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// SAPINOVER INTELLIGENCE · ATS TIER 1 FLOW · FEB 02 – APR 06, 2026

$247B

Ten names. Nine ATSs. Ten weeks. SPY, NVDA, MSFT, AMZN, TSLA, QQQ, AVGO, META, GOOGL, AAPL — together they moved $247 billion in T1 notional, 14.7% of all Tier 1 ATS flow in the period. Every venue routes them. The distinction is concentration: UBSA (UBS ATS) routes $11.7B in SPY alone. IATS (IBKR ATS) routes $1.1B in the same name. Same stock. Same tier. 10x the notional.

#1
SPY
$48.0B
ETF
#2
NVDA
$34.4B
SEMIS
#3
MU
$25.4B
SEMIS
#4
MSFT
$25.2B
TECHNOLOGY
#5
AMZN
$23.3B
TECHNOLOGY
#6
TSLA
$22.0B
AUTO
#7
QQQ
$18.9B
ETF
#8
AVGO
$17.5B
SEMIS
$1.69T total T1 notional·14.7% in top 10 names·14 venues · 12,224 symbols · 10 weeks
ATS · FINRA · Market Structure · Feb–Apr 2026

FINRA's weekly ATS transparency data ranks venues by shares. That ranking is consistent and auditable — and it produces a competitive picture disconnected from the notional value transferred. We pulled ten weeks of issue-level data for the top 14 venues by shares, matched it against a 9-venue FINRA notional dataset, and mapped which names drive the tape — and where.

The result challenges a simple narrative. It's not that different ATSs route fundamentally different stocks. SPY, NVDA, MSFT, AMZN — every venue routes them all. The difference is how much of each name concentrates at each venue. UBSA (UBS ATS) routes $11.7 billion in SPY T1 notional over ten weeks. IATS (IBKR ATS) routes $1.1 billion in the same name over the same period. That 10x gap in one name, across the same tier, is the structural story.

Below the mega-cap layer, the structural signal becomes a tier signal. Twelve of fourteen venues run 50–62% T1 by share count — a band tight enough to define an industry norm. Two venues sit outside it: BLUE (BOATS (Blue Ocean ATS)) at 13.2% T1 and IATS at 37.5%. Those outliers are analyzed separately. The tier-split analysis covers 14 venues on a share basis; the notional analysis covers the 9 venues with reported FINRA notional data.

Venue Reference

All venues are identified by MPID (Market Participant Identifier — the FINRA ATS identifier, distinct from ISO MIC codes) throughout this analysis. The full registered name and operator for each of the 14 venues is listed below.

ATS Venue Directory — MPID → Registered Name → Operator
14 venues analyzed  |  Source: FINRA Form ATS-N registration + 2Q2025 equity ATS report
INCR
IntelligentCrossImperative Execution Inc.
UBSA
UBS ATSUBS Securities LLC
EBXL
LeveL ATSLeveL Markets LLC
SGMT
Sigma X2Goldman Sachs & Co. LLC
MLIX
Instinct XBofA Securities Inc.
MSTX
MS Trajectory CrossMorgan Stanley & Co. LLC
MSPL
MS POOLMorgan Stanley & Co. LLC
BIDS
BIDS ATSBIDS Trading L.P.
CGXS
OneChronosOneChronos Markets LLC
BLUE
BOATS (Blue Ocean ATS)Blue Ocean ATS LLC
PURE
PureStreamPureStream LLC
KCGM
Virtu MatchItVirtu Americas LLC
JPMX
JPM-XJ.P. Morgan Securities LLC
IATS
IBKR ATSInteractive Brokers LLC
MPID = Market Participant Identifier used in FINRA ATS weekly transparency reports. Full names reflect Form ATS-N registration as of the analysis window (Feb–Apr 2026).

00The Dataset: Full Universe by Tier

The analysis draws from FINRA's ATS Weekly Transparency Data, published weekly via the FINRA public API (api.finra.org/data/group/otcMarket/name/weeklySummary). Each row is a symbol-level weekly summary: one record per MPID per symbol per week, reporting Total_Shares and Total_Notional transacted in that seven-day window. The window below covers 10 complete trading weeks, Feb 02 through Apr 06, 2026.

How notional is calculated: FINRA receives trade reports from each ATS and publishes the weekly aggregate notional directly as the Total_Notional field. This is not estimated — it is the sum of (price × shares) for all transactions reported by that MPID in that week for that symbol. No VWAP estimation or price approximation is applied. The figures are reported in US dollars.

