.09
XAGUSD7.3%92.7%11.510.58
XAUUSD35.6%64.4%6.84.39

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.0%82.0%0.30.1
EURGBP15.3%84.7%0.10.0
EURJPY20.0%80.0%0.10.0
EURUSD18.9%81.1%0.20.0
GBPJPY26.8%73.2%0.20.1
GBPUSD25.3%74.7%0.20.0
NZDUSD26.0%74.0%0.20.1
USDCAD16.3%83.7%0.20.0
USDCHF25.9%74.1%0.30.1
USDJPY15.3%84.7%0.20.0
XAGUSD95.3%4.7%10.810.3
XAUUSD60.0%40.0%4.62.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD21.2%62.9%15.9%0.099.2%
EURGBP17.7%64.4%17.9%0.099.9%
EURJPY24.2%54.5%21.3%0.099.6%
EURUSD22.5%57.0%20.5%0.099.7%
GBPJPY26.8%47.2%26.0%0.099.7%
GBPUSD23.7%54.4%21.9%0.099.6%
NZDUSD14.7%71.3%14.1%0.099.1%
USDCAD20.8%62.0%17.2%0.099.7%
USDCHF17.6%69.6%12.8%0.099.9%
USDJPY19.7%61.8%18.4%0.099.7%
XAGUSD25.5%54.8%19.7%2.793.6%
XAUUSD35.8%34.0%30.3%0.598.3%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.40.86.1
EURGBP0.00.00.30.96.3
EURJPY0.00.00.00.01.4
EURUSD0.10.20.51.04.1
GBPJPY0.10.00.01.22.3
GBPUSD0.10.20.30.95.2
NZDUSD0.00.20.50.72.7
USDCAD0.10.20.40.02.1
USDCHF0.00.00.00.93.8
USDJPY0.10.10.21.12.0
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD8.010.20.032.0331.7
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.03.018.736.7195.1

* Calculated from the Limit IOC order level
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD79.2%79.6%79.7%93.6%94.2%
EURGBP75.4%75.4%75.7%99.0%99.0%
EURJPY76.6%76.6%76.6%76.6%98.9%
EURUSD76.1%76.4%76.5%78.4%97.0%
GBPJPY63.8%63.8%63.8%64.6%97.5%
GBPUSD73.2%73.8%77.2%77.4%97.2%
NZDUSD85.8%86.0%86.1%98.1%98.3%
USDCAD76.5%76.6%76.8%76.8%96.4%
USDCHF80.0%80.0%80.0%97.3%97.3%
USDJPY76.5%77.6%77.8%78.0%97.7%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD69.6%69.6%69.6%85.0%91.7%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD61.4%61.5%90.4%90.4%95.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5095.9%
< 10098.8%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds23

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD20.2%59.5%20.3%0.0100.0%
EURGBP15.8%66.4%17.8%0.0100.0%
EURJPY21.8%56.4%21.8%0.0100.0%
EURUSD21.7%56.1%22.2%0.0100.0%
GBPJPY23.8%47.8%28.4%0.0100.0%
GBPUSD23.4%52.3%24.3%0.0100.0%
NZDUSD13.2%72.4%14.3%0.0100.0%
USDCAD19.0%61.1%19.9%0.0100.0%
USDCHF16.9%68.7%14.4%0.0100.0%
USDJPY17.1%65.8%17.0%0.0100.0%
XAGUSD24.2%51.3%24.5%-0.1100.0%
XAUUSD33.2%34.2%32.7%0.0100.0%

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.3%
< 10099.2%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds23

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD84.4%15.6%0.20.03
EURGBP82.5%17.5%0.10.02
EURJPY82.0%18.0%0.10.02
EURUSD81.2%18.8%0.30.05
GBPJPY72.0%28.0%0.20.05
GBPUSD70.5%29.5%0.20.07
NZDUSD68.5%31.5%0.10.04
USDCAD80.7%19.3%0.20.04
USDCHF79.2%20.8%0.20.04
USDJPY74.4%25.6%0.20.06
XAGUSD8.0%92.0%11.110.20
XAUUSD48.1%51.9%6.13.09

