The reason I thought high pass filter was because the OPAMP (as i understand it) works best when the frequency is higher rather than lower.
Quote the opposite really, opamps are designed principally as DC amplifiers, the frequency
response can be quite poor, especially for instrumentation amplifiers like the INA125,
which are optimized for DC precision. For stabilitiy many opamps start losing
open-loop gain at a few 100 Hz.
A high pass filter removes the DC information completely which is all you care about in
a strain guage amp really!