With increasingly efficient columns, eluite peaks are increasingly narrower. To take full advantage of this, choice of the detector response time and the data acquisition rate a.k.a. detector sampling frequency, have become increasingly important. In this work, we revisit the concept of data sampling from the theorem variously attributed to Whittaker, Nyquist, Kotelnikov, and Shannon. Focusing on time scales relevant to the current practice of high performance liquid chromatography (HPLC) and optical absorbance detection (the most commonly used method), even for very narrow simulated peaks Fourier transformation shows that theoretical minimum sampling frequency is still relatively low (<10 Hz). However, this consideration alone may not be adequate for real chromatograms when an appreciable amount of noise is present. Further, depending on the instrument, the manufacturer's choice of a particular data bunching/integration/response time condition may be integrally coupled to the sampling frequency. In any case, the exact nature of signal filtration often occurs in a manner neither transparent to nor controllable by the user. Using fast chromatography on a state-of-the-art column (38,000 plates), we evaluate the responses produced by different present generation instruments, each with their unique black box digital filters. We show that the common wisdom of sampling 20 points per peak can be inadequate for high efficiency columns and that the sampling frequency and response choices do affect the peak shape. If the sampling frequency is too low or response time is too large, the observed peak shapes will not remain as narrow as they really are - this is especially true for high efficiency and high speed separations. It is shown that both sampling frequency and digital filtering affect the retention time, noise amplitude, peak shape and width in a complex fashion. We show how a square-wave driven light emitting diode source can reveal the nature of the embedded filter. We discuss time uncertainties related to the choice of sampling frequency. Finally, we suggest steps to obtain optimum results from a given system.