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finra_cnms_daily by Finra

Regular price: $4.00 USD
Sale price: $4.00 USD
Regular price
Unit price: per

Category: main_tax_category , short_interest ,

Product Type: short_interest

Region: US ,

Industry: Consumer Discretionary , Consumer Staples , Energy , Financials , Health Care , Industrials , Information Technology , Materials , Real Estate , Telecommunication Services , Utilities ,

Asset Classes: Equity ,

Data Frequency: day

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Dataset Name: finra_cnms_daily

Group: short_interest
Vendor: Finra
Data Starts at: 2018-08-01 00:00:00
Data Currently Ends at: ongoing, contact sales for full data set.
Symbol Set: Symbol
Asset Class: Equity
Data Update Frequency: day

Daily FINRA Consolidated NMS Short Sale Volume Dataset

The Daily FINRA CMS (Consolidated National Market System) Short Sale Volume Dataset is a combination of the volumes for trades in exchange listed securities reported to the TRFs (Trade Reporting Facilities) and ADFs (Alternative Display Facilities)

Data Contained in this Dataset

Column	Type	Description
_seq	uint	Internal sequence number used to keep data rows in order
timestamp	string	Timestamp of the Data - America/New York Time.
muts	uint64	Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol	string	Trading Symbol or Ticker
ShortVolume	int64	Short Volume in shares
ShortExemptVolume	int64	Short Sale Exempt Volume
TotalVolume	int64	Total Volume
Market	string	Market