There's increasing emphasis on low(er) latency regarding live feeds and order transmissions. I believe a fixed line, for example, is better than an internet connection to exploit low latency.
Two questions: Is there a significant difference between fixed line and broadband/internet?
If so, would upgrading broadband improve speed?
Possibly. Firstly, have you tried other data feeds, would be my immediate thought? ADSL should give you latency around 50-100ms. There's not a hell of a lot you can trim off that, and less that you'll notice.
Secondly, DO NOT use WiFi if you care about latency. It's around 20 times slower than cabled, doing tests at work, and home gear is likely to be much slower than that. Also, you'll get packet loss, which depending on whether your feed uses TCP or UDP, may well result in some horrific latency as TCP slows itself down until it doesn't see packet loss.
ISP will make a difference; while they all go into one multiplexer at the exchange, they do get fished back out again somewhere deep in the bowls of hell/BT. I use names.co.uk, who are fantastic, but best in the UK is meant to be Zen if you absolutely must have every last bit of edge.
Router is also worth thinking about; I use Netgear. Linksys are meant to be good, Cisco make professional level products (they do a suitable router at around £250, and you'll probably want a pro to set it up, but it will be rock solid once set up). Once had a D-Link router; it was a nightmare to set up, but incredibly fast (but you WILL need a networking pro to set it up; someone who understands how to deal with the internal DNS cache not cleaning out properly and how to disable it and reconfigure the DHCP server to provide the correct settings).
If latency is a major issue, you could also look at co-location, where you host a computer with say Telehouse (which could be considered the main Internet hub for the UK), and it does all your processing and only has to send the results over your relatively slow connection.