Dataset Name: finra_fnqc_monthly
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: month
Monthly FINRA/NASDAQ TRF (Trade Reporting Facility) Chicago Dataset
Each FINRA Trade Reporting Facility (TRF) provides FINRA members with a mechanism for the reporting of transactions effected otherwise than on an exchange. While each FINRA Trade Reporting Facility is affiliated with a registered national securities exchange, each FINRA Trade Reporting Facility is a FINRA facility and is subject to FINRA's registration as a national securities association. Trades by FINRA members in NASDAQ-listed and other exchange-listed securities, as approved by the Securities and Exchange Commission (SEC), executed otherwise than on an exchange may be reported to a FINRA TRF.
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 |
| MarketCenter | string | Market Center Code |
| Date | string | Date |
| Time | string | Time |
| ShortType | string | ShortType |
| Size | int64 | Size |
| Price | double | Price of position, trade, or quote |
| LinkIndicator | string | Link Indicator |