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Dark Pool Index (DIX) Today

Read the latest daily DIX signal. The rows below are simulated, not real dark pool prints, and are labeled as such. Free, no signup required.

DARK POOL FLOW RADAR

MODELED, NOT PRINTS
…
TRACKED NOTIONAL
$781.6M
BUY-SIDE ESTIMATE
44%
LARGEST MODELED
$50.0M
DIX
48.2%
GS$131.6M · 3 modeled signals
38% / 62%
JPM$100.0M · 2 modeled signals
0% / 100%
META$100.0M · 2 modeled signals
50% / 50%
MSFT$100.0M · 2 modeled signals
100% / 0%
MA$93.3M · 3 modeled signals
100% / 0%
CVX$50.0M · 1 modeled signal
0% / 100%
NVDA$50.0M · 1 modeled signal
0% / 100%
TSLA$50.0M · 1 modeled signal
0% / 100%
BUY-SIDE EST.SELL-SIDE EST.
SYMBOLPRICESHARESNOTIONAL
MA$568.2888K$50.0M
GS$918.4134K$31.6M
JPM$335.95149K$50.0M
NFLX$69.06169K$11.6M
META$718.6670K$50.0M
MSFT$509.6498K$50.0M
JPM$336.57149K$50.0M
GS$917.5355K$50.0M
META$716.8070K$50.0M
CVX$205.91243K$50.0M
DIX BULLISH · The latest Dark Index reading is 48.2% (2026-09-25), in the 77th percentile of the displayed 30-session window.
MODELED DATA: The radar above is a simulation derived from current market prices because SquawkFlow does not license a FINRA ADF print feed. It is for interface demonstration and education, not evidence of actual executions. DIX is separately sourced from its daily public series.
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What dark pool flow can tell you

Dark pools are private trading venues used by institutions to execute large orders without advertising those orders to the public market before they trade. The completed transactions are reported afterward. Clusters of unusually large reported transactions can highlight prices and symbols where institutional activity is concentrated.

The most useful signal is usually not one transaction. It is repeated activity: several large transactions in the same symbol, concentration near a price level, or dark-pool activity that aligns with unusual options flow. The radar above groups its modeled rows by ticker so you can see what that shape looks like, and only the DIX reading below it is measured.

How to read the modeled radar

  • Tracked notional is the combined dollar value of the modeled signals on display.
  • Buy-side estimate classifies each modeled row from price versus the bid/ask context. It is an inference over modeled data, not confirmed intent.
  • Top symbols ranks the tickers with the most modeled notional in the current sample.
  • DIX provides a broader daily view of dark-pool short volume across large US equities.

Important data limitation

Real-time FINRA ADF prints require a licensed feed, which SquawkFlow does not hold, so no row on this page is a real print. Every block in the radar is simulated and labeled as modeled, so traders can evaluate the workflow without mistaking simulated blocks for executions. The DIX panel is the one measured series on this page, a separate daily index. Never treat a modeled block or an inferred side as proof of institutional intent.

What the dark pool index (DIX) measures goes through how the index is built and what a high reading does and does not establish.

COMMON QUESTIONS

What is dark pool flow?
Dark pool flow is reported trading activity from off-exchange venues where institutions can execute large orders without displaying them in a public order book before execution.
Are dark pool prints bullish or bearish?
Not by themselves. A large transaction has both a buyer and a seller, and the report does not reveal which participant initiated it. Direction can only be estimated from execution price versus the prevailing bid, ask, or midpoint, so a print alone does not reveal the institution’s intent. Repetition, price response, and confirmation from options flow add context.
What is DIX?
DIX is a daily dark-pool short-volume index across large US equities. On this page it is the one measured series; the radar rows above it are modeled.
Why do high DIX readings sometimes look bullish?
Market makers may sell short temporarily while filling institutional buy orders. That mechanic can make high dark-pool short volume coincide with strong institutional buying demand, even though the word “short” sounds bearish.

Learn more

Dated change points in DIX, the dark pool index

A change-point search splits this daily series into stretches with different mean levels and dates the split. Each entry below is one of those dates, found under the penalty printed with it. Nothing here is a reading of where the series goes next.

DATED CHANGE POINTS UNDER PENALTY 11.122025-09-15 to 2026-09-25, 260 daily observations
The 4 most recent dated breaks in DIX, the dark pool index, most recent first, each found under penalty 11.12. Means are in fraction of dark pool volume and cover the segment on each side of the date. The full list, with the minimum and maximum of every segment, is on the endpoint.
DateDirectionMean beforeMean after
2026-09-04up0.45880.4832
2026-07-30up0.43920.4588
2026-04-28down0.48210.4392
2026-04-01up0.45060.4821

The current segment has persisted since 2026-09-04: 15 daily observations averaging 0.4832 fraction of dark pool volume, with a low of 0.4638 and a high of 0.5241.

Method: PELT change-point search at penalty 11.12, set by 2 * ln(n) on the standardised series, with cost model l2, least squares about a per-segment mean. Minimum segment length 5 observations. Window 2025-09-15 to 2026-09-25, 260 daily observations. Source: SqueezeMetrics DIX daily series. The penalty is the only judgement in the procedure, which is why it is printed beside every break rather than left in a footnote. How change point detection works walks through the search, the penalty and what a dated break does and does not establish.

A dated break describes the past series only. It is not a forecast and carries no claim about what the series does next.

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