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Learn — tick data latency

Tick data latency — how feed delay affects what you see on your chart.

Tick data latency is the delay between when a price event occurs at the broker's matching engine and when that update arrives on your screen. Even small delays mean your chart is showing a past state of the market — not the current one.

For most traders on longer timeframes, this delay is imperceptible. For scalpers and news traders, it is the gap between the price you think you are entering at and the price the market has already moved to.

See the plansNetwork path explained
Feed delay
The gap between market reality and what your chart shows.
Round trip
Your platform polls the broker — latency determines how fresh the data is.
Consistent
A clean route keeps feed updates arriving at predictable intervals.

What tick data is and where the delay comes from

Every time the price of an instrument changes at a broker's matching engine, that event is a tick. The broker's server sends that tick update to your trading platform. Your platform receives it and updates the chart. The time between the price changing at the broker and the chart updating on your screen is the tick data latency.

The source of the delay is the network path between the broker's server and your machine. The further you are from the broker's data centre, and the more variable your ISP's route, the older the price on your chart at any given moment. On a 100ms latency connection, your chart is always showing you the market as it was 100ms ago — a gap that is invisible on daily charts and significant on M1 charts during fast moves.

When tick data latency matters for trading decisions

For swing traders on H4 or daily charts, tick data latency is irrelevant. The price on screen is close enough to current to make no practical difference. For scalpers working M1 charts, tick data latency is the difference between entering when you think the move is happening and entering after the move has already happened.

News events compress this problem. During an NFP release, the price reprices multiple times per second. A platform receiving tick data 200ms late is showing prices that are significantly behind. The chart looks like a valid entry level. The actual current market is already past it.

How a proxy reduces tick data latency

A proxy node near the broker's data centre receives tick data updates faster because the path from the broker's server to the proxy node is short and direct. Your platform's feed travels from the broker to the proxy node — a few milliseconds at data centre interconnect speeds — and then through your residential connection to your screen. The variable transit section of the path is removed. Feed updates arrive at more consistent intervals, and the lag between market events and your chart updates is reduced.

Read it like a trader

If your chart shows a different price than your order confirmation — especially at news time — tick data latency is one explanation. The chart is receiving updates on a different path than the one your orders travel. A proxy aligns both paths through the same clean route.

The honest scope

Tick data latency is one source of chart inaccuracy. It is not the only one.

Brokers may also apply price smoothing, requoting, or feed prioritisation that creates chart-to-fill discrepancies independent of network latency. Tick data latency is the routing contribution to that problem — the part that a cleaner path can reduce. The broker's own processing is a separate factor.

  • Tick data latency scales with route distance — the further from LD4 or NY4, the more delay.
  • Jitter in the feed path causes irregular tick update intervals — the chart feels "sticky" or jumpy.
  • A proxy near the broker's DC reduces both the average delay and the jitter in feed delivery.
FAQ

Tick data latency is the delay between when a price event occurs at the broker's matching engine and when that price update is delivered to and displayed on your trading platform. It is the gap between market reality and what you see on screen.

If your chart is showing prices that are even 100-200ms behind the broker's current prices, the entry you see as available may have already moved. For scalpers and news traders especially, acting on delayed feed data means trading on a chart that doesn't reflect current market conditions.

Yes. A proxy that routes your connection closer to the broker's data centre reduces the round-trip time for feed updates. Your platform receives tick data faster because the path between the broker's server and your screen is shorter and less variable.