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Re: Why your fill time doesn't match the moment you clicked

Posted: Sun Nov 01, 2026 1:14 am
by Fairman
Have you compared fill times at different times of day? In my experience, fills are slower around the London open, the New York open and big releases, when broker servers and liquidity providers are busy. Quiet hours tend to fill faster. If your strategy depends on precise fills, logging the request and fill times for each trade and splitting them by hour shows whether some times are consistently slower. That might be a reason to avoid trading in the first few minutes after the open. Even a week of logged times usually shows whether there's a pattern.