What is the brand & model of the computer? What operating system (home vs. professional, etc.)?
Do you have any extra junk installed like the software that often comes as an extra with a new PC? How about extra junk like screen saver applications or atomic clock or clock sync applications, etc. Do you have antivirus installed, if so which one?
How are your power settings configured? Are your screens configured to turn off at times?
Is this lag during any specific times (like around high market activity or news events) or is the lag just after a period of inactivity? Does anything on your computer have timeout or session length settings?