We define \emph{engineered simultaneity}: the construction of a system that requires temporal comparison of events at spacelike-separated locations, implements this comparison via an implicit simultaneity convention, and represents the result as an objective measurement rather than a conventional choice. We show that the National Best Bid and Offer (NBBO) -- the regulatory cornerstone of U.S. equity markets -- is an instance of engineered simultaneity. The NBBO requires determining ``current'' prices across exchanges whose spatial separation places their price events outside each other's light cones. Special relativity proves that the temporal ordering of such events is frame-dependent: there exist inertial reference frames in which the NBBO differs from the value reported by the Securities Information Processor. The impossibility is not approximate; it is exact and unavoidable within the causal structure of Minkowski spacetime. General relativity compounds the impossibility: gravitational time dilation introduces frame-rate discrepancies between exchanges at different altitudes, and recent work on indefinite causal order in quantum information theory undermines the premise of a fixed causal structure altogether. We formalize the special-relativistic argument using the causal precedence relation, connect it to Lamport's theorem on distributed ordering, and note that approximately \$5~billion per year in latency arbitrage profits are extracted from the gap between the NBBO's implicit simultaneity convention and physical reality.

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