It will page for a new message every 15 minutes. So if you check it, with 14:59 until the next check, you might not get your message.
If you keep the app in the FOREGROUND, you'll get them instantly. In other words, if you leave the app opened, then put your phone to sleep right then, messages will be much faster, but you will drain battery way way faster.
It's a trade off. I leave it in the back if I'm at work busy or whatever, and am online "just incase". I wasn't going to IM them back right away anyway. If I WAS going to IM them right back anyway, and sit there and type out IM's, I'd probably have the app in the FOREGROUND anyway, which makes the IM's appear much more close to INSTANTLY. No problems with eBuddy here. It's to note that always-on Mobile is necessary to not disconnect.