Abstract

continent. 1.4 (2011): 239. In 1998 the Securities and Exchange Commission authorized electronic exchanges. Not only did this give day traders access to buy and sell securities from their desktops, it also made it possible for high powered Wall Street traders to program algorithms to make trades at speeds on the order of milliseconds.(1) The advent of automatic algorithmic trading, now known as high-frequency trading, has vastly accelerated the already increasing speed and volume of trading. This project was an attempt to capture in an ephemeral and environmental way the dizzying acceleration of networked markets. The change in the daily closing value of the Dow and daily trading volume were each set to control a sine wave oscillator between 20 and 800hz. The oscillators were combined to ‘sonify’ the data, creating a changing noise reflecting the daily change and trading volume of the market. The resulting sound is somewhat tedious until the trading volume begins increasing in the 60s and then becomes increasingly complex as high-frequency trading and market volatility set in during the 1990s and 2000s. NOTES 1.  Charles Duhigg. “Stock Traders Find Speed Pays, in Milliseconds.” New York Times . July 23, 2009