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我们正在通过一家新的自营交易公司运行一些算法，这家公司是英国相对较新的入场者。入职过程有点笨拙，KYB 文件比预期时间长，但最终还是通过了。我们现在看到的问题是在高波动事件期间出现明显的延迟，特别是在 $EURUSD 和 $GBPUSD 上。这不仅仅是报价滞后，而是实际执行滑点，严重影响了性能。我们已经与现有设置进行了基准测试，这家公司始终滞后。有没有其他人遇到过新自营交易公司出现这种情况，或者有什么建议可以向他们提出关于其基础设施的具体问题，而不是标准的“你们的服务器托管在哪里”的套话？想知道这是否是他们与流动性提供商关系中的系统性问题，还是完全是其他原因。
It's not uncommon for new prop firms, especially those just getting their infrastructure fully optimized, to struggle with high-volatility events. Did you stress-test their execution capabilities before committing serious capital, or did you just jump in after the KYB?
It's not uncommon for newer prop firms, especially those expanding rapidly, to experience growing pains with infrastructure during peak volatility. Have you tried comparing their execution with a different liquidity provider's average during those same high-volatility windows?
It's not uncommon for newer firms to struggle with infrastructure under stress, especially during major market events. Have you tried comparing their execution reports to a deeper liquidity provider's average slippage during similar high-volatility periods?
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