Full Dataset — Universe Statistics by NMS Tier
Source: FINRA ATS Weekly Transparency Data API  |  Period: Feb 02 – Apr 06, 2026 (10 weeks)  |  16 MPIDs (CalcGuard coverage)  |  Summary type: ATS_W_SMBL_FIRM
TickersObservationsTotal SharesTotal Notional% of Grand Total
NMS Tier 12,447126,57117.53B shares$1,685.6B73.4%
NMS Tier 29,781493,44723.71B shares$610.6B26.6%
TOTAL12,224620,01841.24B shares$2,296.2B100%
Tickers = unique symbols. Observations = weekly symbol-MPID rows. T1: 2,447 symbols drove $1.69T notional on 17.5B shares — an implied average of $96.15/share. T2: 9,781 symbols drove $610.6B on 23.7B shares — $25.75/share average. The 4x avg-price gap between tiers (not the tier classification itself) explains why T2 has more shares but 73% less notional than T1.

NMS Tier 1 covers securities in the S&P 500, Russell 1000, or with a national market system designation meeting FINRA's liquidity threshold. Tier 2 captures everything else — including large foreign listings (ADRs), leveraged ETFs, and small-cap domestics. The tier is determined by the security's benchmark classification, not its price or ATS volume.

The 9,781 T2 symbols represent a long tail: the top 100 T2 names by notional account for the majority of T2 notional, while the remainder distribute across micro-cap and low-liquidity names. Tier 2 is not a monolithic category — it contains ultra-premium ADRs like ASML ($1,391/share) alongside sub-$1 micro-caps routed through venues like XSTM (ONDS at $9.96/share) and IATS (CRWV at $86/share).

01The Mega-Cap Names Driving T1 Notional

Across 9 ATSs and 12,224 unique symbols in the Feb 02–Apr 06, 2026 window, $1.69 trillion in Tier 1 notional was reported to FINRA. The top 10 symbols by notional — SPY, NVDA, MU, MSFT, AMZN, TSLA, QQQ, AVGO, META, GOOGL — account for $247 billion, or 14.7% of all T1 flow. The top 25 names reach 23.2%.

$1.69T
Total T1 Notional (9 venues)
$247B
Top 10 Names Combined
14.7%
Top 10 Concentration
12,224
Unique Symbols in Universe
Top 12 T1 Symbols by Notional — 9 ATSs Combined, Feb 02–Apr 06, 2026
Blue = ETF  |  Green = Semis  |  Purple = Tech/Other  |  Source: FINRA ATS Weekly Transparency Data, Total_Notional field
SPY$48.0BNVDA$34.4BMU$25.4BMSFT$25.2BAMZN$23.3BTSLA$22.0BQQQ$18.9BAVGO$17.5BMETA$16.4BGOOGL$16.2BAAPL$16.1BIWM$11.1BETFSemisTech/Other
All values are 10-week totals across 9 ATSs with reported FINRA notional data: BIDS, EBXL, IATS, JPMX, MSPL, MSTX, PURE, SGMT, UBSA. Implied avg price = Total_Notional / Total_Shares as reported.

The concentration is shallower than expected. Twelve thousand symbols compete for T1 share, and the top 10 hold only 14.7% of notional. The remaining 86% distributes across a long tail of liquid but lower-notional securities. SPY at $48 billion represents 2.8% of total T1 notional on its own — more than any other single name, but far from dominating.

Semiconductors appear three times in the top 10 (NVDA, AVGO, and GOOGL's AI infrastructure adjacency). ETFs anchor positions 1 and 7 via SPY and QQQ. The implied average price per share across these names ranges from $182 (NVDA) to $668 (SPY) — all high-dollar assets generating outsized notional per share.

Every ATS routes SPY. What differs is concentration: UBSA routes $11.7 billion in SPY over ten weeks. IATS routes $1.1 billion. Same name. Same tier. 10x the notional.

02Where Each Name Trades: The Name × Venue Routing Map

The table below maps the top 8 T1 names against the 9 venues with FINRA notional data. Darker cells indicate higher notional concentration. Each cell shows $B over ten weeks. Row totals reflect the 9-venue sum; the full 14-venue universe would be larger.

T1 Notional ($B) — Top 8 Names × 9 ATS Venues
Darker = higher notional  |  MPID columns: BIDS · EBXL · IATS · JPMX · MSPL · MSTX · PURE · SGMT · UBSA  |  Row total = 9-venue sum
BIDSEBXLIATSJPMXMSPLMSTXPURESGMTUBSASPY5.15.61.11.81.73.45.36.711.7$42BNVDA5.72.03.00.901.44.07.31.83.2$29BMSFT3.11.40.900.701.13.55.91.63.2$21BAMZN3.91.10.400.601.53.84.31.01.6$18BTSLA1.21.44.90.400.702.12.92.02.8$18BQQQ2.02.12.40.500.301.62.71.63.2$16BMETA1.41.10.900.500.902.22.51.42.2$13BAAPL1.41.30.400.400.603.03.10.901.7$13B
Source: FINRA ATS Weekly Transparency Data, Total_Notional field, Feb 02–Apr 06, 2026. All figures $B (10-week total). Venues not in parquet (INCR, MLIX, CGXS, BLUE, KCGM) are excluded from this matrix.

