No, you ordered the speed yourself. There are two futures snapshots in a second, so the prices of the two snapshots may be different. The price comes out to the futures company server, then to the software, then to the futures company server, and then to the exchange quotation machine after you see that you want to place an order. This takes time, so short-term customers demand high speed, not to mention high programming frequency, not to mention the need for futures company software, directly take futures company trading seats and buy the first-hand datafeed of the exchange themselves. Therefore, the data speed requirements are subtle.