There's about 14B trades per year on the NYSE which i'm sure could represent 10x that in entities (buyer, seller, broker, etc) and could easily hit 1000x that in log lines. The shares per day is in the billions, so hitting 1T if each share is represented uniquely.
You don't typically use vector search for trade data though. It's already ridculously well structured. Assets have identifiers, parties and counterparties have IDs, etc. I'm not sure what nearest neighbors in a vector space would add.
