dark times, dark volume

[goodboy]

ib has their "reportable trades" tick, which from many glances, leads the L1 feed prices in a lot of cases.

likely we need some logic to track double counted volume and comparison with not only other broker data feeds but also with the absolute counts in tick 8.

There's an ib_insync group thread on this from last year that no one seems to have answered. It's probably worth everyone's time to do that.

we'd like to potentially see dark volume plotted separately on charts as well as labels flickered to match.

Some further resources to get started:

• https://www.guerillastocktrading.com/dark-pool-data-analysis/
• https://www.elitetrader.com/et/threads/dark-pools-can-they-be-tracked.319235/page-3
• https://www.investopedia.com/terms/o/onbalancevolume.asp

[goodboy]

I think this is more or less complete since the following PRs:

• https://github.com/pikers/piker/pull/260
• https://github.com/pikers/piker/pull/268

We might want to mess around a bit more with some out-of-the box measures as mentioned in the resources above as well as figure out how we're going to display all this once we have overlayed (aka multi-) instruments per chart.