Monthly Short Sale Volume Files
The Monthly Short Sale Transaction Files provide detailed trade activity of all short sale trades executed and reported to a FINRA Trade Reporting Facility (TRF) or FINRA’s Alternative Display Facility (ADF) during normal market hours as well as after-hours. The Short Sale Files include only trades reported to a TRF or ADF for public dissemination purposes (i.e., media-reported trades).
As discussed more fully in Information Notice 5/10/19, the following key points about the Short Sale Files may help avoid misperceptions regarding the data:
- The Short Sale Files do not include any trading activity that is not publicly disseminated. As a result, some offsetting buying activity related to reported short selling would not be reflected in the Daily File and may result in the appearance of a higher concentration of short sale volume to total volume.
- The Short Sale Files are not consolidated with exchange data. To obtain a complete picture of the short sale volume to total volume for a particular exchange-listed stock, market participants must combine data from the separate files for the TRFs and the ADF as well as from each exchange.
- The Short Sale Files do not—and are not intended to—equate to bi-monthly reported short interest position information. The short interest data reflects short positions held by market participants at a specific moment in time on two discrete days each month, while the Daily File reflects the aggregate volume of trades executed as short sales on each trade date.
- ADF (ZIP 200 Bytes)
- Nasdaq TRF Carteret 1 (ZIP 287 MB)
- Nasdaq TRF Carteret 2 (ZIP 277 MB)
- Nasdaq TRF Carteret 3 (ZIP 276 MB)
- Nasdaq TRF Carteret 4 (ZIP 244 MB)
- Nasdaq TRF Chicago (ZIP 7 MB)
- NYSE TRF (ZIP 197 MB)
- ADF (ZIP 200 Bytes)
- Nasdaq TRF Carteret 1 (ZIP 363 MB)
- Nasdaq TRF Carteret 2 (ZIP 435 MB)
- Nasdaq TRF Carteret 3 (ZIP 383 MB)
- Nasdaq TRF Carteret 4 (ZIP 278 MB)
- Nasdaq TRF Chicago (ZIP 9 MB)
- NYSE TRF (ZIP 267 MB)
- ADF (ZIP 200 Bytes)
- Nasdaq TRF Carteret 1 (ZIP 324 MB)
- Nasdaq TRF Carteret 2 (ZIP 292 MB)
- Nasdaq TRF Carteret 3 (ZIP 302 MB)
- Nasdaq TRF Carteret 4 (ZIP 234 MB)
- Nasdaq TRF Chicago (ZIP 8 MB)
- NYSE TRF (ZIP 253 MB)
- ADF (ZIP 200 Bytes)
- Nasdaq TRF Carteret 1 (ZIP 295 MB)
- Nasdaq TRF Carteret 2 (ZIP 272 MB)
- Nasdaq TRF Carteret 3 (ZIP 277 MB)
- Nasdaq TRF Carteret 4 (ZIP 280 MB)
- Nasdaq TRF Chicago (ZIP 8 MB)
- NYSE TRF (ZIP 230 MB)