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NASDAQ and Boston stock exchanges - Daily short sale data

by Patrick Fonce, 2610 days ago
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This item downloads daily Short Sale Volume data from nasdaqtrader.com website and for the NASDAQ and Boston stock exchanges.
The data is reported daily, one day after the market closes, and it contains trade date, ticker symbol, the sum of share volume of all short sale trades executed during regular trading hours, and finally the sum of share volume of all trades executed during regular trading hour. The regular trading starts at 9:30 am and finishes at 4:00 pm EST.

Short selling data for the NASDAQ stock exchange is saved into "nasdaq_short_volume" database (the database is created by the item), while short selling data for the Boston Stock Exchange is saved into "boston_short_volume" database.
Each database contains four fields: Date, Short (Short volume), Total (Total volume) and Ratio.
Ratio field is calculated using the downloader Post-Script and its value correspond to the short ratio.
The short ratio is the total number of shares that are sold short divided by the total number of shares traded.

Please note that the short selling data is downloaded and the short ratio is calculated for each ticker symbol. Only data for the last 5 months is available for download.

Short selling data is also available for the New York Stock Exchange. The corresponding downloader can be found here: NYSE Arca - Daily short sale data


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Type: Download Script

Object ID: 321


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis

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