Provides a daily volume summary of short sale activity by security on Cboe U.S. exchanges (BYX, BZX, EDGA, EDGX), and a record of all short sale transactions at the end of the month.

The daily summary file reports per-security total volume, sell short volume, and sell short exempt volume on each exchange.

At the end of each month, subscribers will also receive a record of every short sale transaction for that month. Each record contains the trade timestamp, exchange, price, size, and short designation (exempt/not exempt).

Trade and volume reports cover all short sale activity on the day, from early session through post market session. All equity types are covered - single names, ETFs, etc. (see Symbology section of product specification).

Licensing & Redistribution Rights:

This dataset is proprietary to Cboe Global Markets. Raw data is licensed for internal use only and may not be redistributed externally in any form. External distribution of derived data is permitted subject to additional licensing fees and terms. External distribution of non-derived data is strictly prohibited.

Reference:

For more details, please refer to the product Specifications

Historical:

A daily file for both short volumes and short sale transactions, by exchange

Available from 2015 to present

Subscription:

Volume Summary files will be published nightly each trading day.

Short Sale Trade files will be published monthly, after the close of the last trading day of the month.

Customers who purchase an Annual Subscription can contact us for 12 months of free history.