Short Volume
GET
/stocks/v1/short-volume
Retrieve daily aggregated short sale volume data reported to FINRA from off-exchange trading venues and alternative trading systems (ATS) for a specified stock ticker. Unlike short interest, which measures outstanding short positions at specific reporting intervals, short volume captures the daily trading activity of short sales. Monitoring short volume helps users detect immediate market sentiment shifts, analyze trading behavior, and identify trends in short-selling activity that may signal upcoming price movements.
Use Cases: Intraday sentiment analysis, short-sale trend identification, liquidity analysis, trading strategy optimization.
Query Parameters
ticker
string
The primary ticker symbol for the stock.
date
string
The date of trade activity reported in the format YYYY-MM-DD
short_volume_ratio
number
The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100. Value must be a floating point number.
total_volume
integer
Total reported volume across all venues for the ticker on the given date. Value must be an integer.
limit
integer
Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '50000'.
sort
string
A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.
Response Attributes
next_url
string
optional
If present, this value can be used to fetch the next page.
request_id
string
A request id assigned by the server.
results
array (object)
The results for this request.
adf_short_volume
integer
optional
Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume.
adf_short_volume_exempt
integer
optional
Short volume reported via ADF that was marked as exempt.
date
string
The date of trade activity reported in the format YYYY-MM-DD
exempt_volume
integer
optional
Portion of short volume that was marked as exempt from regulation SHO.
nasdaq_carteret_short_volume
integer
optional
Short volume reported from Nasdaq's Carteret facility, excluding exempt volume.
nasdaq_carteret_short_volume_exempt
integer
optional
Short volume from Nasdaq Carteret that was marked as exempt.
nasdaq_chicago_short_volume
integer
optional
Short volume reported from Nasdaq's Chicago facility, excluding exempt volume.
nasdaq_chicago_short_volume_exempt
integer
optional
Short volume from Nasdaq Chicago that was marked as exempt.
non_exempt_volume
integer
optional
Portion of short volume that was not exempt from regulation SHO (i.e., short_volume - exempt_volume).
nyse_short_volume
integer
optional
Short volume reported from NYSE facilities, excluding exempt volume.
nyse_short_volume_exempt
integer
optional
Short volume from NYSE facilities that was marked as exempt.
short_volume
integer
optional
Total number of shares sold short across all venues for the ticker on the given date.
short_volume_ratio
number
optional
The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100.
ticker
string
optional
The primary ticker symbol for the stock.
total_volume
integer
optional
Total reported volume across all venues for the ticker on the given date.
status
enum (OK)
The status of this request's response.