What is latency in trading

What is latency in trading?

In trading, latency is the time it takes for market data to reach you and for your orders to reach the exchange and return with a response. Lower latency means faster updates and faster execution, which can reduce slippage.

Why latency matters

  • Faster execution: Orders hit the exchange sooner.
  • Lower slippage: Less price change between click and fill.
  • Better queue position: Improves odds in price–time matching.
  • Strategy fit: Scalping and arbitrage need lower latency than long-term investing.

The two paths where delays occur

A) Order path (you → exchange → you)

  1. Your device/app (phone/desktop/API)
  2. Your network (Wi‑Fi/mobile/wired broadband)
  3. ISP & internet hops (routing to broker)
  4. Broker systems (gateway → OMS/RMS risk checks)
  5. Exchange gateway (order accepted)
  6. Matching engine (order queued/matched)
  7. Acks/fills return back along the same route

Delays can come from device load, Wi‑Fi quality, ISP routing, broker queues/risk checks, exchange queues, packet loss/retries.

B) Market‑data path (exchange → you)

  1. Exchange broadcast
  2. Broker/feed handler (normalizes data)
  3. Distribution (to web/app/API)
  4. Your device/app renders it

Delays can come from vendor hops, broker processing/throttling, internet path, and device rendering (heavy charts/indicators).

Common latency terms

  • Market‑data latency: Time for a new quote to reach your screen.
  • Order‑to‑ack latency: Time from clicking Buy/Sell to receiving acknowledgement.
  • Tick‑to‑trade (algos): Time from price update to your order leaving the system.
  • Round‑trip time (RTT): Full loop—your app → exchange → response.

Example

Both traders want to buy 1,000 shares at ₹100. Trader A has ~300 ms order‑to‑ack latency; Trader B has ~50 ms. Trader B’s order reaches the exchange about six times faster, improving the chance to fill at ₹100. If the price ticks up during the delay, Trader A may pay more or miss the trade.

Checklist: common causes of delay

  • Home/office network: Weak Wi‑Fi, mobile data, overloaded routers.
  • ISP routing: Long paths, congestion, packet loss.
  • Device limits: Old hardware, heavy background apps, many browser tabs.
  • Broker load: Peak‑hour queues, risk checks, throttling.
  • Exchange conditions: Long queues during events/auctions, circuit limits.
  • API code: Synchronous calls, excessive I/O, rate‑limit backoffs.
  • Chart rendering: Heavy indicators/layouts delaying screen updates.

How to reduce latency

  • Prefer wired broadband (Ethernet) over Wi‑Fi/mobile when trading.
  • Keep your device lean: close heavy apps/tabs; update OS and the trading app.
  • Avoid VPNs/proxies; use a fast ISP and nearby DNS where possible.
  • Choose the right platform: APIs/desktop for speed‑sensitive flows; web/mobile for convenience.
  • Simplify charts/layout (fewer heavy indicators) in fast markets.
  • Use limit and protective orders; plan ahead around major events.

Tip: Use a wired broadband connection and keep your trading layout light to avoid self‑inflicted latency.

What if…

ScenarioWhat you should know
You are an arbitrage traderVery low latency is essential—delays can erase the edge.
You are a scalperMilliseconds matter; use wired internet, lean layouts, and defined orders.
You use algorithmic strategiesOptimize tick‑to‑trade: efficient code, asynchronous I/O, and batched order management.
Data feels laggyCheck Wi‑Fi strength, CPU usage, browser tabs, and indicator load first.
Order acks are slowCould be ISP/broker load or exchange queueing—compare order‑to‑ack vs data times; try desktop/API.

Last updated: 08 Nov 2025

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