Darkpool exchanges

Discussion in 'Data Sets and Feeds' started by swings.io, Oct 27, 2021.

  1. swings.io


    Hi all, my data feed provider has the following exchanges:

    BATS BYX Exchange
    BATS BZX Exchange
    BATS EDGA Exchange
    BATS EDGX Exchange
    CBOE Stock Exchange
    Chicago Stock Exchange
    Consolidated Tape System
    Financial Industry Regulatory Authority
    International Securities Exchange
    NASDAQ OMX BX Stock Exchange
    NASDAQ OMX PSX Stock Exchange
    NASDAQ OMX Stock Exchange
    National Stock Exchange
    NYSE MKT Exchange
    NYSE Arca
    New York Stock Exchange
    The Investor's Exchange

    When I stream the data I do not see transactions that are from dark pools. I am using WeBull time and sales as a comparator and generally I am only seeing the same transactions that come through there.

    my question is:

    1) Are none of the above dark pool exchanges?

    2) I had read that such orders had to be passed declared to FINRA?

    3) would having OTC exchange enable me to see dark pools?

    4) are there any providers other than polygon that offer darkpool exchanges?

    5) does anyone have a list of dark pool exchanges?
  2. Robert Morse

    Robert Morse Sponsor

    1#. FINRA on your terminal might be reporting ATS - Alternative Trading Systems, which include Dark pools. #2. That might be correct, we report them as ADFN on Lightspeed Trader. #3. No. #4. I'm not sure how to respond. Are you looking to see time and sales or send orders to Dark venues? We do both. #5. I only have a list of what we send orders to, there are too many to list. We can send orders to Instinet, Virtu (ITG and NITE), Credit Suisse, PDQ and a SMART Dark route that hits a few. https://www.lightspeed.com/pricing/routing-fees/. On other software we can send ALGO orders to VIRTU, Barclay and Fox River.
  3. swings.io


    thanks for the reply.

    I am looking to stream dark pool transactions in real time as they are reported.

    if all institutions must report this to FINRA and I have access to the FINRA ATS feed. This in essence means I should be seeing these dark pool transactions as they are reported to FINRA? Am I correct?
  4. Robert Morse

    Robert Morse Sponsor

    That sounds correct. May I ask what value you get out of it, as these trades can come from many sources and might be delayed. They can even be paired with options blocks.
    Nobert likes this.
  5. swings.io


    Ask me about the value once I get the feed running at the moment I’m just experimenting with a the tools at my disposal. Thanks for your responses, really helpful.
  6. I am also interested to know about the value, plz share when you start getting the results.