all of the books I have seen posted on here are a waste of time. you need to be reading quantitative research papers (white papers) on HFT and quantitative computing. as well as limit order books etc. they are out there you just need to google and do your own research. it is all free so why not look around yourself like I did and find what you need.
at the end of RESEARCH papers they have citations with names of other researchers who also have more research papers and you can check OUT the cornell college database. YOU mkight actually have to think for a change to find what you need instead of just having people give you what they took their own time to find. but trust me. It is all there and out in the open. You can also research the cme website and the companies who offer their services for a fee to the HFT. it is out there just become an investigator and do what an investigator would do to find out INFORMATION. it has never been easier to get the info. IT ISN'T SECRET because 99.99999% of traders and companies could never compete on the same level.
Exactly try doing that without colocation. I remember way back in compsci programmers were rounding beyond banking requirements, depositing drop off into personal accounts. Scalping comes in different forms. It's been around for a long time until they adjust the laws, then people are fined and go to jail.
Price in it's most purest form of a 1 lot trade in the futures. the tick to trade can trade off it.. we cannot no way man so you say well put your order in before.. that doesn't matter they will gme your order that they will just bid or offer 1 lots at different levels searching for your stop and boom off to the races they are and then rinse and repeat.
I discovered this video few days ago and really picked up lots of concepts new to me. Particularly a concept of "Delta Momentum" aka "Premium Spike", was completely new, which is an effect that when price action breaks out it breaks out much more in price of option premiums then in price of underlaying. That automatically means that one can make more money by executing scalps on 0DTE Options then with just Futures or ETFs. While for sure retail trader can forget about HFT, they can still do Near-HFT that Josh Greenwald mentions in that interview, which is probably very closely intertwined with Order Flow reading. As well nowadays one can hire co-location servers at reasonable prices ( some advertised on this forum ). And certainly if one is using NinjaTrader and C# for his strategy development he can have a looka at excellent MZpack add-on that is specifically made for Order Flow and Limit Order Book machinations.