Dark Pool buying measurement of US companies and indexes - tickerized

Dark pools allow institutional investors to trade without exposure until after the trade has been executed and reported. Dark pools are a type of alternative trading system (ATS) that give certain investors the opportunity to place large orders and make trades without publicly revealing their intentions during the search for a buyer or seller. Our data takes daily measurements of off-exchange (OTC) trades in exchange-listed securities reported to FINRA’s Alternative Display Facility (ADF) for all short sale trades executed and reported to the ADF during normal market hours. Historical data for each security includes raw dark pool values, raw buying percentages, normalized buying percentages, and a moving average of buying percentages.

搜集汇总

背景与挑战

背景概述

该数据集提供了美国公司和指数的暗池买入测量数据，基于股票代码整理。暗池交易允许机构投资者在不公开意图的情况下进行大宗交易，数据来源于每日场外交易报告，包括历史暗池值、买入百分比及其移动平均值等指标。