What Is a Requote in Forex? Causes, Costs and Fixes

Written by Dominic Walsh · Published 11 Aug 2026 · Last updated 17 Aug 2026

You click buy, and instead of a confirmation a small box appears offering a different price. Accept or decline, and the clock is running.

That box is the answer to what is a requote in forex. Your broker could not fill you at the price you clicked, so it came back with the price it can honour now.

What Is a Requote in Forex?

A requote is an offer of a new price after your original request could no longer be filled. Nothing executes until you respond.

It happens because the quote you clicked belonged to a moment that has passed. Between your click and the broker’s decision, the market moved.

Crucially, this behaviour only exists on one type of account. We come to that shortly, because it is the part most articles get wrong.

The Day a Quote Could Not Hold

Above sit gold daily bars for 29 January 2026. The session opened at 5419.64, reached 5451.16, collapsed to 4679.51 and closed at 4895.44.

That range spans 5.49 times the average daily range, with about 68 percent of it inside the body. The next five sessions clawed back about half an average range of the fall.

On a day like that, no quote survives long enough to click. Any account running fixed pricing would have returned new prices continuously.

The One-Sentence Definition

Say it plainly: a requote means the broker declined your price and offered another. Your order neither filled nor failed; it waits for you.

Compare that with a rejection, which ends the matter. A requote keeps the door open, though only for a second or two.

The distinction matters because the two feel identical in the moment. One gives you a choice, and the other gives you nothing.

Why It Feels Like a Rejection

Traders usually meet their first requote during a fast move. The new price is worse, the clock is short, and the setup is disappearing.

So the emotional reading is that the broker blocked the trade. The mechanical reading is duller and more accurate: the old price simply stopped existing.

Both readings can coexist with a genuine complaint, of course. Persistent requotes on calm markets deserve scrutiny, and we cover that test later.

The Requote Sequence, Step by Step

Five things happen in under a second. Seeing them in order removes most of the confusion.

1. You click a quoted price. Your terminal sends the instrument, direction, volume and that exact price.
2. The request travels to the server. Network distance and connection quality both add milliseconds.
3. The broker compares your price with the live market. If the two still match within tolerance, you get filled.
4. The prices no longer match. Instead of filling you at a price nobody is offering, the broker returns a new one.
5. You accept, decline or let it expire. Accepting sends a fresh request, which can itself be requoted.

Step five is where traders lose money without noticing. Each round trip costs time, and the market rarely waits politely.

Where the Delay Comes From

Most of the round trip is network time plus broker processing. Retail platforms usually measure it in tens or hundreds of milliseconds.

A distant server adds to that. So does a poor connection, a busy machine or a platform loaded with heavy charts.

None of that creates the price change by itself. It simply widens the window in which a price change can occur.

Why Requotes Belong to Instant Execution

This is the heart of the topic. Requotes are a property of one execution model, not a broker’s mood.

How Instant Execution Works

Under instant execution the broker quotes a price and undertakes to fill you there. Price certainty is the promise being made.

Keeping that promise requires an escape route when the market moves. The requote is that escape route.

So the model and the behaviour arrive together. You cannot have a fixed-price promise without some mechanism for withdrawing it.

How Market Execution Works

Under market execution the broker fills you at whatever price is available. No promise about price exists, so nothing needs withdrawing.

Your order fills, and it fills at the market. If price moved against you in transit, the difference shows up as slippage instead.

That is the trade every trader on a market execution account has already made, usually without being told.

The Rule in One Line

Instant execution can requote you; market execution cannot. Market execution gives you slippage in its place.

Neither model removes the underlying problem, which is that price keeps moving. They differ only in who absorbs it and how.

Our full comparison of instant execution vs market execution works through the consequences for each trading style.

A Short History of Fixed Pricing

Requotes are a leftover from an older way of dealing. The history explains why the behaviour still exists at all.

The Dealing Desk Era

Early retail brokers quoted a price and took the other side themselves. A person or a rule set then decided whether to accept each order.

That model needed a polite way to refuse a stale price. The requote box did exactly that job.

The Shift to Streaming Prices

Later brokers began passing orders straight through to a pool of banks and other providers. Those providers quote continuously and fill whatever arrives.

Under that arrangement no fixed price needs defending. The order meets the book, and the book answers at once.

Most retail accounts today work this way. Requotes therefore feel unfamiliar to traders who started recently.

Why Instant Execution Survives

Some traders genuinely want a fixed price. Knowing the entry to the pip helps when a plan hangs on an exact level.

Brokers keep offering the model for that reason. The requote is the price of the promise rather than a flaw in it.

What the Broker Sees on the Other Side

The view from the server explains the timing. It also explains why the box lives such a short life.

Building the Quote

A broker collects prices from several liquidity providers and shows you the best of them. Each provider updates independently and constantly.

The number on your screen is a snapshot of many streams. It was accurate when it left the server, and possibly not when it reached your eye.

Checking Your Request

When your order lands, the server compares your price with the current best. A tolerance band decides whether the two count as the same.

