AlgoVestaGlossary › Sub-second execution

Order Execution

Sub-second execution

Placing an order in under one second from receiving the signal, reducing the price drift between signal and fill. For example, acting in well under a second keeps the entry near the signalled level. Measured on AlgoVesta: an alert is received and parsed almost instantly, the order reaches MetaTrader 5 in about 1 second, and a crypto exchange in about 3 seconds — most of that being the exchange's own confirmation.