interesting, I do wonder how do u manage to get trades from dark pool when they are in fact not reported and internalized (not a market structure expert here)
@@spotgamma How are you identifying buying vs selling? With higher DPI you say it's possibly bullish, how are you determining that buying is happening? I thought fintel just shows overall volume. I purchased a trial of the software just trying to understand the DPI information a bit more .
By virtue of what dark pools actually are, or are supposed to be (trading venues designed to process large-volume orders without generating negative market impact for the customer), there are no live data available for anyone, not even other dark pools (in fact, specifically not other dark pools). Finra reports the data with a two week delay and that is the only data you can get.
Are ETFs included? Lots of dark pool activity there, which can indicate overall market (or sector) sentiment, or even commodity sentiment in commodity ETFs. Example: SLV Great service..Thank you.
By virtue of what dark pools actually are, or are supposed to be (trading venues designed to process large-volume orders without generating negative market impact for the customer), there are no live data available for anyone, not even other dark pools (in fact, specifically not other dark pools). Finra reports the data with a two week delay and that is the only data you can get.................. ?????????
Impressive works. Do you have backtest performance using DPI in a hypothetical portfolio? Will try free trials.
we do have some back data. happy to share, particularly if you'd share results!
@@spotgamma yes please. I'll DM
Do you know of any studies / backtests on dark pool % buying vs. performance for individual stocks?
Hi Peter - we've conducted a few studies ourselves which produce compelling results. Some more info here: spotgamma.com/dark-pool-faq/
This URL doesn't work.
interesting, I do wonder how do u manage to get trades from dark pool when they are in fact not reported and internalized (not a market structure expert here)
off exchange trading is reported to FINRA each night.
@@spotgamma How are you identifying buying vs selling? With higher DPI you say it's possibly bullish, how are you determining that buying is happening? I thought fintel just shows overall volume. I purchased a trial of the software just trying to understand the DPI information a bit more .
@@spotgamma SO THE DATA IS NOT LIVE.......todays numbers is yesterdays data..........???
By virtue of what dark pools actually are, or are supposed to be (trading venues designed to process large-volume orders without generating negative market impact for the customer), there are no live data available for anyone, not even other dark pools (in fact, specifically not other dark pools). Finra reports the data with a two week delay and that is the only data you can get.
Are ETFs included? Lots of dark pool activity there, which can indicate overall market (or sector) sentiment, or even commodity sentiment in commodity ETFs. Example: SLV
Great service..Thank you.
yes they are for sure!
Love it mate HAGW 🦄🦄🦄🦄🍷
By virtue of what dark pools actually are, or are supposed to be (trading venues designed to process large-volume orders without generating negative market impact for the customer), there are no live data available for anyone, not even other dark pools (in fact, specifically not other dark pools). Finra reports the data with a two week delay and that is the only data you can get.................. ?????????
Omg