Whatever? You think after 3 weeks that all he needs to understand is the difference between paper and cash accounts? Typical ET
well, ask if he is having the same problem in a real account. My guess is the answer is, "I don't know, I'm just trading paper right now."
You are completely wrong. In my paper trading account I had no delay at all. It is my live account that is experiencing delay.
I use smart all the time via TWS and executions are instant if marketable. If you are detecting a delay more than once in a blue moon, something is wrong with your setup.
If the OP is getting filled at a subpenny (when the fills are to the fourth decimal place as you say. For example $20.0675) then you probably got filled at a dark pool. If IB or the exchange routing strategy are routing you to dark pools before the REGNMS lit markets it can take an eternity because they go to each one by one until they exhaust their options and then hit the displayed quote at the exchange with the liquidity in question. It really depends what exchange or exchanges had your ask price and if your order exceeded the total liquidity available and how IB's "SMART" routing works. After you switch to TWS you may also want to look at IB's routing configuration before you start trading to maximize your fill, if that is what you want. Hunting for price improvement or best rebates can slow you down as your order might be split up and take longer to fill or miss the order. https://www.interactivebrokers.com/...ebook/configuretws/configure_smartrouting.htm
When I used DAS I created various hotkeys to buy at the ask and routed via EDGX. The fills seemed very accurate with zero delay. Maybe the issue you are having is setting the hotkey to "ask plus .01?" Have you tried removing the extra parameter and just set a hotkey for buying at the ask (limit) without the added .01? Perhaps that will help execute the order faster.
Just my 2 cents Didn't see anyone mention this, but what stock are you trading? If the stock has very low volume, there will be a delay when getting filled on any order - market order included. P.S. SMART routes suck. If you want to place a market order, do it through one of the routing exchanges, such as ARCA, BATS, EDGX, etc