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TenKay

10/02/23 8:20 PM

#66597 RE: shamalamadingdong #66595

Dark pool trades are recorded to the consolidated tape.

https://en.m.wikipedia.org/wiki/Dark_pool#:~:text=Dark%20liquidity%20pools%20avoid%20this,over%2Dthe%2Dcounter%20transactions.

Dark pools are recorded to the national consolidated tape.


So I have no idea where you are getting your off exchange data from.

A major source of off-exchange trades are internalized trades by broker dealers.
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TenKay

10/02/23 8:41 PM

#66598 RE: shamalamadingdong #66595

I just figure out the difference. The daily trading volume of 16 million is split adjusted, the off exchange of 94 million is not.

The split adjusted off exchange volume for June 23 is 10.4 million or about 65% of the trading volume.