From just a single exchange you can reach up to 1 million messages of order book change per second

https://www.nasdaqtrader.com/snippets/inet2.html

   Message Volume  1,684,103,265
   Messages per Second  1,134,640
   Order Volume  871,875,595
   Orders per Second  581,696
   Share Volume  12,814,454,760
   Executions per Second  193,350

I worked in this sector and volume of data is a real challenge, no wonder you often get custom software to handle that :)

Thanks for the insight!