Several patterns emerge from the matrix. PURE (PureStream) and MSTX (MS Trajectory Cross) concentrate in equity names — NVDA, MSFT, AMZN, AAPL each show $3–7B at PURE and $2–4B at MSTX. UBSA (UBS ATS) dominates SPY at $11.7B, roughly double any other venue. IATS (IBKR ATS) leads in TSLA at $4.9B — nearly double BIDS at $1.2B — consistent with IBKR's retail-adjacent client base concentrating in high-volatility names.

SGMT (Sigma X2) leads in SPY at $6.7B among the institutional venues. Goldman's Sigma X2 showing high SPY concentration is consistent with block-trading and program-execution flows where S&P 500 hedges move through the ATS.BIDS (BIDS ATS) concentrates in NVDA ($5.7B) and SPY ($5.1B), consistent with a buyside-focused block matching profile.

02bVenue Deep Dive: All 16 MPIDs, Top 5 T1 & T2 by Notional

The cards below profile all 16 MPIDs in the dataset, sorted by total notional (T1 + T2 combined). Each card shows the venue's T1 and T2 notional bars (scaled to MSTX as the maximum), symbol counts, share volume, and the top 5 names by notional in each tier. Avg price per share is computed as Total_Notional / Total_Shares from FINRA-reported data — not estimated.

