Dark Flow

Overview

Dark Flow returns off-exchange (dark pool) trading activity for one ticker, bucketed over time. Each bucket carries notionalValue, size (share count), tradeCount, and the underlying stockPrice. Use it to track dark-venue accumulation or distribution as the session unfolds.

POST/v1/equities/tool/dark-flow
curl -X POST https://api.quantdata.us/v1/equities/tool/dark-flow \
  -H "Authorization: Bearer <YOUR_API_KEY>" \
  -H "Content-Type: application/json" \
  -d '{
    "sessionDate": "2026-05-13",
    "filter": { "ticker": "AAPL" }
  }'

Required: ticker

filter.ticker is required. There are no other convenience-filter fields, and filterExpression is not accepted on this endpoint.

Selecting the time window

Dark Flow accepts sessionDate, timeRange, or neither. The two time fields are mutually exclusive; if both are omitted, the most recent trading session is used. aggregationPeriod sets the bucket size and defaults to a span-appropriate value (see Conventions for the resolution table).

Multi-day range with explicit bucket

Request · timeRange + aggregationPeriod
{
  "timeRange": {
    "startTime": "2026-05-12T13:30:00Z",
    "endTime": "2026-05-14T20:00:00Z"
  },
  "aggregationPeriod": "15m",
  "filter": { "ticker": "AAPL" }
}

Response shape

datais an object keyed by each bucket's start time (Unix epoch milliseconds). The entries are ordered by timestamp in ascending order.

200 OK · application/json
{
  "data": {
    "1747137600000": {
      "notionalValue": 14821330.50,
      "size": 69428,
      "stockPrice": 213.45,
      "tradeCount": 142
    },
    "1747137900000": {
      "notionalValue": 22104550.90,
      "size": 103441,
      "stockPrice": 213.78,
      "tradeCount": 218
    }
  }
}

Per-bucket fields:

  • notionalValue: total dollar value of dark-venue trades in the bucket.
  • size: total share count across those trades.
  • tradeCount: number of dark-venue prints in the bucket.
  • stockPrice: underlying price at the bucket close.

Dark Flow is an aggregated view of off-exchange activity, not a per-trade tape. For per-print rows across both lit and dark venues, see Equity Prints.

Where to go next