current behavior: isOtc flags are always false for external modules.rickbarlow wrote: I am looking to differentiate retail/algo trades vs. darkpool trades. I'm currently only looking at the ES, but hoped to apply the logic to other instruments. I've tracked all the trades coming thru on the onTrade() call, and thus far, I have not seen any trades where the isOTC flag is set to true. I thought that this may be where the darkpool trades were being flagged.
Can you tell me a) why isOTC is always false
desired behavior: isOtc flags showing actual info.
https://bookmap.com/forum/viewtopic.php?p=4885Serg wrote: The isOtc field was added in the earliest Bookmap, but as far as I know none of the data sources provided information on OTC or dark pool trades.
It would certainly be useful to get dark pools trades, though it's essential them to be easily distinguishable from regular trades for at least two reasons: they are reported with a delay; and they do not have the aggressor side. We do have a suitable design to visualize such trades, but not the data.
Correction: it seems that dxFeed does provide dark pool trades. But it's not connected right now. We will evaluate it and understand how to identify the actual execution time range before connecting it. It's added to the features request