Orders & execution

Fill or kill

Also calledFOK

Fill or kill is an order instruction requiring the entire stated quantity to be executed immediately; if a full immediate execution is unavailable, the order is canceled. A fill or kill instruction therefore prevents a partial fill and prevents the order from remaining active.

What Fill or kill means

FOK combines two requirements: complete execution and immediacy. The available liquidity must satisfy the whole order when the instruction reaches the relevant venue or execution system. If only part of the requested quantity is available at permissible prices, no portion should execute and the order is canceled. It is distinct from immediate or cancel, which can execute the available portion and then cancel the rest. Platform support and handling can vary.

A FOK instruction can help a trader avoid ending up with a smaller position than intended, but it can also result in no trade. That outcome becomes more likely when liquidity is thin, the requested size is large, or the limit price is restrictive. It does not guarantee a favorable execution price; a limit price remains important where the platform permits one.

Assume a trader submits a FOK limit order to buy 100,000 EUR/USD at 1.0850 or lower. The execution system can offer only 60,000 euros at 1.0850, with the balance available above that limit. Because the full 100,000 cannot execute immediately within the limit, the entire order is canceled; zero is filled.

Common questions

Can a fill or kill order be partially filled?+

No. Its defining condition is that the full stated quantity must execute immediately. If that cannot happen under the order’s price and other instructions, the order is canceled rather than partially filled.

How does FOK differ from immediate or cancel?+

Immediate or cancel permits an immediate partial execution and cancels only the unfilled balance. Fill or kill permits execution only if the entire quantity can be completed immediately.

Go to the original material.

01FINRA: Time parameters and qualifiers on stock orders02SEC Rule 605 FAQ03Cboe Digital Exchange rulebook