Broker execution scoreboard
Broker execution scoreboard
Measured broker execution
Based on 84 real fills across 1 connected account, OANDA Japan shows a median fill latency of 19ms. Everything below is measured from broker-reported order history and tick data — here's the full methodology. It is not a paid review; there are no affiliate links.
Where your executed price landed vs the price requested.
Not enough slippage data to split fills yet.
Monthly medians on the broker’s most-traded symbols — medians, so one news spike doesn’t repaint a month. Points are symbol-specific: switch symbols with the chips, don’t compare across them.
median fill latency (broker-side, order received → filled)
median spread from the closest pre-fill tick
Data completeness: latency 100% · spread 99% of fills (missing values come from brokers without ms timestamps or tick history).
| Symbol | Median slippage | ≈ per 1 lot | p95 slippage | Median latency | Avg spread | Fills |
|---|---|---|---|---|---|---|
| XAUUSD | N/A — insufficient evidence | — | N/A — insufficient evidence | 19 ms | 543.8 pts | 84 |
Measured from real fills: requested vs executed price from order history, latency from broker millisecond timestamps, spread from the broker’s closest pre-fill tick. Unsupported metrics remain N/A and expose their observation, account and coverage counts on hover. History is broker-reported.
Across the trailing 180-day cohort, OANDA Japan has a relative score of 50/100 against other measured brokers on the same symbols, based on 2 of 3 measured components. It is a cohort comparison, not an absolute quality grade.
From real fills on connected accounts: slippage compares each order's requested vs executed price in symbol points; latency is the broker's own order-received to order-filled millisecond timestamps; spread uses the closest pre-fill tick in the broker's history. Every displayed metric needs 30 observations from one account.
On the scheduled refresh cadence — hosted accounts sync every 3 hours during weekday daytime, less often overnight and weekends. Each new fill is included after the next refresh. The monthly charts use medians, so one news spike doesn't repaint a month.
Want your own fills in these numbers? Connect an account read-only — your broker's stats sharpen with every fill, and you get the full trade journal on top.