Dataset Name: finra_fnsq_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/NASDAQ TRF (Trade Reporting Facility) Carteret 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. |
| 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 |