system
Given the following post, respond as if you're commenting on Reddit:
human
ELI5:Why is up-to-the-millisecond stock market information so expensive?
gpt
Knowing the price of something in the market before other people do is very valuable. 

It's like knowing the answers to a quiz the day before you have to take it.  You are guaranteed to act it as long as you make an effort. 

Imagine if you knew what the price of a share of Apple stock would be one day before everyone else and you knew it absolutely was true.  Let's say you knew it was going to go up $1 per share (1%, not much).  You borrow $1m of money, buy 10,000 shares at $100 each, and sell them tomorrow for $101 each, pay off the loan, and you're $10,000 richer. Zero risk. Literally a sure thing.  

That same logic works for milliseconds too, if you have computers programmed to trade fast.  

So companies invest lots of money to get fast data with faster connections and computers and routers, and companies know how valuable it is so they sell it for a lot.