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Short Sale Volume and Transaction Reports

Overview

Nasdaq publishes two types of short sale files based on the trading activity on The Nasdaq Stock Market (Nasdaq), Nasdaq BX (BX) and Nasdaq PSX (PSX) market systems:

  • The Daily Short Sale Volume Files reflect the aggregate number of shares executed on the Nasdaq, BX and PSX markets during regular trading hours. At the security level, Nasdaq shows the volume for executed short sale trades as well as the total trading volume for Nasdaq, BX and PSX markets. Because Nasdaq, BX and PSX market participants may trade all U.S. exchange-listed securities, the file includes short sale data for Nasdaq-, NYSE- and regional exchange-listed securities.
  • The Monthly Short Sale Transaction Files provide a trade-by-trade record of all short sales executed on the Nasdaq, BX and PSX execution systems and reported to a consolidated tape in Nasdaq-, NYSE-, and regional exchange-listed securities. Within these files, Nasdaq provides trade details including the transaction time, price and number of shares for every short sale transaction.

 

Benefits & Features

The Daily Short Sale Volume and Monthly Short Sale Transaction Reports are designed to:

  • Foster better market transparency.
  • Allow investors and traders to develop risk assessment tools and trading models.
  • Enable investors and traders to see the level of short sale activity in the Nasdaq, BX and PSX markets for Nasdaq-, NYSE- and regional exchange-listed securities.

Access Options

For each report, Nasdaq posts a separate file for the Nasdaq, BX and PSX markets:

  • The Nasdaq short sale files will be available for download via the secure Nasdaq Trader FTP site. The Nasdaq files will be fee liable as of August 1, 2010.
  • The BX, PSX and Nasdaq (prior to August 1, 2010) short sale files are available for free download via the public Nasdaq Trader FTP site located at Short Sale Data Files

    Please note that this is a different report from the Short Interest Report that is produced on a semimonthly basis and includes a summary of the consolidated market short interest positions in all Nasdaq-listed securities. The enclosed Short Sale and Short Interest Comparison document further highlights the differences between the two reports.

Pricing

Please refer to the U.S Equities Price List for pricing information.

Agreements & Forms

In order to access the Nasdaq Web-Based Reports, including the Short Sale Volume and Transaction Reports, firms must execute the appropriate Nasdaq agreements: 

For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the Nasdaq Global Data Products Agreements and Forms page.