Situations I've seen:
- Market order for 3 lots on XAUUSD during news: 1.2 lots filled at the requested price, 1.8 at a worse price, displayed as two separate deals.
- Exotic cross at Asia time: part filled, the rest rejected entirely, so the position was smaller than planned.
- Closing a position: partial close at one price, the rest a second later at a worse one.
- Your average entry is worse, so the planned 1.5R might be 1.1R now.
- If only part filled, your risk is lower than planned, but so is the reward. Not terrible, but your stats get messy.
- On exit, partial fills mean you're still exposed in a fast market.
Has anyone seen partial fills on majors at normal size? I'm curious whether some brokers are worse than others.