The dark line that runs down the back of the shrimp isn't really a vein. It's an intestinal track, brown or blackish in color, and is the body waste, aka poop.

Is the black stuff in shrimp poop?

Sometimes when you buy raw shrimp you will notice a thin, black string down its back. Although removing that string is called deveining, it is actually not a vein (in the circulatory sense.) It is the shrimp's digestive tract, and its dark color means it is filled with grit.

Is the poop in shrimp bad for you?

The black, slimy “vein” below the flesh of the shrimp is actually the shrimp's digestive tract. Sometimes it is easy to see and other times it is barely visible. It is not harmful to the human body if consumed, and the rationale for removing the tract is based largely on aesthetics.