Skip to content

Latest commit

 

History

History
31 lines (17 loc) · 1.47 KB

File metadata and controls

31 lines (17 loc) · 1.47 KB

DailyShortVolume

Properties

Name Type Description
securityId String The unique identifier of the security.  
symbol String The ticker symbol of the security.  
tradeDate LocalDate The date of the reported short volume data in YYYY-MM-DD format.  
reportingFacilityCode String The FINRA-assigned facility code identifying which market center or reporting facility reported this short volume. Different facilities may report different short volumes for the same security on the same date.  
totalVolume Integer The total volume of shares traded at this facility. This includes both long and short sales.  
shortVolume Integer The volume of shares sold short at this facility. Short sales represent bearish positions or hedging activity.  
shortExemptVolume Integer The volume of shares sold short with exemptions (e.g., pre-borrow arrangements, market maker activities). These shorts are legally exempt from certain short sale restrictions.  
shortVolumeRatio Double The ratio of short volume to total volume at this facility, rounded to 4 decimal places. Ranges from 0.0 to 1.0. A higher ratio indicates more short selling activity relative to overall trading volume.