Daily Short Sale Volume Files
The Daily Short Sale Volume Files include volume figures for only transactions that are reported by NSX to the consolidated tape during regular trading hours (9:30 a.m. ET through 4:00 p.m. ET). The files are ASCII format, with field names as the first record.
Click on the links below to view the Daily Short Sale Volume files.
|View data for the month of:||February 2011||
Monthly Short Sale Transaction Files
The Monthly Short Sale Transaction Files include transaction data for every short sale executed and reported to the consolidated tape in any equity security traded on NSX (including ETFs) from the time the exchange opens until the exchange closes (8:00 a.m. ET until 6:30 p.m. ET). These files replace the SHO Pilot Data files beginning August 1, 2009.
*Click on the links below to view the Monthly Short Sale Transaction files.
Regulation SHO Pilot Data Files
SHO Pilot Data files will be replaced by Monthly Short Sale Transaction files beginning August 1, 2009.
*Click on the links below to view the Reg SHO Pilot Data files.
*You will need WinZip Software in order to view the above files.