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD16.9%83.1%0.20.0
EURGBP18.3%81.7%0.10.0
EURJPY21.4%78.6%0.10.0
EURUSD19.2%80.8%0.20.0
GBPJPY27.7%72.3%0.10.0
GBPUSD29.0%71.0%0.20.1
NZDUSD24.8%75.2%0.20.1
USDCAD18.1%81.9%0.20.0
USDCHF25.8%74.2%0.20.1
USDJPY17.3%82.7%0.20.0
XAGUSD95.1%4.9%10.810.2
XAUUSD52.3%47.7%5.12.6

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD18.4%67.5%14.1%0.099.6%
EURGBP17.5%67.1%15.4%0.099.9%
EURJPY21.2%58.9%19.9%0.099.9%
EURUSD18.2%65.8%16.0%0.099.8%
GBPJPY25.0%53.4%21.6%0.099.7%
GBPUSD18.2%64.0%17.8%0.099.7%
NZDUSD13.4%76.8%9.8%0.098.9%
USDCAD17.5%68.1%14.4%0.099.7%
USDCHF15.5%73.9%10.6%0.099.7%
USDJPY15.5%69.7%14.8%0.099.9%
XAGUSD22.1%60.5%17.4%2.094.8%
XAUUSD33.4%37.3%29.3%0.398.6%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS* > 1.1 PIPS*
AUDUSD0.00.20.40.84.8
EURGBP0.00.30.40.98.0
EURJPY0.10.00.01.11.8
EURUSD0.00.20.51.01.9
GBPJPY0.10.00.01.02.5
GBPUSD0.10.20.41.03.0
NZDUSD0.10.20.50.72.1
USDCAD0.10.30.41.02.2
USDCHF0.00.20.00.933.9
USDJPY0.00.10.41.02.3
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD4.310.826.629.9741.4
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.15.517.830.6912.9

* Calculated from the Limit IOC order level
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSALL
AUDUSD81.9%82.5%82.5%96.0%96.3%
EURGBP78.8%81.4%81.5%98.9%99.0%
EURJPY74.7%74.7%74.7%76.0%98.9%
EURUSD80.0%80.3%80.5%82.5%97.2%
GBPJPY71.0%71.0%71.0%78.4%98.6%
GBPUSD78.0%78.3%80.2%80.9%97.4%
NZDUSD81.5%82.3%83.2%97.6%97.8%
USDCAD80.2%80.4%80.5%80.9%96.8%
USDCHF85.6%86.0%86.0%98.1%98.2%
USDJPY81.8%81.7%81.9%82.4%98.5%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD79.0%79.3%91.0%92.1%93.8%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD65.0%65.7%95.5%95.5%96.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.5%
< 10098.5%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds26

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD16.5%65.9%17.5%0.0100.0%
EURGBP16.0%67.6%16.4%0.0100.0%
EURJPY20.9%59.4%19.7%0.0100.0%
EURUSD17.0%65.5%17.6%0.0100.0%
GBPJPY21.4%55.8%22.8%0.0100.0%
GBPUSD17.5%63.8%18.7%0.0100.0%
NZDUSD13.4%73.9%12.6%0.0100.0%
USDCAD14.1%70.4%15.5%0.0100.0%
USDCHF11.8%74.0%14.2%0.0100.0%
USDJPY14.0%72.1%13.9%0.0100.0%
XAGUSD21.8%54.0%24.2%-0.4100.0%
XAUUSD32.1%36.2%31.7%0.0100.0%

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5096.1%
< 10099.0%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds25

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD79.9%20.1%0.20.03
EURGBP83.4%16.6%0.10.02
EURJPY72.7%27.3%0.30.09
EURUSD75.2%24.8%0.40.09
GBPJPY61.2%38.8%0.30.10
GBPUSD68.7%31.3%0.20.05
NZDUSD72.7%27.3%0.20.04
USDCAD77.1%22.9%0.30.06
USDCHF76.4%23.6%0.10.03
USDJPY72.7%27.3%0.20.06
XAGUSD5.9%94.1%12.912.07
XAUUSD41.8%58.2%3.52.04

