Yes(not specifically saying this data does - just that very similar data is essential to many HFs/QHFs). Search alternative market data.
Similar/Related: https://www.consumerreports.org/media-room/press-releases/20...
231 karma · joined February 1, 2021
Similar/Related: https://www.consumerreports.org/media-room/press-releases/20...
The Consolidated Audit Trail (CAT) is the primary location for this data as it relates to equities. https://www.finra.org/rules-guidance/key-topics/consolidated...
The settlement cycle also dictates the frequency of reporting for many investment instruments. https://www.finra.org/investors/insights/understanding-settl...
Google Googles did this 13 years ago https://en.wikipedia.org/wiki/Google_Goggles
It remains interesting to me how much we have been able to do, already, with technology. But discoverability, walled gardens, and <hand waving>marketing/positioning/hype</hand waving> have obscured awareness/adoption.