Cboe’s U.S. Equity Short Volume Report provides a previously unavailable view of equity trading activity across each of Cboe’s four equity exchanges.
For each trading day, volume is aggregated at the symbol level and broken out into total volume, sell short, and sell short exempt categories. Subscriptions to U.S. Equity Short Volume Report are available as an end-of-day summary report delivered nightly. Historical data starting from 2015 from each exchange will also be available for purchase in the end-of-day format.
For more details, please refer to the Specifications
Daily summary files available from 2015 to present
Overnight file for each selected exchange