The TAQ Group Short Sales & Short Volume product contains a summary of short sale volume for securities on NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago (starting late 2019) throughout the trading day. The TAQ Group Short Sales files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.
The TAQ NYSE Group Short Sales & Short Volume product contains Daily Short Volume daily files with each Symbol, Short Exempt Volume, Short Volume, and Total Volume of the short sale transaction for NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago markets. Historical Daily NYSE and NYSE American Short Volume as of 1 August 2009. Historical Daily NYSE Arca available as of 29 July 2009. Data for NYSE National Short Volume available as of May 21, 2018 - present. Data for NYSE Chicago available as of November 4, 2019 - present.
The Monthly Short Sales files for NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago include Symbol, Short Type, Size, Price Short Size, Link Indicator for the trade and Time of Execution of the short sale transaction. The Monthly Short Sales files are made available for the current month on the last day of the following month. Historical Monthly NYSE Short Sales available as of 1 Feb 2007. Historical Monthly NYSE American Short Sales available as of 1 July 2009; and, Historical Monthly NYSE Arca Short Sales available from 01 January 2010 - present. Data for NYSE National Short Sales available as of May 21, 2018 - present. Data for NYSE Chicago available as of November 4, 2019 - present.