I've been working with a sample of data from a dark pool data provider here and I find it very promising based on tests and discretionary trades but access to raw data is expensive and I can't find anything similar. Does anyone know another place to find dark pool data with enough detail that I could replicate this data?
Like... ticks, quotes, etc., or any level of detail from different dark pools? I need to be able to differentiate between buy and sell volume in dark pools/ATSs.
Thanks.