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 20th (TXT 339 KB)
- Monday 19th (TXT 342 KB)
- Friday 16th (TXT 341 KB)
- Thursday 15th (TXT 340 KB)
- Wednesday 14th (TXT 344 KB)
- Tuesday 13th (TXT 345 KB)
- Monday 12th (TXT 349 KB)
- Friday 9th (TXT 337 KB)
- Thursday 8th (TXT 340 KB)
- Wednesday 7th (TXT 336 KB)
- Tuesday 6th (TXT 337 KB)
- Monday 5th (TXT 338 KB)
- Friday 2nd (TXT 339 KB)
- Thursday 1st (TXT 340 KB)
FINRA/NASDAQ TRF Chicago
- Tuesday 20th (TXT 103 KB)
- Monday 19th (TXT 112 KB)
- Friday 16th (TXT 107 KB)
- Thursday 15th (TXT 103 KB)
- Wednesday 14th (TXT 110 KB)
- Tuesday 13th (TXT 110 KB)
- Monday 12th (TXT 115 KB)
- Friday 9th (TXT 102 KB)
- Thursday 8th (TXT 109 KB)
- Wednesday 7th (TXT 101 KB)
- Tuesday 6th (TXT 105 KB)
- Monday 5th (TXT 108 KB)
- Friday 2nd (TXT 109 KB)
- Thursday 1st (TXT 106 KB)
ADF
- Tuesday 20th (TXT 65 Bytes)
- Monday 19th (TXT 65 Bytes)
- Friday 16th (TXT 65 Bytes)
- Thursday 15th (TXT 65 Bytes)
- Wednesday 14th (TXT 65 Bytes)
- Tuesday 13th (TXT 65 Bytes)
- Monday 12th (TXT 65 Bytes)
- Friday 9th (TXT 65 Bytes)
- Thursday 8th (TXT 65 Bytes)
- Wednesday 7th (TXT 65 Bytes)
- Tuesday 6th (TXT 65 Bytes)
- Monday 5th (TXT 65 Bytes)
- Friday 2nd (TXT 65 Bytes)
- Thursday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Tuesday 20th (TXT 316 KB)
- Monday 19th (TXT 318 KB)
- Friday 16th (TXT 318 KB)
- Thursday 15th (TXT 317 KB)
- Wednesday 14th (TXT 320 KB)
- Tuesday 13th (TXT 321 KB)
- Monday 12th (TXT 324 KB)
- Friday 9th (TXT 314 KB)
- Thursday 8th (TXT 317 KB)
- Wednesday 7th (TXT 313 KB)
- Tuesday 6th (TXT 314 KB)
- Monday 5th (TXT 315 KB)
- Friday 2nd (TXT 316 KB)
- Thursday 1st (TXT 317 KB)
FINRA/NYSE TRF
- Tuesday 20th (TXT 204 KB)
- Monday 19th (TXT 202 KB)
- Friday 16th (TXT 198 KB)
- Thursday 15th (TXT 201 KB)
- Wednesday 14th (TXT 202 KB)
- Tuesday 13th (TXT 204 KB)
- Monday 12th (TXT 206 KB)
- Friday 9th (TXT 196 KB)
- Thursday 8th (TXT 197 KB)
- Wednesday 7th (TXT 195 KB)
- Tuesday 6th (TXT 197 KB)
- Monday 5th (TXT 196 KB)
- Friday 2nd (TXT 199 KB)
- Thursday 1st (TXT 198 KB)
ORF
- Tuesday 20th (TXT 94 KB)
- Monday 19th (TXT 86 KB)
- Friday 16th (TXT 90 KB)
- Thursday 15th (TXT 91 KB)
- Wednesday 14th (TXT 89 KB)
- Tuesday 13th (TXT 93 KB)
- Monday 12th (TXT 99 KB)
- Friday 9th (TXT 93 KB)
- Thursday 8th (TXT 90 KB)
- Wednesday 7th (TXT 85 KB)
- Tuesday 6th (TXT 88 KB)
- Monday 5th (TXT 91 KB)
- Friday 2nd (TXT 91 KB)
- Thursday 1st (TXT 86 KB)