Measuring Latency in .NET Without Fooling Yourself: Stopwatch, Percentiles and Coordinated Omission
"Sub-millisecond" is the most common number in trading software marketing, mine included. It is usually true and it usually answers a question nobody asked. The interesting questions are: sub-millisec
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Arnold Holm
I turn your trading setup into an MT5 bot with your prop firm's daily and max loss rules built in. Try it free on demo first.
The fixed-rate test should also keep timed-out and rejected orders in the report. A histogram of completed fills alone can look faster when the slowest requests disappear. Record each intended request and its final status, then show the timeout/rejection counts beside the latency percentiles. That makes the tail visible even when no fill arrives.