Inside the band you fill. Outside it, the promise cannot hold, and a new price comes back instead.

Why the Box Expires

The offered price stays live for a moment only. Holding it open longer would hand you a free option on a moving market.

So the countdown is no pressure tactic. It reflects how long the quote can honestly stand.

What Actually Causes a Requote

Four ingredients produce nearly every case. Usually two or more arrive together.

Speed of the Market

A market updating many times per second invalidates quotes faster than orders can travel. Scheduled releases produce that reliably.

Unscheduled headlines produce it worse, because nobody widened quotes in advance. Our economic calendar at least removes the surprise from the scheduled half.

Thin Depth Behind the Quote

A tight quote with nothing behind it breaks under any real order. The number on screen was never a commitment to size.

Exotic pairs live in that condition permanently. So does every instrument in the minutes around the weekend reopen.

Latency on Your Side

Distance to the server is your problem, not the broker’s. A trader half a world away from the data centre works with a wider window.

A crowded platform makes it worse. Dozens of charts and indicators all consume processing time before your click leaves the machine.

Order Size Against the Quote

A quote holds for a certain volume, not for any volume. Ask for more than the quote covers and the broker must reprice the excess.

Retail sizes rarely reach that limit on major pairs. On thin instruments, they reach it far sooner than traders expect.

Requote Versus Slippage

These two get muddled constantly. They are opposite answers to the same problem.

Two Answers to One Problem

Price moved between your click and the fill. Somebody has to deal with the difference.

A requote hands the decision back to you and keeps your price control intact. Slippage keeps the trade and takes the difference out of your entry.

Neither is generous, and neither is theft. They simply divide the same cost differently.

Which One Costs More

It depends entirely on what you were doing. A breakout trader loses more from a requote, because the move leaves without them.

A trader entering at a precise level loses more from slippage, because the level was the whole idea. Our guide to slippage in trading covers that side in detail.

So the honest answer is that neither model wins outright. Match the model to the way you actually trade.

What to Do When a Requote Appears

You have perhaps two seconds. A rule decided in advance beats a decision made under pressure.

Accept, Decline or Re-Send

Accept when the new price still leaves the trade sensible. Check the stop distance and the target before you click, not afterwards.

Decline when the new price changes the risk maths. A worse entry means a wider stop or a smaller reward, and both matter.

Re-sending is the trap. Each attempt costs another round trip, and in a fast market each one comes back worse than the last.

The Deviation Setting

MetaTrader lets you allow a maximum deviation from the requested price. Set two pips and the platform accepts anything within that band automatically.

This converts most requotes into ordinary fills. You keep a ceiling on the damage while removing the frantic clicking.

Set it deliberately, though. A very wide tolerance hands back the price control you chose instant execution to keep.

When to Walk Away

Two requotes on the same idea usually means the market has moved past your plan. Let it go.

The trade you chase after two failed attempts is rarely the trade you analysed. It is a different trade at a different price with the same optimism attached.

How Requotes Affect Different Styles

The same box costs different traders very different amounts. Style decides how much it matters.

Scalpers

Short-term traders click most often, so they meet requotes most often. Every extra round trip eats into a target measured in a handful of pips.

Many scalpers therefore prefer market execution outright. Taking part quickly matters more to them than shaving a fraction off the entry.

Swing and Position Traders

A trade held for days barely notices two pips at entry. A requote here is an inconvenience rather than a cost.

These traders often prefer the price control. Declining a worse price costs them almost nothing, because the setup will still exist in an hour.

Automated Systems

A robot handles a requote badly unless somebody told it what to do. The default behaviour in many systems is to retry, which compounds the problem.

Set the deviation parameter explicitly in any automated setup. Then decide which hurts the strategy more, a missed trade or a worse fill.

Backtests never show requotes at all. That alone explains part of the gap traders find between tested and live results.

Measuring Your Own Requote Rate

Impressions mislead here, because the painful cases stick in memory. Counting takes a fortnight.

What to Log

Record every requote with the time, the instrument, the requested price and the offered price. Add whether a scheduled release sat within thirty minutes.

Log your normal fills too. A requote rate means nothing without the total number of orders behind it.

Splitting the Sample

Divide the log into calm hours and event windows. Most traders discover the problem lives almost entirely in one bucket.

If the event bucket holds nearly all of them, your account model is behaving as designed. If the calm bucket fills up instead, ask your broker why.

Reading the Offered Prices

Add up how often the new price was worse and how often it was better. Repricing in a moving market should produce some of each.

A long run of one-sided offers deserves a question. One week of them proves nothing at all.

Common Mistakes and the Fixes

Five habits turn a minor nuisance into a recurring cost. Each fix is quick.

Clicking Accept Without Reading

Speed feels essential, so traders accept whatever appears. Read the number first, because the whole point of the box is the number.

Trading Releases on an Instant Execution Account

Fixed pricing and violent markets fit badly together. Either switch account model or stay out of the first minutes.

