What's your fill delay?

[js190]

I wonder what most folks have as the delay between instrument order creation and broker fill?
Meaning delay between strategy order creation and successful stack handler.
Would be interesting to get these (on instrument basis) in the reports if not there all readyl, probably the slippage report is suitable.

[robcarver17]

This is in the trade report, 2nd table,

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On Sat, 10 Sept 2022, 11:25 js190, ***@***.***> wrote: I wonder what most folks have as the delay between instrument order creation and broker fill? Meaning delay between strategy order creation and successful stack handler. Would be interesting to get these (on instrument basis) in the reports if not there all readyl, probably the slippage report is suitable. — Reply to this email directly, view it on GitHub <#770>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ADCLPETL3U7VZFBPGK5CZQTV5ROZHANCNFSM6AAAAAAQJI2WQY> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>