Orders & execution

Execution price

Also calledfill price · trade price

The execution price is the price at which an order is actually filled. It can differ from the quote shown when the order was placed because of spread changes, market movement, slippage, partial fills, or venue rules.

What Execution price means

If you send an order, the execution price is the price you really get, not necessarily the price you saw on screen. For market orders it may vary from the last quoted bid or ask; for limit orders it should be at the limit price or better, if filled. The difference matters because it determines the trade’s immediate cost or proceeds.

Execution price is the core input for calculating spread cost, slippage, realized profit and loss, and whether an order outcome matched expectations. In regulated markets, firms are also assessed on how well they execute relative to available prices and trading conditions.

A trader sends a market buy order for EUR/USD when the ask is 1.0850. The order fills at 1.0852 because price moved before the order reached liquidity. The execution price is 1.0852, so the trader paid 0.0002 more than the quote they initially saw. This simplified example ignores commission.

Common questions

Is execution price always the best available price?+

No. It is the actual fill price, which can be worse or better than the quote you expected.

Does a limit order guarantee the execution price?+

It can control the worst acceptable price, but it does not guarantee a fill.

Go to the original material.

01FINRA on best execution and customer order handling02SEC investor guidance on trade execution03ESMA MiFID II Article 27