Marketplace/Institutional Equity Trade Execution Data — 890M Orders, Dark Pool + Lit Venues
Finance

Institutional Equity Trade Execution Data — 890M Orders, Dark Pool + Lit Venues

Millisecond-resolution trade execution records from 6 dark pools and 4 lit exchanges. Includes order type, fill rate, slippage, time-in-force, and venue attribution. Used by quant funds for execution algorithm optimization and transaction cost analysis.

Formats

ParquetFIX protocol logsArrow IPC

Volume

890M order events (~2.3 TB compressed)

Time Range

2021-2026, 5 years

Refresh Rate

Real-time

Compliance & Privacy

No PIISOXSEC Rule 606

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Listed April 5, 2026