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DailyShortVolumeConsolidated

Properties

Name Type Description
security_id str The unique identifier of the security.  
symbol str The ticker symbol of the security.  
trade_date date The date of the reported short volume data in YYYY-MM-DD format.  
total_volume int 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.  
short_volume int 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.  
short_exempt_volume int 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.  
short_volume_ratio float 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 list[str] 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.