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Mechanism library · English

Order types, and what each one commits you to

Market, limit, stop-loss, stop-limit, and the bracket and cover variants — what each one means at the exchange, and what each one cannot protect you from.

The two prices every order chooses between

An order can specify a price or accept whatever price the market is at. A market order accepts the going price and fills quickly; a limit order names the least favourable price you will accept and fills only at that price or better. The trade-off is not hidden: market orders pay for speed with price uncertainty, limit orders pay for price certainty with the risk of not filling at all.

What each order type actually promises — not what it is “for”.

TypePriceFill
MarketWhatever the book printsImmediate if there is a counterparty
LimitNo worse than the price you namedOnly if the book reaches that price
SL / SL-MTriggered when a named price tradesThen becomes a limit or a market order

Stop orders

A stop-loss order is a market order that arms when the price touches a level you set. Once triggered, it becomes a market order — which matters, because in a fast market the fill can be less favourable than the trigger price. A stop-limit order arms the same way but then places a limit order, so the fill cannot be less favourable than your limit; the cost is that in a fast market the limit may never fill.

Bracket and cover orders

A bracket order places an entry together with a stop-loss and a target on the other side, so the position is defined completely at entry. A cover order places an entry and a compulsory stop-loss together. Both are available only for intraday, because the exchange needs to know the position will be closed within the session. Both can be rejected when the price is already inside a price band, when margin is short, or when the underlying has been put in a trade-to-trade segment — the exchange, not the broker, makes these calls.

What no order type protects you from

An order type controls how a single order behaves, not whether the trade was a good idea. A stop-loss that always fills does not make the position size sensible; a limit order that always gets the price does not make the level right. The order type is the last link in the chain — the decision, the size, and the plan come before it.

Related

This page describes how the market’s machinery works. It does not recommend buying or selling any security, and it does not say where any price is going. Nothing here is personalised investment advice.