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 12th (TXT 352 KB)
- Thursday 11th (TXT 354 KB)
- Wednesday 10th (TXT 353 KB)
- Tuesday 9th (TXT 352 KB)
- Monday 8th (TXT 354 KB)
- Friday 5th (TXT 352 KB)
- Thursday 4th (TXT 351 KB)
- Wednesday 3rd (TXT 351 KB)
- Tuesday 2nd (TXT 356 KB)
FINRA/NASDAQ TRF Chicago
- Friday 12th (TXT 122 KB)
- Thursday 11th (TXT 126 KB)
- Wednesday 10th (TXT 125 KB)
- Tuesday 9th (TXT 120 KB)
- Monday 8th (TXT 126 KB)
- Friday 5th (TXT 122 KB)
- Thursday 4th (TXT 121 KB)
- Wednesday 3rd (TXT 121 KB)
- Tuesday 2nd (TXT 131 KB)
ADF
- Friday 12th (TXT 65 Bytes)
- Thursday 11th (TXT 65 Bytes)
- Wednesday 10th (TXT 65 Bytes)
- Tuesday 9th (TXT 65 Bytes)
- Monday 8th (TXT 65 Bytes)
- Friday 5th (TXT 65 Bytes)
- Thursday 4th (TXT 65 Bytes)
- Wednesday 3rd (TXT 65 Bytes)
- Tuesday 2nd (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Friday 12th (TXT 328 KB)
- Thursday 11th (TXT 329 KB)
- Wednesday 10th (TXT 329 KB)
- Tuesday 9th (TXT 329 KB)
- Monday 8th (TXT 330 KB)
- Friday 5th (TXT 328 KB)
- Thursday 4th (TXT 327 KB)
- Wednesday 3rd (TXT 327 KB)
- Tuesday 2nd (TXT 331 KB)
FINRA/NYSE TRF
- Friday 12th (TXT 200 KB)
- Thursday 11th (TXT 201 KB)
- Wednesday 10th (TXT 201 KB)
- Tuesday 9th (TXT 200 KB)
- Monday 8th (TXT 201 KB)
- Friday 5th (TXT 198 KB)
- Thursday 4th (TXT 196 KB)
- Wednesday 3rd (TXT 198 KB)
- Tuesday 2nd (TXT 202 KB)
ORF
- Friday 12th (TXT 95 KB)
- Thursday 11th (TXT 93 KB)
- Wednesday 10th (TXT 96 KB)
- Tuesday 9th (TXT 96 KB)
- Monday 8th (TXT 100 KB)
- Friday 5th (TXT 93 KB)
- Thursday 4th (TXT 92 KB)
- Wednesday 3rd (TXT 96 KB)
- Tuesday 2nd (TXT 102 KB)