How to measure real execution latency instead of trusting the ping number
Posted: Tue Nov 03, 2026 2:13 am
How to measure real execution latency instead of trusting the ping number
A ping of 8 ms to the broker server feels reassuring, but ping measures the network leg only. Execution latency includes the platform, the broker's bridge, risk checks, the liquidity provider response, and the trip back. It can be fifty times larger than the ping.
A clean way to measure it is simple. Log the timestamp when the order is sent from code or the click, then log the timestamp of the fill confirmation. Subtract. Do it for hundreds of orders across different hours.
The distribution matters more than the average. A broker with a 60 ms median and a handful of 900 ms outliers can hurt a scalper more than one with a steady 150 ms. The outliers tend to cluster around news and session opens, exactly when precision counts.
Also compare latency by order type. Market orders, pending order triggers, and modifications often travel through different paths.
Keep the log. It becomes a powerful argument in any support ticket.
What median and worst-case latency has your logging turned up, and at what times of day?
A ping of 8 ms to the broker server feels reassuring, but ping measures the network leg only. Execution latency includes the platform, the broker's bridge, risk checks, the liquidity provider response, and the trip back. It can be fifty times larger than the ping.
A clean way to measure it is simple. Log the timestamp when the order is sent from code or the click, then log the timestamp of the fill confirmation. Subtract. Do it for hundreds of orders across different hours.
The distribution matters more than the average. A broker with a 60 ms median and a handful of 900 ms outliers can hurt a scalper more than one with a steady 150 ms. The outliers tend to cluster around news and session opens, exactly when precision counts.
Also compare latency by order type. Market orders, pending order triggers, and modifications often travel through different paths.
Keep the log. It becomes a powerful argument in any support ticket.
What median and worst-case latency has your logging turned up, and at what times of day?