Dark Pool Desk场外暗池台
EOD · display-onlyEOD · 仅供展示 35 dates available35 个交易日数据 as of数据截至 2026-07-15 · built构建于 2026-07-17 02:55 UTCOff-Exchange Volume — Per Name场外成交量 — 各个股
375 names个股 · 166 with OE share有场外占比 · 273 with ATS match有ATS匹配| Ticker代码 | Off-Ex Share场外占比 [?]FINRA-facility total volume ÷ yahoo consolidated day volume (exact date match). Measures what fraction of this name's daily volume was routed through FINRA off-exchange facilities.FINRA设施总成交量÷雅虎综合日成交量（精确日期匹配）。衡量该股当日成交量中路由至FINRA场外设施的比例。 | 20d trend20日走势 | OE trend pp场外趋势pp [?]5-day mean OE share minus 40-day mean OE share, in percentage points. Positive = off-exchange share has been rising recently vs its own longer-term level.近5日平均场外占比减去40日平均场外占比，单位百分点。正值=场外占比近期相对自身较长期水平上升。 | vs norm对比基准 [?]Today's off-exchange share z-scored against own history (≥20 obs). "Well above norm" ≥2σ; "above" ≥1σ; "normal" −1..1σ; "below" ≤−1σ; "well below" ≤−2σ. Exact z shown in this tip when available.当日场外占比相对自身历史（≥20个观测值）的Z值。"远高基准"≥2σ；"高于基准"≥1σ；"正常"−1..1σ；"低于基准"≤−1σ；"远低基准"≤−2σ。 | Short Ratio融券比率 [?]Short-sale volume ÷ FINRA-facility total volume for this session. NOT the NYSE/Nasdaq consolidated tape ratio.卖空成交量÷当日FINRA设施总成交量，非NYSE/纳斯达克综合报价带比率。 | ATS top venueATS主场所 [?]Top ATS venue by share count for latest published week (2–4 wk lag). Source: FINRA OTC Transparency.最新公布周（滞后2–4周）按成交量排名第一的ATS场所。来源：FINRA场外透明度。 | Days天数 |
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Off-exchange share denominator: Yahoo Finance consolidated day volume (exact date match, T+0).场外占比分母：雅虎财经综合日成交量（精确日期匹配，T+0）。
Weekly ATS Venue Breakdown每周ATS场所分项
⏱ 2–4 wk publication lag⏱ 2–4 wk publication lag week of报告周： 2026-06-08Source: FINRA OTC Transparency API (keyless). Aggregate weekly shares and trades per registered ATS for来源：FINRA场外透明度API（无需密钥）。每个注册ATS场所的每周累计成交量与交易笔数，涵盖 14964 symbols. NOT "live" — 2–4 week publication lag from reporting week end.个标的。非实时数据——距报告周结束有2–4周公布滞后。
Methodology & Limitations方法论与局限性
T1e — Off-exchange (FINRA-facility) volume: T1e — 场外（FINRA设施）成交量： FINRA publishes daily consolidated short-volume (CNMSshvol) files reporting each member firm's short-sale and total volume routed through FINRA-regulated facilities (e.g. FINRA's Alternative Display Facility, broker internalization). These are NOT equivalent to NYSE/Nasdaq consolidated tape volumes. FINRA每日发布综合融券成交量（CNMSshvol）文件，记录各成员机构通过FINRA监管设施（如FINRA另类显示设施、券商内部化）路由的卖空及总成交量。此数据与NYSE/纳斯达克综合报价带成交量并不等同。
Short ratio and short-ratio trend: 融券比率与融券趋势： Short ratio = short-sale volume ÷ FINRA-facility total volume for the session. Trend (pp) = recent 5-day volume-weighted ratio minus 40-day baseline, in percentage points. Used here as a positioning context confirmer, not a scored alpha factor. 融券比率=当日卖空成交量÷FINRA设施总成交量。趋势（pp）=近5日量加权比率减去40日基准，单位百分点。本台仅作为仓位情境印证，非评分型阿尔法因子。
Off-exchange share, trend, and vs-norm columns: 场外占比、趋势与对比基准列： OE share = FINRA-facility total volume ÷ yahoo consolidated day volume (exact calendar-date inner join; rows where yahoo volume is missing are shown as "—"). OE trend (pp) = mean of last 5 days minus mean of last 40 days; positive means the fraction has been running higher lately. "Vs norm" is the today's OE share z-scored against the ticker's own full available history (requires ≥20 matched trading days): "well above norm" ≥2σ; "above norm" ≥1σ; "normal" −1..1σ; "below norm" ≤−1σ; "well below norm" ≤−2σ. The sparkline shows the last 20 days of OE share. 场外占比=FINRA设施总成交量÷雅虎综合日成交量（精确日历日期内连接；雅虎成交量缺失的行显示"—"）。场外趋势（pp）=近5日均值减去近40日均值；正值表示近期该比例偏高。"对比基准"为当日场外占比相对该股自身全部可用历史的Z值（需≥20个匹配交易日）："远高基准"≥2σ；"高于基准"≥1σ；"正常"−1..1σ；"低于基准"≤−1σ；"远低基准"≤−2σ。迷你图显示最近20日的场外占比。
Off-exchange share denominator: 场外占比分母： Consolidated day volume sourced from Yahoo Finance EOD data. This is the best available free denominator for the display universe; Yahoo volumes can lag intraday rounding vs official tape totals. 综合日成交量来源于雅虎财经EOD数据。这是展示范围内最优质的免费分母数据；雅虎成交量与官方报价带汇总数据可能存在日内舍入差异。
T2e — FINRA OTC Transparency (weekly ATS) and ATS columns: T2e — FINRA场外透明度（每周ATS）与ATS列： FINRA's OTC Transparency programme mandates weekly reporting from all registered ATS; data is published 2–4 weeks after the reporting week via the FINRA API (keyless). The "ATS top venue" column shows the venue with the most shares for that ticker in the latest published week. "ATS share %" = ATS shares ÷ yahoo volume for that Mon–Fri window × 100; null when yahoo doesn't cover that week. Venue cards show each ATS's share of that week's total ATS volume, plus week-over-week change in percentage points. FINRA场外透明度计划要求所有注册ATS每周上报，经由FINRA API（无需密钥）在报告周后2–4周公布。"ATS主场所"列显示该股最新公布周成交量最大的ATS场所。"ATS占比%"=ATS成交量÷该周（周一至周五）雅虎成交量×100；雅虎数据不覆盖该周时显示空值。场所卡片显示各ATS占该周ATS总成交量的比例及周环比变化（百分点）。
Display universe: ~375 names (options universe gex_symbols). Full ~8-year backfill restricted to this universe to satisfy the 30 MB git-tracked-file ceiling. As of 2026-07-15: 166 names have OE share data, 273 have an ATS match for the latest published week. 展示范围：约375个标的（期权范围gex_symbols）。完整~8年回填数据受限于此范围，以满足30MB git追踪文件上限。截至2026-07-15：166个标的有场外占比数据，273个标的有最新公布周ATS匹配数据。