HFT traders are actually physically positioning their systems to be as unhindered by physics as possible. They likely have servers in DC just to check ir.eia.gov, and definitely have servers at (or as near as possible) to the exchange on direct lines with trading systems.
I'd be shocked if anybody big was doing that. There are news agencies (Reuters, Bloomberg, etc.) that get the reports early and sell exchange-quality news feeds. People subscribe to those news feeds, and at the appointed time, messages go out to the subscribers.
