I was wondering if anyone here keeps track of their connection latency to their futures brokers, delay from quote servers, or have some idea of order processing times. I'd really like to hear what kind of numbers people are logging. Also, if any of you are willing to PM me order entry and/or data server URLs, I'd love to see what sort of routes and times I actually get. Around here, it sounds like Rithmic takes their speed & data quality the most seriously. They claim a <250us delay to create an order... but Vision (and IB Optimus?) say they have an order execution time of <0.5s, which is a 2000x increase. I assume that's from going through "risk management" before the order is forwarded on to the exchange? Still, the additional delay seems a bit excessive. Is this really the best retail traders can get? Are all Rithmic brokers going to be the same in processing speed? People report TT's API has good data and speed too; anyone have info on fill times with a certain broker and TT? ...and while we're at it, I've got to ask about OpenECry, they've offered some great rates and I've got a pretty good connection to them, but I'm a little worried about their API and actual execution speed... Did anyone read all that?