Requote explained: why your forex order is rejected and offered again

By Ken Chigbo, Founder, KenMacro. Published 2026-05-12.

What is requote?

A requote is a broker action where the client’s market order is not filled at the displayed price. Instead, the broker pops up a dialogue showing a new price and asks the trader to accept or cancel. Requotes happen primarily on dealing-desk market-maker accounts where the broker is quoting its own prices and can choose not to honour a stale quote. The mechanic exists because price can move materially between the moment the client clicks the buy or sell button and the moment the broker confirms the fill, especially during news prints, central-bank events, or thin Asian-session liquidity.

How traders use requote

Traders deal with requotes by understanding when they are normal and when they are not. A requote during the first 5 minutes after Non-Farm Payrolls release is normal market behaviour; the underlying price has moved 10 to 30 pips while the click was in flight. A requote on EUR/USD during the London session on a routine Tuesday afternoon, with no news around, is a conduct red flag. Persistent requoting on liquid pairs during liquid hours usually indicates a broker is filtering orders by client profitability. The desk’s broker reviews document requote frequency under documented conditions. ECN raw-spread accounts typically do not requote because there is no dealing-desk intervening; instead, orders fill at the next available price (which can be slippage, not requote).

Requote versus slippage

Requote and slippage are different mechanics. A requote is an explicit broker action that asks the trader to confirm a new price before filling. Slippage is an implicit fill at a different price than displayed, with no confirmation dialogue. Requote typically happens on market-maker accounts. Slippage typically happens on ECN and STP accounts where the order fills against the next available liquidity. Both are normal during news prints. Slippage on a liquid pair during liquid hours is usually a sign of insufficient liquidity at the venue, requote on the same conditions is usually a sign of selective broker fills.

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Frequently asked

Why does my broker keep requoting me?

Persistent requoting on liquid pairs during liquid hours typically signals one of three things: the broker is dealing-desk and filtering by client profitability, the broker is operating with insufficient liquidity providers, or the broker has a deliberately delayed quote feed. Each is a conduct concern. Switching to an ECN or well-regulated venue typically resolves the issue.

Is a requote the same as slippage?

A requote is an explicit broker action that asks the trader to confirm a new price before filling. Slippage is an implicit fill at a different price than displayed, with no confirmation dialogue. Requote is typical of market-maker accounts. Slippage is typical of ECN and STP accounts and happens when the next available liquidity is at a different price.

How do I stop requoting from happening?

Requoting can be reduced by moving to an ECN raw-spread account where no dealing desk intervenes between click and fill. Trading during liquid hours (London session, London-New York overlap) also reduces the underlying volatility that triggers requotes. Avoiding the first 5 minutes after major news prints removes the highest-volatility window.

Educational analysis only. Past performance does not guarantee future results. Manage risk against your own portfolio.