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 |