> it takes my packets to flow, somebody edges in the queue and inserts trades to make me have to deal with them for some increment of price This is the biggest

> it takes my packets to flow, somebody edges in the queue and inserts trades to make me have to deal with them for some increment of price This is the biggest mistake people make when talking about HFT. At no point in time does someone see your order before it hits the exchange (unless you’ve specifically agreed to trade that way & even then they are obligated by lots of regulation to execute in particular ways to protect from that agency problem). No HFT is taking pennies from your order. If you send a limit order through the book you will get filled at the best price available up to your limit.