Standard PSA about "Flash Boys". If you are interested in HFT you are better off quite literally not reading that book than reading it. It is very biased and largely inaccurate.
If you want to read narrative non-fiction about HFT, "Dark Pools" by Patterson, which also has its mistakes, is much better.
There are several books which speak about HFT at a high level. If you are curious about the actual mechanics of stock exchanges and (a bit about) how various parties make their money, I wrote a bit about it at http://falconair.github.io/2015/01/05/financial-exchange.htm...
If you want to read narrative non-fiction about HFT, "Dark Pools" by Patterson, which also has its mistakes, is much better.