Stocks · Dark pool, large prints and captured events
Stocks dark pool summary
/v1/stocks/dark-pool/summarystocksDarkPoolSummaryHow much of one stock's trading on a date was reported off-exchange: trades, shares and dollars, the off-exchange share of each, and the split by trade reporting facility. Computed by scanning the date's trades; corrected and cancelled prints are excluded. Each request reads up to eight pages of 50,000 trades and continues where the previous one stopped, so a liquid symbol's day completes over successive requests: until scan_complete is true the totals cover the time up to covered_through only (scan_complete is also false while a scan of the day is running). A day in progress is read up to 15 seconds behind the present and refreshed at most every 30 seconds; finished days are served from stored totals.
Example request
curl -sS --get "https://api.ordermap.si/v1/stocks/dark-pool/summary" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode symbol=AAPL \
--data-urlencode date=2026-10-16const params = new URLSearchParams({
symbol: "AAPL",
date: "2026-10-16",
});
const res = await fetch(`https://api.ordermap.si/v1/stocks/dark-pool/summary?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
2 parameters, 2 required.
| Parameter | Type and limits | Description |
|---|---|---|
symbolqueryrequired | stringat most 11 characterspattern ^[A-Za-z]{1,6}(\.[A-Za-z0-9]{1,4})?$ | Ticker symbol, for example AAPL. |
datequeryrequired | stringdate | Exchange date, YYYY-MM-DD. |
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
dataobjectrequiredOff-exchange activity of one symbol and date.22 fields insidecovered_throughinteger | nullunix-msrequiredTime up to which the tape was read. Unix epoch milliseconds (UTC).datestringdaterequiredExchange date.facilitiesarray<object>requiredOff-exchange activity by trade reporting facility.7 fields insideaverage_trade_notionalnumberrequiredAverage dollar value per trade.facilitystringrequiredFacility name.notionalnumberrequiredDollar value.share_of_off_exchange_notionalnumberrequiredFraction of the off-exchange dollar value (0 to 1).tradesintegerrequiredTrades.trf_idinteger | nullrequiredFacility id; null when the print carried none.volumenumberrequiredShares.
off_exchange_notionalnumberrequiredOff-exchange dollar value.off_exchange_share_notionalnumber | nullrequiredOff-exchange dollars as a fraction of all dollars (0 to 1).off_exchange_share_tradesnumber | nullrequiredOff-exchange trades as a fraction of all trades (0 to 1).off_exchange_share_volumenumber | nullrequiredOff-exchange shares as a fraction of all shares (0 to 1).off_exchange_tradesintegerrequiredOff-exchange trades.off_exchange_volumenumberrequiredOff-exchange shares.scan_completebooleanrequiredThe scan covered the whole date; false means the totals cover only the time up to covered_through.scanned_tradesintegerrequiredTrades read by the scan (corrections are read but not counted).symbolstringrequiredTicker symbol.total_notionalnumberrequiredDollar value traded across all venues.total_tradesintegerrequiredTrades scanned across all venues.total_volumenumberrequiredShares traded across all venues.
metaobjectrequiredMeta object
Example response
{
"data": {
"covered_through": 1792051200000,
"date": "2026-10-15",
"facilities": [
{
"average_trade_notional": 17333.33,
"facility": "FINRA/Nasdaq TRF Carteret",
"notional": 2080000000,
"share_of_off_exchange_notional": 0.52,
"trades": 120000,
"trf_id": 202,
"volume": 9000000
}
],
"off_exchange_notional": 4000000000,
"off_exchange_share_notional": 0.421,
"off_exchange_share_trades": 0.366,
"off_exchange_share_volume": 0.422,
"off_exchange_trades": 224000,
"off_exchange_volume": 17400000,
"scan_complete": true,
"scanned_trades": 612000,
"symbol": "AAPL",
"total_notional": 9500000000,
"total_trades": 612000,
"total_volume": 41230000
},
"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.