How do I check if my latency is spiking at certain times?

Run a 30-second ping to your broker's server hostname every hour for a trading day. Log the average RTT each time. Plot it — the pattern will be clear. Tools like PingPlotter can automate this.

Is after-hours trading more reliable because of lower latency?

For execution quality, yes — if your broker is active and has liquidity. Lower backbone congestion means more consistent RTT and lower jitter. Whether the market conditions suit your strategy is a separate question.

My latency only spikes on Fridays at 13:30 UTC — why?

NFP (Non-Farm Payrolls) is released at 13:30 UTC on the first Friday of each month. The event generates massive traffic spikes on financial data networks. This is the most extreme example of event-driven congestion. Run your ping test during the release and you will see the spike.

Can my ISP do anything about this?

Not directly. Your ISP routes packets based on their routing table and peering agreements. Unless you pay for a private circuit (leased line), your traffic shares the backbone with everyone else. The most impactful change you can make is to use a proxy with Equinix peering — that changes the path, not the ISP.

Does a VPS in London have less congestion than my home connection?

It depends on the VPS provider's network. A London VPS on a provider with good Equinix LD4 peering will see less congestion than a consumer connection. But not all London VPS hosts have equivalent peering. The safest bet is to use TradersProxy, which handles the Equinix peering layer for you.

After-Hours Latency Spikes to Broker

Why Your Latency to the Broker Spikes at Certain Times of Day

The same connection to the same broker server can show 20ms RTT at 8am and 90ms RTT at 4pm. Your hardware did not change. Your ISP did not change. The network did — because the internet's backbone links carry different amounts of traffic at different times, and your packets take less efficient routes under congestion.

TL;DR

Network latency to your broker fluctuates with internet backbone congestion. The same route that takes 30ms at 3am takes 80ms during the London-New York overlap because billions of packets from millions of users are competing for the same fibre links. This is not a problem with your connection specifically — it is a property of the shared public internet.

Why latency varies through the trading day

The internet is a shared resource. When you send a packet from your home to your broker's server in London, that packet travels through your ISP's network, then across one or more backbone providers, then into the Equinix LD4 facility. At each hop, routers queue packets when they receive more traffic than they can forward instantly. During high-traffic periods, those queues get longer — adding milliseconds at each hop. Your broker's server has not changed. The path has changed under load.

Peak congestion: London session and the overlap

The London session (07:00–16:00 UTC) is the highest-volume trading period globally. The NY-London overlap (13:00–17:00 UTC) is the peak of that peak — both the highest trading volume and the highest internet backbone traffic. Traders connecting to LD4 brokers from the US, Asia, or Africa during this window typically see their highest daily latency readings. See our broker DC reference for datacenter context.

How it affects your trading

The problem compounds: the London-NY overlap is precisely when you most want tight fills (highest liquidity, biggest moves) but also when your latency is highest. News events scheduled for 13:00–16:00 UTC (NFP, FOMC, BoE) are the worst case — maximum market speed combined with maximum congestion. Learn more about slippage during news events.

After-hours: when latency drops

Asian session (22:00–07:00 UTC) sees significantly less backbone congestion on the UK and US internet infrastructure. Traders who run overnight EAs connecting to LD4 or NY4 brokers often see their best execution during these hours — not because the broker is different, but because the path is less congested. If you notice your EA fills better at 2am than at 2pm, this is the likely explanation.

How to reduce time-of-day latency variance

Option 1: Accept it. For swing traders, session-based latency variation is irrelevant. Option 2: Time your manual entries away from peak congestion windows when possible. Option 3: Use a proxy with peered connections to Equinix. TradersProxy nodes use dedicated peering at the Equinix internet exchanges (IX), which bypass some of the public backbone congestion. A connection routed through Equinix IX peering sees less variation than a purely public-internet path. See our MT4 setup guide for configuration. Learn more in our latency and jitter guide.