# FINRA Daily Short Sale Volume (`darthdimus/finra-short-sale-volume`) Actor

Daily Reg SHO short sale volume per ticker from official FINRA files: short volume, short-exempt volume, total volume, and short ratio. Latest day or up to 20 days; filter by ticker, market, or size. Not short interest, SEC FTD, or EDGAR.

- **URL**: https://apify.com/darthdimus/finra-short-sale-volume.md
- **Developed by:** [Dmitry Ostrovsky](https://apify.com/darthdimus) (community)
- **Categories:** Business
- **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, 0 bookmarks
- **User rating**: No ratings yet

## Pricing

Pay per usage

This Actor is paid per platform usage. The Actor is free to use, and you only pay for the Apify platform usage, which gets cheaper the higher subscription plan you have.

Learn more: https://docs.apify.com/actors/running/actors-in-store.md#pay-per-usage

## What's an Apify Actor?

An Actor is a serverless cloud program that runs on the Apify platform. It has two run modes.
In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours,
and optionally produces a well-defined JSON output, datasets with results, or files in key-value store.
In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server.

Apify vocabulary and the platform model are defined once, in the agent quickstart at https://apify.com/agents.md.

## How to integrate an Actor?

If asked about integration, you help developers integrate Actors into their projects.
You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready.

Do not guess an integration path. Every one of them is in the agent quickstart at https://apify.com/agents.md: the Apify MCP server, Agent Skills with the Apify CLI, the JavaScript and Python clients, the REST API, and the account-free path for an agent with no human to sign in. It also carries the rule on stating cost before the first paid run.

For examples already wired to this Actor's own input schema, see the [API](#api) section below.

Each client library has reference documentation the quickstart does not restate: [JavaScript/TypeScript](https://docs.apify.com/api/client/js/docs.md) (`npm install apify-client`) and [Python](https://docs.apify.com/api/client/python/docs.md) (`pip install apify-client`).

# README

## 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)

```json
{
  "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.

# Actor input Schema

## `date` (type: `string`):

Optional. Trading date as YYYY-MM-DD or YYYYMMDD. Empty = latest published day. With 'Trading days' > 1 this is the most recent day of the range.

## `days` (type: `integer`):

How many published trading days to include, walking back from the date (1-20).

## `symbols` (type: `string`):

Optional. Comma-separated tickers to keep, e.g. TSLA,GME,AMC. Empty = all tickers.

## `market` (type: `string`):

Which FINRA file to read. Consolidated (CNMS) combines all FINRA facilities.

## `minTotalVolume` (type: `integer`):

Optional. Keep rows whose reported total volume is at least this many shares.

## `minShortRatio` (type: `integer`):

Optional. Keep rows whose short volume / total volume is at least this percent (0-100).

## `sortBy` (type: `string`):

Row order before the limit is applied.

## `maxRows` (type: `integer`):

Maximum rows to push (1-5000).

## Actor input object example

```json
{
  "days": 5,
  "symbols": "TSLA,AAPL,NVDA",
  "market": "CNMS",
  "sortBy": "shortVolume",
  "maxRows": 20
}
```

# Actor output Schema

## `results` (type: `string`):

No description

# API

You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup.

## JavaScript example

```javascript
import { ApifyClient } from 'apify-client';

// Initialize the ApifyClient with your Apify API token
// Replace the '<YOUR_API_TOKEN>' with your token
const client = new ApifyClient({
    token: '<YOUR_API_TOKEN>',
});

// Prepare Actor input
const input = {
    "date": "",
    "days": 5,
    "symbols": "TSLA,AAPL,NVDA",
    "maxRows": 20
};

// Run the Actor and wait for it to finish
const run = await client.actor("darthdimus/finra-short-sale-volume").call(input);

// Fetch and print Actor results from the run's dataset (if any)
console.log('Results from dataset');
console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`);
const { items } = await client.dataset(run.defaultDatasetId).listItems();
items.forEach((item) => {
    console.dir(item);
});

// 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs

```

## Python example

```python
from apify_client import ApifyClient

# Initialize the ApifyClient with your Apify API token
# Replace '<YOUR_API_TOKEN>' with your token.
client = ApifyClient("<YOUR_API_TOKEN>")

# Prepare the Actor input
run_input = {
    "date": "",
    "days": 5,
    "symbols": "TSLA,AAPL,NVDA",
    "maxRows": 20,
}

# Run the Actor and wait for it to finish
run = client.actor("darthdimus/finra-short-sale-volume").call(run_input=run_input)

# Fetch and print Actor results from the run's dataset (if there are any)
print(f"💾 Check your data here: https://console.apify.com/storage/datasets/{run.default_dataset_id}")
for item in client.dataset(run.default_dataset_id).iterate_items():
    print(item)

# 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start

```

## CLI example

```bash
echo '{
  "date": "",
  "days": 5,
  "symbols": "TSLA,AAPL,NVDA",
  "maxRows": 20
}' |
apify call darthdimus/finra-short-sale-volume --silent --output-dataset

```

## MCP server setup

```json
{
    "mcpServers": {
        "apify": {
            "type": "http",
            "url": "https://mcp.apify.com/?tools=fetch-actor-details,darthdimus/finra-short-sale-volume"
        }
    }
}
```

The hosted server signs you in with OAuth on first connect, so no API token belongs in this config. Clients without OAuth support can send an `Authorization: Bearer <APIFY_API_TOKEN>` header instead, using a token from API & Integrations in Apify Console (https://console.apify.com/settings/integrations).

## OpenAPI specification

Download the OpenAPI definition: https://api.apify.com/v2/actors/KPFfDtERwkOXvQUmD/builds/a1JdLRSJ1PYdOnW9L/openapi.json