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 13th (TXT 337 KB)
- Wednesday 12th (TXT 338 KB)
- Tuesday 11th (TXT 344 KB)
- Monday 10th (TXT 345 KB)
- Friday 7th (TXT 342 KB)
- Thursday 6th (TXT 339 KB)
- Wednesday 5th (TXT 340 KB)
- Tuesday 4th (TXT 348 KB)
- Monday 3rd (TXT 345 KB)
FINRA/NASDAQ TRF Chicago
- Thursday 13th (TXT 101 KB)
- Wednesday 12th (TXT 103 KB)
- Tuesday 11th (TXT 102 KB)
- Monday 10th (TXT 107 KB)
- Friday 7th (TXT 107 KB)
- Thursday 6th (TXT 101 KB)
- Wednesday 5th (TXT 105 KB)
- Tuesday 4th (TXT 111 KB)
- Monday 3rd (TXT 110 KB)
ADF
- 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
- Thursday 13th (TXT 314 KB)
- Wednesday 12th (TXT 316 KB)
- Tuesday 11th (TXT 321 KB)
- Monday 10th (TXT 322 KB)
- Friday 7th (TXT 318 KB)
- Thursday 6th (TXT 316 KB)
- Wednesday 5th (TXT 317 KB)
- Tuesday 4th (TXT 323 KB)
- Monday 3rd (TXT 321 KB)
FINRA/NYSE TRF
- Thursday 13th (TXT 196 KB)
- Wednesday 12th (TXT 196 KB)
- Tuesday 11th (TXT 203 KB)
- Monday 10th (TXT 207 KB)
- Friday 7th (TXT 202 KB)
- Thursday 6th (TXT 199 KB)
- Wednesday 5th (TXT 200 KB)
- Tuesday 4th (TXT 207 KB)
- Monday 3rd (TXT 206 KB)
ORF
- Thursday 13th (TXT 87 KB)
- Wednesday 12th (TXT 89 KB)
- Tuesday 11th (TXT 91 KB)
- Monday 10th (TXT 94 KB)
- Friday 7th (TXT 90 KB)
- Thursday 6th (TXT 90 KB)
- Wednesday 5th (TXT 91 KB)
- Tuesday 4th (TXT 93 KB)
- Monday 3rd (TXT 94 KB)