Getting orders filled

A backtest assumes perfect fills; the market does not oblige. These pages explain execution — the order types you can send, and the frictions (slippage, latency, partial fills, thin liquidity) that make live results differ from theory. Understanding execution is what turns a good idea into realised P&L rather than a spreadsheet fantasy.

Execution: Execution is the process of turning a trading decision into a filled order. It involves choosing an order type (market for certainty of fill, limit for certainty of price, stop to trigger on a level), and managing frictions — slippage (price moving against you), latency (delay between decision and fill), partial fills, and liquidity (whether enough size is available). Good execution minimises the gap between the theoretical and the realised price.

Market Orders

Order type

A market order is an instruction to buy or sell immediately at the best price currently available in the order book, prioritising speed of execution …

Limit Orders

Order type

A limit order is an instruction to buy or sell only at a specified price or better, giving you full control of the price you accept but no guarantee …

Stop Orders

Order type

A stop order is a dormant order that activates only when the market touches a specified trigger price, at which point it is released to the book as e…

Slippage

Execution cost

Slippage is the difference between the price a strategy expected when it decided to trade and the price at which the order actually filled, expressed…

Latency

Timing

Latency is the elapsed time between a trading system observing market data and its resulting order being acknowledged or filled at the exchange, span…

Partial Fills

Order state

A partial fill occurs when only part of an order's quantity is executed and the remainder either continues to rest, is cancelled, or must be actively…

Liquidity

Market quality

Liquidity is the degree to which an instrument can be traded in size, quickly, without materially moving its price, summarised through order-book dep…

Execution Quality

Measurement

Execution quality is the measured degree to which a trading system converts its intended decisions into fills at favourable prices, assessed against …

Smart Order Routing (Conceptual)

Routing

Smart order routing (SOR) is the automated process of deciding where and how to send each order or child order — across trading venues and execution …

Frequently asked questions

What is the difference between a market order and a limit order?
A market order executes immediately at the best available price, guaranteeing a fill but not the price — it can suffer slippage. A limit order executes only at your specified price or better, guaranteeing the price but not a fill — it may never execute. Systematic strategies choose between them based on whether certainty of execution or certainty of price matters more.
What is slippage in trading?
Slippage is the difference between the price you expected and the price at which your order actually filled. It arises from the bid-ask spread, price movement between decision and execution, and market impact when your order is large relative to available liquidity. Backtests that ignore slippage overstate performance; realistic ones model it explicitly.
Does latency matter for retail algo traders?
For most retail systematic strategies (holding minutes to days), millisecond latency is not the edge — data quality, risk control and execution logic matter far more. Latency becomes critical only for high-frequency and latency-arbitrage strategies, which require specialised infrastructure. Retail traders should focus on robust, correct execution rather than chasing speed.
Educational content only — not investment advice. See our Risk Disclosure.