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 6th (TXT 350 KB)
- Tuesday 5th (TXT 348 KB)
- Monday 4th (TXT 351 KB)
- Friday 1st (TXT 355 KB)
FINRA/NASDAQ TRF Chicago
- Wednesday 6th (TXT 117 KB)
- Tuesday 5th (TXT 111 KB)
- Monday 4th (TXT 121 KB)
- Friday 1st (TXT 127 KB)
ADF
- Wednesday 6th (TXT 65 Bytes)
- Tuesday 5th (TXT 65 Bytes)
- Monday 4th (TXT 65 Bytes)
- Friday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Wednesday 6th (TXT 325 KB)
- Tuesday 5th (TXT 324 KB)
- Monday 4th (TXT 326 KB)
- Friday 1st (TXT 329 KB)
FINRA/NYSE TRF
- Wednesday 6th (TXT 211 KB)
- Tuesday 5th (TXT 208 KB)
- Monday 4th (TXT 211 KB)
- Friday 1st (TXT 215 KB)
ORF
- Wednesday 6th (TXT 95 KB)
- Tuesday 5th (TXT 96 KB)
- Monday 4th (TXT 89 KB)
- Friday 1st (TXT 90 KB)