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
- Tuesday 5th (TXT 318 KB)
- Monday 4th (TXT 324 KB)
- Friday 1st (TXT 322 KB)
FINRA/NASDAQ TRF Chicago
- Tuesday 5th (TXT 82 KB)
- Monday 4th (TXT 95 KB)
- Friday 1st (TXT 90 KB)
ADF
- Tuesday 5th (TXT 65 Bytes)
- Monday 4th (TXT 65 Bytes)
- Friday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Tuesday 5th (TXT 298 KB)
- Monday 4th (TXT 297 KB)
- Friday 1st (TXT 296 KB)
FINRA/NYSE TRF
- Tuesday 5th (TXT 178 KB)
- Monday 4th (TXT 225 KB)
- Friday 1st (TXT 226 KB)
ORF
- Tuesday 5th (TXT 91 KB)
- Monday 4th (TXT 96 KB)
- Friday 1st (TXT 96 KB)