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
- Thursday 28th (TXT 347 KB)
- Wednesday 27th (TXT 347 KB)
- Tuesday 26th (TXT 348 KB)
- Monday 25th (TXT 350 KB)
- Friday 22nd (TXT 351 KB)
- Thursday 21st (TXT 344 KB)
- Tuesday 19th (TXT 352 KB)
- Monday 18th (TXT 350 KB)
- Friday 15th (TXT 349 KB)
- Thursday 14th (TXT 348 KB)
- Wednesday 13th (TXT 353 KB)
- Tuesday 12th (TXT 351 KB)
- Monday 11th (TXT 351 KB)
- Friday 8th (TXT 348 KB)
- Thursday 7th (TXT 350 KB)
- Wednesday 6th (TXT 350 KB)
- Tuesday 5th (TXT 348 KB)
- Monday 4th (TXT 351 KB)
- Friday 1st (TXT 355 KB)
FINRA/NASDAQ TRF Chicago
- Thursday 28th (TXT 120 KB)
- Wednesday 27th (TXT 114 KB)
- Tuesday 26th (TXT 118 KB)
- Monday 25th (TXT 121 KB)
- Friday 22nd (TXT 124 KB)
- Thursday 21st (TXT 112 KB)
- Tuesday 19th (TXT 118 KB)
- Monday 18th (TXT 120 KB)
- Friday 15th (TXT 117 KB)
- Thursday 14th (TXT 120 KB)
- Wednesday 13th (TXT 123 KB)
- Tuesday 12th (TXT 122 KB)
- Monday 11th (TXT 124 KB)
- Friday 8th (TXT 118 KB)
- Thursday 7th (TXT 120 KB)
- Wednesday 6th (TXT 117 KB)
- Tuesday 5th (TXT 111 KB)
- Monday 4th (TXT 121 KB)
- Friday 1st (TXT 127 KB)
ADF
- Thursday 28th (TXT 65 Bytes)
- Wednesday 27th (TXT 65 Bytes)
- Tuesday 26th (TXT 65 Bytes)
- Monday 25th (TXT 65 Bytes)
- Friday 22nd (TXT 65 Bytes)
- Thursday 21st (TXT 65 Bytes)
- Tuesday 19th (TXT 65 Bytes)
- Monday 18th (TXT 65 Bytes)
- Friday 15th (TXT 65 Bytes)
- Thursday 14th (TXT 65 Bytes)
- Wednesday 13th (TXT 65 Bytes)
- Tuesday 12th (TXT 65 Bytes)
- Monday 11th (TXT 65 Bytes)
- Friday 8th (TXT 65 Bytes)
- Thursday 7th (TXT 65 Bytes)
- Wednesday 6th (TXT 65 Bytes)
- Tuesday 5th (TXT 65 Bytes)
- Monday 4th (TXT 65 Bytes)
- Friday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Thursday 28th (TXT 323 KB)
- Wednesday 27th (TXT 324 KB)
- Tuesday 26th (TXT 323 KB)
- Monday 25th (TXT 325 KB)
- Friday 22nd (TXT 326 KB)
- Thursday 21st (TXT 320 KB)
- Tuesday 19th (TXT 327 KB)
- Monday 18th (TXT 325 KB)
- Friday 15th (TXT 324 KB)
- Thursday 14th (TXT 324 KB)
- Wednesday 13th (TXT 327 KB)
- Tuesday 12th (TXT 326 KB)
- Monday 11th (TXT 326 KB)
- Friday 8th (TXT 323 KB)
- Thursday 7th (TXT 325 KB)
- Wednesday 6th (TXT 325 KB)
- Tuesday 5th (TXT 324 KB)
- Monday 4th (TXT 326 KB)
- Friday 1st (TXT 329 KB)
FINRA/NYSE TRF
- Thursday 28th (TXT 205 KB)
- Wednesday 27th (TXT 188 KB)
- Tuesday 26th (TXT 207 KB)
- Monday 25th (TXT 208 KB)
- Friday 22nd (TXT 209 KB)
- Thursday 21st (TXT 201 KB)
- Tuesday 19th (TXT 209 KB)
- Monday 18th (TXT 207 KB)
- Friday 15th (TXT 209 KB)
- Thursday 14th (TXT 209 KB)
- Wednesday 13th (TXT 209 KB)
- Tuesday 12th (TXT 208 KB)
- Monday 11th (TXT 207 KB)
- Friday 8th (TXT 205 KB)
- Thursday 7th (TXT 208 KB)
- Wednesday 6th (TXT 211 KB)
- Tuesday 5th (TXT 208 KB)
- Monday 4th (TXT 211 KB)
- Friday 1st (TXT 215 KB)
ORF
- Thursday 28th (TXT 95 KB)
- Wednesday 27th (TXT 91 KB)
- Tuesday 26th (TXT 93 KB)
- Monday 25th (TXT 95 KB)
- Friday 22nd (TXT 97 KB)
- Thursday 21st (TXT 93 KB)
- Tuesday 19th (TXT 93 KB)
- Monday 18th (TXT 97 KB)
- Friday 15th (TXT 91 KB)
- Thursday 14th (TXT 94 KB)
- Wednesday 13th (TXT 96 KB)
- Tuesday 12th (TXT 98 KB)
- Monday 11th (TXT 98 KB)
- Friday 8th (TXT 96 KB)
- Thursday 7th (TXT 95 KB)
- Wednesday 6th (TXT 95 KB)
- Tuesday 5th (TXT 96 KB)
- Monday 4th (TXT 89 KB)
- Friday 1st (TXT 90 KB)