Slippage Policy

ThinkMarkets details a Slippage Policy for clients, visible on the company website as below:

 

What is slippage?

Slippage is the difference between the execution price and the requested price of a pending order or trade caused by gapping in the markets.

 

What is gapping?

A gap in the markets relates to the situation where there is a break between the tradable prices and typically occurs under one of two circumstances:

  • When there is a difference between the price a market closes and reopens either over a weekend or a break in the trading hours.

  • When the market ‘jumps’ and moves from one price to another very quickly, usually around the release of an economic indicator.

 

Slippage Scenarios

As slippage is a natural occurrence in trading, it is not possible to completely avoid and it occurs in many different market conditions and for a number of reasons. Slippage can be either positive or negative resulting in a better or worse execution than expected by the client.

All slippage encountered by ThinkMarkets clients is organic in nature and is a result of market conditions and the prices received by liquidity providers. There are no settings to create unnatural or asymmetric slippage where a client would be more likely to receive negative slippage than positive slippage.

 

Special Conditions:

In certain situations clients may request special trading conditions such as a larger maximum trade size or different order routing. In any such case, the client will be informed that a change in conditions may result in increased slippage or more unfavourable executions. The client will be required to agree via email or via recorded phone call about such potential risks.