Exness Slippage Rule
How slippage works on Exness and the broker's approach to symmetrical execution.
Open Exness Account →Slippage on Exness is the gap between the price you requested and the price you got, which can be worse or better than expected. It is most common around news and thin liquidity. Exness aims for fair, symmetrical execution — passing on positive slippage as well as negative — and you can cap how much you will accept using the deviation setting.
Slippage on Exness
- Slippage is the difference between the expected and actual fill price.
- It can be negative (worse) or positive (better) than requested.
- It is most common during news and low-liquidity periods.
- Exness aims for fair, symmetrical execution — slippage both ways.
- Use the deviation setting to cap acceptable slippage.
Slippage facts
| Type | Meaning |
|---|---|
| Negative slippage | Filled at a worse price |
| Positive slippage | Filled at a better price |
| When | News, gaps, thin liquidity |
| Control | Deviation setting |
Frequently asked questions
What is the Exness slippage rule?
Exness aims for fair, symmetrical execution, applying both positive and negative slippage when the market moves between your order and fill.
When does slippage happen?
Mostly during high-impact news, market opens and low-liquidity periods, when prices move quickly between order placement and execution.
Can I control slippage on Exness?
Yes — set the maximum deviation in the MetaTrader order window so the order is rejected if the price would move beyond your tolerance.