{"slug":"what-is-dark-pool-trading","qid":"stamp_receipt","label":"The receipt: TRF timestamps and the FINRA venue code agree on every AAPL report","post_title":"What Is Dark Pool Trading? FINRA Volume Data","post_url":"/blog/what-is-dark-pool-trading#q-stamp_receipt","columns":["spy_session_bars_jul02","trade_reports_thousands","venue4_reports_thousands","trf_stamped_thousands","stamp_venue_disagreements"],"rows":[{"spy_session_bars_jul02":390,"trade_reports_thousands":1148,"venue4_reports_thousands":552,"trf_stamped_thousands":552,"stamp_venue_disagreements":0}],"shape":"scalar","sql":"WITH\n    (\n        SELECT countIf(window_start >= toDateTime('2026-07-02 09:30:00', 'America/New_York') AND window_start < toDateTime('2026-07-02 16:00:00', 'America/New_York'))\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-07-02 00:00:00', 'America/New_York') AND window_start < toDateTime('2026-07-03 00:00:00', 'America/New_York')\n    ) AS bars_jul02\nSELECT\n    bars_jul02 AS spy_session_bars_jul02,\n    round(count() / 1e3) AS trade_reports_thousands,\n    round(countIf(exchange = 4) / 1e3) AS venue4_reports_thousands,\n    round(countIf(trf_timestamp > toDateTime64('1970-01-02 00:00:00', 9)) / 1e3) AS trf_stamped_thousands,\n    countIf((exchange = 4) != (trf_timestamp > toDateTime64('1970-01-02 00:00:00', 9))) AS stamp_venue_disagreements\nFROM global_markets.stocks_trades\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'","computed_at":"2026-07-26T06:23:03.380179+00:00","elapsed":0.140744079}