Measuring your own fill latency instead of guessing
Posted: Sat Oct 31, 2026 7:02 am
Claims of "fast execution" are everywhere, and very few traders ever measure what they personally get. A simple log fixes that.
Record the time the order button is clicked, the time the platform confirms the fill, and the difference between requested and filled price. Do it for 100 trades. Many terminals already timestamp the order and the deal in the journal, so the data may already exist and just needs collecting.
Patterns show up fast. Latency during London open often differs from the quiet midday window, one pair may fill consistently slower than another, and a VPS change might shave 40 milliseconds or add 40. Without numbers, those differences stay invisible and every execution complaint turns into an argument based on feelings.
It also gives something concrete to send to support. A table showing 300 trades with a median round trip of 220 ms and a handful of 900 ms outliers gets a much better response than "fills feel slow lately".
What median fill time are people actually seeing, and how much did it change after switching VPS or broker?
Record the time the order button is clicked, the time the platform confirms the fill, and the difference between requested and filled price. Do it for 100 trades. Many terminals already timestamp the order and the deal in the journal, so the data may already exist and just needs collecting.
Patterns show up fast. Latency during London open often differs from the quiet midday window, one pair may fill consistently slower than another, and a VPS change might shave 40 milliseconds or add 40. Without numbers, those differences stay invisible and every execution complaint turns into an argument based on feelings.
It also gives something concrete to send to support. A table showing 300 trades with a median round trip of 220 ms and a handful of 900 ms outliers gets a much better response than "fills feel slow lately".
What median fill time are people actually seeing, and how much did it change after switching VPS or broker?