Вот тоже цитатат из статьи о hft и скоростях на которых они работают - из первоисточника
Critics say HFT uses their speed advantage to get between buyers and sellers, effectively scalping a spread that would have been available to other participants. HFT has also been criticized for creating the illusion of liquidity: HFT firms enter and withdraw large numbers of orders within milliseconds.
_http://www.reuters.com/article/2013/08/23/us-markets-forex-hft-idUSBRE97M0YJ20130823
ПыСы: такие скорости возможны только при торговле по биржевому принципу, о чем мы тут с самого начала разговора и говорим...