Exchange Volume

Current volume by venue

The summary separates off-exchange and lit volume. The venue table reports Day %, raw Volume, and 30D % for each exchange or reporting facility.

Day % is the venue's share of the current day's reported volume. 30D % is its average share over the previous 30 days.

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Historical venue chart

Volume modes plot raw shares by venue. Percent modes divide each venue by total reported volume, so a percent-stacked view sums to 100%. Select 1 day, 1 week, or 1 month aggregation, and use Price to add the stock price to the chart.

Exchange Volume is also available in the chart indicator catalog. The indicator has its own display mode and can use a different source symbol from the main chart.

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Create an Exchange Volume alert

Create Alert starts with the current symbol. Add up to three conditions using total or venue-level volume and venue share. Conditions can watch a threshold, a crossing, or an increase or decrease over a window from 15 minutes through 30 days.

Choose a named exchange or total volume in the editor. Intraday observations and finalized daily data use the same alert conditions.

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Historical table and export

The history table reports each venue by date and switches between raw Volume and Percent. Export downloads the historical series.

Dark Pool Prints lists individual off-exchange executions, and Stock Trade Conditions defines the condition codes attached to trade records.

See Access and Limits for the earliest available history.

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