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finra_cnms_daily by Finra

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Dataset Name: finra_cnms_daily

Group: short_interest
Vendor: Finra
Data Starts at: 43313
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. (underlying field is nc_publish_date_actual)
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