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.
that's so much! this is on the road to what I want..I wonder if there is a site which would show volume of dark pool only.
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.
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
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.
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.