Straight-through routing to our liquidity pool, fills measured in milliseconds, and slippage reported rather than absorbed.
When you press the button, the order leaves the terminal, hits our bridge and is matched against the best price available in the pool. There is no desk deciding whether to accept it and no delay waiting to see which way the market goes next.
Orders are filled at the best available price, not requoted back at you.
In fast markets you can be filled better or worse than requested — both are passed on.
Large orders may fill across several prices; each fill is shown separately in the history.

A warning when your margin level falls below the maintenance threshold, so you can add funds or reduce size.
If the level keeps falling, positions are closed automatically, largest loss first, to stop the account going further into deficit.
In the rare case a gap takes the account below zero, the balance is reset to zero — you never owe more than you deposited.
No — and neither can anyone else without charging for a guaranteed stop product. A stop becomes a market order when triggered; if the market gaps through it, the fill is the next available price.
Because the market moved between the click and the fill. That is slippage, and in a liquid market it is usually a fraction of a pip. Around a data release it can be much larger.
Client orders are hedged into the liquidity pool. Our revenue is the spread and, on VIP accounts, commission — not your losses.
Positions live on the server, not in the terminal, so they are unaffected by your connection dropping. Call or email support and we will close or modify a position for you after identity verification.
Open an account in minutes, or talk to us first — either way, nothing to pay to get started.