This work presents the usage model in high frequency trading mechanisms concerning goods of agricultural origin. The aim of this study is to verify this type of solution on the basis of historical data covering the period from Options varying in both the horizon and the time interval have been considered. The best results have been achieved with respect to the historical time horizon for appointing the benchmark proportion of securities and exceeding one day, as well as one-minute time interval. It is worth emphasizing that the investment issue constitutes a very complex problem influenced by a large number of factors. Owing to this fact, no universal mode of conduct guaranteeing profits may be unequivocally indicated. It is possible only to define a scenario, which shall prove effective with a substantial degree of probability.