I created an order using the sample API DDE, I changed the 'Transmit' attribute to 1. Yet when the order is sent, it takes something like 6-7 seconds after the order reached TWS for it to be transmitted. Why?
I am not sure but I think it is not related to your DDE links or your order attributes. Have you tried with different instruments? I remember I had this problem with Copper. I was sending orders on 30 different symbols and copper orders remained stuck for 10 seconds