Numerical continuation is used to compute branches of spatially localized structures in convection in an imposed vertical magnetic field. In periodic domains with finite spatial period, these branches exhibit slanted snaking and consist of localized states of even and odd parity. The properties of these states are analysed and related to existing asymptotic approaches valid either at small amplitude (Cox and Matthews, Physica D, vol. 149, 2001, p. 210), or in the limit of small magnetic diffusivity (Dawes, J. Fluid Mech., vol. 570, 2007, p. 385). The transition to standard snaking with increasing domain size is explored.