HFT Statistics: One Fifth Of All Canadian Trading Is High-Frequency

December 16, 2012 4:34 am

We had spotted multiple stats on HFT before – we spotted this interesting stat today:

“One-fifth of all Canadian trading is high-frequency trading, says the nation’s biggest regulator.
And such traders produce 94 percent of all order message traffic and account for 36 percent of all volume in U.S. inter-listed securities, according to a study by the Investment Industry Regulatory Organization of Canada.”

Source: HFT Review

How do we digest this stat? Try this: HFT does not exist in isolation. In today’s inter-connected trading world, given a 70 percent plus share in US trading volume, it is obvious that the concept would ‘spread’ to other markets.

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