Below is a look at dark pool market share through mid-September. Share is trending downward recently as volatility picks up, but is still extremely elevated since the March COVID crash:pic.twitter.com/obeTAaHHjJ
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Here is dark pool volume - it goes through the last date FINRA reported tier 2 volumes (8/17). It is in our weekly market statistics email - if you want to be added to the list, please let us know!pic.twitter.com/GogptTmOBk
If I'm reading the chart correctly, this means of the 42% off-exchange volume, ~30% is retail and the remaining 10ish is dark pool?
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FINRA data falls into a few categories. We categorize it as retail, which is the majority, dark pools, and other OTC. Other OTC is primarily the large banks doing principal trades. Never mind TRF in the chart below - we use it as a margin of error calculation.pic.twitter.com/x5ZA5SGAwc
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Here are the "standings" of who reports to FINRA. Note that names without a MIC code are firms, not dark pools. Citadel, Virtu, and G1 are almost half of all reported volume.pic.twitter.com/XiiNzV3to9
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