FINRA ATS Dark Pool & OTC Volume
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$0.20 / 1,000 rows
FINRA ATS Dark Pool & OTC Volume
Official FINRA OTC transparency data: weekly dark pool (ATS) and non-ATS off-exchange volume by ticker and venue. Shares, trades, notional and average trade size per week, with FINRA's publish date. NMS Tier 1, Tier 2 and OTC equities.
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$0.20 / 1,000 rows
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Official weekly off-exchange volume from FINRA's OTC Transparency program: how many shares of each stock traded in each alternative trading system (dark pool), and in non-ATS OTC venues such as wholesalers and internalizers.
What you get
weekStartDate, tier, symbol, issueName, venueType (ATS or OTC non-ATS), mpid, venueName, shares, trades, notionalUsd, avgTradeSize, publishedDate, lastUpdateDate.
Inputs
- symbols: tickers to include (empty = whole market).
- level: per symbol, per symbol per venue, or per venue across all symbols.
- venueType: ATS, non-ATS OTC, or both.
- tier: NMS Tier 1, NMS Tier 2 or OTC equities.
- latestOnly / weekFrom / weekTo: newest published week, or a range (up to 26 weeks for the whole market; any range for named symbols).
- minShares, sort, maxItems.
Notes
- FINRA publishes NMS Tier 1 data two weeks after the trade week, and Tier 2 and OTC equities four weeks after.
publishedDateis when a row first became public; use it for point-in-time backtests. - Volume here is off-exchange only; it does not include exchange volume.
Example
