Slippage on prop servers during NFP: sample logs
Posted: Tue Sep 22, 2026 10:45 am
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
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.
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"
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.