Trade Execution Speed Tester

Download ExTest-ForExpat EA

What is it used for?

I use this EA to test my execution speed from my VPS to my broker’s trade server. In general, the faster the better. The EA sends and deletes pending orders (3 times) to the broker’s server and measures the time it takes to execute. Execution times are measured in milliseconds.

What are acceptable execution times?

If you trade on a 1min chart, I recommend having execution times below 500ms. If you trade on 5mins charts, up to 1000ms is acceptable. Anything higher and this can mean that your broker is running the MT4 virtual dealer plugin, or you are too far away from your broker’s trade server.

IC Markets live execution speed test from CNS NYMy execution times. **CNS NY VPS to IC Markets NY4 Server

**My VPS specs: CNS NY, Trader’s VPS Standard Edition, 4 cores 2GB ram, Win server 2012

My execution times may be faster than yours because CNS NY servers and IC Markets servers are directly connected, so trade orders do not have to be sent via the internet. Instead they are sent via local area network (LAN) which is faster. I recommend you select a broker that is ONNET or has a direct x-connect with the VPS provider.

Also I am using a Win 2012, so compared to Win 2003 VPS, my execution speed maybe 50 to 100ms faster.

Live and demo execution times are different!

Demo orders are only sent to the MT4 trade server and back, so they cover only half the distance of a live orders. Naturally, demo execution times then to be half of a live order. (I’ve seen 75ms on demo)

Live orders must be sent to the MT4 server and must wait for confirmation that the order is filled by the counter party (or liquidity provider). This takes a longer time naturally. Demo orders are assumed to be filled once they reach the MT4 server.

 

7 thoughts on “Trade Execution Speed Tester

  1. Sam

    You mentioned that:
    “Also I am using a Win 2012, so compared to Win 2003 VPS, my execution speed maybe 50 to 100ms faster.”

    how do you conclude that win 2012’s execution speed will be 50 to 100ms faster than win 2003?
    is it because of the windows version?
    or are you referring to the VPS difference between the two knids of vpss that CNS offer? the standard version which has 4 cores and more ram and the win 2003 version that has 2 cores?

    Reply
    1. Linton Post author

      Hi Sam,

      “how do you conclude that win 2012′s execution speed will be 50 to 100ms faster than win 2003?
      is it because of the windows version?
      or are you referring to the VPS difference between the two knids of vpss that CNS offer? the standard version which has 4 cores and more ram and the win 2003 version that has 2 cores?”

      Yes I conclude it is because of the difference in windows version. Windows 2003 has much less network input/output capacity compared to Win 2012, so naturally with more capacity, your execution speed will be quicker.

      However, I agree with you that there will be a different between execution speeds of Standard vs Value edition. For sure, because one has 4 cores vs 2 cores –> more processing power. It is just that I have not had the chance to test this out, and see what is the impact it has on execution speed.

      Cheers,
      Linton

      Reply
  2. yan

    Hi, interesting post! What do you think about the next?
    About 2 months ago I was comparing live and demo accounts on Alpari UK. The execution speed was absolutely the same up until 0.4 lot during news (even on nfp).
    It never went above 450ms from my click until the deal was made. I had about 80ms ping to their servers.
    Recently I also compared live and demo accounts on Activtrades.
    The execution on demo was about 100ms, on live never less than 500ms and many times up to 10 seconds! I had about 80ms ping to their servers and I compared 0.01 lots during normal hours.

    What do you think? And how do I actually find a broker that is going to execute in no more that 200ms from my click to deal and during news.

    Reply
    1. Damo

      I yan, I’m looking for the same solution, could you reply here if you found it?
      how do I actually find a broker that is going to execute in no more that 200ms from my click to deal during news?

      Reply
  3. Katia91

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    I can write interesting & unique posts for you.
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    Reply
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    Reply
  5. Jeff

    We’re a broker and we’d like you to test our execution speed vs the rest of the market. We think we’re the fastest! Can you try us out?

    Reply

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