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 26th (TXT 315 KB)
- Thursday 25th (TXT 315 KB)
- Wednesday 24th (TXT 315 KB)
- Tuesday 23rd (TXT 318 KB)
- Monday 22nd (TXT 318 KB)
- Friday 19th (TXT 315 KB)
- Thursday 18th (TXT 316 KB)
- Wednesday 17th (TXT 320 KB)
- Tuesday 16th (TXT 319 KB)
- Monday 15th (TXT 319 KB)
- Friday 12th (TXT 317 KB)
- Thursday 11th (TXT 317 KB)
- Wednesday 10th (TXT 318 KB)
- Tuesday 9th (TXT 317 KB)
- Monday 8th (TXT 318 KB)
- Friday 5th (TXT 319 KB)
- Thursday 4th (TXT 319 KB)
- Wednesday 3rd (TXT 318 KB)
- Tuesday 2nd (TXT 321 KB)
- Monday 1st (TXT 319 KB)
FINRA/NASDAQ TRF Chicago
- Friday 26th (TXT 84 KB)
- Thursday 25th (TXT 84 KB)
- Wednesday 24th (TXT 84 KB)
- Tuesday 23rd (TXT 89 KB)
- Monday 22nd (TXT 94 KB)
- Friday 19th (TXT 86 KB)
- Thursday 18th (TXT 87 KB)
- Wednesday 17th (TXT 91 KB)
- Tuesday 16th (TXT 88 KB)
- Monday 15th (TXT 92 KB)
- Friday 12th (TXT 86 KB)
- Thursday 11th (TXT 89 KB)
- Wednesday 10th (TXT 94 KB)
- Tuesday 9th (TXT 88 KB)
- Monday 8th (TXT 93 KB)
- Friday 5th (TXT 90 KB)
- Thursday 4th (TXT 93 KB)
- Wednesday 3rd (TXT 90 KB)
- Tuesday 2nd (TXT 92 KB)
- Monday 1st (TXT 87 KB)
ADF
- Friday 26th (TXT 65 Bytes)
- Thursday 25th (TXT 65 Bytes)
- Wednesday 24th (TXT 65 Bytes)
- Tuesday 23rd (TXT 65 Bytes)
- Monday 22nd (TXT 65 Bytes)
- Friday 19th (TXT 65 Bytes)
- Thursday 18th (TXT 65 Bytes)
- Wednesday 17th (TXT 65 Bytes)
- Tuesday 16th (TXT 65 Bytes)
- Monday 15th (TXT 65 Bytes)
- 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)
- Monday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Friday 26th (TXT 291 KB)
- Thursday 25th (TXT 291 KB)
- Wednesday 24th (TXT 291 KB)
- Tuesday 23rd (TXT 293 KB)
- Monday 22nd (TXT 292 KB)
- Friday 19th (TXT 288 KB)
- Thursday 18th (TXT 288 KB)
- Wednesday 17th (TXT 289 KB)
- Tuesday 16th (TXT 288 KB)
- Monday 15th (TXT 288 KB)
- Friday 12th (TXT 287 KB)
- Thursday 11th (TXT 287 KB)
- Wednesday 10th (TXT 287 KB)
- Tuesday 9th (TXT 287 KB)
- Monday 8th (TXT 287 KB)
- Friday 5th (TXT 288 KB)
- Thursday 4th (TXT 289 KB)
- Wednesday 3rd (TXT 288 KB)
- Tuesday 2nd (TXT 290 KB)
- Monday 1st (TXT 288 KB)
FINRA/NYSE TRF
- Friday 26th (TXT 207 KB)
- Thursday 25th (TXT 208 KB)
- Wednesday 24th (TXT 208 KB)
- Tuesday 23rd (TXT 211 KB)
- Monday 22nd (TXT 217 KB)
- Friday 19th (TXT 223 KB)
- Thursday 18th (TXT 228 KB)
- Wednesday 17th (TXT 239 KB)
- Tuesday 16th (TXT 238 KB)
- Monday 15th (TXT 239 KB)
- Friday 12th (TXT 234 KB)
- Thursday 11th (TXT 234 KB)
- Wednesday 10th (TXT 237 KB)
- Tuesday 9th (TXT 235 KB)
- Monday 8th (TXT 238 KB)
- Friday 5th (TXT 240 KB)
- Thursday 4th (TXT 240 KB)
- Wednesday 3rd (TXT 237 KB)
- Tuesday 2nd (TXT 243 KB)
- Monday 1st (TXT 242 KB)
ORF
- Friday 26th (TXT 86 KB)
- Thursday 25th (TXT 88 KB)
- Wednesday 24th (TXT 88 KB)
- Tuesday 23rd (TXT 91 KB)
- Monday 22nd (TXT 83 KB)
- Friday 19th (TXT 90 KB)
- Thursday 18th (TXT 87 KB)
- Wednesday 17th (TXT 89 KB)
- Tuesday 16th (TXT 84 KB)
- Monday 15th (TXT 91 KB)
- Friday 12th (TXT 88 KB)
- Thursday 11th (TXT 89 KB)
- Wednesday 10th (TXT 88 KB)
- Tuesday 9th (TXT 88 KB)
- Monday 8th (TXT 92 KB)
- Friday 5th (TXT 90 KB)
- Thursday 4th (TXT 91 KB)
- Wednesday 3rd (TXT 89 KB)
- Tuesday 2nd (TXT 92 KB)
- Monday 1st (TXT 98 KB)