Asking a broker for their execution statistics: what I got back

[FXS London Scalper]

I emailed three brokers asking for execution statistics on EURUSD market orders: share of orders with slippage, average slippage in both directions, and average fill time. Here's roughly what came back.

• Broker A sent a monthly report with all three numbers by symbol and session, plus the share of positive slippage. It looked credible because it wasn't flattering everywhere.
• Broker B linked a marketing page with one number, "average execution speed", and nothing about slippage.
• Broker C said they couldn't share internal data but offered to check my own account's fills on request. They did, and the answer matched my logs within a small margin.

My conclusion: a broker willing to publish slippage in both directions, including the unfavourable side, is telling you something good. A single speed figure tells you almost nothing.

I also compared Broker A's published numbers with my own fills. My slippage was slightly worse than their average, probably because I trade the open when everyone else does.

Has anyone else asked for this? It would be useful to collect which brokers answer properly.