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DailyShortVolume

Properties

Name Type Description
security_id str The unique identifier of the security.  
symbol str The ticker symbol of the security.  
trade_date date The date of the reported short volume data in YYYY-MM-DD format.  
reporting_facility_code str 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.  
total_volume int The total volume of shares traded at this facility. This includes both long and short sales.  
short_volume int The volume of shares sold short at this facility. Short sales represent bearish positions or hedging activity.  
short_exempt_volume int 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.  
short_volume_ratio float 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.