Support Board
Date/Time: Sat, 11 Jan 2025 20:49:04 +0000
Post From: Dark Pool/ Block trades ( US Equities)
| [2016-12-23 22:13:33] |
| Neo - Posts: 198 |
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These trades can be reported to the SIP moments later and appear on the raw consolidated tape. Brokers who route to dark pools will report the transactions in T&S ( eg Interactive brokers), but a typical retail data vendor( IQ feed) will filter them out and class them as a Non-last-qualifying trade. -What is your stance on these type of trades? -Does the SC data feed report the FINRA ATS/ Non-ATS dark pool trades? -I can see that they are not currently reported based on intra-day data, however, is this because they are being filtered out? Attached is an example to show the extent to which these trades appear and are reported by the likes of IB Vs what would be displayed in the SC data feed. |
 IB block trades.png / V - Attached On 2016-12-23 20:56:41 UTC - Size: 152.75 KB - 489 views Attachment Deleted. |