MSTX#1 by notional
MS Trajectory Cross (ATS-1)
Morgan Stanley & Co. LLC
T1 NOTIONAL$322.7B · 84%
T2 NOTIONAL$61.4B · 16%
T1 SYMS
1,602
T1 SHARES
3.93B
T2 SYMS
3,518
TOP 5 T1 BY NOTIONAL
NVDA$3.96B21.8M sh$182/sh
AMZN$3.80B17.9M sh$213/sh
MSFT$3.47B8.8M sh$395/sh
SPY$3.38B5.0M sh$674/sh
AAPL$3.05B11.7M sh$261/sh
TOP 5 T2 BY NOTIONAL
TSM$1.33B3.8M sh$352/sh
SHOP$0.52B4.4M sh$119/sh
CRWV$0.46B5.2M sh$87/sh
MELI$0.42B0.2M sh$1846/sh
ASML$0.41B0.3M sh$1388/sh
UBSA#2 by notional
UBS ATS
UBS Securities LLC
T1 NOTIONAL$215.1B · 68%
T2 NOTIONAL$103.0B · 32%
T1 SYMS
2,287
T1 SHARES
2.00B
T2 SYMS
9,290
TOP 5 T1 BY NOTIONAL
SPY$11.69B17.5M sh$667/sh
MU$4.42B10.3M sh$427/sh
QQQ$3.20B5.4M sh$598/sh
MSFT$3.20B8.0M sh$399/sh
NVDA$3.17B17.4M sh$182/sh
TOP 5 T2 BY NOTIONAL
TSM$3.31B9.3M sh$355/sh
SHOP$2.40B20.2M sh$119/sh
BABA$2.09B14.8M sh$141/sh
ASML$2.03B1.5M sh$1392/sh
BE$1.43B9.7M sh$148/sh
PURE#3 by notional
PureStream
PureStream LLC
T1 NOTIONAL$244.2B · 86%
T2 NOTIONAL$38.6B · 14%
T1 SYMS
2,150
T1 SHARES
2.52B
T2 SYMS
4,831
TOP 5 T1 BY NOTIONAL
NVDA$7.31B40.2M sh$182/sh
MSFT$5.89B14.8M sh$397/sh
SPY$5.27B7.8M sh$674/sh
AMZN$4.32B20.6M sh$210/sh
GOOGL$3.38B11.1M sh$305/sh
TOP 5 T2 BY NOTIONAL
TSM$1.43B4.0M sh$354/sh
SHOP$1.07B9.0M sh$119/sh
CRWV$0.66B7.5M sh$89/sh
BABA$0.58B4.1M sh$141/sh
SE$0.42B4.3M sh$98/sh
BIDS#4 by notional
BIDS ATS
BIDS Trading L.P.
T1 NOTIONAL$158.0B · 78%
T2 NOTIONAL$45.2B · 22%
T1 SYMS
2,294
T1 SHARES
1.77B
T2 SYMS
6,050
TOP 5 T1 BY NOTIONAL
NVDA$5.66B31.0M sh$183/sh
SPY$5.11B7.6M sh$669/sh
AMZN$3.95B18.7M sh$211/sh
MSFT$3.09B7.8M sh$397/sh
HYG$2.41B30.3M sh$80/sh
TOP 5 T2 BY NOTIONAL
TSM$1.37B3.9M sh$349/sh
SHOP$0.76B6.4M sh$118/sh
ASML$0.45B0.3M sh$1390/sh
SOXL$0.45B7.8M sh$57/sh
SE$0.39B3.8M sh$101/sh
SGMT#5 by notional
Sigma X2
Goldman Sachs & Co. LLC
T1 NOTIONAL$123.4B · 61%
T2 NOTIONAL$77.4B · 39%
T1 SYMS
2,398
T1 SHARES
1.06B
T2 SYMS
8,710
TOP 5 T1 BY NOTIONAL
SPY$6.71B10.1M sh$666/sh
MU$2.13B5.0M sh$426/sh
TSLA$2.02B5.1M sh$394/sh
NVDA$1.78B9.8M sh$182/sh
MSFT$1.62B4.1M sh$399/sh
TOP 5 T2 BY NOTIONAL
TSM$2.98B8.5M sh$352/sh
ASML$1.69B1.2M sh$1391/sh
SHOP$1.48B12.5M sh$119/sh
CRWV$0.92B10.7M sh$86/sh
BABA$0.88B6.1M sh$144/sh
EBXL#6 by notional
LeveL ATS
LeveL Markets LLC
T1 NOTIONAL$127.9B · 66%
T2 NOTIONAL$66.3B · 34%
T1 SYMS
2,425
T1 SHARES
1.33B
T2 SYMS
8,833
TOP 5 T1 BY NOTIONAL
SPY$5.58B8.4M sh$666/sh
QQQ$2.06B3.4M sh$598/sh
NVDA$2.03B11.2M sh$182/sh
AVGO$1.63B5.0M sh$328/sh
MU$1.60B3.7M sh$430/sh
TOP 5 T2 BY NOTIONAL
SOXL$1.76B29.1M sh$60/sh
SQQQ$1.26B17.1M sh$74/sh
TSM$1.19B3.3M sh$359/sh
TQQQ$1.06B22.4M sh$47/sh
CRWV$0.95B10.9M sh$87/sh
JPBX#7 by notional
JPB-X
J.P. Morgan Securities LLC
T1 NOTIONAL$152.6B · 87%
T2 NOTIONAL$22.5B · 13%
T1 SYMS
1,392
T1 SHARES
1.68B
T2 SYMS
3,527
TOP 5 T1 BY NOTIONAL
SPY$2.07B3.1M sh$668/sh
NVDA$2.03B11.2M sh$182/sh
MSFT$1.90B4.8M sh$393/sh
AMZN$1.87B8.7M sh$214/sh
AAPL$1.75B6.7M sh$261/sh
TOP 5 T2 BY NOTIONAL
TSM$0.63B1.8M sh$352/sh
ASML$0.27B0.2M sh$1379/sh
MELI$0.24B0.1M sh$1837/sh
SHOP$0.24B2.0M sh$120/sh
ARM$0.21B1.6M sh$132/sh
MSPL#8 by notional
MS POOL (ATS-4)
Morgan Stanley & Co. LLC
T1 NOTIONAL$100.8B · 59%
T2 NOTIONAL$70.1B · 41%
T1 SYMS
2,112
T1 SHARES
0.96B
T2 SYMS
6,268
TOP 5 T1 BY NOTIONAL
MU$2.52B6.4M sh$394/sh
SPY$1.66B2.5M sh$674/sh
AMZN$1.52B7.2M sh$212/sh
NVDA$1.45B8.0M sh$181/sh
SNDK$1.30B2.0M sh$641/sh
TOP 5 T2 BY NOTIONAL
TSM$2.16B6.2M sh$349/sh
ASML$1.28B0.9M sh$1388/sh
SHOP$1.11B9.3M sh$119/sh
CRWV$0.89B10.3M sh$86/sh
MELI$0.82B0.4M sh$1824/sh
JPMX#9 by notional
JPM-X
J.P. Morgan Securities LLC
T1 NOTIONAL$44.6B · 55%
T2 NOTIONAL$37.0B · 45%
T1 SYMS
2,334
T1 SHARES
0.41B
T2 SYMS
7,351
TOP 5 T1 BY NOTIONAL
