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by nostrademons 1248 days ago
Getting access to every trade is trivial if you're able to fork over $$$:

https://www.nyse.com/market-data/historical/taq-trades

1 comments

There are way more trades than those conducted on NYSE, or even the other lit markets. You have a multitude of dark pools that count for approximately 13% of all consolidated trading volume as well as internal matching that counts for 18% of all consolidated trading volume.

Dark pools do report their trades so it's possible to access it, but internal matching goes unreported, that data is kept by each respective broker.