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD19.8%80.2%0.20.0
EURGBP19.5%80.5%0.20.0
EURJPY17.4%82.6%0.10.0
EURUSD18.5%81.5%0.20.0
GBPJPY31.4%68.6%0.20.1
GBPUSD28.7%71.3%0.20.0
NZDUSD21.2%78.8%0.20.0
USDCAD27.1%72.9%0.30.1
USDCHF23.8%76.2%0.20.0
USDJPY18.9%81.1%0.20.0
XAGUSD95.0%5.0%11.010.4
XAUUSD55.1%44.9%3.21.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD25.3%56.4%18.4%0.099.2%
EURGBP17.5%64.5%18.0%0.099.7%
EURJPY23.7%56.5%19.8%0.099.8%
EURUSD21.3%60.5%18.3%0.099.8%
GBPJPY25.7%50.5%23.9%0.099.7%
GBPUSD21.1%59.5%19.4%0.099.5%
NZDUSD16.7%69.0%14.3%0.098.8%
USDCAD23.6%54.1%22.3%0.099.8%
USDCHF16.0%71.9%12.1%0.099.4%
USDJPY18.3%65.1%16.6%0.099.8%
XAGUSD29.1%50.5%20.3%3.691.5%
XAUUSD37.9%28.8%33.3%0.597.4%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.60.83.6
EURGBP0.00.20.30.98.7
EURJPY0.10.20.00.01.5
EURUSD0.10.20.51.01.7
GBPJPY0.10.20.01.14.2
GBPUSD0.10.20.31.03.2
NZDUSD0.00.00.50.72.0
USDCAD0.10.20.40.82.3
USDCHF0.00.30.00.92.9
USDJPY0.10.10.51.02.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD8.617.329.631.2874.9
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.37.917.428.5453.2

* Calculated from the Limit IOC order level
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD73.5%73.6%73.6%91.0%92.1%
EURGBP80.0%81.7%82.6%99.0%99.0%
EURJPY74.2%75.0%75.0%75.0%98.9%
EURUSD77.2%77.5%77.7%81.7%96.9%
GBPJPY73.5%73.8%73.8%80.2%98.7%
GBPUSD76.0%76.6%79.1%80.2%97.5%
NZDUSD80.4%80.4%81.3%96.9%97.3%
USDCAD74.5%74.8%74.8%74.8%96.9%
USDCHF83.7%83.8%83.8%97.8%97.9%
USDJPY78.8%79.8%81.6%82.7%98.3%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD70.8%70.8%84.1%87.1%89.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD59.2%60.7%93.7%93.7%94.8%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.1%
< 10098.5%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds27

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23.1%53.0%23.9%0.0100.0%
EURGBP16.5%66.6%16.9%0.0100.0%
EURJPY19.8%60.9%19.3%0.0100.0%
EURUSD23.2%56.7%20.1%0.0100.0%
GBPJPY22.2%52.6%25.2%0.0100.0%
GBPUSD20.7%59.3%20.1%0.0100.0%
NZDUSD13.2%72.5%14.3%0.0100.0%
USDCAD21.9%56.0%22.1%0.0100.0%
USDCHF14.1%73.5%12.4%0.0100.0%
USDJPY16.2%67.9%15.9%0.0100.0%
XAGUSD26.9%46.7%26.4%0.3100.0%
XAUUSD36.1%27.6%36.3%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5094.7%
< 10098.7%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds27

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD80.9%19.1%0.20.03
EURGBP84.6%15.4%0.10.02
EURJPY76.5%23.5%0.40.09
EURUSD66.5%33.5%1.10.37
GBPJPY67.6%32.4%0.50.15
GBPUSD70.9%29.1%0.20.05
NZDUSD75.2%24.8%0.80.20
USDCAD80.3%19.7%0.20.05
USDCHF77.6%22.4%0.20.04
USDJPY72.7%27.3%0.20.06
XAGUSD6.6%93.4%14.113.16
XAUUSD37.3%62.7%4.72.94

