ORF Regulation SHO
Pursuant to a Securities and Exchange Commission request, FINRA has agreed to make reported short sale trade data publicly available. FINRA will make one type of files available: Daily Short Sale Volume Files.
The Daily Short Sale Volume Files provide aggregated volume by security on all short sale trades executed and reported to a FINRA reporting facility during normal market hours.
For additional information regarding the available data, please see Information Notice 9/29/09 or contact FINRA Operations at (866) 776-0800