Returns FINRA daily short volume data aggregated across all reporting facilities for each security and date. ## Data Aggregation This endpoint consolidates all short volume activity reported across different market centers and reporting facilities into a single daily view per security: - **Volume Summation**: Total, short, and short exempt volumes are summed across all facilities - **Ratio Recalculation**: The short volume ratio is recalculated on the aggregated totals for accurate market-wide percentages - **Facility Tracking**: Included `sources` field lists all reporting facilities that contributed to each daily aggregate ## Market-Wide Perspective Consolidated short volume serves as an excellent proxy for off-exchange market activity: - **Complete Market View**: Aggregates activity from all FINRA-reporting venues into a single metric - **Comparable Across Securities**: Normalized short volume ratios allow fair comparison between different stocks regardless of absolute trading volume - **Trend Analysis**: Daily consolidated data enables tracking of short selling trends and patterns across the entire market - **Venue-Agnostic**: Eliminates the need to aggregate across multiple facilities manually ## Use Cases - Monitor overall short selling sentiment across your portfolio or watchlist - Identify unusual short volume spikes that may precede price moves - Compare short volume ratios between securities to identify relative short interest positioning - Analyze temporal patterns in short selling behavior across trading days
