MRPNL

Dark Pool

A private, off-exchange trading venue where large institutional orders are matched anonymously without pre-trade transparency.

Card view

A dark pool is an Alternative Trading System (ATS) where orders are concealed from the public order book until after they execute. This prevents large institutional orders from telegraphing intent to the lit market, reducing market impact and adverse price movement before the trade is done.

Dark pools trade at or within the prevailing national best bid/offer (NBBO) and account for roughly 10–15% of U.S. equity volume. (The larger ~40%+ figure often quoted is total off-exchange volume, which also includes wholesaler/single-dealer internalization — much of it PFOF-driven — not just ATS dark pools.) They are legal and regulated, but critics argue they fragment liquidity and reduce price discovery quality for everyone.

Unusual dark pool prints — large blocks at odd prices — are watched closely by short-term traders as potential signals of institutional positioning.

#microstructure#institutional#venue

Related Terms