How Is FTT Priced? Strike, Expiry and Outcome

The strike price

The strike is the price recorded at the moment your trade opens. Everything the trade eventually pays or costs is decided by comparing the closing price against that one reference point.

Your entry reference

When you confirm a Fixed Time Trade, the platform stamps it with the asset's price at that instant. The trade then draws that level on the chart as a horizontal line, and it stays there for as long as the trade is open.

Borrowed from options terminology, the word describes something considerably plainer here. There is no premium being valued, no time decay to model and no volatility input feeding a formula. The strike is a marker: the line your prediction is measured against. That is its entire function.

Above or below to win

Your directional choice is a statement about which side of that line the price will occupy when the timer stops. Back the upward direction and you need the closing price above the line. Back the downward direction and you need it below. Distance is irrelevant to the outcome — the smallest measurable margin on the correct side settles exactly as a large one does.

That is what makes this mechanic different from ordinary position trading, where your result scales with how far the market actually travelled. Here only the side matters, which means a strong move that ends up on the wrong side of the line at the wrong moment pays nothing at all.

Locked at entry

Once stamped, the strike cannot change. It is not re-based if the market gaps, not adjusted for news, and not moved if the price runs away from it. The trade you opened is the trade that settles.

One practical implication follows from this, and it concerns fast markets. In quiet conditions the price you saw a second before confirming and the price actually recorded will be near enough identical. During volatile stretches — around a scheduled data release, for instance — the market can move between your tap and the platform recording it, and the level you end up with may not be quite the one you were looking at. Placing trades into that kind of activity means accepting that the reference point is slightly less predictable than usual.

Check the strike line the platform draws immediately after opening a trade, since a beginner who assumes it matches the price they were watching can misread the whole trade during a fast market.

The underlying data

The prices on the chart come from real market data for the instrument you selected. The platform quotes from that feed rather than inventing levels, which is why its chart tracks the wider market closely.

Real market prices

Currency pairs, commodities, indices, stocks and crypto all trade in venues far larger than any single retail platform, and the quotes you see are derived from that activity. When a major pair moves on an economic release, the movement shows up on the chart in front of you because it is happening in the underlying market.

This matters for how you approach the mode. Ordinary market analysis — support and resistance, trend context, awareness of the economic calendar — applies, because you are reading a real price series. The mechanic wrapped around that series is unusual, but the series itself is the same one every other participant is looking at.

The quoted feed

What appears on your screen is a feed: prices sourced, aggregated and delivered by the platform. Every trading venue does this, and every venue makes its own choices about which sources to draw from, how to combine them and how often to update. Those choices are why two charts of the same instrument never look identical at tick resolution.

Settlement uses this feed. The price the platform takes when your countdown ends is the price its own data shows at that moment — not one from a third-party terminal you might have open alongside. Details of how the feed is sourced belong in the platform's own published documentation, and that is where to read them.

Why it can differ slightly

Small discrepancies between one provider and another are normal in decentralised markets. Foreign exchange in particular has no single central exchange; it is a network of participants, and the prevailing price at any instant differs marginally depending on who you ask.

• Aggregation: different providers combine different sources into a single quote.
• Update frequency: feeds refresh at different intervals, so two charts sample the same market at different instants.
• Latency: data takes time to travel, and a fraction of a second is enough to show a different last price.
• Session coverage: providers can differ on exactly when an instrument opens, closes or thins out.

On longer durations these differences are lost in the noise. On very short ones they can occasionally be the whole margin between the two outcomes, which is one more reason the shortest expiries are the least forgiving place to learn.

Expect small gaps between the platform chart and any other price source you follow, and judge the trade only against the feed it will actually settle on rather than the one on your other screen.

The expiry decision

Settlement is a single comparison at a single instant. The platform reads the price when the countdown reaches zero, measures it against the strike, and the trade resolves immediately into one of two states.

Price at the timer's end

Only the closing instant counts. What the price did during the trade — how far it ran in your favour, how many times it crossed the line, whether you spent most of the countdown comfortably ahead — has no bearing on the result. The market history inside your window is irrelevant to settlement.

Reframing what you are actually forecasting helps here. The claim is not that an asset will rise or fall. The claim is that it will be on a specific side of a specific line at a specific moment. That is a narrower and harder statement than a directional view, and it is why traders sometimes find themselves right about the market and wrong about the trade.

Win or lose the stake

Two outcomes exist. The closing price falls on your side, and the stake returns together with the profit that was displayed to you before you confirmed. Or it does not, and the stake is gone in full. Both resolve automatically the moment the countdown ends, with no action needed and no action possible.

The reward on the winning side is always smaller than the stake, which is the structural property that shapes everything about how the mode should be approached. The rate applied is the one shown at confirmation, and it varies by asset, by duration and with market conditions.

