FINRA Short Volume & SEC Fails-to-Deliver
Pricing
$0.20 / 1,000 rows
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FINRA Short Volume & SEC Fails-to-Deliver
Daily short-sale volume by ticker from FINRA Reg SHO files (2009 to today) and SEC fails-to-deliver records. Short ratio, exempt volume, total volume, FTD quantity, price and value. Filter by symbol, date and minimum short ratio.
Pricing
$0.20 / 1,000 rows
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Pushbuild Data
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Daily short-sale volume for every US-listed and OTC ticker, from FINRA's official Reg SHO daily files, plus SEC fails-to-deliver records, in one clean JSON feed.
What you get
- Short volume (2009-08 to today): date, symbol, short volume, short-exempt volume, total volume, short ratio, reporting markets. Exchange-listed (NMS) or OTC.
- Fails-to-deliver: settlement date, symbol, CUSIP, quantity, description, price, and dollar value.
Use cases
- Short-pressure and squeeze screens: rank tickers by short ratio on any day.
- Backtests: complete point-in-time history keyed by trade date.
- Track FTD spikes for a ticker over months.
Input examples
Notes
- From 2018-08-01, FINRA's consolidated NMS file is used. Earlier dates sum the individual FINRA TRF and ADF facility files.
- FINRA short volume covers off-exchange (TRF/ADF/ORF) trades reported to FINRA, not exchange-floor volume.
- The SEC publishes fails-to-deliver twice a month, about two weeks after each half-month.
- Pricing: per row returned.