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD19.5%80.5%0.20.0
EURGBP17.2%82.8%0.20.0
EURJPY23.9%76.1%0.70.2
EURUSD21.3%78.7%0.20.0
GBPJPY27.3%72.7%0.20.1
GBPUSD30.5%69.5%0.30.1
NZDUSD24.9%75.1%0.20.1
USDCAD18.4%81.6%0.20.0
USDCHF23.8%76.2%0.20.0
USDJPY20.5%79.5%0.30.1
XAGUSD95.9%4.1%11.611.1
XAUUSD60.7%39.3%5.53.3

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD24.6%57.9%17.5%0.099.5%
EURGBP16.1%69.0%14.8%0.099.9%
EURJPY20.9%59.3%19.8%0.099.9%
EURUSD19.6%63.6%16.8%0.099.8%
GBPJPY25.4%51.8%22.8%0.099.8%
GBPUSD21.4%59.9%18.7%0.099.5%
NZDUSD13.8%71.3%14.9%0.099.5%
USDCAD20.0%62.1%17.8%0.099.8%
USDCHF13.6%74.3%12.1%0.099.8%
USDJPY14.5%71.9%13.6%0.099.9%
XAGUSD30.0%53.0%17.0%7.187.1%
XAUUSD36.6%32.6%30.8%0.697.6%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.50.82.4
EURGBP0.00.20.30.910.4
EURJPY0.10.00.01.01.5
EURUSD0.00.20.51.02.0
GBPJPY0.10.00.01.26.3
GBPUSD0.10.20.41.03.4
NZDUSD0.00.20.50.72.7
USDCAD0.10.20.61.02.3
USDCHF0.00.20.00.97.1
USDJPY0.00.10.01.02.7
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD10.921.614.135.41311.3
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.25.518.40.0427.1

* Calculated from the Limit IOC order level
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD73.8%74.0%74.3%92.4%92.9%
EURGBP82.3%82.6%83.1%98.8%98.8%
EURJPY79.1%79.1%79.1%79.5%98.9%
EURUSD78.3%79.6%79.6%81.1%97.0%
GBPJPY75.9%75.9%75.9%77.2%98.7%
GBPUSD79.1%79.3%80.4%80.8%97.2%
NZDUSD84.5%85.0%85.5%98.2%98.3%
USDCAD78.9%79.1%79.3%79.5%97.6%
USDCHF83.7%83.9%83.9%98.7%98.8%
USDJPY84.4%85.9%85.9%95.0%98.7%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD70.2%70.4%70.4%83.4%86.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD61.0%61.3%92.6%92.6%94.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5089.9%
< 10098.0%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds31

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD21.0%56.1%22.9%0.0100.0%
EURGBP16.3%67.8%15.9%0.0100.0%
EURJPY21.0%59.3%19.7%0.0100.0%
EURUSD19.6%62.1%18.3%0.0100.0%
GBPJPY23.0%53.9%23.0%0.0100.0%
GBPUSD20.1%60.1%19.8%0.0100.0%
NZDUSD14.6%70.0%15.4%0.0100.0%
USDCAD15.8%66.4%17.7%0.0100.0%
USDCHF13.7%76.6%9.8%0.0100.0%
USDJPY13.5%73.0%13.5%0.0100.0%
XAGUSD26.2%46.7%27.1%-1.2100.0%
XAUUSD34.1%32.8%33.1%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5091.0%
< 10097.9%
< 25099.3%
< 50099.7%
< 1000100.0%
Average execution speed in milliseconds32

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD78.9%21.1%0.20.04
EURGBP79.9%20.1%0.20.03
EURJPY76.5%23.5%0.20.04
EURUSD74.4%25.6%0.30.06
GBPJPY66.8%33.2%0.30.08
GBPUSD66.9%33.1%0.20.07
NZDUSD75.3%24.7%0.20.04
USDCAD80.7%19.3%0.20.04
USDCHF77.8%22.2%0.20.04
USDJPY74.0%26.0%0.20.06
XAGUSD5.8%94.2%61.456.62
XAUUSD33.7%66.3%9.15.93

