FINRA Reg. SHO Data (Short Trading Data)

TrendSpider offers several types of esoteric market data that is not typically found in other trading platforms. One such data type is FINRA Reg SHO (Short Sale) data. This data is sourced directly from FINRA short sale data files published on their website. A link to the source is below.

FINRA Reg SHO is defined as:

Regulation SHO requires broker-dealers to identify a source of borrowable stock before executing a short sale in any equity security with the goal of reducing the number of situations where stock is unavailable for settlement.Apr 8, 2015

Please note that FINRA defines this data as follows:

The Daily Short Sale Volume Files provide aggregated volume by security for all short sale trades executed and reported to a TRF, the ADF, or the ORF during normal market hours for public dissemination purposes (i.e., media-reported trades). The short interest data reflects aggregate short positions held by market participants at a specific moment in time on two discrete days each month, while the Daily Short Sale Volume reflects the aggregate volume of trades executed and reported as short sales on each trade date.
TrendSpider provides the Short Sale Volume data described in the definition above.

Adding Reg SHO Short Volume to your charts

To activate Reg SHO Short Volume data in TrendSpider:

  1. Click on the 3-dot side-menu button next to the "Other Data" button in the top toolbar
  2. Check the box next to "Finra Reg SHO" data
  3. Click Apply
  4. Be sure that it is enabled in the Chart Key on the top left corner of the charts
  5. You will see a new lower indicator appear on your screen

Limitations of this Data:

  • This data is NOT real time. It is updated once per day.
  • This data does NOT feature intraday granularity. There will only be one reading per calendar day.
  • This data does NOT support other asset types. It will only work on US equities and ETFs traded on FINRA regulated Exchanges.
  • This data does NOT represent a complete "short volume" report across all Exchanges. Because of that, you can't divide the total traded Volume by the reported FINRA Reg SHO Short Sale Volume and get a reliable number to use as a short interest percentage.
  • We only have data since Aug 2018 (we use Consolidated data set from FINRA and that's all they have).

To learn more about this data, please visit FINRA at the following URL:
https://www.finra.org/finra-data/browse-catalog/short-sale-volume-data

Sep 15, 2021

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