SPY$1.83B2.8M sh$665/sh
MU$0.93B2.2M sh$429/sh
NVDA$0.90B5.0M sh$182/sh
MSFT$0.65B1.6M sh$398/sh
AMZN$0.62B3.0M sh$210/sh
TOP 5 T2 BY NOTIONAL
TSM$1.48B4.2M sh$352/sh
ASML$0.59B0.4M sh$1386/sh
MELI$0.53B0.3M sh$1861/sh
SHOP$0.45B3.7M sh$120/sh
BABA$0.41B2.8M sh$146/sh
IATS#10 by notional
IBKR ATS
Interactive Brokers LLC
T1 NOTIONAL$44.0B · 56%
T2 NOTIONAL$34.2B · 44%
T1 SYMS
2,280
T1 SHARES
0.29B
T2 SYMS
7,668
TOP 5 T1 BY NOTIONAL
TSLA$4.86B12.3M sh$394/sh
MU$3.59B8.4M sh$429/sh
NVDA$2.97B16.3M sh$182/sh
SNDK$2.93B4.4M sh$674/sh
QQQ$2.36B3.9M sh$600/sh
TOP 5 T2 BY NOTIONAL
CRWV$1.79B20.8M sh$86/sh
TQQQ$1.31B28.7M sh$46/sh
TSM$1.27B3.6M sh$355/sh
NBIS$1.09B10.6M sh$103/sh
SQQQ$1.08B14.5M sh$74/sh
LATS#11 by notional
Barclays ATS
Barclays Capital Inc.
T1 NOTIONAL$40.8B · 67%
T2 NOTIONAL$20.1B · 33%
T1 SYMS
2,411
T1 SHARES
0.38B
T2 SYMS
8,385
TOP 5 T1 BY NOTIONAL
SPY$3.16B4.7M sh$665/sh
QQQ$1.68B2.8M sh$598/sh
LQD$0.58B5.3M sh$109/sh
IWM$0.58B2.3M sh$248/sh
NVDA$0.53B2.9M sh$182/sh
TOP 5 T2 BY NOTIONAL
TSM$0.93B2.6M sh$356/sh
SHOP$0.34B2.9M sh$121/sh
SOXL$0.34B5.7M sh$60/sh
SQQQ$0.29B4.0M sh$73/sh
TQQQ$0.25B5.4M sh$47/sh
XSTM#12 by notional
CrossStream
Credit Suisse Securities (USA) LLC
T1 NOTIONAL$34.1B · 68%
T2 NOTIONAL$16.4B · 32%
T1 SYMS
2,052
T1 SHARES
0.43B
T2 SYMS
6,050
TOP 5 T1 BY NOTIONAL
SGOV$1.74B17.3M sh$100/sh
TSLA$1.31B3.3M sh$390/sh
AMZN$1.29B6.2M sh$209/sh
MU$1.19B3.1M sh$389/sh
SNDK$0.87B1.3M sh$674/sh
TOP 5 T2 BY NOTIONAL
ONDS$0.47B46.9M sh$10/sh
TSM$0.36B1.0M sh$354/sh
CRWV$0.35B4.0M sh$86/sh
MARA$0.29B34.2M sh$8/sh
BE$0.23B1.6M sh$147/sh
LQNA#13 by notional
Liquidnet H2O ATS
Liquidnet, Inc.
T1 NOTIONAL$41.4B · 82%
T2 NOTIONAL$9.0B · 18%
T1 SYMS
1,384
T1 SHARES
0.42B
T2 SYMS
3,848
TOP 5 T1 BY NOTIONAL
AMZN$0.79B3.7M sh$212/sh
MSFT$0.72B1.8M sh$393/sh
GOOGL$0.55B1.8M sh$305/sh
NVDA$0.48B2.6M sh$182/sh
AVGO$0.42B1.3M sh$323/sh
TOP 5 T2 BY NOTIONAL
TSM$0.28B0.8M sh$351/sh
SHOP$0.25B2.1M sh$118/sh
MELI$0.17B0.1M sh$1814/sh
ACLX$0.12B1.1M sh$110/sh
ASML$0.10B0.1M sh$1384/sh
MSRP#14 by notional
MS RPOOL (ATS-6)
Morgan Stanley & Co. LLC
T1 NOTIONAL$21.9B · 82%
T2 NOTIONAL$4.9B · 18%
T1 SYMS
2,136
T1 SHARES
0.20B
T2 SYMS
5,703
TOP 5 T1 BY NOTIONAL
NVDA$1.47B8.0M sh$182/sh
TSLA$0.67B1.7M sh$399/sh
AMZN$0.61B2.9M sh$210/sh
MU$0.51B1.2M sh$412/sh
META$0.35B0.6M sh$620/sh
TOP 5 T2 BY NOTIONAL
TSM$0.10B0.3M sh$354/sh
SHOP$0.09B0.7M sh$117/sh
CRWV$0.08B0.9M sh$87/sh
MELI$0.07B0.0M sh$1831/sh
SOXL$0.06B1.0M sh$61/sh
LQNT#15 by notional
Liquidnet Negotiation ATS
Liquidnet, Inc.
T1 NOTIONAL$10.3B · 78%
T2 NOTIONAL$2.9B · 22%
T1 SYMS
754
T1 SHARES
0.11B
T2 SYMS
724
TOP 5 T1 BY NOTIONAL
BDX$0.25B1.4M sh$173/sh
LIN$0.13B0.3M sh$496/sh
KLAC$0.11B0.1M sh$1477/sh
CIEN$0.10B0.4M sh$277/sh
DE$0.10B0.2M sh$645/sh
TOP 5 T2 BY NOTIONAL
SHOP$0.09B0.8M sh$115/sh
ASND$0.08B0.4M sh$233/sh
ICLR$0.05B0.5M sh$107/sh
GH$0.05B0.5M sh$96/sh
HDB$0.04B1.4M sh$26/sh
CODA#16 by notional
CODA
Cowen and Company LLC
T1 NOTIONAL$3.6B · 72%
T2 NOTIONAL$1.4B · 28%
T1 SYMS
2,079
T1 SHARES
0.03B
T2 SYMS
6,354
TOP 5 T1 BY NOTIONAL
QQQ$0.21B0.4M sh$607/sh
SNDK$0.21B0.3M sh$633/sh
SPY$0.14B0.2M sh$678/sh
NVDA$0.10B0.6M sh$185/sh
IWM$0.10B0.4M sh$258/sh
TOP 5 T2 BY NOTIONAL
SQQQ$0.05B0.7M sh$71/sh
TQQQ$0.04B0.8M sh$50/sh
BE$0.04B0.2M sh$152/sh
SOXL$0.02B0.4M sh$60/sh
TSM$0.02B0.1M sh$363/sh
All data from FINRA ATS Weekly Transparency Data, Feb 02–Apr 06, 2026. Bars scaled to MSTX (highest T1 notional at $322.7B). Notional = FINRA Total_Notional field (sum of price × shares per transaction, reported by each ATS). Avg price = Total_Notional / Total_Shares. 16 MPIDs shown = full CalcGuard FINRA coverage for this window.

