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yes, you are only able to act on what you know when you know it. Even for those who are colocated they can only hope to be able to act on the exact times that the exchange publishes in its fix logs. If your data center is miles away your network latency is stochastic and you can trust that it...

So the hot topic is to build your own database of tick or bars or trades to optimize your automated strategies. Many places I know of buy tick data from vendors. Problem with this is that the data you buy from exchange re-seller will give you back testing results that are too optimistic. The...