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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: 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