Knowledge Base/Does Polygon offer dark pool data?
Does Polygon offer dark pool data?
Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
While we don’t have an endpoint that specifically returns only dark pool trades, you can identify them using our Trades endpoint and our Trades WebSocket feed. Dark pool trades can be identified by their exchange ID of 4 (exchange:4) and the presence of an “trf_id” field. For example:
{
"conditions": [
12,
37
],
"exchange": 4,
"id": "1",
"participant_timestamp": 1642594169516358704,
"price": 170.28,
"sequence_number": 58452,
"sip_timestamp": 1642597200042949698,
"size": 62,
"tape": 3,
"trf_id": 201,
"trf_timestamp": 1642597200042608441
}Was this article helpful?
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