Daily Short Sale Volume Files
The Daily Short Sale Volume Files provide 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). There are individual files for the volume associated with trades reported to each TRF (FINRA/Nasdaq Chicago, FINRA/Nasdaq Carteret, FINRA/NYSE), the ADF, and the ORF. There is also a file entitled "Consolidated TRF/ADF Daily Short Sale Volume Files," which combines the volume for trades in exchange-listed securities reported to the TRFs and the ADF.
FINRA posts the Daily Short Sale Volume Files to this no later than 6:00:00pm ET of the same day on the relevant trade date. Please note that in rare instances, FINRA may need to update a file on a subsequent day. FINRA will reflect both the original and updated files on this page and will identify the updated file as "Updated."
Given the low volume of trades reported to the ADF, those files may or may not contain data on any given day. The earliest date for the Consolidated NMS files is August 1, 2018. The earliest date for the FINRA/Nasdaq TRF Chicago files is September 10, 2018.
See the Daily Short Sale Volume File formatting guide.
For additional information regarding the available data, please contact FINRA Support Center at (800) 321-6273.
FINRA Consolidated NMS
- Friday 3rd (TXT 318 KB)
- Thursday 2nd (TXT 317 KB)
- Wednesday 1st (TXT 319 KB)
FINRA/NASDAQ TRF Chicago
- Friday 3rd (TXT 89 KB)
- Thursday 2nd (TXT 93 KB)
- Wednesday 1st (TXT 91 KB)
ADF
- Friday 3rd (TXT 65 Bytes)
- Thursday 2nd (TXT 65 Bytes)
- Wednesday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Friday 3rd (TXT 296 KB)
- Thursday 2nd (TXT 296 KB)
- Wednesday 1st (TXT 297 KB)
FINRA/NYSE TRF
- Friday 3rd (TXT 185 KB)
- Thursday 2nd (TXT 181 KB)
- Wednesday 1st (TXT 186 KB)
ORF
- Friday 3rd (TXT 87 KB)
- Thursday 2nd (TXT 89 KB)
- Wednesday 1st (TXT 85 KB)