---
title: "Weekly off-exchange (dark pool / OTC) volume for an exact stock or ETF listing from the FINRA OTC/ATS Transparency data, newest first. FINRA publishes Tier 1 weeks on a ~2-week delay. Rows affected by the historical symbol-map gap are flagged."
method: GET
path: "/v1/stocks/{ticker}/off-exchange-volume"
tags: ["ShortData"]
---

# Weekly off-exchange (dark pool / OTC) volume for an exact stock or ETF listing from the FINRA OTC/ATS Transparency data, newest first. FINRA publishes Tier 1 weeks on a ~2-week delay. Rows affected by the historical symbol-map gap are flagged.

`GET /v1/stocks/{ticker}/off-exchange-volume`

## Request

- Base URL: `https://api.equibles.com`
- URL: `https://api.equibles.com/v1/stocks/{ticker}/off-exchange-volume`
- Auth: HTTP bearer
- TypeScript: <https://skmtc.dev/equibles/apis/equibles-api/docs/v1/stocks/:ticker/off-exchange-volume/get.ts> (a function with typed inputs; its response is checked against the schema)

## Path parameters

- `ticker` string, required

## Query parameters

- `startDate` string, date
- `endDate` string, date
- `limit` integer
- `offset` integer

## Response `200`

OK

- OffExchangeVolumeDtoPagedResponse
  - `listingNotice` ListingNotice: What happened to a requested ticker that no longer trades. "delisted": the company has no current US listing, so the answer is its history. "renamed": the company now trades as successorTicker, its current US presentation ticker (possibly another share class). A listed series (short volume, short interest, off-exchange volume, fails-to-deliver, congressional trades) is the retired ticker's own; a company-level read is the company's data.
    - `status` string, nullable: "delisted" or "renamed".
    - `ticker` string, nullable: The retired ticker as listed.
    - `delistedOn` string, date, nullable: The day the retired listing stopped trading, when known.
    - `successorTicker` string, nullable: For "renamed", the company's current US presentation ticker; null for "delisted".
  - `data` OffExchangeVolumeDto[], nullable
    - `weekStartDate` string, date
    - `atsVolume` integer: ATS (dark pool) share volume for the week.
    - `atsTradeCount` integer
    - `nonAtsOtcVolume` integer: Non-ATS over-the-counter share volume for the week.
    - `nonAtsOtcTradeCount` integer
    - `totalOffExchangeVolume` integer: Total off-exchange volume: ATS + non-ATS OTC.
    - `mayIncludeCaseFoldedSiblingVolume` boolean: True when the week predates the ordinal FINRA symbol-map fix and may include a case-variant sibling security's volume.
  - `meta` PageMeta
    - `limit` integer
    - `offset` integer
    - `count` integer
    - `hasMore` boolean
    - `total` integer, nullable

## Other responses

- `400`: Bad Request
- `404`: Not Found

---

[API](https://skmtc.dev/equibles/apis/equibles-api.md) - [All operations](https://skmtc.dev/equibles/apis/equibles-api/llms.txt) - [OpenAPI document](https://skmtc.dev/equibles/apis/equibles-api/revisions/666e06778588?raw)