Nanex has a lot of research on high frequency trading. Below is the rise of HFT machines, computer trading programs, from 2007 to 2012. There's no legend, but the x-axis is time (9:30AM to 4PM trading hours) and I believe the y-axis is millions of shares traded.
Australian dollar rebounds as “no landing” evaporates
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DXY is fading again: AUD firmed gain: JPY shorts are getting squeezed: The
oil headfake is over: Taking down metals: Miners eked out gins with stocks:
EM...
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