Data from different markets

[Bruttagente]

Simple question: is it possible to fetch and use data from different market(s) and execute order on another one?
eg. I would like to take market data from bitfinex.BTC-USD + bitstamp.BTC-USD (or just one of them) and then execute my orders on gdax.BTC-EUR. It sounds strange I know, but I noticed a little delay (one minute or two) between the first two and GDAX: when a new trend in the very short period is present in bitfinex/bitstamp, it is then present in GDAX aswell. It could be maybe interesting to test something like this

[rverhe]

Hello bruttagente, this is very interesting what you say. Do you noticed this differences in other exchanges to? Like bittrex / poloniex oid..

[Bruttagente]

@robsske Well, actually I only trade on GDAX, and only on BTC-EUR pair. I don't know if other exchanges have the same delay.
In my day trading I always keep bitfinex and bitstamp opened in other monitors, and when I see a major new trend (up or down) it is time to place my order on GDAX. Usually in a minute, or just a little bit more then a minute, the same trend will repeat on GDAX.