Prop Firm Spreads and Latency Concerns

Question

Anyone else noticing discrepancies in spreads and execution latency between their funded account with a prop firm and their personal live accounts with their own brokers?  It's becoming harder to replicate strategies that rely on tight spreads for $EURUSD scalps.  Specifically, seeing wider effective spreads during high volatility and some noticeable slippage on market orders. Wondering if this is just the nature of prop firm execution or if certain firms are genuinely better optimized.

obi_k · Accepted Answer

I've definitely noticed this. It's frustrating when you've optimized a strategy on one platform only to have it underperform on a prop firm's feed due to execution differences. I've started factoring in a wider expected spread and higher slippage into my backtesting for prop firm accounts.

jpetrovic · Answer

I've definitely experienced similar issues, especially with scalping strategies. It makes you wonder if some prop firms intentionally route orders differently or have less favorable liquidity providers, making it harder to consistently hit targets that depend on tight spreads and minimal slippage. Have you tried comparing execution reports side-by-side?

emerging_eva · Answer

It's a common complaint with some prop firms; they often have different liquidity providers or less favorable conditions than what you'd get with a retail broker focused on individual traders. You really need to factor in their specific execution costs when designing strategies.

Prop Firm Spreads and Latency Concerns

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