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Price impact#

Price impact is a pre-trade analytical tool that outlines the market-impact risk of each transaction. It estimates the price impact of a transaction by monitoring the volume participation rate and orderbook depth.

Now optional

Since 30 September 2026 the same analysis appears directly in the order form, in the pre-trade tile. You no longer need this widget to size an order; keep it if you like the fuller figure grid on screen, or remove it to free space.

Price impact

What it shows#

The widget reads the symbol, side, quantity and duration from the order form of its group:

  • Your trade, with the share it represents of the order book (Trade Qty % OrderBook) and of traded volume (Trade Qty % of Volume), colour-coded by risk.
  • Last Price, Est. Sweep price (the projected price for your size, from an order-book snapshot with a 50% adjustment for potential spoofing) and Est. Slippage.
  • % of 24H Vol, a volatility index with short-term and mid-term volatility, 24h High / 24h Low, 1min Vol and 24h Vol, and open interest on futures.

You can have up to 4 Price impact widgets on the page. A Price impact widget must belong to a group; it is part of the Advanced layout.