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.4%81.6%0.20.0
EURGBP22.6%77.4%0.20.1
EURJPY28.5%71.5%0.10.0
EURUSD20.3%79.7%0.20.0
GBPJPY25.2%74.8%0.30.1
GBPUSD32.4%67.6%0.20.1
NZDUSD26.5%73.5%0.20.0
USDCAD21.0%79.0%0.20.0
USDCHF19.9%80.1%0.20.0
USDJPY17.4%82.6%0.20.0
XAGUSD97.6%2.4%37.836.9
XAUUSD66.0%34.0%8.85.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD24.2%56.5%19.3%0.099.5%
EURGBP18.9%62.7%18.4%0.099.8%
EURJPY21.3%56.1%22.6%0.099.8%
EURUSD21.3%60.1%18.6%0.099.8%
GBPJPY26.5%49.3%24.3%0.099.7%
GBPUSD24.9%53.1%22.0%0.099.6%
NZDUSD18.0%64.3%17.7%0.099.1%
USDCAD18.2%65.1%16.7%0.099.8%
USDCHF15.1%71.0%13.9%0.099.7%
USDJPY16.0%69.8%14.2%0.099.8%
XAGUSD29.5%54.3%16.2%7.187.3%
XAUUSD33.6%38.6%27.8%0.797.0%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.50.83.1
EURGBP0.00.20.40.98.1
EURJPY0.10.00.01.01.4
EURUSD0.10.20.41.04.8
GBPJPY0.10.00.00.06.4
GBPUSD0.10.20.31.04.1
NZDUSD0.00.00.50.73.8
USDCAD0.10.20.50.03.0
USDCHF0.00.20.60.92.9
USDJPY0.00.10.51.06.2
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD10.512.431.536.3299.0
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.57.519.30.0557.0

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD71.6%71.7%72.8%93.2%93.7%
EURGBP77.8%78.2%78.8%98.6%98.7%
EURJPY70.0%70.0%70.0%73.1%99.0%
EURUSD75.3%75.9%76.0%77.6%96.3%
GBPJPY68.0%68.0%68.0%68.0%97.5%
GBPUSD74.2%74.3%75.3%76.2%96.7%
NZDUSD88.9%88.9%89.4%98.7%98.8%
USDCAD79.1%79.6%81.3%81.3%98.2%
USDCHF86.0%86.1%86.2%98.9%99.0%
USDJPY86.2%88.8%89.1%98.6%98.9%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD69.8%70.9%83.6%84.0%86.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD59.5%60.0%93.2%93.2%94.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.4%
< 10096.6%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds36

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD21.6%55.4%23.0%0.0100.0%
EURGBP18.9%62.6%18.5%0.0100.0%
EURJPY20.9%58.5%20.6%0.0100.0%
EURUSD19.8%59.7%20.5%0.0100.0%
GBPJPY26.7%44.8%28.5%0.0100.0%
GBPUSD24.3%52.0%23.7%0.0100.0%
NZDUSD18.3%63.1%18.6%0.0100.0%
USDCAD17.1%64.4%18.4%0.0100.0%
USDCHF14.1%71.0%14.9%0.0100.0%
USDJPY13.3%71.2%15.5%0.0100.0%
XAGUSD27.2%46.0%26.7%-0.3100.0%
XAUUSD31.2%37.4%31.4%-0.2100.0%
AUDUSD21.6%55.4%23.0%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5086.2%
< 10096.6%
< 25098.9%
< 50099.5%
< 1000100.0%
Average execution speed in milliseconds38

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD77.1%22.9%0.20.04
EURGBP77.9%22.1%0.20.04
EURJPY78.7%21.3%0.10.03
EURUSD72.3%27.7%0.40.09
GBPJPY62.5%37.5%0.30.09
GBPUSD59.6%40.4%0.30.13
NZDUSD67.9%32.1%0.20.05
USDCAD73.2%26.8%0.20.06
USDCHF77.7%22.3%0.20.04
USDJPY68.4%31.6%0.40.11
XAGUSD9.8%90.2%62.154.62
XAUUSD27.7%72.3%49.734.99

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD16.1%83.9%0.20.0
EURGBP24.6%75.4%0.40.1
EURJPY16.1%83.9%0.50.1
EURUSD20.8%79.2%0.20.1
GBPJPY29.5%70.5%0.20.1
GBPUSD34.4%65.6%0.20.1
NZDUSD25.0%75.0%0.10.0
USDCAD21.4%78.6%0.20.0
USDCHF19.2%80.8%0.20.0
USDJPY18.1%81.9%0.20.0
XAGUSD95.8%4.2%17.316.6
XAUUSD69.6%30.4%10.87.5