Leaving Deviation at Zero

Zero tolerance produces the maximum number of requotes. A small allowance removes most of them at a known cost.

Blaming the Broker for the Weekend

Nothing trades between Friday and Sunday, so no quote can hold. Our note on why spreads widen explains the same clock from the pricing side.

Running Twenty Charts on a Slow Machine

Your own latency counts towards the window. Close what you are not watching and the requote rate usually falls.

Quick Reference: Requote or Something Else?

Use this table when your platform refuses to behave. It separates four events that look similar on screen.

What you see	What it means	Where it happens
A box offering a new price	A requote: your price expired, this one is live	Instant execution accounts only
A fill at a different price	Slippage: the order took the next available price	Market execution accounts
Order rejected outright	Deviation exceeded, or an invalid level or size	Either model
Nothing happens at all	Connection lost before the request landed	Either model
Off quotes message	No live price available for that instrument	Either model, usually at the reopen

Are Requotes a Sign of a Poor Broker?

Sometimes, and less often than forum threads suggest. Two tests separate the cases.

The Calm Market Test

Note when your requotes happen. Requotes during the London and New York overlap on a major pair, with no release nearby, are the ones worth questioning.

Those conditions offer plenty of depth and plenty of counterparties. A broker struggling there has a routing problem rather than a market problem.

The Direction Test

Check whether the new price is always worse. Genuine repricing should occasionally come back in your favour, since markets move both ways.

A stream of one-sided requotes across many trades points at something. Collect fifty examples before you conclude anything, and compare pricing with our forex spread comparison tool.

Choosing Your Account Model

Most brokers offer both models, often under different account names. Picking on purpose beats inheriting a default.

Questions to Ask Before You Open

Ask which execution model the account uses, in exactly those words. Ask whether the answer changes during news or at the reopen.

Ask what deviation setting the broker recommends. Clear answers to all three tell you something useful about the firm.

Testing Before You Commit

Open small and place twenty ordinary orders. Note how many requote, how many slip and how many fill exactly as clicked.

Then repeat the exercise near a scheduled release. That second sample teaches you far more than the first.

Where the Rules Sit

Regulators in several regions require brokers to publish an execution policy. Those documents state how orders are handled and when a price can change.

Read the policy before your first complaint rather than after. It usually answers the question a support desk would take a week to reach.

Switching Later

Changing model normally means opening a second account rather than flipping a setting. Keep the old one running while you compare.

Trade both for a month with the same method. Records beat marketing, and the difference shows up quickly.

Related Guides in This Cluster

Execution topics knit together tightly. Three more articles fill in the gaps around this one.

If you want the mechanics of the order type that never gets requoted, our guide to the market order covers fill certainty and the price you pay for it.

For the pricing side, our explanation of the spread in forex shows why the quoted difference widens in exactly the conditions that produce requotes.

Traders who want thin conditions flagged on the chart can browse our MetaTrader indicators library, where volatility measures make the fast windows visible in advance.

FAQ

Is a requote the same as a rejected order?

No. A rejection ends the request, while a requote offers you a fresh price and waits for an answer. The two look similar because both interrupt the trade, yet only one leaves a decision in your hands. Read the box carefully, since accepting is a new order rather than a continuation of the old one.

Can I get a requote on a market execution account?

No, and that is the defining difference between the models. Market execution makes no promise about price, so there is nothing to withdraw. Your order fills at the available price, and any difference from the quote you saw appears as slippage on the confirmation.

Do requotes only happen during news?

They cluster there, though the reopen after a weekend produces plenty too. Any moment when quotes update faster than orders travel can produce one. Persistent requotes in calm hours on a major pair are the ones that warrant a closer look at routing.

Does raising my deviation setting remove requotes?

It removes most of them by accepting small price changes automatically. The cost is that you give up some of the price control you were promised. Choose the number deliberately: a tolerance wide enough to catch everything is simply market execution wearing a different label.

Should I switch to a market execution account?

That depends on how you trade. Breakout and news traders usually prefer market execution, since taking part matters more than the exact price. Traders working precise levels often prefer instant execution, because a requote lets them refuse a price they never wanted.

Do requotes happen on pending orders?

No. A pending order carries its own level and triggers when price reaches it, so nothing needs confirming at that moment. Limit orders fill at your level or better. Stop orders convert to market orders when touched, which exposes them to slippage instead. The requote box belongs to orders you click by hand.

How long does the requote box stay open?

Usually a second or two, sometimes less. The offered price only holds while it stays close to the live market, so the countdown reflects reality rather than pressure. If you routinely miss the window, raise your deviation setting and let the platform decide inside a band you chose in advance.

Can I complain about requotes?

You can, and a record makes the complaint worth reading. Log the time, the instrument, the requested price, the offered price and whether a release sat nearby. Send the pattern rather than the anecdote, because one bad moment during a fast market proves very little. Judge any broker over a long sample rather than a single session. Results are not guaranteed; past performance is not indicative of future results.