Dark Pool Prints and Block Trades

Gain insights into institutional trading activity with BlackBoxStocks’ Dark Pool Prints and Block Trades data.

We have recently added Darkpool prints and block trades to our alert stream. These are very large prints that signify a large block of stock has traded hands.

How to Use

First, find the Alert Stream in the far-right hand module of the platform by clicking the bottom left icon. The alert stream is found in the same panel as the community chat.

You will notice on the Alert Stream panel that there are alerts fitting your filter criteria ordered by recency.

Next, click the green ‘filter’ button and check ‘DARK POOL PRINTS/BLOCKS’.
You can find helpful information at the following:

Dark Pool Key

What is a Dark Pool? Here is a good link to information on Dark Pools: https://www.investopedia.com/terms/d/dark-pool.asp

We alert when a large Block of (100k shares or $50M) and $5M of stock is traded. If that trade is reported on the ADF (Alternative Display Facility) we mark it as a Dark Trade.We do not report the opening and closing prints.

Dark Block

General ADF reported trade

Dark ISO

ADF reported trade with ISO (Intermarket Sweep Order) Designation

On ISO orders:

AA – Above Ask
BB – Below Bid

Helpful information can be found below:

https://en.wikipedia.org/wiki/Intermarket_sweep_order

Dark AvgPrc

ADF reported trade where multiple orders are filled and reported as one

Unusual Very Large Block

Block trades over 4M shares that meet minimum dollar value will be labeled Very Large, or a calculated combination of shares and dollar amount

Unusual Dark Block Activity

Our system monitors average Dark Pool volume by stock, and if a particular stock has an unusually large amount of DP volume, we will alert

SP1,SP*

For the tickers

We alert when Dark Blocks meet criteria that suggest the trades occurred overnight but are just reported. We label these with SP and a number that counts the number throughout the day.

More Information on reporting can be found here:

https://www.finra.org/industry/trade-reporting-faq#404

Dark Pool Relative Volume Profile

We have also recently added the dark pool relative volume profile! This proprietary indicator makes it easy to see the prices at which the dark pool and block trades have occurred. We collect and add the data each day to this profile and our database currently goes back to Jan 2020.

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