Do any of you know what percentage of futures contracts trade in a dark pool? In particular, NQ and GC.
I'm not aware of any Dark pools on any CME symbols. As far as I know all trades go through Open Outcry, Globex or Clearport. Clearport is not a dark pool. They are Privately Negotiated Trades.
No idea. Not interested to know. Not important to know. NQ & GC have good liquidity. Just focus on the charts. And avoid trading when the market is trendless / choppy / jerky / spiky. If you trade low liquidity futures, then better get worried.
All three show up in time and sales. What we call a block trade and what they do, might be defined differently. https://www.cmegroup.com/clearing/o...de-types/block-data.html#tradeDate=2023-02-27
Got it, I really appreciate your input. Let me just ask it plane then, I think I may have twisted up my original question. What I'm trying to figure out is this, are there any sales that do not show up on time and sales data for NQ and GC? I thought there were some of the dark pool trades that do not show up on time and sales, trying to confirm if my understanding is correct or incorrect. Again, I appreciate your input!
I understood your question. My answer remains the same. I'm not aware of any Dark pools on any CME symbols.
Anyway as the post is in `order execution` I read today in a book from 2013 or so that dark pools are factored every day, that means that the volume EOD(End of the day) take into accounts dark pools and if big transactions occur, they MUST appear in the bar. Is this correct? Looks strange to me in 2023, because as far as i know have to be published after a number of hours( i guess more than 24)