Monthly Short Sale Transaction Files for 2011

Pursuant to a Securities and Exchange Commission request, FINRA has agreed to make reported short sale trade data publicly available. FINRA will make two types of files available: (1) Daily Short Sale Volume Files and (2) Monthly Short Sale Transaction Files.

The Daily Short Sale Volume Files provide aggregated volume by security on all short sale trades executed and reported to a FINRA reporting facility during normal market hours. The Monthly Short Sale Transaction Files provide detailed trade activity of all short sale trades reported to a consolidated tape.

For additional information regarding the available data, please see Information Notice 5/10/19 and Information Notice 9/29/09 or contact FINRA Market Regulation at 301-590-6500.

Monthly Short Sale Transaction Files and formatting guide

• December 31, 2011
  • NASDAQ TRF 1 (ZIP 44 MB)
  • NASDAQ TRF 2 (ZIP 47 MB)
  • NASDAQ TRF 3 (ZIP 47 MB)
  • NASDAQ TRF 4 (ZIP 41 MB)
  • NYX TRF (ZIP 35 MB)
• November 30, 2011
  • NASDAQ TRF 1 (ZIP 52 MB)
  • NASDAQ TRF 2 (ZIP 47 MB)
  • NASDAQ TRF 3 (ZIP 49 MB)
  • NASDAQ TRF 4 (ZIP 52 MB)
  • NYX TRF (ZIP 39 MB)
• October 31, 2011
  • NASDAQ TRF 1 (ZIP 62 MB)
  • NASDAQ TRF 2 (ZIP 46 MB)
  • NASDAQ TRF 3 (ZIP 50 MB)
  • NASDAQ TRF 4 (ZIP 66 MB)
  • NYX TRF (ZIP 47 MB)
• September 30, 2011
  • NASDAQ TRF 1 (ZIP 41 MB)
  • NASDAQ TRF 2 (ZIP 50 MB)
  • NASDAQ TRF 3 (ZIP 50 MB)
  • NASDAQ TRF 4 (ZIP 81 MB)
  • NYX TRF (ZIP 45 MB)
• August 31, 2011
  • NASDAQ TRF 1 (ZIP 66 MB)
  • NASDAQ TRF 2 (ZIP 75 MB)
  • NASDAQ TRF 3 (ZIP 56 MB)
  • NASDAQ TRF 4 (ZIP 82 MB)
  • NYX TRF (ZIP 63 MB)
• July 31, 2011
  • NASDAQ TRF 1 (ZIP 33 MB)
  • NASDAQ TRF 2 (ZIP 41 MB)
  • NASDAQ TRF 3 (ZIP 43 MB)
  • NASDAQ TRF 4 (ZIP 53 MB)
  • NYX TRF (ZIP 37 MB)
• June 30, 2011
  • NASDAQ TRF 1 (ZIP 44 MB)
  • NASDAQ TRF 2 (ZIP 42 MB)
  • NASDAQ TRF 3 (ZIP 43 MB)
  • NASDAQ TRF 4 (ZIP 60 MB)
  • NYX TRF (ZIP 41 MB)
• May 31, 2011
  • NASDAQ TRF 1 (ZIP 47 MB)
  • NASDAQ TRF 2 (ZIP 41 MB)
  • NASDAQ TRF 3 (ZIP 40 MB)
  • NASDAQ TRF 4 (ZIP 47 MB)
  • NYX TRF (ZIP 38 MB)
• April 30, 2011
  • NASDAQ TRF 1 (ZIP 39MB)
  • NASDAQ TRF 2 (ZIP 40 MB)
  • NASDAQ TRF 3 (ZIP 42 MB)
  • NASDAQ TRF 4 (ZIP 42 MB)
  • NYX TRF (ZIP 32 MB)
• March 31, 2011
  • NASDAQ TRF 1 (ZIP 42 MB)
  • NASDAQ TRF 2 (ZIP 41 MB)
  • NASDAQ TRF 3 (ZIP 48 MB)
  • NASDAQ TRF 4 (ZIP 62 MB)
  • NYX TRF (ZIP 41 MB)
•  February 28, 2011
  • NASDAQ TRF 1 (ZIP 41 MB)
  • NASDAQ TRF 2 (ZIP 39 MB)
  • NASDAQ TRF 3 (ZIP 31 MB)
  • NASDAQ TRF 4 (ZIP 44 MB)
  • NYX TRF (ZIP 31 MB)

•  January 31, 2011
  • NASDAQ TRF 1 (ZIP 43 MB)
  • NASDAQ TRF 2 (ZIP 40 MB)
  • NASDAQ TRF 3 (ZIP 34 MB)
  • NASDAQ TRF 4 (ZIP 51 MB)
  • NYX TRF (ZIP 32 MB)

Daily Short Sale Volume Files and help guide

View information about the Regulation SHO Pilot Program.