Support Board
Date/Time: Sat, 11 Jan 2025 17:50:04 +0000
Dark Pool/ Block trades ( US Equities)
View Count: 1907
| [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. |
| [2016-12-23 22:21:19] |
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Not sure about this. We need to ask Barchart about this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-12-24 05:40:02] |
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Answer: It's not available on any of the feeds we get.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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