Stocks · Dark pool, large prints and captured events
Stocks dark pool flow
/v1/stocks/dark-pool/flowstocksDarkPoolFlowHow much traded off-exchange in each interval of one exchange date (04:00 to 20:00 Eastern), oldest first. The date defaults to the latest captured trading date. Buckets before the capture began are absent. Served from the platform's capture of equity prints: the tickers it captures are the always-on liquid ETFs plus tickers requested on demand (up to eight at a time, each for five minutes after the last request), so a symbol seen for the first time returns data only from the moment capture began; meta.coverage.captured_since says when. Use /v1/stocks/dark-pool/trades for the full tape of any symbol.
Example request
curl -sS --get "https://api.ordermap.si/v1/stocks/dark-pool/flow" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode symbol=AAPLconst params = new URLSearchParams({
symbol: "AAPL",
});
const res = await fetch(`https://api.ordermap.si/v1/stocks/dark-pool/flow?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
3 parameters, 1 required.
| Parameter | Type and limits | Description |
|---|---|---|
symbolqueryrequired | stringat most 11 characterspattern ^[A-Za-z]{1,6}(\.[A-Za-z0-9]{1,4})?$ | Ticker symbol, for example SPY. |
datequeryoptional | stringdate | Exchange date, YYYY-MM-DD. Defaults to the latest captured trading date. |
intervalqueryoptional | string1m5m15m30m1hdefault 5m | Bucket length: 1m, 5m, 15m, 30m or 1h. |
Response
| Status | Meaning | Body |
|---|---|---|
200 | Successful response. | Schema below |
400 | Invalid, unknown or repeated parameters, or an invalid cursor. | Error object |
401 | Missing or invalid API key. | Error object |
403 | The plan, dataset release or account state does not allow this request. | Error object |
422 | The request is valid but no data exists for it. | Error object |
429 | Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After | Error object |
500 | Internal error. | Error object |
503 | Data temporarily unavailable; retry after Retry-After seconds.Retry-After | Error object |
504 | The request timed out. | Error object |
Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.
200 response body
dataarray<object>required5 fields insidenotionalnumberrequiredDollar value printed off-exchange in the interval.pricenumber | nullrequiredPrice of the last off-exchange print in the interval; null when there was none.sizenumberrequiredShares printed off-exchange.start_timeintegerunix-msrequiredStart of the interval. Unix epoch milliseconds (UTC).tradesintegerrequiredOff-exchange prints.
metaobjectrequiredMeta object
Example response
{
"data": [
{
"notional": 18400000,
"price": 601.2,
"size": 30600,
"start_time": 1792101600000,
"trades": 212
}
],
"meta": {
"as_of": 1760659200123,
"coverage": {
"complete": true
},
"delay_ms": 0,
"delayed": false,
"request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
"source": "sip"
}
}Values are illustrative. Missing values are null, never 0.