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 325 KB)
- Wednesday 27th (TXT 320 KB)
- Tuesday 26th (TXT 320 KB)
- Monday 25th (TXT 320 KB)
- Friday 22nd (TXT 319 KB)
- Thursday 21st (TXT 323 KB)
- Wednesday 20th (TXT 321 KB)
- Tuesday 19th (TXT 319 KB)
- Monday 18th (TXT 323 KB)
- Friday 15th (TXT 319 KB)
- Thursday 14th (TXT 320 KB)
- Wednesday 13th (TXT 320 KB)
- Tuesday 12th (TXT 320 KB)
- Monday 11th (TXT 322 KB)
- Friday 8th (TXT 323 KB)
- Thursday 7th (TXT 322 KB)
- Wednesday 6th (TXT 322 KB)
- Tuesday 5th (TXT 322 KB)
- Monday 4th (TXT 326 KB)
- Friday 1st (TXT 325 KB)
FINRA/NASDAQ TRF Chicago
- Thursday 28th (TXT 88 KB)
- Wednesday 27th (TXT 85 KB)
- Tuesday 26th (TXT 81 KB)
- Monday 25th (TXT 88 KB)
- Friday 22nd (TXT 80 KB)
- Thursday 21st (TXT 87 KB)
- Wednesday 20th (TXT 87 KB)
- Tuesday 19th (TXT 86 KB)
- Monday 18th (TXT 90 KB)
- Friday 15th (TXT 83 KB)
- Thursday 14th (TXT 82 KB)
- Wednesday 13th (TXT 86 KB)
- Tuesday 12th (TXT 83 KB)
- Monday 11th (TXT 86 KB)
- Friday 8th (TXT 80 KB)
- Thursday 7th (TXT 82 KB)
- Wednesday 6th (TXT 88 KB)
- Tuesday 5th (TXT 81 KB)
- Monday 4th (TXT 93 KB)
- Friday 1st (TXT 88 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)
- Wednesday 20th (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 303 KB)
- Wednesday 27th (TXT 298 KB)
- Tuesday 26th (TXT 299 KB)
- Monday 25th (TXT 299 KB)
- Friday 22nd (TXT 298 KB)
- Thursday 21st (TXT 301 KB)
- Wednesday 20th (TXT 300 KB)
- Tuesday 19th (TXT 297 KB)
- Monday 18th (TXT 300 KB)
- Friday 15th (TXT 298 KB)
- Thursday 14th (TXT 299 KB)
- Wednesday 13th (TXT 298 KB)
- Tuesday 12th (TXT 298 KB)
- Monday 11th (TXT 300 KB)
- Friday 8th (TXT 301 KB)
- Thursday 7th (TXT 300 KB)
- Wednesday 6th (TXT 300 KB)
- Tuesday 5th (TXT 300 KB)
- Monday 4th (TXT 303 KB)
- Friday 1st (TXT 303 KB)
FINRA/NYSE TRF
- Thursday 28th (TXT 194 KB)
- Wednesday 27th (TXT 186 KB)
- Tuesday 26th (TXT 187 KB)
- Monday 25th (TXT 188 KB)
- Friday 22nd (TXT 185 KB)
- Thursday 21st (TXT 191 KB)
- Wednesday 20th (TXT 186 KB)
- Tuesday 19th (TXT 185 KB)
- Monday 18th (TXT 195 KB)
- Friday 15th (TXT 188 KB)
- Thursday 14th (TXT 189 KB)
- Wednesday 13th (TXT 189 KB)
- Tuesday 12th (TXT 188 KB)
- Monday 11th (TXT 193 KB)
- Friday 8th (TXT 193 KB)
- Thursday 7th (TXT 190 KB)
- Wednesday 6th (TXT 190 KB)
- Tuesday 5th (TXT 194 KB)
- Monday 4th (TXT 197 KB)
- Friday 1st (TXT 193 KB)
ORF
- Thursday 28th (TXT 96 KB)
- Wednesday 27th (TXT 91 KB)
- Tuesday 26th (TXT 91 KB)
- Monday 25th (TXT 93 KB)
- Friday 22nd (TXT 91 KB)
- Thursday 21st (TXT 90 KB)
- Wednesday 20th (TXT 89 KB)
- Tuesday 19th (TXT 89 KB)
- Monday 18th (TXT 94 KB)
- Friday 15th (TXT 90 KB)
- Thursday 14th (TXT 90 KB)
- Wednesday 13th (TXT 92 KB)
- Tuesday 12th (TXT 90 KB)
- Monday 11th (TXT 96 KB)
- Friday 8th (TXT 89 KB)
- Thursday 7th (TXT 92 KB)
- Wednesday 6th (TXT 92 KB)
- Tuesday 5th (TXT 93 KB)
- Monday 4th (TXT 98 KB)
- Friday 1st (TXT 93 KB)