What factors influence trade execution speed on the platform?

Trade execution speed depends on market liquidity, server load, and the stability of the user's internet connection. Periods of high market activity may also affect execution times. In ideal conditions, such as during peak trading hours for major instruments with strong liquidity, orders are typically processed within fractions of a second. That ensures the execution price closely matches the price displayed at the time of submission.

However, several factors can influence how quickly an order is filled. Market liquidity plays a central role: highly liquid instruments like major currency pairs or popular stock indices tend to execute faster, while less liquid assets may require more time to find a matching counterparty. Server load can also increase during periods of intense market activity, such as major economic data releases or unexpected geopolitical events, when large numbers of traders are placing orders simultaneously.

On the user's side, a stable and fast internet connection is essential for timely order transmission. Delays caused by weak connectivity, outdated software, or heavy device resource usage can add latency to the process. To help optimise execution performance, traders are encouraged to keep their platform application updated, use a reliable network connection, and avoid placing orders during extreme market volatility unless they are fully prepared for the possibility of slippage, a slight difference between the expected and actual execution price.