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»Forums Index »Archive (2017 and earlier) »Data and Content Support »trades from dark pools

Author	Topic: trades from dark pools (9 messages, Page 1 of 1)
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 09:21 AM Msg. 1 of 9 Hi, I was wondering if trades from dark pools show up in the data feed? If so, does it show immediately, or is there a time delay? Are they marked with a different flag? thanks, Steve
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Nov 18, 2011 09:39 AM Msg. 2 of 9 Hi Steve, That is an interesting question, but the answer is no, trades from dark pools do not show up in our feed.
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 10:14 AM Msg. 3 of 9 Thanks Todd. Does the dark pool volume at least show up in the daily or 1 min values?
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Nov 18, 2011 10:16 AM Msg. 4 of 9 Steve, Excuse me, but I need to clarify the above answer: At this time, IQFeed includes the volume for these transactions out, but not the prices. These are considered to be non-last-qualifying-trades and are not stored in IQFeed history.
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 10:26 AM Msg. 5 of 9 Thanks Todd. Is there a definition for non-last-qualifying trade? I tried googling it, but couldn't find anything :)
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Nov 18, 2011 11:22 AM Msg. 6 of 9 Steve, Each exchange defines a set of trade conditions that they publish in their feed documentation that identify trades which shouldn’t be counted as normal trades. By "Non-last-qualifying trade," we mean a trade that does not qualify to set a “Last” price. And since it doesn’t qualify to set a last, it also does not set an Open/High/Low/Close.
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 02:46 PM Msg. 7 of 9 great thanks for the info!
max -Interested User- Posts: 8 Joined: Aug 6, 2011	Posted: Nov 27, 2011 03:02 PM Msg. 8 of 9 Hi i don't know nothing about dark pools so i'm sorry if i write silly questions, i'd like to know if there are trades from dark pools on ES also . thanks :)
DTN_CurtisT -DTN Technical Support- Posts: 323 Joined: Jun 14, 2007	Posted: Nov 28, 2011 08:12 AM Msg. 9 of 9 Hello Max, the answer above, would be for all symbols and exchanges within IQFeed as they are considered non-qualifiying last trades. If you have any other problems or questions please let us know. Thanks. Curtis Thompson support@iqfeed.net support@dtniq.com Trading Markets Customer Service 1-800-397-7000 x3614