It means they are tightly wound and fast paced.
New Yorkers live in an accelerated way due to great economic movement of the city. Therefore, they are a population that has already survive great challenges. In this way, they have learned a lot from life.
Quoting E.B. White, Here Is New York:
"There are roughly three New Yorks. There is, first, the New York of the man or woman who was born here, who takes the city for granted and accepts its size and its turbulence as natural and inevitable. Second, there is the New York of the commuter—the city that is devoured by locusts each day and spat out each night. Third, there is the New York of the person who was born somewhere else and came to New York in quest of something. Of these three trembling cities the greatest is the last—the city of final destination, the city that is a goal. It is this third city that accounts for New York’s high-strung disposition, its poetical deportment, its dedication to the arts, and its incomparable achievements. Commuters”
