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 |