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finra_fnra_daily by Finra

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Dataset Name: finra_fnra_daily

Group: short_interest
Vendor: Finra
Data Starts at: 2009-08-01 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 ADF (Alternative Display Facility) Dataset

The Finra Alternative Display Facility (ADF) is an SRO display only facility operated by FINRA.

The ADF provides members with a facility for the display of quotations, the reporting of trades, and the comparison of trades.

The ADF best bid and offer and trade reports are included in the consolidated data stream for Nasdaq and CQS listed securities.

As an SRO display only facility, the ADF does not provide automated order routing functionality, execution facilities, or linkages between ADF trading centers.

ADF trading centers are required by FINRA rule to provide direct electronic access to all other ADF trading centers and provide such access to all FINRA members that request it.

All FINRA members in good standing are eligible to participate in the Alternative Display Facility, pending execution of appropriate contracts and meeting specific requirements as set forth by FINRA.

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