It doesn't bother me that much really but if we want to be pedantic the literal rendering would be be "train at great speed" - this would make your point more pronounced.
If you want to be pedantic, the preposition à serves about twenty different roles (per the dictionary), so even a literal translation will have to pick the right word, not just one of its homonyms.
At is not the right word, even if you're translating word by word.
I just wanted to reply how wrong you are and that the OP's version would be literal if "de" was used instead of "à" but just writing that made me realize that I'm completely wrong and you are totally right. That's a rare moment and I decided to celebrate it by making this comment. Thank you!
At is not the right word, even if you're translating word by word.