03The Structural T1/T2 Split

The share-based tier split analysis covers 14 venues from FINRA issue-level data. Twelve of fourteen venues run 50–62% T1 by share count — a band defining the structural industry norm. Two sit outside it: BLUE (BOATS (Blue Ocean ATS)) at 13.2% T1 and IATS (IBKR ATS) at 37.5%.

T1 vs. T2 Share Distribution — 14 Venues, Feb 02–Apr 06, 2026
Sorted by FINRA share rank (top to bottom)  |  Source: FINRA ATS Weekly Transparency Data
T1 %T2 %INCR52.5%47.5%UBSA56.4%43.6%EBXL56.0%44.0%SGMT56.6%43.4%MLIX52.4%47.6%MSTX54.6%45.4%MSPL50.0%50.0%BIDS55.6%44.4%CGXS58.3%41.7%BLUE13.2%86.8%PURE61.3%38.7%KCGM48.7%51.3%JPMX57.4%42.6%IATS37.5%62.5%
Green = T1 share  |  Yellow = BLUE (BOATS (Blue Ocean ATS), structural outlier at 13.2% T1)  |  Orange = IATS (IBKR ATS, at 37.5% T1)  |  Peers cluster 50–62% T1

The 9-percentage-point spread between INCR (IntelligentCross) at 52.5% and PURE (PureStream) at 61.3% encompasses venues operating very different client books. The convergence is not a regulatory artifact — no rule requires a 55% T1 ratio. It reflects the underlying composition of NMS-eligible trading: the liquid securities in Tier 1 attract more flow at roughly this ratio.

BLUE's 13.2% T1 concentration is the most extreme case. Of its 5.06 billion total shares, only 668 million are T1. IATS at 37.5% is structurally T2-heavy but within a standard deviation of the peer group in a way BLUE is not. When both are mapped to the name-level routing matrix, they tell different stories: IATS concentrates in expensive T1 names (including leading TSLA at $4.9B); BLUE's T2 book contains a micro-cap sub-population at near-zero per-share prices.

04T2 Surprises: Ultra-Premium Foreign Names

Tier 2 is not uniformly a low-price universe. FINRA's NMS tier classification places non-Russell 1000 securities — including large foreign-listed ADRs — in Tier 2 by market capitalization benchmark. The result is a T2 cohort containing some of the highest-price securities in the dataset.

Notable T2 Names by Notional — 9 Venues, Feb 02–Apr 06, 2026
T2 = NMS Tier 2 per FINRA classification (non-Russell 1000 or below benchmark threshold)
SymbolNameT2 NotionalAvg Price / ShareNote
TSMTaiwan Semiconductor (ADR)$18.9B$353/shADR / non-US primary listing
SHOPShopify$10.1B$119/shADR / non-US primary listing
ASMLASML Holding (ADR)$8.9B$1,391/shUltra-high price, small share count
CRWVCoreWeave$8.4B$87/shCoreWeave, recent IPO
BABAAlibaba (ADR)$6.8B$142/shADR / non-US primary listing
SOXLDirexion 3x Semis Bull ETF$5.2B$59/sh3x leveraged ETF — classified T2
ARMArm Holdings (ADR)$5.2B$133/shADR / non-US primary listing
MELIMercadoLibre$5.0B$1,829/shUltra-high price, small share count
ASML (ADR) at $1,391/share and MercadoLibre at $1,829/share are T2 by FINRA tier classification — their share counts are small but each notional dollar is significant. TSM at $18.9B is the largest T2 name by notional — the same size as QQQ in T1.

