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 320 KB)
- Thursday 25th (TXT 322 KB)
- Wednesday 24th (TXT 322 KB)
- Tuesday 23rd (TXT 321 KB)
- Monday 22nd (TXT 321 KB)
- Friday 19th (TXT 314 KB)
- Thursday 18th (TXT 323 KB)
- Wednesday 17th (TXT 324 KB)
- Tuesday 16th (TXT 326 KB)
- Monday 15th (TXT 325 KB)
- Friday 12th (TXT 324 KB)
- Thursday 11th (TXT 324 KB)
- Wednesday 10th (TXT 321 KB)
- Tuesday 9th (TXT 321 KB)
- Monday 8th (TXT 322 KB)
- Friday 5th (TXT 317 KB)
- Wednesday 3rd (TXT 307 KB)
- Tuesday 2nd (TXT 322 KB)
- Monday 1st (TXT 323 KB)
FINRA/NASDAQ TRF Chicago
- Friday 26th (TXT 88 KB)
- Thursday 25th (TXT 88 KB)
- Wednesday 24th (TXT 87 KB)
- Tuesday 23rd (TXT 87 KB)
- Monday 22nd (TXT 90 KB)
- Friday 19th (TXT 82 KB)
- Thursday 18th (TXT 89 KB)
- Wednesday 17th (TXT 86 KB)
- Tuesday 16th (TXT 96 KB)
- Monday 15th (TXT 92 KB)
- Friday 12th (TXT 92 KB)
- Thursday 11th (TXT 90 KB)
- Wednesday 10th (TXT 85 KB)
- Tuesday 9th (TXT 80 KB)
- Monday 8th (TXT 84 KB)
- Friday 5th (TXT 80 KB)
- Wednesday 3rd (TXT 70 KB)
- Tuesday 2nd (TXT 83 KB)
- Monday 1st (TXT 94 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)
- Wednesday 3rd (TXT 65 Bytes)
- Tuesday 2nd (TXT 65 Bytes)
- Monday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Friday 26th (TXT 299 KB)
- Thursday 25th (TXT 301 KB)
- Wednesday 24th (TXT 301 KB)
- Tuesday 23rd (TXT 300 KB)
- Monday 22nd (TXT 300 KB)
- Friday 19th (TXT 293 KB)
- Thursday 18th (TXT 302 KB)
- Wednesday 17th (TXT 302 KB)
- Tuesday 16th (TXT 304 KB)
- Monday 15th (TXT 303 KB)
- Friday 12th (TXT 301 KB)
- Thursday 11th (TXT 302 KB)
- Wednesday 10th (TXT 299 KB)
- Tuesday 9th (TXT 300 KB)
- Monday 8th (TXT 300 KB)
- Friday 5th (TXT 296 KB)
- Wednesday 3rd (TXT 288 KB)
- Tuesday 2nd (TXT 300 KB)
- Monday 1st (TXT 301 KB)
FINRA/NYSE TRF
- Friday 26th (TXT 183 KB)
- Thursday 25th (TXT 187 KB)
- Wednesday 24th (TXT 188 KB)
- Tuesday 23rd (TXT 185 KB)
- Monday 22nd (TXT 186 KB)
- Friday 19th (TXT 182 KB)
- Thursday 18th (TXT 188 KB)
- Wednesday 17th (TXT 193 KB)
- Tuesday 16th (TXT 190 KB)
- Monday 15th (TXT 192 KB)
- Friday 12th (TXT 189 KB)
- Thursday 11th (TXT 191 KB)
- Wednesday 10th (TXT 186 KB)
- Tuesday 9th (TXT 186 KB)
- Monday 8th (TXT 186 KB)
- Friday 5th (TXT 184 KB)
- Wednesday 3rd (TXT 171 KB)
- Tuesday 2nd (TXT 185 KB)
- Monday 1st (TXT 190 KB)
ORF
- Friday 26th (TXT 83 KB)
- Thursday 25th (TXT 84 KB)
- Wednesday 24th (TXT 83 KB)
- Tuesday 23rd (TXT 85 KB)
- Monday 22nd (TXT 87 KB)
- Friday 19th (TXT 76 KB)
- Thursday 18th (TXT 85 KB)
- Wednesday 17th (TXT 86 KB)
- Tuesday 16th (TXT 92 KB)
- Monday 15th (TXT 93 KB)
- Friday 12th (TXT 89 KB)
- Thursday 11th (TXT 90 KB)
- Wednesday 10th (TXT 86 KB)
- Tuesday 9th (TXT 85 KB)
- Monday 8th (TXT 90 KB)
- Friday 5th (TXT 88 KB)
- Wednesday 3rd (TXT 74 KB)
- Tuesday 2nd (TXT 87 KB)
- Monday 1st (TXT 82 KB)