Slippage on prop servers during NFP: sample logs

[LondonScalper]

NFP on a prop server taught me that "same strategy, different venue" is a fantasy without logs.

I kept a small sheet of fills around the release: intended price, fill, spread at click, and whether the firm platform showed a delay or soft reject. Personal raw account and prop path did not rhyme. The prop book was fine on quiet days and ugly in the minute that mattered.

What I record on NFP samples

• Seconds relative to the print, not just "during news"
• Order type (market vs stop) and size relative to my normal scalp
• Whether I was flat by rule or still "just looking"

After a few prints I stopped treating prop slippage as a moral failure and started treating it as a venue filter: either cut size to noise, or hard-flat into the window.

Anyone else logging prop vs personal fills on the same NFP — and did the gap change how you use funded accounts around Tier-1?

I also note whether the prop platform queued the order or simply filled far from intent. Those are different problems. Queues argue for standing aside earlier; chronic far fills argue for smaller size or retiring that pair on the firm path entirely.