is fill time broker dependant ? "order goes from the client computer to Zen-Fire computers where it is, in fact, checked for available margin and other authorizations http://www.elitetrader.com/vb/showthread.php?s=&threadid=170297&perpage=6&pagenumber=2 how long does the "checked for available margin and other authorizations" take ? JJW: Though there is variation from deployment to deployment and even within a deployment, the median time taken to process an order (the time just after the Rithmic infrastructure first recevies an order to the time just after that order is sent to an exchange) - which includes the various margin checks and other authorizations to which I alluded previously - is generally less than 900 microseconds." http://www.elitetrader.com/vb/showthread.php?s=&threadid=170297&perpage=6&pagenumber=3 Jonathan Walden - Rithmic 1 second = 1,000,000 microsecond [µs] 1 microsecond [µs] = 0.001millisecond [ms]