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
- Wednesday 30th (TXT 338 KB)
- Tuesday 29th (TXT 335 KB)
- Monday 28th (TXT 337 KB)
- Friday 25th (TXT 336 KB)
- Thursday 24th (TXT 339 KB)
- Wednesday 23rd (TXT 351 KB)
- Tuesday 22nd (TXT 338 KB)
- Monday 21st (TXT 341 KB)
- Thursday 17th (TXT 335 KB)
- Wednesday 16th (TXT 337 KB)
- Tuesday 15th (TXT 337 KB)
- Monday 14th (TXT 343 KB)
- Friday 11th (TXT 343 KB)
- Thursday 10th (TXT 346 KB)
- Wednesday 9th (TXT 354 KB)
- Tuesday 8th (TXT 352 KB)
- Monday 7th (TXT 360 KB)
- Friday 4th (TXT 360 KB)
- Thursday 3rd (TXT 350 KB)
- Wednesday 2nd (TXT 339 KB)
- Tuesday 1st (TXT 341 KB)
FINRA/NASDAQ TRF Chicago
- Wednesday 30th (TXT 103 KB)
- Tuesday 29th (TXT 99 KB)
- Monday 28th (TXT 103 KB)
- Friday 25th (TXT 103 KB)
- Thursday 24th (TXT 147 KB)
- Wednesday 23rd (TXT 261 KB)
- Tuesday 22nd (TXT 107 KB)
- Monday 21st (TXT 108 KB)
- Wednesday 16th (TXT 102 KB)
- Tuesday 15th (TXT 100 KB)
- Monday 14th (TXT 111 KB)
- Friday 11th (TXT 109 KB)
- Thursday 10th (TXT 109 KB)
- Wednesday 9th (TXT 117 KB)
- Tuesday 8th (TXT 114 KB)
- Monday 7th (TXT 113 KB)
- Friday 4th (TXT 119 KB)
- Thursday 3rd (TXT 114 KB)
- Wednesday 2nd (TXT 102 KB)
- Tuesday 1st (TXT 106 KB)
ADF
- Wednesday 30th (TXT 65 Bytes)
- Tuesday 29th (TXT 65 Bytes)
- Monday 28th (TXT 65 Bytes)
- Friday 25th (TXT 65 Bytes)
- Thursday 24th (TXT 65 Bytes)
- Wednesday 23rd (TXT 65 Bytes)
- Tuesday 22nd (TXT 65 Bytes)
- Monday 21st (TXT 65 Bytes)
- Thursday 17th (TXT 65 Bytes)
- Wednesday 16th (TXT 65 Bytes)
- Tuesday 15th (TXT 65 Bytes)
- Monday 14th (TXT 65 Bytes)
- Friday 11th (TXT 65 Bytes)
- Thursday 10th (TXT 65 Bytes)
- Wednesday 9th (TXT 65 Bytes)
- Tuesday 8th (TXT 65 Bytes)
- Monday 7th (TXT 65 Bytes)
- Friday 4th (TXT 65 Bytes)
- Thursday 3rd (TXT 65 Bytes)
- Wednesday 2nd (TXT 65 Bytes)
- Tuesday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Wednesday 30th (TXT 315 KB)
- Tuesday 29th (TXT 313 KB)
- Monday 28th (TXT 315 KB)
- Friday 25th (TXT 312 KB)
- Thursday 24th (TXT 314 KB)
- Wednesday 23rd (TXT 300 KB)
- Tuesday 22nd (TXT 315 KB)
- Monday 21st (TXT 318 KB)
- Wednesday 16th (TXT 314 KB)
- Tuesday 15th (TXT 314 KB)
- Monday 14th (TXT 319 KB)
- Friday 11th (TXT 320 KB)
- Thursday 10th (TXT 322 KB)
- Wednesday 9th (TXT 329 KB)
- Tuesday 8th (TXT 327 KB)
- Monday 7th (TXT 335 KB)
- Friday 4th (TXT 335 KB)
- Thursday 3rd (TXT 325 KB)
- Wednesday 2nd (TXT 316 KB)
- Tuesday 1st (TXT 318 KB)
FINRA/NYSE TRF
- Wednesday 30th (TXT 196 KB)
- Tuesday 29th (TXT 193 KB)
- Monday 28th (TXT 195 KB)
- Friday 25th (TXT 215 KB)
- Thursday 24th (TXT 194 KB)
- Wednesday 23rd (TXT 273 KB)
- Tuesday 22nd (TXT 196 KB)
- Monday 21st (TXT 199 KB)
- Wednesday 16th (TXT 196 KB)
- Tuesday 15th (TXT 199 KB)
- Monday 14th (TXT 203 KB)
- Friday 11th (TXT 204 KB)
- Thursday 10th (TXT 208 KB)
- Wednesday 9th (TXT 218 KB)
- Tuesday 8th (TXT 214 KB)
- Monday 7th (TXT 220 KB)
- Friday 4th (TXT 222 KB)
- Thursday 3rd (TXT 212 KB)
- Wednesday 2nd (TXT 197 KB)
- Tuesday 1st (TXT 200 KB)
ORF
- Wednesday 30th (TXT 84 KB)
- Tuesday 29th (TXT 86 KB)
- Monday 28th (TXT 89 KB)
- Friday 25th (TXT 87 KB)
- Thursday 24th (TXT 91 KB)
- Wednesday 23rd (TXT 88 KB)
- Tuesday 22nd (TXT 88 KB)
- Monday 21st (TXT 88 KB)
- Thursday 17th (TXT 87 KB)
- Wednesday 16th (TXT 91 KB)
- Tuesday 15th (TXT 88 KB)
- Monday 14th (TXT 92 KB)
- Friday 11th (TXT 94 KB)
- Thursday 10th (TXT 90 KB)
- Wednesday 9th (TXT 103 KB)
- Tuesday 8th (TXT 97 KB)
- Monday 7th (TXT 109 KB)
- Friday 4th (TXT 104 KB)
- Thursday 3rd (TXT 94 KB)
- Wednesday 2nd (TXT 87 KB)
- Tuesday 1st (TXT 87 KB)