Aside from the heated politics of this issue, it seems any de-prioritization (or non-prioritization) of our trade data packets could significantly affect aggressive short-term traders. Trades and price changes occur in milliseconds and even slight delays could have a significant impact on busy volatile markets and fast markets. Most if not all of the current third-party datafeeds are often inadequate during fast markets already imo because of the latency between the time of the trade and the time we receive them, coupled with the additional delay that is created by very heavy server loads during significant market volume/volatility bursts. I'd be happy to be wrong, very relieved actually, but it seems that changes in neutrality of internet data packets could put individual traders, like most of us, at an increased disadvantage to those firms who have dedicated lines to the exchanges' feeds, as well as the co-locators, who actually have their electronic trading computers directly in exchanges to minimize latency. Thoughts?