Is there a good resource to check out the physical location of each individual option exchange ? Trying to find this and also write a script to send orders and measure the latency to see if there is correlation.
Equinix data centers - where the servers live and hopefully you broker is colocated. Futures options are different and I don't believe anyone runs their own data center - pretty much everything is leased.
CME sells its main data center near Chicago for $130 million Gossip was they spent 10X to build it. As a public company, you can probably search their EDGAR filings. https://www.chicagobusiness.com/art...main-data-center-near-chicago-for-130-million
This will not help you as you are sending your orders to your brokers' server for routing, not direct. Also, exchange matching engines are not located where their offices are. I assume you are asking about equity options not options on futures?
Your internet hops will provide a larger delay than your broker's order router. Your order will not go from your desk to the CBOE.