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD18.0%66.8%15.2%0.099.5%
EURGBP19.3%63.1%17.6%0.099.2%
EURJPY22.1%57.7%20.3%0.099.9%
EURUSD18.0%66.5%15.5%0.099.8%
GBPJPY24.6%51.0%24.4%0.099.5%
GBPUSD23.5%55.8%20.7%0.098.8%
NZDUSD10.7%78.0%11.3%0.099.4%
USDCAD14.8%71.4%13.8%0.099.9%
USDCHF10.7%78.0%11.3%0.099.9%
USDJPY14.3%73.0%12.7%0.0100.0%
XAGUSD21.0%67.1%11.9%4.091.3%
XAUUSD26.2%51.1%22.7%0.498.4%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.50.83.1
EURGBP0.10.20.50.916.9
EURJPY0.10.20.00.01.4
EURUSD0.00.20.41.03.4
GBPJPY0.10.20.00.22.2
GBPUSD0.10.20.41.04.2
NZDUSD0.00.20.60.74.2
USDCAD0.00.20.50.02.8
USDCHF0.00.20.00.93.1
USDJPY0.00.10.51.09.0
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD5.814.827.533.3418.4
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.36.018.90.0476.9

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD79.0%79.4%79.5%95.9%96.3%
EURGBP82.7%83.4%84.1%98.0%98.1%
EURJPY73.5%82.9%82.9%82.9%98.9%
EURUSD81.8%82.3%82.4%85.2%97.7%
GBPJPY77.1%77.4%77.4%77.6%98.5%
GBPUSD76.6%77.0%78.4%79.3%96.9%
NZDUSD94.9%95.6%96.0%99.2%99.2%
USDCAD83.8%84.6%85.2%85.2%98.7%
USDCHF87.2%87.5%87.5%99.1%99.2%
USDJPY83.1%86.3%86.7%98.8%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD77.1%77.5%88.9%88.6%89.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD68.1%67.9%95.7%95.7%96.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.6%
< 10097.5%
< 25099.6%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds32

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.0%66.8%17.1%0.0100.0%
EURGBP18.2%63.0%18.8%0.0100.0%
EURJPY21.6%57.8%20.6%0.0100.0%
EURUSD17.1%65.9%17.0%0.0100.0%
GBPJPY20.0%57.4%22.6%0.0100.0%
GBPUSD22.3%55.6%22.1%0.0100.0%
NZDUSD12.3%75.6%12.1%0.0100.0%
USDCAD12.9%73.0%14.1%0.0100.0%
USDCHF10.8%80.1%9.1%0.0100.0%
USDJPY13.6%73.8%12.6%0.0100.0%
XAGUSD21.2%58.7%20.0%0.3100.0%
XAUUSD24.4%51.5%24.1%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5091.6%
< 10097.3%
< 25099.0%
< 50099.7%
< 1000100.0%
Average execution speed in milliseconds33

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD76.7%23.3%0.30.06
EURGBP62.7%37.3%0.40.15
EURJPY79.2%20.8%0.20.04
EURUSD72.9%27.1%0.30.07
GBPJPY47.0%53.0%0.50.24
GBPUSD51.4%48.6%0.50.22
NZDUSD69.6%30.4%0.20.05
USDCAD74.6%25.4%0.30.06
USDCHF70.8%29.2%0.30.07
USDJPY68.8%31.2%0.30.09
XAGUSD6.3%93.7%23.221.25
XAUUSD32.6%67.4%11.57.62

