Stocks · Dark pool, large prints and captured events

Stocks dark pool trades

Off-exchange (dark pool) prints of a stock, oldest first.

GET/v1/stocks/dark-pool/tradesstocksDarkPoolTrades

API Developer MCP tool: stocks_dark_pool_trades Paginated History-bounded Dataset: equities

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Example request
Parameters
Response
Example response
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The prints of one stock reported through a FINRA trade reporting facility (exchange id 4): dark pools, alternative trading systems and internalizers. The tape does not say which venue executed a trade; trf_id says which facility received the report (201 FINRA/NYSE TRF, 202 FINRA/Nasdaq TRF Carteret, 203 FINRA/Nasdaq TRF Chicago). Off-exchange reports can arrive up to ten seconds late. Same row shape, paging and filters as /v1/stocks/trades. Filters run while the platform scans the tape, within a per-request budget of up to four pages of 50,000 trades: when the budget is spent before limit matches are found the page is short, meta.coverage.scan_complete is false and pagination still carries a cursor_id to continue the scan; meta.coverage.scanned_through says how far the scan reached. A page is complete when scan_complete is true. meta.source is finra_trf.

Example request

curl -sS --get "https://api.ordermap.si/v1/stocks/dark-pool/trades" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode symbol=AAPL

const params = new URLSearchParams({
  symbol: "AAPL",
});
const res = await fetch(`https://api.ordermap.si/v1/stocks/dark-pool/trades?${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);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

12 parameters, 1 required.

Parameter	Type and limits	Description
`symbol`queryrequired	stringat most 11 characterspattern ^[A-Za-z]{1,6}(\.[A-Za-z0-9]{1,4})?$	Ticker symbol, for example AAPL.
`start_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Inclusive start of the window. Defaults to the start of the current exchange date.
`end_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Exclusive end of the window. Defaults to the end of the exchange date of start_time. At most 31 days after start_time.
`date`queryoptional	stringdate	A whole exchange date (YYYY-MM-DD, 00:00 to 24:00 Eastern, extended hours included) instead of start_time and end_time.
`min_size`queryoptional	numbermin 0max 1000000000000	Only trades of at least this many shares.
`min_notional`queryoptional	numbermin 0max 1000000000000000	Only trades of at least this dollar value (price times size).
`conditions`queryoptional	array<integer>comma-separated in one parameter1 to 32 items	Only trades carrying any of these condition codes (comma-separated, at most 32).
`exclude_conditions`queryoptional	array<integer>comma-separated in one parameter1 to 32 items	Drop trades carrying any of these condition codes (comma-separated, at most 32).
`trf`queryoptional	array<integer>comma-separated in one parameter1 to 16 items	Only prints received by these trade reporting facility ids, for example 202,203 (comma-separated, at most 16).
`include_corrections`queryoptional	boolean	Include prints that were later corrected or cancelled, flagged in correction (default false).
`limit`queryoptional	integerdefault 1000min 1max 10000	Maximum rows to return.
`cursor_id`queryoptional	stringat most 1024 characters	Opaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page.

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>required16 fields inside
- conditionsarray<integer>requiredTrade condition codes; see /v1/stocks/conditions.
- correctioninteger | nullrequiredCorrection indicator (1, 8, 10 or 12) when the print was corrected or cancelled; null for a regular trade.
- exchangeintegerrequiredNumeric id of the reporting venue; see /v1/stocks/exchanges. 4 is a trade reporting facility (off-exchange).
- notionalnumberrequiredPrice times size, in dollars.
- off_exchangebooleanrequiredThe trade was reported through a FINRA trade reporting facility (exchange id 4), the way dark pool and internalized trades are.
- participant_timestampinteger | nullunix-msrequiredTime the exchange or facility stamped the trade. Unix epoch milliseconds (UTC).
- pricenumberrequiredTrade price.
- sequence_numberintegerrequiredConsolidated sequence number; increases within a trading day and breaks ties between trades in the same millisecond.
- sizenumberrequiredTrade size in shares, fractional shares included.
- symbolstringrequiredTicker symbol.
- tapeinteger | nullrequiredConsolidated tape: 1 NYSE listed, 2 NYSE American and Arca listed, 3 Nasdaq listed.
- timestampintegerunix-msrequiredTime the consolidated feed stamped the trade. Unix epoch milliseconds (UTC).
- timestamp_nsstringrequiredThe same time in nanoseconds, as a string because it exceeds 2^53; orders trades exactly.
- trade_idstringrequiredTrade id, unique per symbol, exchange and facility.
- trf_idinteger | nullrequiredTrade reporting facility that received an off-exchange report: 201 FINRA/NYSE TRF, 202 FINRA/Nasdaq TRF Carteret, 203 FINRA/Nasdaq TRF Chicago.
- trf_timestampinteger | nullunix-msrequiredTime the facility received the report. Unix epoch milliseconds (UTC).
metaobjectrequiredMeta object
paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "conditions": [
        12
      ],
      "correction": null,
      "exchange": 4,
      "notional": 2892750,
      "off_exchange": true,
      "participant_timestamp": 1760659200120,
      "price": 231.42,
      "sequence_number": 1563,
      "size": 12500,
      "symbol": "AAPL",
      "tape": 3,
      "timestamp": 1760659200123,
      "timestamp_ns": "1760659200123456789",
      "trade_id": "52983525029461",
      "trf_id": 202,
      "trf_timestamp": 1760659200121
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "sip"
  },
  "pagination": {
    "count": 1,
    "has_more": false,
    "limit": 1000,
    "next_cursor_id": null,
    "next_url": null
  }
}

Values are illustrative. Missing values are null, never 0.

Example request

Parameters

Response

200 response body

Example response

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