Name a good data provider? My broker is IB, so I wouldn't' count on them. Does https://squeezemetrics.com report DP trades within moments?
No they do end of day data. I don't think they think very highly of real-time block trade stuff, and after seeing Stock Whisperer and stuff like that I'd tend to agree (unless it has something to do with a new option position... that's interesting). Yeah IB definitely has it.
Remember Back in The Day, The Floor Traders Would spot a paper runner, and jump in front of him? dark pools avoid this. shoo fly!
Looking at the order clarification, most of these "block trades" look like hedged options positions. Real-time data costs more, that's probably why they are only reporting EOD. When you signed up to HFT Alert, what was the data feed you had to sign up for?
I'm going to assume, if this wasn't clarified already, that they mean whether it was at the bid or the ask. If so, I could see using the liquidity-taker as being a more active way to define whether a transaction was a "buy" or a "sell."
Exactly. The block trade stuff doesn't make sense to me as a pure methodology because of this. And yeah even if the people have realtime, they probably don't want to bother paying to stream it to people unless there's interest. I think this is the point yeah.