Partial fills on thin pairs and the position size nobody tracks

[Amanhasnoname]

Ask most scalpers what lot size they trade and the answer is a clean number. Ask what size actually filled over the last month and the answer is usually silence.

Partial fills happen when the liquidity at the best price is smaller than the order. On majors during London that rarely matters at retail sizes. On crosses, exotics, or any pair late in the New York session, the book gets thin, and an order can fill in two or three chunks at slightly different prices.

The platform often shows one averaged position, which hides it. Dig into the deal history, though, and the separate fills are right there with their own timestamps and prices.

This matters for two reasons. The average entry is worse than the clicked price, and the stop sits on a position whose size may not match the plan. A position that filled at 70 percent of the intended size also changes how the trade should be managed.

A quick way to catch it is to compare the volume column on the deal list with the requested size for every trade closed in the last week. Anything that does not match deserves a closer look, especially trades opened in the last hour of the New York day.

Has a partial fill ever caught you off guard, and on which pair?