Daily short volume › About this data
Daily short volume
A short sale is a sale of shares the seller has borrowed or has yet to receive, rather than shares they already own. Each trading day FINRA, which oversees US brokers, publishes for every stock how many shares were sold short and how many shares traded in all, counting only the trades reported to FINRA instead of to a stock exchange. Those are the trades matched in dark pools and other alternative trading systems, and the ones a broker fills itself, such as the orders a wholesale market maker fills for a retail broker. This feed shows, for each stock, the short shares (Short), the shares reported off-exchange (Total) and DPI, which is Short divided by Total, beside the stock's DPI averaged over its last 5 and 20 trading days.
- Where it comes from
FINRA, which oversees US brokers, publishes one file a day.
Who reports it: Brokers and trading venues report every trade to FINRA, which adds them up by stock and publishes one file a day.
Official source
- How often we update it
- Every weekday evening
- Last updated
- (18 hours ago)
- Coverage
- Trading days since October 2024.
- Worth knowing
- Total is the volume reported off-exchange to FINRA. It is not all the trading in the stock, which also happens on the exchanges, so the figures say nothing about a stock's whole day. This is not short interest either: short interest counts the positions investors still hold open, twice a month, while short volume counts the short sales in one day's trades. Many of those short sales are market makers selling shares they do not yet own to fill a customer's buy order, or hedging other positions, so a high DPI does not by itself mean investors are betting against a stock. A DPI of 40% to 60% is ordinary for many stocks. This is also not the volume of each dark pool: FINRA publishes that by venue every week, with a delay, and we do not show it here. Funds (ETFs) often have the highest DPI of all, because market makers trade them off-exchange all day, so the list covers listed companies unless you ask for everything. Stocks with under 1 million shares reported are left out unless you lower the minimum, because on thin volume the ratio swings with a few trades. A 5-day or 20-day average is blank when the stock was not reported on each of those days.
See the Daily short volume page · Use this data in your AI or app (how connecting works) · Information, not investment advice (disclaimer).