How quickly does a USD move spread across the majors?

[Shadow Trader]

When a US number hits, does the dollar move show up on every pair at once, or is there a few-second window where some pairs lag?

It is tempting to say everything moves together. Watch EUR/USD, GBP/USD, AUD/USD and USD/CAD side by side during a release and the first jolt tends to arrive nearly simultaneously, but the size and the follow-through differ. Some pairs overshoot, some barely react, and a couple may retrace before the others finish moving.

Maybe the lag is a feed thing. Maybe it is liquidity, with the deepest pair adjusting first and thinner ones catching up. Maybe it is simply that each pair carries another story too, like a European headline landing at the same moment.

For a scalper, the interesting bit is whether the slow pair is a chance or a trap. By the time a lagging pair visibly moves, the quick one may already be reversing.

Has anyone measured the gap between pairs on a data release, and is it consistently the same ones that lag?