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
- Monday 22nd (TXT 320 KB)
- Friday 19th (TXT 318 KB)
- Thursday 18th (TXT 316 KB)
- Wednesday 17th (TXT 317 KB)
- Tuesday 16th (TXT 320 KB)
- Monday 15th (TXT 324 KB)
- Friday 12th (TXT 319 KB)
- Thursday 11th (TXT 320 KB)
- Wednesday 10th (TXT 322 KB)
- Tuesday 9th (TXT 317 KB)
- Monday 8th (TXT 319 KB)
- Friday 5th (TXT 319 KB)
- Thursday 4th (TXT 322 KB)
- Wednesday 3rd (TXT 322 KB)
- Tuesday 2nd (TXT 323 KB)
- Monday 1st (TXT 326 KB)
FINRA/NASDAQ TRF Chicago
- Monday 22nd (TXT 86 KB)
- Friday 19th (TXT 80 KB)
- Thursday 18th (TXT 78 KB)
- Wednesday 17th (TXT 78 KB)
- Tuesday 16th (TXT 75 KB)
- Monday 15th (TXT 85 KB)
- Friday 12th (TXT 78 KB)
- Thursday 11th (TXT 78 KB)
- Wednesday 10th (TXT 85 KB)
- Tuesday 9th (TXT 79 KB)
- Monday 8th (TXT 86 KB)
- Friday 5th (TXT 81 KB)
- Thursday 4th (TXT 85 KB)
- Wednesday 3rd (TXT 85 KB)
- Tuesday 2nd (TXT 85 KB)
- Monday 1st (TXT 97 KB)
ADF
- Monday 22nd (TXT 65 Bytes)
- Friday 19th (TXT 65 Bytes)
- Thursday 18th (TXT 65 Bytes)
- Wednesday 17th (TXT 65 Bytes)
- Tuesday 16th (TXT 65 Bytes)
- Monday 15th (TXT 65 Bytes)
- Friday 12th (TXT 65 Bytes)
- Thursday 11th (TXT 65 Bytes)
- Wednesday 10th (TXT 65 Bytes)
- Tuesday 9th (TXT 65 Bytes)
- Monday 8th (TXT 65 Bytes)
- Friday 5th (TXT 65 Bytes)
- Thursday 4th (TXT 65 Bytes)
- Wednesday 3rd (TXT 65 Bytes)
- Tuesday 2nd (TXT 65 Bytes)
- Monday 1st (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Monday 22nd (TXT 298 KB)
- Friday 19th (TXT 297 KB)
- Thursday 18th (TXT 295 KB)
- Wednesday 17th (TXT 297 KB)
- Tuesday 16th (TXT 300 KB)
- Monday 15th (TXT 302 KB)
- Friday 12th (TXT 298 KB)
- Thursday 11th (TXT 299 KB)
- Wednesday 10th (TXT 300 KB)
- Tuesday 9th (TXT 297 KB)
- Monday 8th (TXT 297 KB)
- Friday 5th (TXT 298 KB)
- Thursday 4th (TXT 300 KB)
- Wednesday 3rd (TXT 300 KB)
- Tuesday 2nd (TXT 301 KB)
- Monday 1st (TXT 303 KB)
FINRA/NYSE TRF
- Monday 22nd (TXT 183 KB)
- Friday 19th (TXT 183 KB)
- Thursday 18th (TXT 182 KB)
- Wednesday 17th (TXT 183 KB)
- Tuesday 16th (TXT 187 KB)
- Monday 15th (TXT 194 KB)
- Friday 12th (TXT 184 KB)
- Thursday 11th (TXT 187 KB)
- Wednesday 10th (TXT 189 KB)
- Tuesday 9th (TXT 180 KB)
- Monday 8th (TXT 184 KB)
- Friday 5th (TXT 182 KB)
- Thursday 4th (TXT 186 KB)
- Wednesday 3rd (TXT 188 KB)
- Tuesday 2nd (TXT 193 KB)
- Monday 1st (TXT 198 KB)
ORF
- Monday 22nd (TXT 89 KB)
- Friday 19th (TXT 89 KB)
- Thursday 18th (TXT 87 KB)
- Wednesday 17th (TXT 88 KB)
- Tuesday 16th (TXT 93 KB)
- Monday 15th (TXT 93 KB)
- Friday 12th (TXT 94 KB)
- Thursday 11th (TXT 92 KB)
- Wednesday 10th (TXT 92 KB)
- Tuesday 9th (TXT 91 KB)
- Monday 8th (TXT 94 KB)
- Friday 5th (TXT 93 KB)
- Thursday 4th (TXT 95 KB)
- Wednesday 3rd (TXT 97 KB)
- Tuesday 2nd (TXT 94 KB)
- Monday 1st (TXT 97 KB)