I'm learning order flow. I would like to differentiate between aggregated dark pool volume and aggregated algo trading volume.

Is there a way to tell orders coming from a dark pool from algo orders?

  • 1
    $\begingroup$ you have to be more precise on what are you working with. What is your environnment ? your data ? $\endgroup$ – lcrmorin Apr 7 '16 at 13:17

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.