Taiwan Semiconductor (TSM) at $18.9 billion T2 notional over ten weeks is the most striking case. It places TSM roughly equal to QQQ ($18.9 billion) in T1 notional — one of the most actively traded ETFs in the world — but entirely in Tier 2. At $353/share implied average, TSM generates significant notional per trade.

ASML at $1,391/share and MercadoLibre (MELI) at $1,829/share are the highest per-share T2 names in the dataset. Both are classified T2 because they are non-US primary listings (ADRs), placing them outside the Russell 1000 threshold. Their T2 notional is small in share count but meaningful in dollar terms.

SOXL — the Direxion 3x Semiconductor Bull ETF — appearing at $5.2 billion T2 notional reflects a specific classification mechanic: leveraged and inverse ETFs are frequently excluded from Tier 1 benchmarks regardless of their notional size.

05T2 Price Spectrum: $3.19 to $13.91 Across Venues

Looking at the venue-level T2 average price (from the share-based 14-venue analysis), the per-share T2 composition spans from $3.19 at MSPL (MS POOL) to $13.91 at IATS (IBKR ATS) — a 4.4x spread across a single tier.

T2 Average Price per Share — 14 Venues, Sorted Descending
IATS (IBKR ATS) leads at $13.91  |  MSPL (MS POOL) lowest at $3.19  |  BLUE (BOATS (Blue Ocean ATS)) mid-table at $7.24
IATS$13.91KCGM$11.74EBXL$9.12PURE$7.42BLUE$7.24UBSA$7.10SGMT$6.94MLIX$6.62INCR$6.60JPMX$5.48BIDS$4.14CGXS$3.46MSTX$3.42MSPL$3.19
Average T2 price reflects each venue's T2 book composition. Source: share-based 14-venue FINRA analysis (issue-level data, Feb–Apr 2026).

IATS (IBKR ATS) at $13.91/share T2 is the outlier. Its Tier 2 book contains securities — including TSLA, NVDA, and SPY-class names — that FINRA classifies as T2 in this window. At $13.91 average, IATS T2 carries more per-share notional than the T1 book of several peer venues.

MSPL (MS POOL), MSTX (MS Trajectory Cross), and CGXS (OneChronos) cluster at the bottom. Their T2 books concentrate in lower-priced large-cap names — stocks trading in the $2–$15 range — generating large share counts at limited notional.

BLUE (BOATS (Blue Ocean ATS)) at $7.24/share T2 sits mid-table. Its anomaly is not the T2 price average — it is the volume of T2: 6.6 times more T2 shares than T1. The T2 average is pulled up by a leveraged ETF cluster (SOXL, SOXS, TQQQ) and pulled down by a micro-cap cluster trading at sub-$0.50.

06BLUE (BOATS (Blue Ocean ATS)) in Context

Placed in the 14-venue table, BLUE ranks #12 by estimated notional — consistent with its #10 share rank. The notional penalty from T2 dominance is partially offset by the leveraged ETF sub-population, which carries real prices. The micro-cap sub-population contributes negligibly to notional despite accounting for roughly 60% of T2 shares.

6.6x
BLUE T2/T1 Share Ratio
~0.9x
Peer T2/T1 Median
13.2%
BLUE T1 Share Concentration
455x
PFOF bps Range (MU to LBGJ)

BLUE's 6.6:1 T2/T1 ratio is not simply a quirk of having a large T2 base. Every other venue in the table runs near parity on shares per tier — the median T2/T1 ratio is approximately 0.9x. No other venue approaches BLUE's ratio.

The economic consequences compound through the share-based fee structure. PFOF paid at $0.002/share generates 0.05 basis points of notional on MU at $401 and 455 basis points on LBGJ at $0.044. ATS fees at $0.003/share represent 6.8% of the traded notional in a $0.044 security. These are the per-trade economics of the micro-cap sub-population at BLUE — running through market structure designed for a $10–$100 stock universe.

Among the 14 venues, BLUE is the only one where the T2 share count is driven primarily by a micro-cap engine. The other high-T2 venues — IATS at 62.5% T2, KCGM at 51.3% T2 — achieve their T2 weight via moderately priced names, not sub-$0.50 flow.

