How to set the request start time with HAProxy?

You can't do that right now, though it will be possible after we can pass SSL info because we'll permit to pass any dynamic information in a header. This piece of information would as well be the current time.

If you absolutely need this, it's not terribly difficult to implement in the code. Ideally it should be done in the function which is also able to send the server name in a header, so that in case of connect retry or redispatch, the time is updated, though that does not seem critical.

Oh and BTW, why don't you simply use haproxy's logs as everyone to measure your precise processing time ? It does exactly what you need with more details (eg: split connect/processing/transfer) without having to change anything in the server, and with more accuracy (having two machines synchronized at less than 1 millisecond is not easy).