Dark Pool · FINRA Off-Exchange Flow
Daily per-ticker microstructure read from two joined feeds. DPI (Dark Pool Index) = off-exchange total / all-venues total — what share of the day's consolidated tape printed in dark pools, wholesalers, and ATSs rather than on a lit exchange. Short ratio = short volume / off-exchange total — direction of that dark flow.
DPI joins FINRA's daily Reg-SHO consolidated file with cached composite volume from the same daily_volumes table the rotation and themes pages use. Tickers without cached composite volume show dpi = — rather than fall back to a degraded number.
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UniverseS&P 500
Unusual short flow
Has this signal worked? Backtest →Each ticker's latest value z-scored against its own trailing 60-day mean and std (today excluded). High-z names are where flow just stepped meaningfully outside its own norm — the actual signal vs the static leaderboard.
Metric
|z| ≥
Computing z-scores across the universe…
Repeat offenders
Tickers that breached |z| ≥ 2 on dpi at least N times in the trailing window — driven by the persisted dark_pool_unusual_events table. A flag once is noise; a flag five times in a month is a pattern worth digging into.
Window
≥ N flags
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Loading FINRA snapshot — first cold fetch can take 30–60s while we pull the most recent daily file.