If you are on a Magento Community edition, the speed of your order download into ShippingEasy is dependent on the download speed of the server you're hosting your Magento store on.
If your server is slow, it takes a while for ShippingEasy to make a connection and access the orders within your store. This could be a server issue on the store's end indicating there may be a problem.
You can easily check the speed of your server by accessing your website. If the page is slow to load, the server may need to be updated.