FINRA Daily Short Sale Volume

Apify Actor that downloads FINRA's official daily Reg SHO short sale volume files and returns clean per-ticker rows: short volume, short-exempt volume, total volume, non-short volume, and the computed short ratio (short volume / total volume, %).

FINRA publishes these files every trading day for off-exchange (TRF/ADF/ORF) trades in NMS stocks. Source: https://www.finra.org/finra-data/browse-catalog/short-sale-volume-data/daily-short-sale-volume-files

Why use it

• No manual text-file downloads or pipe-delimited parsing.
• Leave date empty and it picks the latest published trading day automatically (skips weekends and holidays).
• Pull up to 20 trading days at once to track a ticker's short ratio over time.
• Filter by ticker list, minimum total volume, or minimum short ratio; sort by short volume, short ratio, total volume, or date.
• Useful for short-squeeze screens, sentiment dashboards, and pairing with SEC fails-to-deliver data.

Input

• date (optional): 2026-10-05 or 20261005. Empty = latest.
• days: number of published trading days to include, 1-20 (default 1).
• symbols (optional): comma-separated tickers, e.g. TSLA,GME,AMC. Empty = every ticker (~12,000 per day).
• market: CNMS consolidated (default), FNSQ Nasdaq TRF Carteret, FNYX NYSE TRF, FNRA ADF/ORF.
• minTotalVolume / minShortRatio (optional)
• sortBy: shortVolume (default), shortRatio, totalVolume, or date
• maxRows: 1-5000 (default 100)

Output (one item per trading date + ticker)

{
  "date": "2026-10-05",
  "symbol": "NVDA",
  "shortVolume": 29699010.27,
  "shortExemptVolume": 171235,
  "totalVolume": 51767953.81,
  "nonShortVolume": 22068943.54,
  "shortRatio": 57.37,
  "reportingFacilities": "B,Q,N",
  "marketFile": "CNMS",
  "sourceUrl": "https://cdn.finra.org/equity/regsho/daily/CNMSshvol20261005.txt"
}

Notes

• This is daily short sale volume for off-exchange trades reported to FINRA facilities, not short interest (open short positions). A high short ratio is common for market-maker activity and is not by itself a bearish signal. See FINRA's page for caveats.
• Public data only. No browser automation. Limited-permission Actor; standby off.
• Charges: one actor-start event per run and one short-volume-row event per dataset item if pay-per-event pricing is enabled.