IB's chat service is useless: question about algos

Can you suggest any vendors who would provide volume level at the security/option level?

I wonder how they track grey/black pools off-exchange trading activity? one is surely just limited to the lit market right?

 

dark pools need to report the execution to finra immediately.

 

Thanks for that. Found the data here: https://otctransparency.finra.org/otctransparency/Agreement

Which ATS(es) have the deepest US options liquidity would you say?

 

I remember options being a call around market...broker shows. But that was many years ago

 

Just curious, what is the mode of the trade size (most common number of contracts traded per trade)? Is it one contract? It's certainly much less than (volume/# trades). Thanks.

 

ISO's - generally done sans payment - some retail firms can do a small variant. Generally, you bypass the smart routers - which may be an intent - and go directly to the venues.

 

Actually I was asking about the most common number of contracts traded per trade. Does anyone know what that might be? It's certainly much less than (volume/# trades). Thanks.