Not sure which frame you're using - is it possible that there is too much play between the fabric and the needle plate? I have to be sure to adjust the height of my take-up roller so there's just a finger-width between the fabric and the bed of the machine. Have to move my roller up as I get more of the quilt on the take-up roller.
With too much space between the fabric and machine bed, depending on the speed you're going, you may be bending the needle just enough to break it.
And then, there's the story of my first machine on the frame - a Pfaff GrandQuilter - the plate covering the feed dogs was misaligned just enough to catch the edge of the needle each stitch. Ended up breaking a dozen needles before I saw the mangled feed dog cover ...