Dark pools

S

stockmarketfan

is there a link someone can supply where it lists either the most active stocks (volume) which was done in dark pools, or a general list detailing volume done on dark pools specifying which stocks? trying to find which stocks are traded via dark pool this most
thanks
 
Off-exchange volume, including that of dark pools, is reported on "Trade Reporting Facilities" (TRF's), the largest of which is administered by Nasdaq. Find a monthly, per-symbol summary under "Monthly Statistics" on this page:

http://www.nasdaqtrader.com/trader.aspx?ID=marketsharedaily

This off-exchange volume includes dark pools, internalization (i.e. brokers trading against their own clients), and payment-for-order-flow deals with market makers on the part of the big retail brokers. I don't think there's a public breakdown of where exactly the TRF volume comes from (at least at per-symbol granularity), but if anyone knows otherwise, then please post it on this thread.
 
There won't be any reporting facility for algo's like this one :
CS CROSSFINDER+ Credit Suisse
Seeks liquidity from Crossfinder and an ever increasing list of both independent and broker owned dark pools.

Do you think brokers will let information leakage of volume or time or names of their customers in their own dark pools.Or the big banks like CS or DB providing sophisticated algorithms aggregate the flow to be seen by anybody.
 
There are daily reports that are emailed out to customers, if you have a connection to the dark pool chances are your broker can get you the daily report. They are all sent either an hour or so after the close or next day before the open. They are kind of ambiguous but they will all tell you what the most actively traded stock was in their dark pool on any given day.

I currently get daily emails from Credit Suisse (XFINDER), Knight and UBS but they are probably available from others as well. If you want to see what they emails look like so you can decide if its helpful reach out and ill forward some to you.
 
Quote from ac1987:

There are daily reports that are emailed out to customers, if you have a connection to the dark pool chances are your broker can get you the daily report. They are all sent either an hour or so after the close or next day before the open. They are kind of ambiguous but they will all tell you what the most actively traded stock was in their dark pool on any given day.

I currently get daily emails from Credit Suisse (XFINDER), Knight and UBS but they are probably available from others as well. If you want to see what they emails look like so you can decide if its helpful reach out and ill forward some to you.
More...

Why not post one report here ?
Would like to see how it looks like.
 
Quote from Georgi90:

Why not post one report here ?
Would like to see how it looks like.
More...

Quote from gmst:

+1
I second that request.
More...

I cannot easily post the file but here are the most actively traded stocks from UBS in order of most to least:

AMAT
BAC
FB
SPY
RAD
XLF
ZNGA
MSFT
JPM
BBRY
MU
GE
YHOO
CCL
CSCO
EMC
EEM
F
INTC
SIRI
CIG
IAU
RF
GLW
VALE
AMD
MS
RHT
MRK
GM
EWJ
EWT
WFC
GRPN
C
CX
WAG
GDX
MOS
VZ
IWM
PFE
HPQ
ODP
FTR
POT
JCP
CMCSA
EFA
T
ORCL
TSM
XRX
NFX
EZCH
KBH
TLM
ESRX
XLP
ATML
VWO
PHM
PG
NTAP
SCHW
FNFG
JNPR
KO
LUV
KEY
NOK
PBR
UPS
EMR
BBY
VOD
NBR
FCX
KMX
FXI
ABBV
AA
MTG
X
CIM
CY
CBL
ARCP
SWN
NEM
S
COG
M
WMT
BSX
NWSA
NRF
DOW
CSX
CVX


Credit Suisse will also tell you the fulfillment rate and Knight will also give some further information
 
Quote from ac1987:

I cannot easily post the file but here are the most actively traded stocks from UBS in order of most to least:

AMAT
BAC
FB
SPY
RAD
XLF
ZNGA
MSFT
JPM
BBRY
MU
GE
YHOO
CCL
CSCO
EMC
EEM
F
INTC
SIRI
CIG
IAU
RF
GLW
VALE
AMD
MS
RHT
MRK
GM
EWJ
EWT
WFC
GRPN
C
CX
WAG
GDX
MOS
VZ
IWM
PFE
HPQ
ODP
FTR
POT
JCP
CMCSA
EFA
T
ORCL
TSM
XRX
NFX
EZCH
KBH
TLM
ESRX
XLP
ATML
VWO
PHM
PG
NTAP
SCHW
FNFG
JNPR
KO
LUV
KEY
NOK
PBR
UPS
EMR
BBY
VOD
NBR
FCX
KMX
FXI
ABBV
AA
MTG
X
CIM
CY
CBL
ARCP
SWN
NEM
S
COG
M
WMT
BSX
NWSA
NRF
DOW
CSX
CVX


Credit Suisse will also tell you the fulfillment rate and Knight will also give some further information
More...
I can't see any use of this.... . Block trades, volume and time are still obscure, if you are not using their algos at least.
 
Quote from stockmarketfan:

is there a link someone can supply where it lists either the most active stocks (volume) which was done in dark pools, or a general list detailing volume done on dark pools specifying which stocks? trying to find which stocks are traded via dark pool this most
thanks
More...

You asked for "lists either the most active stocks" that is what I gave you...

Dark pools are referred to as hidden liquidity for a reason, all they will report is the most active and some will give fulfillment rates.
 
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