your question about fastest order validation is all based off your algo going from blue to green? aren't there many things going on in between?
Sorry for late reply 2rosy, and Businessman - I was traveling in china for a few weeks. @2rosy Well once the order is blue, it is on IBKR server and my algo has completed its process and any time delay is potentially on IBKR at that point. There could simply be delay between ibkr and my screen not updating, when in reality my order is live before I see it, but really just wondering if order validation speed was something that any specific broker is known for or if I would need to go DMA if I wanted to really have full control. Not that it is worth doing that for me @Businessman Ah good point, I am using IBKR Smart routing to get hopefully NBBO instead of specifying an exchange, that seems like the likely suspect for latency.