Thermocouple wire itself does not have a response time. If you were to weld the two wires together to form a sensing junction and if the weld bead that was formed were no larger that 2.5 times the diameter of any one wire leg you might see a response time of about 4.5 seconds on an AWG 24 wire. If the wire size is larger the response time will be longer, conversely, smaller gauge wire can yield a faster time response. This again is determined by the method of forming the sensing junction where the two wires meet.