Order Fill Speed.

E

ER9

I'm playing around with a real time simulator scalping ES. It seems to give random fill speeds, depending on order size etc...
I have been trading 10 to 20 lot market orders and get filled (simulated) within 10 seconds, usually only a few.

I'm curious to know how accurate this is compared to reality.

Thanks,

ER
 
Ten seconds?

Even when I do the trade by hand on IB (as opposed to by an API) on the ES/NQ/YM, I am filled before my finger starts depressing the mouse button.

nitro
 
Rapid execution on IB as Nitro indicates. But plenty of times the price changes (almost always to my disadvantage), in the 1/2 second or so that it takes to get an execution for a market order. So be sure top build in some slippage when computing simulated profits.
 
Quote from nitro:

Ten seconds?

Even when I do the trade by hand on IB (as opposed to by an API) on the ES/NQ/YM, I am filled before my finger starts depressing the mouse button.

nitro
More...

Tell you what, when they start filling me BEFORE I press the button, I'm leaving.
 
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