07The Share-to-Notional Rank Inversion

Applying estimated notional to the 14-venue share data (using daily VWAP from ticker prices for top-15 symbols per tier per venue) reorders the competitive table. The largest divergences reveal which venues gain or lose competitive standing when the metric shifts from activity count to economic weight.

Share Rank vs. Estimated Notional Rank — All 14 Venues
Positive shift = rises in notional ranking  |  Note: notional estimates use daily VWAP from ticker prices applied to top-15 symbols per venue per tier
MPIDFull NameShare RankNot. RankShiftNote
IATSIBKR ATS#14#7+7rises sharply
KCGMVirtu MatchIt#12#6+6rises sharply
JPMXJPM-X#13#8+5rises
UBSAUBS ATS#2#1+1drops
SGMTSigma X2#4#3+1drops
MLIXInstinct X#5#5unchanged
PUREPureStream#11#11unchanged
INCRIntelligentCross#1#2-1drops
EBXLLeveL ATS#3#4-1drops
MSPLMS POOL#7#9-2drops
BIDSBIDS ATS#8#10-2drops
BLUEBOATS (Blue Ocean ATS)#10#12-2drops
CGXSOneChronos#9#13-4drops
MSTXMS Trajectory Cross#6#14-8drops sharply
Green = improves in notional rank  |  Red = falls  |  Highlighted row = BLUE (BOATS (Blue Ocean ATS))

KCGM (Virtu MatchIt) rises from #12 to #6 (+6 positions). Despite ranking twelfth by shares, Virtu MatchIt's T1 average price of $102/share and T2 average of $11.74/share are both elevated relative to peers. Routing expensive names across both tiers produces notional that share count does not show.

IATS (IBKR ATS) rises from #14 to #7 (+7 positions). IATS holds 37.5% T1 — the second-largest T2 concentration in the universe — but its T2 book is not cheap. A T2 average of $13.91, the highest in the universe, combined with a T1 average of $111/share reflects a book routing expensive names across both tiers. This is consistent with what the name-level matrix shows: IATS leads TSLA T1 at $4.9B.

MSTX (MS Trajectory Cross) drops from #6 to #14 (-8 positions) in the estimated notional ranking. The issue-level FINRA data for MSTX shows Ford (F), AT&T (T), NU Holdings, and SoFi Technologies as top-15 names by share count — these are high-volume cheap names. The share-based estimated notional method captures this by applying their lower per-share prices. The actual FINRA-reported notional for MSTX shows a broader book; the share-count-based estimate reflects the composition of their highest-volume names.

07Takeaway

Three observations from the combined analysis:

1. The mega-cap names are universal; concentration is the variable.Every ATS routes SPY, NVDA, MSFT, and AMZN. The distinction is how much. UBSA routes $11.7B in SPY. IATS routes $1.1B. BIDS routes $5.7B in NVDA. SGMT routes $1.8B in the same name. The competitive signal is not name selection — it is notional allocation per name, which FINRA's share-based ranking cannot surface.

2. T2 contains premium names that the tier label obscures. TSM at $18.9 billion T2 notional, ASML at $1,391/share, and MELI at $1,829/share are classified T2 because their primary listing is non-US. The economic weight of these names rivals T1 mega-caps in dollar terms, but FINRA's tier classification groups them with genuinely low-priced T2 securities. Any competitive analysis treating T2 as a monolithic low-price pool misreads the data.

3. BLUE's structural position remains unique in this universe.No other venue runs a 6.6:1 T2/T1 share ratio. No other venue combines a leveraged ETF sub-population at $20–$57 with a micro-cap sub-population at $0.04–$0.35 within the same T2 book. The PFOF and fee distortion concentrated at BLUE does not generalize to the rest of the 14-venue table.

Data notes. Tier split data from FINRA ATS Weekly Transparency Data, 10 complete trading weeks Feb 02 through Apr 06, 2026, issue-level summary type (ATS_W_SMBL_FIRM). Notional data from FINRA Total_Notional field, covering 9 venues: BIDS (BIDS ATS), EBXL (LeveL ATS), IATS (IBKR ATS), JPMX (JPM-X), MSPL (MS POOL), MSTX (MS Trajectory Cross), PURE (PureStream), SGMT (Sigma X2), UBSA (UBS ATS). Five venues in the 14-venue tier-split analysis (INCR, MLIX, CGXS, BLUE, KCGM) do not have corresponding notional data in the analysis dataset. Share-based tier-split analysis covers all 14 venues. Estimated notional in Section 07 uses daily VWAP from ticker prices for top-15 symbols per tier per venue; remaining shares are discounted at 40% of the observed tier average price. T2 name classification follows FINRA's NMS tier criteria as published. Implied avg price per share = Total_Notional / Total_Shares as reported to FINRA. MPID = Market Participant Identifier (FINRA ATS identifier). No performance claims are made. For informational and market structure research purposes only.