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.8%81.2%0.40.1
EURGBP36.1%63.9%0.30.1
EURJPY22.6%77.4%0.30.1
EURUSD24.1%75.9%0.20.1
GBPJPY47.1%52.9%0.50.2
GBPUSD48.9%51.1%0.50.2
NZDUSD23.6%76.4%0.30.1
USDCAD23.3%76.7%0.20.1
USDCHF22.3%77.7%0.20.0
USDJPY15.7%84.3%0.20.0
XAGUSD96.1%3.9%13.713.2
XAUUSD67.6%32.4%5.63.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD22.4%58.4%19.2%0.098.4%
EURGBP16.5%65.8%17.7%0.099.7%
EURJPY24.7%51.4%23.9%0.099.6%
EURUSD18.4%64.9%16.7%0.099.7%
GBPJPY25.7%51.4%22.9%0.099.5%
GBPUSD25.4%51.2%23.4%0.099.3%
NZDUSD11.4%77.3%11.4%0.099.2%
USDCAD16.5%67.9%15.6%0.099.6%
USDCHF14.8%74.4%10.8%0.099.7%
USDJPY18.0%65.9%16.1%0.099.8%
XAGUSD23.5%63.4%13.1%4.191.6%
XAUUSD31.6%41.0%27.4%0.597.2%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.10.40.717.4
EURGBP0.10.20.50.97.2
EURJPY0.00.00.00.01.5
EURUSD0.00.20.41.03.8
GBPJPY0.10.20.40.01.9
GBPUSD0.10.20.50.92.2
NZDUSD0.00.00.00.72.9
USDCAD0.00.20.50.92.7
USDCHF0.00.20.50.93.2
USDJPY0.00.10.51.04.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD7.714.028.242.5616.2
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.74.119.20.0758.8

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD74.9%75.7%76.1%95.0%95.2%
EURGBP83.3%90.2%92.2%99.3%99.4%
EURJPY67.6%67.6%67.6%67.6%98.8%
EURUSD79.4%79.9%80.3%83.9%97.8%
GBPJPY71.6%71.8%71.9%71.9%98.0%
GBPUSD74.2%74.8%75.1%76.0%97.3%
NZDUSD91.4%91.4%91.4%99.0%99.0%
USDCAD80.8%81.1%82.7%82.8%98.5%
USDCHF79.6%80.9%81.3%98.1%98.2%
USDJPY80.8%82.7%83.1%97.2%98.4%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD75.9%76.0%88.1%89.0%90.1%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD63.6%63.2%94.2%94.2%95.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5092.1%
< 10098.5%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds29

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD20.3%58.7%20.9%0.0100.0%
EURGBP15.8%65.6%18.6%0.0100.0%
EURJPY21.6%54.4%24.0%0.0100.0%
EURUSD17.8%63.6%18.6%0.0100.0%
GBPJPY21.8%54.1%24.0%0.0100.0%
GBPUSD24.2%51.3%24.5%0.0100.0%
NZDUSD11.4%76.7%11.9%0.0100.0%
USDCAD14.5%70.5%15.0%0.0100.0%
USDCHF8.5%80.9%10.6%0.0100.0%
USDJPY14.0%69.2%16.8%0.0100.0%
XAGUSD23.0%54.3%22.7%0.2100.0%
XAUUSD29.8%40.3%29.9%-0.2100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5092.8%
< 10098.2%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds29

 

Resting Limit Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD76.1%23.9%0.20.04
EURGBP70.6%29.4%0.20.06
EURJPY76.9%23.1%0.20.04
EURUSD76.9%23.1%0.20.04
GBPJPY60.3%39.7%0.30.11
GBPUSD61.6%38.4%0.30.11
NZDUSD66.3%33.7%0.20.06
USDCAD76.4%23.6%0.20.04
USDCHF81.0%19.0%0.40.07
USDJPY77.8%22.2%0.20.05
XAGUSD6.2%93.8%13.012.13
XAUUSD30.9%69.1%8.75.96

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD23.5%76.5%0.20.0
EURGBP29.0%71.0%0.20.1
EURJPY24.9%75.1%0.50.1
EURUSD21.7%78.3%0.20.0
GBPJPY35.0%65.0%0.20.1
GBPUSD39.7%60.3%0.30.1
NZDUSD28.3%71.7%0.20.0
USDCAD24.0%76.0%0.20.0
USDCHF21.8%78.2%0.10.0
USDJPY20.5%79.5%0.30.1
XAGUSD96.0%4.0%12.912.4
XAUUSD67.0%33.0%9.26.1

