ECN/STP Broker Execution Policy Template

A template execution policy for ECN/STP forex brokers, with annotations explaining each section and why it's included.


## About This Template

This template represents a <HighlightText variant="yellow">transparent, client-focused execution policy</HighlightText> for an ECN/STP broker. It includes strong best execution commitments, clear routing methodology, and conflict disclosures.

<MarginNote>This is an educational example. Real policies should be reviewed by legal counsel and adapted to specific business models and jurisdictions.</MarginNote>

---

## 1. Execution Model

**Template Language:**

> [Company Name] operates as an ECN/STP (Electronic Communication Network / Straight Through Processing) broker. We do not act as the counterparty to client trades. Instead, we route all client orders to our network of liquidity providers for execution.

**Why This Matters:** Immediately establishes the business model and clarifies the broker doesn't trade against clients.

---

## 2. Best Execution Obligation

**Template Language:**

> We are committed to providing best execution on all client orders. We take all sufficient steps to obtain the best possible result for clients, taking into account:
> 
> - **Price** - The exchange rate quoted by liquidity providers
> - **Costs** - Our commission structure and any LP markups
> - **Speed** - Time from order receipt to execution
> - **Likelihood of Execution** - Probability the order will fill
> - **Likelihood of Settlement** - Reliability of trade settlement
> 
> For most retail forex orders, price and costs are the most important factors, except when order size, market conditions, or specific client instructions require different prioritization.

**Analysis:** Clear commitment with specific factors and weighting guidance.

---

## 3. Liquidity Provider Network

**Template Language:**

> We maintain relationships with multiple tier-1 liquidity providers, including:
> 
> - Major international banks
> - Non-bank liquidity providers
> - Prime brokers
> - Electronic trading venues
> 
> Our LP network is reviewed quarterly to ensure competitive pricing and reliable execution. We may add or remove LPs based on execution quality metrics.

**Why This Matters:** Transparency about LP sources. Multiple providers enable competition.

<HighlightText variant="blue">Quarterly review</HighlightText> demonstrates ongoing commitment to execution quality.

---

## 4. Order Routing Methodology

**Template Language:**

> **Smart Order Routing (SOR)**
> 
> Orders are routed through our Smart Order Routing system, which:
> 
> 1. Aggregates quotes from all available LPs in real-time
> 2. Evaluates each LP based on:
>    - Quoted price (best bid/ask)
>    - Available liquidity (depth)
>    - Historical fill rate
>    - Latency (response time)
> 3. Routes to the LP offering the best overall execution
> 4. Automatically fails over to alternate LPs if primary LP is unavailable
> 
> **Manual Override**
> 
> In exceptional circumstances (LP system failure, extreme volatility, technical issues), we reserve the right to manually route orders. All manual routing decisions are logged and subject to internal review.

**Analysis:** Describes systematic, algorithmic routing while allowing necessary flexibility.

---

## 5. Price Aggregation

**Template Language:**

> Our platform displays the best bid and ask prices from our entire LP network. When you see a price on our platform, it represents:
> 
> - The best available bid (highest price an LP will pay)
> - The best available ask (lowest price an LP will sell)
> - Our commission (added to the raw spread)
> 
> You always see the final all-in cost before placing your order.

**Why This Matters:** Explains how pricing works and commits to price transparency.

---

## 6. Order Types and Execution

**Template Language:**

> **Market Orders:** Executed immediately at the best available price from our LP network. We do not use "last look" - once you submit a market order, it will be filled at the displayed price or better, subject to available liquidity.
> 
> **Limit Orders:** Held on our system and sent to LPs when the market price reaches your specified level. Execution is not guaranteed if liquidity is insufficient.
> 
> **Stop Orders:** Triggered when the market price reaches your stop level, then executed as market orders.

**Analysis:** Clear explanation of how different order types are handled.

<MarginNote>"We do not use last look" is a strong client-favorable commitment.</MarginNote>

---

## 7. Slippage and Requotes

**Template Language:**

> **Slippage:** In fast-moving markets, the price you receive may differ from the price you saw when placing your order. This is slippage. It can be positive (you get a better price) or negative (you get a worse price).
> 
> We do not artificially introduce slippage. Any slippage reflects actual market conditions and LP pricing.
> 
> **Requotes:** We minimize requotes by using real-time LP quotes and sub-second routing. Requotes may occur if:
> - You attempt to trade during a price gap
> - Your order size exceeds available liquidity
> - An LP's price changes before your order arrives
> 
> Our target is <2% requote rate during normal market conditions.

**Why This Matters:** Explains slippage honestly and commits to minimizing requotes with a measurable target.

---

## 8. Conflicts of Interest

**Template Language:**

> **LP Rebates:** We may receive volume-based rebates from liquidity providers. These rebates do not affect order routing - our SOR system is configured to prioritize execution quality metrics, not rebate amounts.
> 
> **Internal Trading:** We do not maintain a proprietary trading desk that trades against client orders.
> 
> **Order Flow:** We do not sell client order flow data to third parties.

**Analysis:** <HighlightText variant="yellow">Transparent disclosure</HighlightText> of potential conflicts and how they're managed.

---

## 9. Execution During Abnormal Conditions

**Template Language:**

> During periods of:
> - Major economic news releases
> - Extreme market volatility
> - Low liquidity (e.g., holidays)
> - System disruptions
> 
> You may experience:
> - Wider spreads (reflecting actual LP pricing)
> - Increased slippage
> - Slower execution
> - Reduced liquidity for large orders
> 
> We do not artificially widen spreads. All spread widening reflects underlying LP pricing.

**Why This Matters:** Sets realistic expectations for challenging market conditions.

---

## 10. Monitoring and Review

**Template Language:**

> We continuously monitor execution quality through:
> 
> - Real-time tracking of fill rates, slippage, and execution speed
> - Monthly LP performance reviews
> - Quarterly assessment of SOR algorithm effectiveness
> - Annual review of this execution policy
> 
> We publish aggregated execution quality statistics on our website quarterly.

**Analysis:** Demonstrates ongoing commitment to best execution with specific monitoring and transparency.

---

## 11. Client Order Priority

**Template Language:**

> All client orders are treated equally and executed in the order received (price-time priority). We do not:
> 
> - Front-run client orders
> - Give preferential treatment based on account size
> - Trade ahead of client orders
> - Delay execution to benefit our interests

**Why This Matters:** Confirms fairness and equal treatment.

---

## 12. Right to Amend

**Template Language:**

> We reserve the right to amend this execution policy as necessary to:
> - Reflect changes in our execution arrangements
> - Comply with regulatory requirements
> - Improve execution quality
> 
> Material changes will be notified to clients 30 days in advance.

**Analysis:** Standard amendment clause with reasonable notice period.

---

## Key Takeaways from This Template

This template demonstrates strong execution policy elements:

1. **Clear execution model** - ECN/STP explicitly stated
2. **Strong best execution commitment** - Not just "endeavor"
3. **Transparent LP network** - Multiple providers, regular review
4. **Systematic routing** - Algorithm-based with limited discretion
5. **Conflict disclosure** - Rebates disclosed, order flow not sold
6. **Realistic expectations** - Honest about slippage and abnormal conditions
7. **Monitoring and transparency** - Quarterly statistics published
8. **Equal treatment** - No preferential handling

Use this template as a benchmark when evaluating your broker's execution policy.