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.
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).
{ "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.
{ "data": { "1747137600000": { "notionalValue": 14821330.50, "size": 69428, "stockPrice": 213.45, "tradeCount": 142 }, "1747137900000": { "notionalValue": 22104550.90, "size": 103441, "stockPrice": 213.78, "tradeCount": 218 } } }