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
| Name | Description | Example |
|---|---|---|
|
tickers
|
A list of one or more security tickers to filter results | - |
|
start_date
|
The start date for the data (inclusive) in YYYY-MM-DD format | - |
|
end_date
|
The end date for the data (inclusive) in YYYY-MM-DD format | - |
|
next_page
|
Gets the next page of data from a previous API call | - |
|
tickers
* required
A list of one or more security tickers to filter results
|
||
|
start_date
* required
The start date for the data (inclusive) in YYYY-MM-DD format
|
||
|
end_date
* required
The end date for the data (inclusive) in YYYY-MM-DD format
|
||
|
next_page
* required
Gets the next page of data from a previous API call
|
| Name | Description | Type |
|---|---|---|
| daily_short_volume | array | |
|
security_id
|
The unique identifier of the security. | string |
|
symbol
|
The ticker symbol of the security. | string |
|
trade_date
|
The date of the reported short volume data in YYYY-MM-DD format. | date |
|
total_volume
|
The aggregated total volume of shares traded across all FINRA reporting facilities combined. Represents the total off-exchange trading volume for the security on this date. | integer |
|
short_volume
|
The aggregated volume of shares sold short across all FINRA reporting facilities combined. Represents the total off-exchange short selling volume for the security on this date. | integer |
|
short_exempt_volume
|
The aggregated volume of shares sold short with exemptions across all FINRA reporting facilities combined. Includes pre-borrow arrangements, market maker activities, and other regulated short sale exemptions. | integer |
|
short_volume_ratio
|
The ratio of aggregated short volume to aggregated total volume across all facilities, rounded to 4 decimal places. Ranges from 0.0 to 1.0. This market-wide metric is useful for: - Comparing short selling intensity between securities - Identifying unusual short volume spikes - Tracking trends in bearish positioning - Assessing relative market sentiment toward a security | number |
|
sources
|
The list of FINRA reporting facility codes that contributed data to this consolidated aggregate. Multiple facilities typically report on the same security daily, and their volumes are summed here. | array |
|
type
|
string | |
|
daily_short_volume
|
