Dark Pools can they be tracked?

Discussion in 'Trading' started by kp95, Mar 16, 2018.

  1. rb7

    rb7

    Maybe, but dark pools are not all at the same place. Each broker has its own. And by definition, these orders are not 'exposed' to the public.
     
    #11     Mar 16, 2018
  2. kp95

    kp95

    I’m aware, but there should be something out there that takes everything into account like an index. The closest thing I found was squeezemetrics DIX that uses a relatively good theory. But the cost for the system is around 1400 per quarter year. You can see the transactions being placed in time and sales so I was thinking what other websites or services would offer this type of data?
     
    #12     Mar 16, 2018
  3. it's a dark market for money laundering and corporate embezzlement. and in dark market insider information and profits are unknown

    dark markets are just private markets that isn't 'public.'

    if they don't report to SEC? and the SEC allow these 'dark' market to exist? then they are unregulated markets. SEC only regulates trades in 'public' markets or exchanges. dark markets or private markets are not the SEC problem or jurisdiction.
     
    Last edited: Mar 16, 2018
    #13     Mar 16, 2018
  4. that hedge funds or brokers make money is doing lots of trades to generate 'commissions' for the firm or themselves.

    dark pools is just scam term,, no dark pools. they the brokers want more commissions via dark pools trading as information isn't public. trades etc aren't 'public' to retail or institutional clients. it's mostly broker to broker trades. client has no idea what they paid for the shares how much was traded. it's buyer beware market.

     
    #14     Mar 16, 2018
  5. They report to FINRA. Most within seconds (those that aren't are the out of order and trigger stops like it's their job).
     
    #15     Mar 16, 2018
  6. kp95

    kp95

    Not only do brokers make money from commissions, but any trader can as well. If a trader chooses the correct exchange depending on your broker, the trader can essentially receive commission back to trade, some exchanges offer this, its being aware to which ones do this. And you can see on the "lit" market which sales are dark orders.
     
    #16     Mar 16, 2018
  7. kp95

    kp95

    by sales I mean transactions.
     
    #17     Mar 16, 2018
  8. ajacobson

    ajacobson

    As @beerntrading said they report via the Finra TradeReportingFacility - TRF. Many pools - like Fidelity's Luminex won't accept retail flow - some will. Many only want pure buy-side.
     
    #18     Mar 16, 2018
  9. piezoe

    piezoe

    Not true. The client still directs the sale or purchase, specifies a price or price limit. These are often large fund trades shopped by brokers to other funds, for example.
     
    #19     Mar 17, 2018
  10. Occam

    Occam

    Correct. And the info as to which trades are dark is included in the SIP data and any quote system that chooses to redistribute SIP data with the exchange attribute set in the trades. The trades with the exchange as the TRF include both dark pools and internalizers/wholesalers -- i.e., all non-exchange volume.

    The trades for the dark pools are reported, but the orders are not.
     
    #20     Mar 22, 2018