Returns FINRA daily short volume data for securities, reported by individual market centers and reporting facilities. ## Data Coverage This endpoint provides **off-exchange activity** data aggregated from FINRA's Short Sale Volume files. The data represents short selling activity reported by market centers and third-party reporting facilities, including both exchange and off-exchange venues. ## Use as Market Proxy Short volume data can serve as a meaningful proxy for overall market sentiment and activity: - **Market Structure Insight**: Tracks short selling intensity across different trading venues and market centers - **Liquidity Indicator**: Higher short volume often correlates with increased market activity and liquidity - **Sentiment Analysis**: Can indicate bearish positioning, though short volume alone doesn't determine market direction - **Cross-Venue Analysis**: Compare short volume patterns across different reporting facilities to understand how activity varies by venue type ## Data Characteristics - Data is reported at the facility level for granular analysis - Use the `/securities/daily_short_volume/consolidated` endpoint for a single aggregated view across all facilities - Short exempt volume reflects pre-borrow arrangements and other regulated short selling exemptions - Each data point represents a full trading day's accumulated short volume
| 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 | - |
|
sort_by
|
Specifies how to sort the data. Valid values are "date" (default, descending) or "ticker" (ascending)
Options:
date
ticker
show more
show less
|
- |
|
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
|
||
|
sort_by
* required
Specifies how to sort the data. Valid values are "date" (default, descending) or "ticker" (ascending)
|
||
|
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 |
|
reporting_facility_code
|
The FINRA-assigned facility code identifying which market center or reporting facility reported this short volume. Different facilities may report different short volumes for the same security on the same date. | string |
|
total_volume
|
The total volume of shares traded at this facility. This includes both long and short sales. | integer |
|
short_volume
|
The volume of shares sold short at this facility. Short sales represent bearish positions or hedging activity. | integer |
|
short_exempt_volume
|
The volume of shares sold short with exemptions (e.g., pre-borrow arrangements, market maker activities). These shorts are legally exempt from certain short sale restrictions. | integer |
|
short_volume_ratio
|
The ratio of short volume to total volume at this facility, rounded to 4 decimal places. Ranges from 0.0 to 1.0. A higher ratio indicates more short selling activity relative to overall trading volume. | number |
| next_page | The token required to request the next page of the data. If null, no further results are available. | string |
|
daily_short_volume
|
||
|
next_page
The token required to request the next page of the data. If null, no further results are available.
|
