Trading financial derivatives markets on the IDDS platform

Trading Conditions

Fair trading and market price

We execute all orders at the best market price available in milliseconds. you always benefit from the deepest liquidity carried out by the pool of liquidity providers. With the transparent dealing model, our clients will execute their orders at the highest bid and lowest offer price available identified by aggregator.

Trading Conditions

SlipPage Policy

Slippage is a natural occurrence in any fast-moving market, and it works both ways – positive and negative. Slippage happens when an order is placed for a particular price, but before it can be filled the market moves and that price is no longer available.

There are 2 common types of slippage:

1. When a market gaps, either over the weekend or after a news event (like payroll figures or interest rate decisions);

2. When a price is clicked on and has substantially changed in the time it took to get back to the executing bank or broker.

In both of the above scenarios, as a STP broker, IDDS would slip its clients to a better price, if the interbank market from which IDDS obtains its prices, had moved in the client's favour, and similarly a worse price if the market had moved against them.

The price differences reflect the slippage that IDDS gets from the best aggregated price obtained from its banks and liquidity providers.


If automated trading system failure, all tickets will be processed manually.

If a massive number of lots over the limit per automated trade bet on the order, bigger tickets are accepted, but will be processed manually.

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