The frontiers of high time resolution Astrophysics are rapidly expanding, moving from the traditional X-ray Astronomy to more and more wavelengths. The study of X-ray variability in X-ray binaries has represented - and still is - one of the most powerful tools to study the accretion flow in the vicinity of compact objects. Recent optical variability suggests an important role played by the jet in these systems. However, in optical and ultraviolet light the emission from the outer accretion disk can strongly contaminate the jet signal, while at longer wavelengths, the variability will be smeared out in time as it comes from far out in the jet. Infrared variability studies are thus ideal for looking at jet variability on the fastest possible timescales. Thanks to newly available detectors, fast infrared and mid-infrared photometry is now possible. This is opening a new exciting window to study the geometry and the Physics of relativistic jets and their connection with the accretion flow. I will present the first results from a large ongoing fast-timing multi-wavelength project, and discuss possible physical interpretations. I will show how this type of data already allows us to put quantitative constraints to the jet geometry and physics, and discuss the great potential of new observations in the near future.