Measuring your own fill latency without any special tools

[Amanhasnoname]

No need for a custom server to know how fast orders actually fill. The terminal already logs the pieces.

In MT4 and MT5, the journal and the experts tab record when an order request goes out and when the confirmation comes back. The difference is the round trip, and it includes the network, the broker server, and the liquidity provider.

Send a series of the smallest possible orders at set times: quiet Asian hours, the London open, the NY open, and the minutes after a news event. Log the round trip each time. Twenty orders per window is plenty to see a pattern.

What tends to show up is a big difference between windows, not between days. A broker that fills in 40 milliseconds in Asia and 400 at the NY open is telling something about the stack.

Another useful number is the spread of the results. An average of 80 milliseconds with occasional 900 millisecond outliers hurts scalpers far more than a steady 150.

Compare the numbers before moving a VPS or switching accounts.

What does a typical round trip look like on your setup, and which window is the worst?