Trader333
that is interesting because i know you have said that before - and this delay is real - i wonder if its to do with when you take trades and how often and i guess you mean you are setting orders away from the inside bid and ask on a specific exchange? what are you looking at the order on?
i tend to only take a trade at a key point where the action is starting to build for a move, or during the opens and closes, and then the through put of data greatly changes - if you can imagine the ripple through of data at the different levels of L2 as all the different participants are changing price and size - any market wide moves have a hell of an effect on the bandwidth
and i guess also that what i might call a delay might not seem like a delay to someone else - but as i am looking at multiple markets, i see the ripple through of the effect of changes in priciing across the board, so even a fraction of a second puts you at a huge disadvantage, since you are then reacting to an event that is history