About Market Transparency
The Market Transparency API provides access to trading data and other information that facilitates market transparency.
OTC trading data, on a delayed basis, for each ATS/firm with trade reporting obligations under FINRA rules.
OTC Regulation SHO and Rule 4320 Threshold Securities.
Available Datasets
The API platform utilizes the concept of datasets to deliver a variety of data via the Data Out API endpoints.
Equity Short Interest
OTC equity short positions reported by FINRA member firms.
Threshold List
OTC Regulation SHO and Rule 4320 Threshold Securities.
Weekly Summary
Weekly aggregate trade data for OTC (ATS and non-ATS) trading data for each ATS/firm with trade reporting obligations under FINRA rules.
Monthly Summary
Monthly aggregate trade data for OTC(non-ATS) trading data for each firm with trade reporting obligations under FINRA rules.
Blocks Summary
Aggregated ATS trade data in NMS stocks that meets certain share based and dollar based thresholds.
OTC Block Summary
Aggregated OTC (Non-ATS) trade data in NMS stocks that meets certain share based and dollar based thresholds.
Frequently Asked Questions
Do API requests for the Market Transparency API require authentication?
The Market Transparency APIs do not require authentication at this time. Requests to this API will function with or without an Authorization header in the API request.
API users do not need to go through the production provisioning process to access the production Market Transparency datasets.
How does the Market Transparency API map to the data on the OTC Transparency website?
The key field in the Market Transparency API datasets that allows aggregation of the data is the "summaryTypeCode" field.
The allowed values for this field for ATS data include (weeklysummary dataset):
- ATS_W_SMBL will return ATS issue data aggregated by issue on a weekly basis
- ATS_W_SMBL_FIRM will return ATS issue data aggregated by ATS on a weekly basis
- ATS_W_FIRM will return data aggregated by ATS on a weekly basis
- ATS_W_VOL_STATS will return ATS statistics data on a weekly basis
The allowed values for this field for OTC(Non-ATS) data include: (weeklysummary and monthlysummary datatsets)
- OTC_W_SMBL will return OTC issue data aggregated by issue on a weekly basis
- OTC_W_SMBL_FIRM will return OTC issue data aggregated by ATS on a weekly basis
- OTC_W_FIRM will return data aggregated by OTC on a weekly basis
- OTC_W_VOL_STATS will return OTC statistics data on a weekly basis
- OTC_M_SMBL will return OTC issue data aggregated by issue on a monthly basis
- OTC_M_SMBL_FIRM will return OTC issue data aggregated by ATS on a monthly basis
- OTC_M_FIRM will return data aggregated by OTC on a monthly basis
- OTC_M_VOL_STATS will return OTC statistics data on a monthly basis
Get Started
Explore the API
Check Out Our Other Products
The Registration API provides access to the registration records of broker-dealer firms and their associated individuals and branches.
The fixed income API provides access to OTC secondary market transaction data for fixed income securities as reported to TRACE.