How orders were filled, counted from the record.

What each column counts.

Orders filled

Orders the terminal recorded as filled in the period, by the UTC date of the fill. Rejected and cancelled orders are not in it.

Slippage

For market orders, the fill price against the price the client’s terminal sent with the order (the price on screen), in points: the instrument’s smallest price step. A positive figure is worse for the client (a buy filled higher, a sell filled lower), a negative one better. Limit and stop orders, and closes by stop-loss or take-profit, are left out: a limit is never filled worse than its price, and counting it would flatter the figure.

Fill time

For market orders, the milliseconds from GIO4X’s server receiving the order to the fill being recorded. On a demo account that is the terminal’s database filling at a simulated price; on a live account it includes the hedge at the liquidity provider. Neither includes the journey between the client’s device and the server. Pending orders wait by design and are left out.

Median and 95th percentile

Half of the orders were at or below the median. Ninety-five in a hundred were at or below the 95th percentile, so it shows the slow or costly end without being set by a single order.

What this page will not do

• Publish a figure from a handful of orders. Below 20 orders a cell says “too few orders to publish” and gives the count. The floor is applied in the database, before the figures leave it.
• Fill a gap. “Not recorded” means no order in that cell carries the value. Orders filled before the terminal began to record the price on screen and the fill time have neither, and are not given one afterwards.
• Mix demo with live. The two are separate tables from separate accounts, and no total adds them together.
• Show an order. The page receives counts, shares and percentiles. No order, account, client, symbol or price leaves the terminal’s database for it.

The labels used on this site are explained under Data methodology.