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
- Friday 28th (TXT 322 KB)
- Thursday 27th (TXT 319 KB)
- Wednesday 26th (TXT 319 KB)
- Tuesday 25th (TXT 318 KB)
- Monday 24th (TXT 320 KB)
- Friday 21st (TXT 317 KB)
- Thursday 20th (TXT 323 KB)
- Tuesday 18th (TXT 322 KB)
- Monday 17th (TXT 321 KB)
- Friday 14th (TXT 321 KB)
- Thursday 13th (TXT 319 KB)
- Wednesday 12th (TXT 321 KB)
- Tuesday 11th (TXT 318 KB)
- Monday 10th (TXT 320 KB)
- Friday 7th (TXT 321 KB)
- Thursday 6th (TXT 321 KB)
- Wednesday 5th (TXT 321 KB)
- Tuesday 4th (TXT 321 KB)
- Monday 3rd (TXT 324 KB)
FINRA/NASDAQ TRF Chicago
- Friday 28th (TXT 85 KB)
- Thursday 27th (TXT 81 KB)
- Wednesday 26th (TXT 79 KB)
- Tuesday 25th (TXT 80 KB)
- Monday 24th (TXT 88 KB)
- Friday 21st (TXT 82 KB)
- Thursday 20th (TXT 85 KB)
- Tuesday 18th (TXT 81 KB)
- Monday 17th (TXT 82 KB)
- Friday 14th (TXT 82 KB)
- Thursday 13th (TXT 82 KB)
- Wednesday 12th (TXT 85 KB)
- Tuesday 11th (TXT 80 KB)
- Monday 10th (TXT 88 KB)
- Friday 7th (TXT 92 KB)
- Thursday 6th (TXT 87 KB)
- Wednesday 5th (TXT 85 KB)
- Tuesday 4th (TXT 95 KB)
- Monday 3rd (TXT 102 KB)
ADF
- Friday 28th (TXT 65 Bytes)
- Thursday 27th (TXT 65 Bytes)
- Wednesday 26th (TXT 65 Bytes)
- Tuesday 25th (TXT 65 Bytes)
- Monday 24th (TXT 65 Bytes)
- Friday 21st (TXT 65 Bytes)
- Thursday 20th (TXT 65 Bytes)
- Tuesday 18th (TXT 65 Bytes)
- Monday 17th (TXT 65 Bytes)
- Friday 14th (TXT 65 Bytes)
- Thursday 13th (TXT 65 Bytes)
- Wednesday 12th (TXT 65 Bytes)
- Tuesday 11th (TXT 65 Bytes)
- Monday 10th (TXT 65 Bytes)
- Friday 7th (TXT 65 Bytes)
- Thursday 6th (TXT 65 Bytes)
- Wednesday 5th (TXT 65 Bytes)
- Tuesday 4th (TXT 65 Bytes)
- Monday 3rd (TXT 65 Bytes)
FINRA/NASDAQ TRF Carteret
- Friday 28th (TXT 301 KB)
- Thursday 27th (TXT 298 KB)
- Wednesday 26th (TXT 298 KB)
- Tuesday 25th (TXT 297 KB)
- Monday 24th (TXT 298 KB)
- Friday 21st (TXT 297 KB)
- Thursday 20th (TXT 302 KB)
- Tuesday 18th (TXT 301 KB)
- Monday 17th (TXT 300 KB)
- Friday 14th (TXT 300 KB)
- Thursday 13th (TXT 298 KB)
- Wednesday 12th (TXT 300 KB)
- Tuesday 11th (TXT 297 KB)
- Monday 10th (TXT 298 KB)
- Friday 7th (TXT 299 KB)
- Thursday 6th (TXT 299 KB)
- Wednesday 5th (TXT 299 KB)
- Tuesday 4th (TXT 299 KB)
- Monday 3rd (TXT 300 KB)
FINRA/NYSE TRF
- Friday 28th (TXT 189 KB)
- Thursday 27th (TXT 182 KB)
- Wednesday 26th (TXT 182 KB)
- Tuesday 25th (TXT 181 KB)
- Monday 24th (TXT 182 KB)
- Friday 21st (TXT 184 KB)
- Thursday 20th (TXT 187 KB)
- Tuesday 18th (TXT 187 KB)
- Monday 17th (TXT 189 KB)
- Friday 14th (TXT 183 KB)
- Thursday 13th (TXT 182 KB)
- Wednesday 12th (TXT 186 KB)
- Tuesday 11th (TXT 182 KB)
- Monday 10th (TXT 187 KB)
- Friday 7th (TXT 185 KB)
- Thursday 6th (TXT 182 KB)
- Wednesday 5th (TXT 185 KB)
- Tuesday 4th (TXT 194 KB)
- Monday 3rd (TXT 195 KB)
ORF
- Friday 28th (TXT 86 KB)
- Thursday 27th (TXT 83 KB)
- Wednesday 26th (TXT 84 KB)
- Tuesday 25th (TXT 85 KB)
- Monday 24th (TXT 88 KB)
- Friday 21st (TXT 94 KB)
- Thursday 20th (TXT 91 KB)
- Tuesday 18th (TXT 87 KB)
- Monday 17th (TXT 88 KB)
- Friday 14th (TXT 88 KB)
- Thursday 13th (TXT 86 KB)
- Wednesday 12th (TXT 86 KB)
- Tuesday 11th (TXT 82 KB)
- Monday 10th (TXT 89 KB)
- Friday 7th (TXT 88 KB)
- Thursday 6th (TXT 86 KB)
- Wednesday 5th (TXT 87 KB)
- Tuesday 4th (TXT 89 KB)
- Monday 3rd (TXT 91 KB)