Support Board
Date/Time: Thu, 16 Apr 2026 20:08:35 +0000
Post From: Denali Consolidated Tape — dark pool / ATS trade inclusion and sale condition access
| [2026-04-16 13:35:16] |
| Shel - Posts: 1 |
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Questions on the Denali US Equities Consolidated Tape feed: 1. Does the raw tick stream include trades reported through the FINRA TRFs (off-exchange / dark pool / ATS prints)? 2. If yes, are those prints included in Intraday chart volume, or filtered out by sale condition and only reflected in end-of-day official volume? 3. Can an ACSIL study access the sale / trade condition flags per print to distinguish on-exchange vs. TRF-reported trades? Asking because I'm writing a custom study that needs to treat off-exchange volume differently from lit volume. Thanks. |