What it returns
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.
`weekStartDate`, `tier`, `symbol`, `issueName`, `venueType` (ATS or OTC non-ATS), `mpid`, `venueName`, `shares`, `trades`, `notionalUsd`, `avgTradeSize`, `publishedDate`, `lastUpdateDate`.
Request
POST https://api.pushbuild.com/finra-ats-volume/run with a JSON body. Send your key in the X-API-Key header.
| Field | Type | Description |
|---|---|---|
symbols | list of strings | Only these tickers, e.g. AAPL, TSLA. Empty = every symbol. |
level | string: symbol, venue, firm | How the weekly volume is broken down. Default: "symbol". |
venueType | string: ats, otc, both | ATS volume, non-ATS OTC volume, or both. Default: "ats". |
tier | string: any, T1, T2, OTCE | NMS Tier 1 is published 2 weeks after the week; Tier 2 and OTC equities after 4 weeks. Default: "any". |
latestOnly | boolean | Only the newest published week per tier. Defaults on when no dates are given. |
weekFrom | string | YYYY-MM-DD (weeks start Monday). |
weekTo | string | YYYY-MM-DD. |
minShares | integer | Skip rows below this weekly share volume. |
sort | string: shares, trades, notional, week | Order of the returned rows. Default: "shares". |
maxItems | integer | Maximum items to return (1-500). Default: 100. |
Example
curl -X POST https://api.pushbuild.com/finra-ats-volume/run \
-H "X-API-Key: YOUR_KEY" \
-H "Content-Type: application/json" \
-d '{"symbols": ["AAPL"], "maxItems": 20}'Response
{"count": 20, "truncated": false, "seconds": 1.4, "items": [ { ... } ]}Each call returns up to 500 items. Records that fail validation or are not found are flagged in the items and not charged.
Pricing
Pay only for results returned: $0.16 per 1,000 rows. No charge for errors or empty searches.
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