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Stocks · Dark pool, large prints and captured events

Stocks prints large

Large equity prints, lit and off-exchange, newest first.
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The large prints the platform captured for up to ten symbols on an exchange date, newest first, paged back in time with cursor_id. Only prints of at least $25,000 (or off-exchange prints of at least 1,000 shares) are retained, so smaller min_notional values do not reveal smaller prints; prior-session backfills keep prints of at least $250,000. venue separates lit exchanges from off-exchange facilities; flags mark odd lot, form T, average price, derivatively priced, prior reference price, late, intermarket sweep, contingent, official and corrected prints. 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/prints/large" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode symbols=AAPL,MSFT,NVDA

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

Parameters

7 parameters, none required.

ParameterType and limitsDescription
symbolsqueryoptionalarray<string>comma-separated in one parameter1 to 10 itemseach at most 11 characterspattern ^[A-Za-z]{1,6}(\.[A-Za-z0-9]{1,4})?$Comma-separated ticker symbols, at most 10. Defaults to SPY.
datequeryoptionalstringdateExchange date, YYYY-MM-DD. Defaults to the latest captured trading date.
venuequeryoptionalstringalloff_exchangelitdefault allall (default), off_exchange or lit.
min_notionalqueryoptionalnumbermin 0max 1000000000000000Only prints of at least this dollar value.
min_sizequeryoptionalnumbermin 0max 1000000000000Only prints of at least this many shares.
limitqueryoptionalintegerdefault 200min 1max 500Maximum rows to return.
cursor_idqueryoptionalstringat most 1024 charactersOpaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page.

Response

StatusMeaningBody
200Successful response.Schema below
400Invalid, unknown or repeated parameters, or an invalid cursor.Error object
401Missing or invalid API key.Error object
403The plan, dataset release or account state does not allow this request.Error object
422The request is valid but no data exists for it.Error object
429Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-AfterError object
500Internal error.Error object
503Data temporarily unavailable; retry after Retry-After seconds.Retry-AfterError object
504The 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>required12 fields inside
    • conditionsarray<integer>requiredTrade condition codes.
    • exchangeintegerrequiredNumeric id of the reporting venue; see /v1/stocks/exchanges.
    • flagsarray<string>requiredClassification flags of the print.
    • notionalnumberrequiredPrice times size, in dollars.
    • off_exchangebooleanrequiredReported through a trade reporting facility.
    • participant_timestampintegerunix-msrequiredTime the exchange or facility stamped the print. Unix epoch milliseconds (UTC).
    • pricenumberrequiredPrice.
    • sizenumberrequiredSize in shares.
    • symbolstringrequiredTicker symbol.
    • timestampintegerunix-msrequiredTime the consolidated feed stamped the print. Unix epoch milliseconds (UTC).
    • trade_idstringrequiredPlatform id of the print, stable across requests.
    • trf_idinteger | nullrequiredFacility that received an off-exchange report.
  • metaobjectrequiredMeta object
  • paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "conditions": [
        12
      ],
      "exchange": 4,
      "flags": [
        "form_t"
      ],
      "notional": 3006000,
      "off_exchange": true,
      "participant_timestamp": 1792101600120,
      "price": 601.2,
      "size": 5000,
      "symbol": "SPY",
      "timestamp": 1792101600123,
      "trade_id": "SPY-1x9k2m",
      "trf_id": 201
    }
  ],
  "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": 200,
    "next_cursor_id": null,
    "next_url": null
  }
}

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