TRF Short Sale Files

Beginning Monday, September 24, 2018, FINRA will add a new Daily Short Sale Volume File to its TRF – Regulation SHO data page. This file will provide aggregate daily short sale volume data by security that has been reported to the new FINRA/Nasdaq TRF Chicago.  

FINRA will also begin publishing a Monthly Short Sale Transaction File for NMS stocks reported to the FINRA/Nasdaq TRF Chicago. The file will be available after the end of every month and will include transaction times, price and number of shares for every short sale transaction in an NMS stock reported during the month.

The short sale data files may be found online as they become available at www.finra.org/trf/regsho.

Questions regarding this Notice should be directed to FINRA Market Operations at (866) 776-0800.