Stats › Active, passive and flows › High frequency trading

No US regulator has published an HFT share since 2016

TABB 2006: 26%26%TABB2006NASDAQ small 08: 18%18%NASDAQsmall 08NASDAQ large 08: 42%42%NASDAQlarge 08SEC 2010: 50%50%SEC2010TABB 2009: 61%61%TABB2009ESMA 2013: 43%43%ESMA2013CRS 2016: 55%55%CRS2016

The two lowest bars are the only actual measurements from exchange data. The higher figures are vendor estimates or unattributed. Nothing has been published since 2016. Sources as listed below.

High frequency trading is a share of volume that everyone quotes and nobody currently measures. The last official US figure is from 2010, and the widely repeated 55% comes from a 2016 report with no attribution. The only real measurement found 42% in large stocks.

over 50%, 2010Last official US estimate
55%The figure everyone quotes
42%Measured, large stocks
18%Measured, small stocks

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