function   OnTransReply (reply)
        orders[reply.trans_id].tr_receive_time =  os.clock ()    
         local  latency = (orders[reply.trans_id].tr_receive_time - orders[reply.trans_id].tr_send_time) *  1000 
 end   

ticker_list = "AFKS,AFLT,AGRO,ALRS,APTK,.... и ещё много акций....."

function OnTransReply(reply)
    if reply.sec_code~="ABRD" then --пришлось отфильтровывать
        if orders[reply.trans_id]==nil then         
        else
            orders[reply.trans_id].tr_receive_time=os.clock()    
            local latency=(orders[reply.trans_id].tr_receive_time-orders[reply.trans_id].tr_send_time)*1000        
            toLog (log, reply.trans_id.." x="..orders[reply.trans_id].x_number.." zaderzhka "..latency)    
        end
    end
end

внутри main:

for sec in string.gmatch(ticker_list,"%a+") do
--анализ
--отсылаем заявку, засекаем время 

end

function OnTransReply(reply)
        orders[reply.trans_id].tr_receive_time=os.clock()    
        local latency=(orders[reply.trans_id].tr_receive_time-orders[reply.trans_id].tr_send_time)*1000
end