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Dark Pool & Off-Exchange Volume Tracker

Pricing

from $5.00 / 1,000 dark pool record returneds

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Dark Pool & Off-Exchange Volume Tracker

Dark Pool & Off-Exchange Volume Tracker

Track dark pool and off-exchange trading volume from FINRA ATS data and CBOE market share statistics. Monitor institutional block trading activity. No API key needed.

Pricing

from $5.00 / 1,000 dark pool record returneds

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Developer

Hojun Lee

Hojun Lee

Maintained by Community

Actor stats

0

Bookmarked

3

Total users

2

Monthly active users

9 days ago

Last modified

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Dark Pool & Off-Exchange Volume Tracker monitors off-exchange trading activity using official FINRA Alternative Trading System (ATS) data and CBOE market share statistics. Dark pools and off-exchange venues account for roughly 35–40% of all US equity volume — this actor makes that institutional trading data accessible to retail traders and researchers without requiring expensive data subscriptions.


Why use Dark Pool & Off-Exchange Volume Tracker?

  1. Detect hidden institutional accumulation — Dark pool volume spikes in a specific stock can signal institutional buying before a price move, since large funds route orders off-exchange to minimize market impact.
  2. Monitor lit vs dark market share shifts — A rising dark pool share for a specific venue may indicate improving execution quality, attracting more institutional flow.
  3. ATS-level granularity — Identify which specific dark pools (IEX, Virtu, UBS ATS, etc.) are handling volume for a given stock — not just aggregate off-exchange totals.
  4. Regulatory and compliance research — FINRA publishes ATS data with a 2-week delay; this actor surfaces it in structured form for compliance teams tracking venue usage.
  5. Market microstructure analysis — Compare lit exchange vs dark pool volume ratios across stocks, sectors, or market conditions to study execution dynamics.

How to use

  1. Open the actor on Apify Store and click Try for free.
  2. Choose a mode: market_share, ats_volume, or otc_summary.
  3. For ats_volume mode, optionally set tickers to target specific stocks.
  4. Click Start. Results are returned as structured records for the chosen mode.

Input

FieldTypeDefaultDescription
modestring"market_share"Data to fetch: market_share, ats_volume, or otc_summary
tickersstring""Comma-separated tickers for ats_volume mode (e.g. "AAPL,SPY,QQQ")
maxResultsnumber100Maximum records to return

Modes explained

ModeSourceWhat it returns
market_shareCBOE US EquitiesExchange vs dark pool % breakdown by venue
ats_volumeFINRA ATS TransparencyPer-ticker weekly volume by ATS/dark pool name
otc_summaryFINRA OTC DataWeekly aggregate off-exchange volume statistics

Output

market_share mode:

{
"venue": "NYSE",
"market_type": "lit",
"market_share_pct": 12.4,
"volume": 1234567890,
"date": "2026-08-29"
}

ats_volume mode:

{
"ticker": "AAPL",
"week": "2026-08-18",
"ats_name": "IEX",
"share_quantity": 45230000,
"trade_count": 12400,
"week_rank": 1
}

otc_summary mode:

{
"week": "2026-08-18",
"total_otc_shares": 98450000000,
"total_otc_trades": 45200000,
"ats_shares": 67300000000,
"non_ats_shares": 31150000000
}

Output fields — market_share mode

FieldDescription
venueTrading venue name (NYSE, NASDAQ, IEX, Virtu, etc.)
market_typelit (exchange) or dark (ATS/internalized)
market_share_pctPercentage of total US equity volume
volumeTotal shares traded at this venue

Output fields — ats_volume mode

FieldDescription
tickerStock symbol
weekWeek start date (Monday)
ats_nameName of the Alternative Trading System (dark pool)
share_quantityNumber of shares traded in this ATS this week
trade_countNumber of individual trades

Cost estimation

Pay-Per-Event: $0.005 per actor start + $0.005 per record returned.

Use caseRecordsEstimated cost
Market share snapshot~30 venues~$0.15/run
ATS volume for 5 tickers~50 records~$0.25/run
Weekly OTC summary1 record~$0.01/run
Daily market share monitoring30/day~$0.15/day

Data sources and freshness

SourceData freshnessNotes
CBOE US Equities Market StatisticsNear real-time (T+1)Exchange and dark pool market share
FINRA ATS Transparency Data2-week delay (regulatory lag)Per-ATS volume by ticker
FINRA OTC Market SummaryWeekly (Thursday release)Aggregate off-exchange statistics

FAQ

Why is FINRA ATS data delayed by 2 weeks? FINRA publishes ATS data with a regulatory-mandated 2-week delay. This prevents HFT firms from front-running ATS-specific information. The data is still highly useful for pattern analysis, compliance, and research.

What's the difference between ATS and dark pool? Dark pools are a subset of Alternative Trading Systems (ATS). All dark pools are ATSs, but not all ATSs are fully dark — some have limited transparency. The FINRA dataset covers all registered ATS venues.

How often should I run this actor? market_share mode: daily or weekly. ats_volume mode: weekly (matches FINRA's release schedule). otc_summary mode: weekly.


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Keywords: dark pool tracker, FINRA ATS data, off-exchange volume, dark pool share, institutional block trades, dark pool flow signal, OTC trading volume, CBOE market stats, institutional flow tracker, dark pool percentage, block trade frequency, alternative trading system, dark pool vs lit market