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate**
AUDUSD21.1%60.5%18.4%0.099.2%
EURGBP18.3%64.6%17.1%0.099.6%
EURJPY22.5%56.6%20.8%0.099.9%
EURUSD21.6%58.5%19.9%0.099.7%
GBPJPY29.4%43.1%27.5%0.099.2%
GBPUSD24.8%52.9%22.3%0.099.1%
NZDUSD17.1%69.6%13.3%0.099.4%
USDCAD22.5%57.2%20.2%0.099.8%
USDCHF18.0%65.1%16.9%0.099.7%
USDJPY14.2%72.4%13.4%0.099.7%
XAGUSD33.1%47.1%19.8%6.088.5%
XAUUSD35.0%36.0%29.1%0.697.8%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.10.40.714.2
EURGBP0.00.20.50.911.8
EURJPY0.10.00.01.01.5
EURUSD0.10.20.51.08.2
GBPJPY0.10.20.81.01.7
GBPUSD0.10.30.51.02.8
NZDUSD0.00.20.00.76.9
USDCAD0.00.20.40.02.2
USDCHF0.00.00.00.92.9
USDJPY0.00.10.31.02.4
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD11.30.030.533.5516.6
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.67.619.627.9433.6

* Calculated from the Limit IOC order level.
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 Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD78.3%78.8%78.9%96.4%96.6%
EURGBP74.4%79.4%81.3%98.1%98.2%
EURJPY82.4%82.4%82.4%82.6%99.4%
EURUSD75.6%75.9%75.9%78.1%97.4%
GBPJPY73.5%73.7%73.8%73.9%97.5%
GBPUSD74.0%74.5%76.1%76.4%96.6%
NZDUSD88.9%89.4%89.4%99.0%99.1%
USDCAD79.5%79.7%80.6%80.6%98.1%
USDCHF82.1%82.1%82.1%98.6%98.6%
USDJPY87.0%87.0%87.1%94.6%98.3%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD67.0%67.0%82.1%85.3%87.1%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD62.1%63.1%92.9%92.9%94.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.2%
< 10099.2%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds26

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD18.2%62.7%19.0%0.0100.0%
EURGBP19.6%63.5%16.8%0.0100.0%
EURJPY20.1%60.8%19.1%0.0100.0%
EURUSD16.2%67.0%16.8%0.0100.0%
GBPJPY22.6%51.1%26.3%0.0100.0%
GBPUSD25.7%47.2%27.1%0.0100.0%
NZDUSD7.7%84.6%7.7%0.0100.0%
USDCAD11.2%75.6%13.2%0.0100.0%
USDCHF8.7%81.9%9.4%0.0100.0%
USDJPY11.4%78.3%10.3%0.0100.0%
XAGUSD21.6%57.6%20.8%0.0100.0%
XAUUSD27.8%43.9%28.2%-0.2100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5096.4%
< 10099.0%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD76.9%23.1%0.20.04
EURGBP67.6%32.4%0.40.12
EURJPY72.5%27.5%0.10.03
EURUSD77.5%22.5%0.20.05
GBPJPY53.8%46.2%0.40.17
GBPUSD59.0%41.0%0.30.12
NZDUSD69.8%30.2%0.40.11
USDCAD78.3%21.7%0.20.04
USDCHF78.8%21.2%0.20.03
USDJPY72.8%27.2%0.40.11
XAGUSD8.8%91.2%17.015.50
XAUUSD30.0%70.0%5.53.85

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD19.5%80.5%0.20.0
EURGBP28.3%71.7%0.30.1
EURJPY22.3%77.7%0.10.0
EURUSD20.1%79.9%0.20.1
GBPJPY36.2%63.8%0.30.1
GBPUSD39.3%60.7%0.30.1
NZDUSD25.0%75.0%0.20.0
USDCAD20.6%79.4%0.20.0
USDCHF22.6%77.4%0.20.0
USDJPY17.3%82.7%0.30.1
XAGUSD94.6%5.4%16.215.3
XAUUSD66.9%33.1%4.93.3

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

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。


1 止蝕盤將根據主要銀行間執行場地的價格,最優先觸發。如果在主要銀行間執行場地沒有可用的流動性,盛寶有權使用次要銀行間執行場地或替代流動性提供商。

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