TTD
Dark pool — off-exchange short volume
Short ratio (latest)
40.6%
20-day average
43.4%
Off-exchange share (20d)
41%
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
22.00
1.07B
21.61
1.10B
21.22
1.06B
20.84
0.88B
20.45
0.87B
20.07
0.71B
19.68
0.48B
19.30
0.39B
18.91
0.19B
18.52
0.13B
18.14
0.08B
17.75
0.04B
17.37
0.03B
16.98
0.03B
16.59
0.03B
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.