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Trade reporting facility (TRF)

The mechanism through which off-exchange trades are reported to the public tape, usually within seconds of execution.

Every off-exchange-trading print must reach the consolidated-tape. TRFs collect trades from internalisation, dark-pools and negotiated blocks and publish them with venue and condition codes attached.

For tape readers, the TRF print is the tell. A large trade with an off-exchange identifier is not a live quote being taken; it is a report of something already agreed.

Example: a 300,000-share print appears 1.2 seconds after a dark cross at the midpoint. On time-and-sales it looks like a huge trade at a price between the bid and ask — impossible on a lit book, normal on a TRF report.

Related: consolidated-tape, off-exchange-trading, tape-print, trade-condition-codes

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