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finra_forf_daily by Finra

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Dataset Name: finra_forf_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 ORF (Over the Counter Reporting Facility) Dataset

The Daily Finra ORF (Over-The-Counter Reporting Facility) is a service provided by FINRA for the reporting of trades in OTC Equity Securities executed other than on or through an exchange and for trades in Restricted Equity Securities effected under Securities Act Rule 144A and dissemination of last sale reports. For those OTC Equity Securities and Restricted Equity Securities that are not eligible for clearance and settlement through the facilities of the National Securities Clearing Corporation, the ORF comparison function will not be available. However, the ORF will support the entry and dissemination of last sale data on such securities.

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