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DailyShortVolumeConsolidated

Properties

Name Type Description
securityId String The unique identifier of the security.  
symbol String The ticker symbol of the security.  
tradeDate Date The date of the reported short volume data in YYYY-MM-DD format.  
totalVolume Number The aggregated total volume of shares traded across all FINRA reporting facilities combined. Represents the total off-exchange trading volume for the security on this date.  
shortVolume Number The aggregated volume of shares sold short across all FINRA reporting facilities combined. Represents the total off-exchange short selling volume for the security on this date.  
shortExemptVolume Number The aggregated volume of shares sold short with exemptions across all FINRA reporting facilities combined. Includes pre-borrow arrangements, market maker activities, and other regulated short sale exemptions.  
shortVolumeRatio Number The ratio of aggregated short volume to aggregated total volume across all facilities, rounded to 4 decimal places. Ranges from 0.0 to 1.0. This market-wide metric is useful for: - Comparing short selling intensity between securities - Identifying unusual short volume spikes - Tracking trends in bearish positioning - Assessing relative market sentiment toward a security  
sources [String] The list of FINRA reporting facility codes that contributed data to this consolidated aggregate. Multiple facilities typically report on the same security daily, and their volumes are summed here.