Does IC Markets handle order execution better during Fed announcements?

Last NFP report, my limit orders on another broker got ignored for 15 seconds. Considering switching to IC Markets - has anyone stress-tested their execution during major news? Do their servers handle the spike in orders without excessive requotes or slippage? Looking for concrete examples from the community’s volatility tests.

25ms faster than my old broker.

Community tests from Q2 show:

  • 94% of market orders executed <120ms during ECB meetings
  • Average slippage: 0.8 pips on EUR/USD
  • 12% requote rate (lower than industry 18% average)

Key advantage: Their NY4 server cluster handles North American news best. Avoid London servers during Fed events. Use the server benchmark tool here to pick optimal locations pre-news.

Less slippage than XM but more than Pepperstone.

Ran a test during last FOMC:

  • Placed 10 market orders simultaneously
    8 filled <0.5s avg
    2 delayed by 1.2s (still better than previous broker)

Their VPS option reduced latency by 38%. Worth the $15/month if you trade high-impact news regularly.

The community’s speed comparison tool verified these results against live trader data.