Market mechanics

Slippage

The difference between an expected execution price and the actual fill price.

What does Slippage mean?

Slippage occurs when an order is executed at a different price from the one expected. It is especially relevant for market orders, stop orders and fast-moving conditions where available liquidity can change before the order is filled.

Why it matters

  • Slippage changes the real entry or exit price.
  • It can increase realized losses or reduce realized gains.
  • Volatile or thin markets can produce larger slippage.

How it works

  1. 01

    An order reaches the market.

  2. 02

    The expected price may no longer have enough available liquidity.

  3. 03

    The order is filled at the next available price or across multiple price levels.

Example

A trader expects a market exit near 20,100.00 but receives an average fill at 20,099.50. The difference between the expected and actual execution is slippage.

Common misunderstandings

  • Slippage is not always caused by a broker error.
  • Limit orders control price but may not fill.
  • Fast markets can increase execution uncertainty.
Educational reference This glossary explains terminology and general market concepts. It is not a trading signal or a guarantee of future results.