Lag appeared to be dropping rapidly a couple minutes ago. Fell form 30+ and settled around 28 and is hovering.
Is it possible the lag is caused by too many people updating their orders simultaneously?
It would need to be a hell of a spike in order changing.
I don't know what percentage of orders are short-lived, in that they are either market orders or Bid or Asks who almost immediately get filled.
I suspect most orders are short-lived - just a hunch.