Glossary · Dark pool

Trade Condition Codes on Dark Pool Prints

Trade condition codes are flags attached to a stock print by the reporting system to say how the trade was reported. Most prints carry none of note and are live block executions. Some carry a code that marks the print as a bookkeeping report, such as an average-price trade, a late report or a contingent trade, which records an accounting event rather than someone taking a position at that moment.

Why it matters

The largest print on any dark pool feed is often not a trade in the way a trader means it. A broker who worked a client's order all day may report the whole thing at the end as one average-price print: millions of shares, one price, one timestamp after the close. It looks like the biggest block of the day. It is a summary of hundreds of smaller fills that already happened.

That is why the Robinflow Dark Pool feed has a Report column. A row marked Live is a live block execution and counts toward the rankings, the levels and the alerts. A row with any other chip was reported for bookkeeping: it stays in the feed so nothing is hidden, but it is left out of rankings, levels and alerts so that a paper entry cannot masquerade as institutional conviction. Hover any chip in the app for its meaning.

Chip Full name What it means
Live Live block Executed as a live block on the tape. Counts toward rankings, levels and alerts.
Avg price Average price The volume-weighted average of many fills, printed as one trade.
Late report Late report Reported after the fact, outside the normal reporting window.
Contingent Contingent trade Priced off another leg, usually an option or a hedge.
Deriv priced Derivatively priced The price came from a reference such as a VWAP or closing print, not the market at that moment.
Next day Next-day settlement Settles a day later than the regular cycle.
Cash sale Cash sale Settles the same day.
Seller Seller's option The seller chose the settlement date.
Off-market Off-market report Flagged as a bookkeeping report with no more specific reason code.

What it does not tell you

  • A flagged print is not fake. The shares did trade. The flag says the print is a report of trading, not a single decision at that time and price.
  • The timestamp is the report time, not the trade time. Average-price and late reports often land after the close, hours after the underlying fills.
  • The price may be synthetic. An average price or a derivatively priced fill is not a level anyone traded at in one go. That is why these prints do not build levels.
  • Codes describe reporting, not intent. None of them says buy or sell, and none of them says who.

What it looks like in the data

On September 10, 2026, NVDA's largest print of the day was an average-price report of 1.7 million shares filed at 5:53 pm, after the close. The largest live block that morning was 41,100 shares.

NVDA Nvidia
$375.0MAvg price report · 1,717,347 shares · 5:53 pm
$8.98MLive block · 41,100 shares · 9:49 am
$89.9MLate report · 411,899 shares · 5:23 pm
$65.5MContingent · 300,000 shares · 3:43 pm

All four rows appear in the feed. Only the live block counts toward rankings, levels and alerts. The average-price report printed at $218.36, the session's closing price, forty times the size of the largest live block. Not a recommendation.

Time (ET) Size Price Premium Report Counts toward levels
9:49:23 am 41,100 $218.45 $8.98M Live Yes
3:43:21 pm 300,000 $218.24 $65.5M Contingent No
5:23:38 pm 411,899 $218.36 $89.9M Late report No
5:53:04 pm 1,717,347 $218.36 $375.0M Avg price No

Read together: a feed that ranked by raw size would put a $375 million paper summary at the top of the day. The Report column keeps it visible and keeps it out of the way.

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