RULES OF TRADING OPERATIONS

Procedural Framework and Trade Execution Guidelines

1. Scope and General Framework

1.1. These Rules of Trading Operations (hereinafter referred to as the "Rules") establish the exact procedures for conducting trade operations that are the subject of the Service Agreement, and determine the basic conditions for such operations by the Client.

1.2. These Rules are an integral part of the primary Service Agreement. By successfully running a secure session through your Quotex Login parameters, you express automatic compliance with these protocols.

1.3. Among other things, these Rules define:

  • The order and methods of interaction between the Company and the Client;
  • The procedure for processing and executing orders (applications, requests) of the Client for the operation;
  • Determination of the amount of payment for the operation;
  • The procedure for processing and executing orders to close (early closure) an operation;
  • Trading times, calendar restrictions, and special asset parameters.

1.4. It is hereby determined that the Customer's consent to the terms of the Service Agreement is at the same time an agreement with all the provisions of these Rules.

1.5. The purpose of these Rules includes the clear determination of the actions of the Company in conducting trade operations.

1.6. In case of inconsistency of the provisions of these Rules with certain provisions of the Service Agreement, the provisions of these Rules shall apply. This fact does not entail the invalidity of the remaining provisions of the Service Agreement.

1.7. The Company has the right to amend the provisions of these Rules at any time without individual prior notice to the Client.

2. Order Placement Workflow

2.1. To perform a trade operation, the Client must send a request to the Company via the internal trading terminal interfaces available after your profile Quotex Login validation sequence.

2.2. The request for concluding an operation must specify all necessary conditions, including the selection of an underlying financial asset, option parameters, transaction size, and the expiration time path.

2.3. Any request sent by the Client to open a position is verified by automated server nodes to confirm available transaction margins before execution occurs.

3. Processing and Execution Protocols

3.1. Execution parameters are processed sequentially on central data cloud nodes. When running active Quotex Trading intervals, users understand that incoming orders are locked into the system based on available server pricing feeds.

3.2. The Company sets asset rates unilaterally according to data streams received from central liquidity providers. These platform rates are the absolute metric used to calculate contract entry points and expiry conclusions.

3.3. An operation is officially logged as open when a corresponding data node entry appears on the core system registry ledger.

4. Determination of Payout Ratios

4.1. Payout percentages represent the profit coefficient generated if a position closes in-the-money. This ratio is displayed alongside the asset and fluctuates dynamically based on liquidity levels, volatility shifts, and chosen timeframe paths.

4.2. The exact return coefficient displayed in the Terminal at the millisecond the transaction execution button is pressed serves as the definitive structural standard governing that trade payout.

5. Position Closure and Expiration

5.1. An open digital contract is automatically closed by the platform system when its selected expiration time is reached.

5.2. Early closure features allow clients to exit certain transaction positions prior to the primary expiration node. This function is subject to specific availability limits and liquidity constraints set inside your Quotex Trading terminal screen.

6. Trading Schedule Parameters

6.1. The operating schedule for each market asset group is defined based on global asset exchange timetables and central bank business hours.

6.2. Over-The-Counter (OTC) assets are provided to allow continuous market tracking during weekend closures. OTC price generation rules are governed independently by internal algorithmic nodes.

7. Emergency Framework and Force Majeure

7.1. Unexpected technical developments can temporarily alter standard trade execution structures.

7.2. Emergency circumstances include, but are not limited to:

  • Delays, anomalies, or sharp gaps in the rate of receipt of quotes in the trading platform of the Company;
  • Various types of malfunctions in the Company's software, internet connection pathways, power outages, etc.;
  • Errors in the work of third parties that directly affect and / or impede the provision by the Company of its core services;
  • Circumstances referred to in section 11 of the Service Agreement or generic market anomalies.

7.3. SYSTEM INTERVENTION RIGHT: In the event of any circumstances listed above, the actual actions of the Company in conducting trade operations may be contrary to the standard provisions of these Rules. In addition, the Company reserves the complete right to:

  • Cancel customer requests, including those on the conclusion of a trade, its closure (early closure), and other operational requests;
  • Change the payout ratio for the Client's trades or modify financial results on previously completed trades;
  • Limit the available expiration times of digital contracts, change trading schedules, or limit the ability to make trades on certain assets;
  • Completely stop the execution of trade operations and perform other actions outside the framework of these Rules that are deemed reasonable and acceptable by the Company to protect system stability.

7.4. The Company reserves the complete right to act in accordance with clause 7.3 of these Rules even in situations not explicitly named in clause 7.2 of the Rules and / or Section 11 of the primary Service Agreement.