"Unreported" Trades on the tape, dark pools?

Discussion in 'Data Sets and Feeds' started by b4tty, Oct 5, 2021.

  1. b4tty

    b4tty

    On the Time and Sales on Interactive Brokers a lot of trades come through highlighted as yellow which indicates its "unreported"

    From IB website this is defined as:
    "The "Last" price for trades that occur under certain circumstances such as being part of a spread trade, a trade reported late, or some other special condition trade, are not shown in TWS market data, but by default will now be displayed in Time & Sales for the underlying. These "unreported last" ticks are identified in Time and Sales by a yellow tick dot."

    Is this going to be trades from dark pools?
     
    murray t turtle likes this.
  2. rb7

    rb7

    No.
     
  3. %%
    WONDER what the ''special conditions trades'' are??
    Could be like the $500 k property that the insurance Co sold for $1.00\unusual sale for sure. Dont know.; insurance co said they ''had a good year''
     
  4. b4tty

    b4tty

    What are they then? I can't work it out and can't find any resources online
     
  5. rb7

    rb7

    Usually, trades that were done out-of-sequence (adjustment, late, as-of, etc.), or on legs for spread. Crosses (or from so-called dark-pool) are seen as regular trade, sometimes marked with a Crossed marker.