This is where they are... https://www.cmegroup.com/trading/colocation/co-location-services.html?redirect=/colo https://www.generictrade.com/cme-group-data-center/
A dedicated server is probably quicker than a VPS. You could write code to the TT API colocated at CME aurora.
Yes correct I’m a scalper myself looking for a way to reduce slippage. My strategy is profitable but hit and miss due to slippage. Even a little reduction would reap benefits.
So what are you doing? You are using the generic front end at home or in their office? They seem to have a very fast connection to CME, are you using that or are you using the internet?
I’m trading from home. Longer term trades made thus far are fast and easy. But have never scalped through them. Only tested my strategy on their demo.