FDS Dark Pool — Off-Exchange & Short Volume

Market/Dark Pool/FDS

FDS· FactSet

Dark pool · off-exchange short volume

Open interest GEX Full dossier

Short ratio (latest)

59.0%

20-day average

72.6%

Off-exchange share (20d)

40%

Darkpool density

big day, short ratio above trendbelow trendbubble size = how unusual ($vol z-score)

Last ~6 months. Bubbles mark days of unusually large off-exchange dollar volume (≥1.5σ vs the trailing 60 days). Daily resolution — not print-level data.

Darkpool levels ±15% of spot, since 2018-10-01

296.07

1.25B

290.88

1.56B

285.68

2.44B

280.49

2.20B

275.29

1.85B

270.10

1.70B

264.90

1.49B

259.71

1.84B

254.52

1.97B

249.32

1.54B

244.13

0.86B

238.93

0.76B

233.74

1.00B

228.54

1.23B

223.35

1.60B

Historical off-exchange $ volume at price: each day's volume spread across that day's range, summed over the full FINRA history. Heavy shelves often act as support/resistance magnets. Amber row = spot's bin.

Off-exchange short-volume ratio

short ratio (20d, right) daily off-exchange share (left)

FINRA daily TRF data, last 2 years. A persistently HIGH short ratio is mostly passive market-maker liquidity provision (commonly read as accumulation pressure) — not naively bearish.