On Lightspeed Trader, we report trades from alternative trading systems (ATS) with the market tag "ADFN". We do not have a filter to remove trades that are reported from any exchange or non-exchange. There are a lot of trades in dark pools and these ATSs, as you can see from this random screen short of AAPL. As far as I can tell, there were times and sales from those trades and I have no reason to believe that were not "real".
Thanks Guru. I have been investigating this for a couple weeks now. So as far as all other data sources: the first few times, I checked them all. Now, a dozen cases later, you are correct, I haven't been bothering. Lately I just compare my two main screens: my trading platform on the left and my charting platform on the right (I use TD TOS for charting and scanning). In terms of multi-platform confirmation: next time I see this, and I'm not in the middle of my first priority (trying to make some money), I will go back to capturing all the evidence and post here. Not necessarily expecting anything revelatory from that, but want to assure those who might be interested that this is, in fact happening as I have described. If for no reason beyond managing my own credibility. Thanks for your thoughtful responses. I would encourage others, especially if you have seen the specific symptoms of immediate onset of high volume (5-10X or more) and major price movement occurring at 7am and 8am, and lasting only a couple minutes or so, to comment if you can clarify or add anything. OTOH- if anyone feels this is all unremarkable, perhaps you can share with a somewhat new trader, why such things happen at these particular times. Stay safe and healthy...