The data centres will almost certainly stay in New Jersey with the rest of the US equity trading infrastructure.

Well, the most important US equity market is in Aurora…

What is this a reference to?

It looks like CME's HQ is near Millennium Park in the center of Chicago, not part of Aurora (CO, IL, OH, IN, MO, NE, NY, or OR).

Cme runs their matching engine out of a datacenter in aurora il

CyrusOne off of I-88.

https://www.cyrusone.com/data-centers/north-america/aurora-i...

(gives 350 E Cermak a run for its money, and can't beat the 'burbs over downtown chi)