Short Sale Volume provides the public with aggregated short sale volume by security for all publicly-disseminated short sale trades executed off-exchange and reported to a FINRA Trade Reporting Facility (TRF), Alternative Display Facility (ADF) or Over-the-Counter Reporting Facility (ORF).
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About the Data
| Data Description |
Short Sale Volume data contains aggregated volume by security for all short sale trades executed, reported off-exchange, and publicly disseminated. FINRA makes short sale trade data publicly available for off-exchange transactions (i.e., OTC). |
| Data Collection |
Pursuant to a U.S. Securities and Exchange Commission request, FINRA makes short sale trade data publicly available for off-exchange (i.e., OTC) trades in exchange-listed securities reported to a FINRA Trade Reporting Facility (TRF) or the Alternative Display Facility (ADF), as well as for trades in securities traded over-the-counter and reported to FINRA’s Over the Counter Reporting Facility (ORF). FINRA makes the data available in two ways: (1) Daily Short Sale Volume; and (2) Monthly Short Sale Transaction (collectively, Short Sale Volume). |
| Notes |
- The Short Sale Files are not consolidated with exchange data. To obtain a complete picture of the short sale volume to total volume for a particular exchange-listed stock, market participants must combine data from the separate files for the TRFs and the ADF as well as from each exchange.
- The Short Sale Files do not include any trading activity that is not publicly disseminated. As a result, some offsetting buy activity would not be reflected in the Daily File and may result in the appearance of a higher concentration of short sale volume to total volume.
- The Short Sale Files do not—and are not intended to—equate to bi-monthly reported short interest position information. The short interest data reflects short positions held by market participants at a specific moment in time on two discrete days each month, while the Daily File reflects the aggregate volume of short trades effected on each trade date that meet the criteria noted herein.
- The Interactive Display and Monthly Short Sale Transaction file reflect data based on each relevant TRF, ADF, or ORF.
- The Daily Short Sale Transaction Files reflects data based on each relevant TRF, ADF, or ORF. In addition, a Consolidated file is provided, which aggregates the data from each TRF and the ADF and ORF into one file.
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| Related Notices |
Information Notice 5/10/19, Information Notice 9/29/09 |
| Available Formats |
- Interactive Display contains up to 365 days of Daily Short Sale Volume which shows aggregated volume by security for all short sale trades executed and reported to a TRF, the ADF, or the ORF during normal market hours for public dissemination purposes (i.e., media-reported trades).
- Daily Short Sale Transaction Files provides aggregated volume by security for all short sale trades executed and reported to a TRF, the ADF, or the ORF during normal market hours for public dissemination purposes (i.e., media-reported trades). See the Daily Short Sale Volume File formatting guide.
- The Monthly Short Sale Transaction Files provide detailed trade activity of all short sale trades executed and reported to a TRF or ADF during normal market hours as well as after-hours. The Short Sale Files include only trades reported to a TRF or ADF for public dissemination purposes (i.e., media-reported trades).
- API. Short Sale Volume data is available as part of the Query API.
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| Terms of Use |
Data is free for non-commercial use. See Terms of Use |
| Support |
See Short Sale Data User Guide for help working with the Interactive Grid.
For additional information regarding the available data, please see Information Notice 5/10/19 and Information Notice 9/29/09 or contact FINRA Support Center at (800) 321-6273.
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