Quote from StopLoss:
If speed is what you're after, you would need to collocate to different places depending on products. Chicago for futures and commodities and NY/NJ for US equities, etc.
Collocating is expensive and they give you the rack or cage and the cross-connect, you need to do the rest (networking, servers, etc.).
For a small operation you could fit in a machine or two, I would talk to your prime-broker and see if they have space they leave. GS I think will still lease space for smaller setups to capital markets firms who need collocation space.