DarkPool Radar — FINRA ATS Off-Exchange Volume

See where institutions trade away from the lit exchanges. Weekly dark-pool / off-exchange (ATS) volume by symbol, sector and venue — straight from FINRA's official Alternative Trading System Transparency data — as clean, structured JSON.

A large share of US equity volume never prints on a public exchange. It crosses inside Alternative Trading Systems (ATS) — "dark pools" — run by the big banks and wholesalers. FINRA is the only authoritative source that publishes this off-exchange activity, but it ships as clunky bulk files on a regulatory delay. DarkPool Radar pulls FINRA's latest published week, aggregates it per symbol and sector, computes trends, and serves it as a simple REST API you can drop into a screener, dashboard, or model.

Endpoints

Endpoint	What it returns
`GET /darkpool/weekly/{ticker}`	Latest week's ATS shares & USD notional for a symbol, the active ATS venues, and a week-over-week `trend`
`GET /darkpool/movers/top20`	The 20 symbols with the highest ATS share volume in the latest week, with sector
`GET /darkpool/ratio/{ticker}`	A symbol's ATS share count, USD notional, and trend direction
`GET /darkpool/history/{ticker}?weeks=N`	Rolling weekly history (1–52 weeks, default 4), newest first
`GET /darkpool/sectors`	Sector-level ATS aggregation — total shares, notional, ticker counts

Fields are consistent across endpoints: ticker, week_ending (YYYY-MM-DD), dark_pool_shares, dark_pool_volume_usd, ats_venues, sector, and trend (rising / falling / stable based on >±5% week-over-week change).

Why this API

Authoritative source. Powered directly by FINRA's official ATS Transparency feed — the regulatory record of off-exchange trading, not a guess or a proxy.
The painful parts, done. No bulk-file downloads, no CSV wrangling, no per-firm row aggregation. We pull FINRA's latest week nightly, sum every ATS firm per symbol, map sectors, and compute trends so you query clean JSON.
Built for screening and signals. Top-20 movers, per-sector rollups, and multi-week history make it easy to spot symbols where institutional dark-pool activity is building or fading.

Typical use cases

Surface symbols with unusual or rising off-exchange accumulation.
Add a dark-pool / institutional-flow column to an equity screener or terminal.
Build sector-rotation views from where ATS volume concentrates week to week.
Backtest or feature-engineer off-exchange volume into quant models.

Data freshness — please read

This serves FINRA's weekly ATS data, which FINRA publishes on a multi-week regulatory delay (roughly 2 weeks for Tier 1 / large-cap NMS names, ~4 weeks for Tier 2 / OTC). Our job pulls FINRA's latest available week nightly, so the most recent week_ending will trail today's date by several weeks. This is the freshest ATS data FINRA makes public — it is not real-time, and no provider offers FINRA ATS data sooner. (Near-real-time off-exchange prints are a different, paid market-data product.)

If you need same-day tick data, this isn't that — and nothing built on FINRA ATS is. If you want the authoritative weekly map of where off-exchange volume actually went, by symbol and sector, this is it.

Good to know

Cadence is weekly (week_ending = Sunday of each week); "nightly" refers only to how often we re-check FINRA, not the age of the data.
Sector mapping covers the major large-cap names; less common symbols return Unknown.
FINRA's per-symbol/per-firm feed reports ATS volume but not total market volume, so a dark-pool percentage of total isn't derivable from this source alone — the API serves absolute ATS shares and notional.