Clients may at times find that their orders have not been filled at the full volume they intended. We adjust some client's orders to a slightly lower volume at times because of our aggregated trading model.
We always aim to provide the best execution for our client's trades. We aggregate orders and submit them to the market, and receive a price for the submitted volumes. The price received from the market makers takes into consideration the timing of the order as well as order size.
We always execute trades as close as we can to fully fill clients orders. But we have to leave a small margin to guard against market movements when we submit the orders. This may mean that sometimes the volume may be adjusted to a slightly lower volume (never higher) in order to deliver the best possible execution.
Please see the following link for more information on our order execution process.