Let's say someone came up with a very powerful trading system that requires the fastest connection possible to all major exchanges. This would include places like Philadelphia, Chicago and New York. First, I am wondering what a direct connection to CME would cost? Also, would it be advantageous for one to move to a location that was at some midpoint between the three most major areas (including Chicago and New York). How much would a leased line into New York and Chicago run, and how many milliseconds would it shave off a standard internet connection?