In the past 2 days I tried out the demos of Ninjatrader with both zenfire and tt, and the OEC platform. Somehow I get filled alot faster with OEC platform than NT. For example. I want to go long on es and put my limit on 1295, while its moving between 1295 and 1295.25 the whole time. OEC would fill it within like 1-3 secs while the NT demo wouldnt even fill it after 30 secs. Is this normal and would it also occur with the retail version of NT? Or is the caused by latency issues between Europe and USA? I live in europe. I hope reallym like to know an answer, since this will determine the broker I pick!
The delay or not filling of an order is based on NinjaTraders internal simulation engine that you are using. I suspect your also using the simulation of OEC's platform. I can say that NT uses a number of variables to model how orders are filled in real-time. I would be very hesitant to rely on any simulator that will fill limit orders in a few seconds. In contrast, orders filled in the real market is dependant on the market.