No partial outcomes

There is no proportional settlement, no partial refund and no credit for a call that was nearly right. Missing by the smallest increment the feed can express produces the same result as missing by a wide margin.

Traders coming from conventional products find this the hardest adjustment. On an ordinary position, being slightly wrong costs slightly and being badly wrong costs badly, and that gradient gives you information as well as time to react. Fixed-time settlement deletes the gradient. Every trade is a clean binary event, which is precisely why the amount staked on any one of them should be an amount you can lose outright without it affecting anything.

Judge each trade by where the price sits at the deadline and nowhere else, because someone new who counts a trade that was ahead mid-countdown as nearly won will keep drawing the wrong lessons from their results.

The "feels random" effect

Short-horizon outcomes do look random, and that impression is well founded — over a few minutes, price movement is dominated by noise rather than by anything you can analyse.

Short-term noise

Zoom a chart out to daily candles and structure appears: trends, ranges, levels the market respects. Zoom into a two-minute window and most of that structure disappears into the ordinary churn of orders arriving and being filled. The shorter the window, the smaller the share of movement that any analysis can account for.

Nothing about that is peculiar to this platform — it is a property of markets. Very short horizons are where the signal-to-noise ratio is worst, which is why professional short-horizon trading depends on infrastructure and speed rather than on chart reading. A retail trader taking two-minute directional calls from a chart is working in the conditions least suited to that method, and the sense that results are arbitrary is an accurate reading of the situation rather than a misperception.

The edge over many trades

Layer the payoff structure on top of that noise and the picture sharpens. A losing trade costs the whole stake; a winning one returns the stake plus a profit smaller than the stake. The two sides are unequal, and that inequality is how the platform earns from providing the product, exactly as a spread is how a conventional broker earns.

Follow the consequence through. If outcomes at short horizons are close to random, and if wins pay less than losses cost, then repetition does not carry a trader towards breakeven — it carries them downward, and more reliably the more trades they place. This is the well-established structural point about short-horizon fixed-payoff products and the reason most retail traders of them lose money over time. It is arithmetic, not an accusation, and it applies identically at every venue offering this shape of trade.

Not manipulation, but odds

When a run of trades goes against you, the instinctive explanation is that something is being done to the prices. The far likelier explanation is the combination just described: noise-dominated outcomes at short horizons, plus a reward structure that is asymmetric by design and disclosed before you commit. Those two facts together produce losing streaks that feel engineered without anything being engineered.

• Lengthen the horizon so that analysis has room to matter more than noise.
• Reduce the number of trades, since frequency multiplies the effect of the asymmetry.
• Treat any single result as uninformative and look only at sequences.
• Test everything on the demo account first, where a losing streak costs nothing but teaches the same lesson.

Trading involves risk of loss, and this mode is high-risk and short-horizon by construction. Whether it is available where you are depends on regional rules that vary and change — the platform terms list the regions it does not serve, and your national financial authority publishes its own position on products of this type.

Randomness at very short horizons is the normal state of markets rather than a sign of something wrong, and a beginner who understands that will lengthen expiries and trade less instead of hunting for a hidden explanation.

Pricing takeaway

Two reference points, one comparison and no valuation model: the strike recorded at entry, the feed price at expiry, and a settlement that resolves into one of two states with nothing in between.

How outcomes are set

• Entry: the platform stamps the asset price at confirmation, and that strike stays fixed for the life of the trade.
• Duration: the window you selected sets the exact instant at which the comparison happens.
• Data: both prices come from the platform market feed, derived from real underlying markets and marginally different from any other provider.
• Settlement: the closing price is compared with the strike, and the trade wins or loses in full.

No premium is calculated and no model prices your trade. The mechanism is a comparison, which makes it easy to understand and easy to verify against the chart afterwards.

Why it favours the house

The advantage sits in the shape of the payoff, not in the pricing. Full stake at risk on one side, less than the full stake as reward on the other. That gap is the platform margin, it is visible in the trade panel before you commit, and it accumulates in the platform favour across large numbers of trades in the same way a spread does elsewhere.

Knowing where the margin lives tells you how to work with it. It penalises volume and rewards selectivity, so fewer trades with better-argued reasoning is the only structural response available to a trader.

A concise summary

Pricing here is a comparison between two moments, drawn from real market data, resolving into one of two states with no partial credit. Understand that chain and the rest of the mechanic becomes readable. The demo account is where to watch it happen without money at stake — open a few trades, note the strike, watch the settlement, and the abstraction turns concrete quickly. Platform details on this page were checked against the operator published pages on August 12, 2026; the operator can change them at any time, so confirm the current terms and rates there before you act.

Understanding the pricing chain changes how a newcomer chooses trades, since seeing exactly where the margin sits makes fewer and better-reasoned trades the obvious response rather than a piece of generic caution.