I want to judge ic markets execution during scheduled news without relying on one off stories. I’m planning a simple community log for slippage, requotes, and platform freezes.
My draft fields: pair, order type, lot size, platform and server, VPS or home, ping, time in UTC, news event name, spread right before and right after, requested price and filled price, slippage in pips positive or negative, any requote or freeze duration, and a redacted screenshot or MT4 MT5 journal lines. For stop orders, include the stop distance at the moment of trigger. For cTrader, depth snapshot if you have it.
If we collect a few weeks, we could publish medians by session and by event. Anything missing from the fields above, and who’s willing to post a sample?
Log requested price filled price and spread snapshots.
Your fields cover most of what matters. I would add request method market or stop, and the exact platform log line for the fill. In MT4 MT5 you can export the journal to a file and include the timestamp and order ticket. Record spread 5 seconds before and 5 seconds after. Capture ping and CPU load to rule out local issues. For cTrader, note the venue code if shown. With enough samples, compute median slippage by event, by side, and by lot size, plus the 90th percentile.
To turn logs into a verdict, group reports by event type like CPI, NFP, rate decision, and by session. Exclude outliers where ping exceeded 200 ms or screenshots are missing. Report median slippage separate for buys and sells. Add a stability score based on freezes longer than two seconds per 100 trades. Share week by week charts so changes are visible after updates.
I can post two weeks of logs during London open.
I run MT5 on a VPS, so ping is steady. Tell me the exact format and I’ll follow it.
Include whether orders hit stop or limit protection. That explains some big gaps around news.
From past tests on EURUSD during CPI, my average slip was around 0.6 pip on 0.5 lot with stops. Market orders were worse.
Take at least 30 samples per event before judging.