These FINRA datasets track off-exchange trading activity through various reporting facilities (TRFs, ADFs, and ORF), providing transparency into transactions executed outside traditional exchanges, including short sales, OTC equity trades, and Rule 1
Daily FINRA Consolidated NMS Short Sale Volume Dataset
FINRA CNMS DAILY finra_cnms_daily
The Daily FINRA CMS (Consolidated National Market System) Short Sale Volume Dataset is a combination of the volumes for trades in exchange listed securities reported to the TRFs (Trade Reporting Facilities) and ADFs (Alternative Display Facilities)
Daily FINRA/NASDAQ TRF (Trade Reporting Facility) Chicago Dataset
FINRA FNQC DAILY finra_fnqc_daily
Each FINRA Trade Reporting Facility (TRF) provides FINRA members with a mechanism for the reporting of transactions effected otherwise than on an exchange. While each FINRA Trade Reporting Facility is affiliated with a registered national securities exchange, each FINRA Trade Reporting Facility is a FINRA facility and is subject to FINRA's registration as a national securities association. Trades by FINRA members in NASDAQ-listed and other exchange-listed securities, as approved by the Securities and Exchange Commission (SEC), executed otherwise than on an exchange may be reported to a FINRA TRF.
Monthly FINRA/NASDAQ TRF (Trade Reporting Facility) Chicago Dataset
FINRA FNQC MONTHLY finra_fnqc_monthly
Each FINRA Trade Reporting Facility (TRF) provides FINRA members with a mechanism for the reporting of transactions effected otherwise than on an exchange. While each FINRA Trade Reporting Facility is affiliated with a registered national securities exchange, each FINRA Trade Reporting Facility is a FINRA facility and is subject to FINRA's registration as a national securities association. Trades by FINRA members in NASDAQ-listed and other exchange-listed securities, as approved by the Securities and Exchange Commission (SEC), executed otherwise than on an exchange may be reported to a FINRA TRF.
Daily FINRA ADF (Alternative Display Facility) Dataset
FINRA FNSQ DAILY finra_fnra_daily
The Finra Alternative Display Facility (ADF) is an SRO display only facility operated by FINRA.
The ADF provides members with a facility for the display of quotations, the reporting of trades, and the comparison of trades.
The ADF best bid and offer and trade reports are included in the consolidated data stream for Nasdaq and CQS listed securities.
As an SRO display only facility, the ADF does not provide automated order routing functionality, execution facilities, or linkages between ADF trading centers.
ADF trading centers are required by FINRA rule to provide direct electronic access to all other ADF trading centers and provide such access to all FINRA members that request it.
All FINRA members in good standing are eligible to participate in the Alternative Display Facility, pending execution of appropriate contracts and meeting specific requirements as set forth by FINRA.
Monthly FINRA ADF (Alternative Display Facility) Dataset
FINRA FNSQ MONTHLY finra_fnra_monthly
The Finra Alternative Display Facility (ADF) is an SRO display only facility operated by FINRA.
The ADF provides members with a facility for the display of quotations, the reporting of trades, and the comparison of trades.
The ADF best bid and offer and trade reports are included in the consolidated data stream for Nasdaq and CQS listed securities.
As an SRO display only facility, the ADF does not provide automated order routing functionality, execution facilities, or linkages between ADF trading centers.
ADF trading centers are required by FINRA rule to provide direct electronic access to all other ADF trading centers and provide such access to all FINRA members that request it.
All FINRA members in good standing are eligible to participate in the Alternative Display Facility, pending execution of appropriate contracts and meeting specific requirements as set forth by FINRA.
Daily FINRA/NASDAQ TRF (Trade Reporting Facility) Carteret Dataset
FINRA FNYX DAILY finra_fnsq_daily
Each FINRA Trade Reporting Facility (TRF) provides FINRA members with a mechanism for the reporting of transactions effected otherwise than on an exchange. While each FINRA Trade Reporting Facility is affiliated with a registered national securities exchange, each FINRA Trade Reporting Facility is a FINRA facility and is subject to FINRA's registration as a national securities association. Trades by FINRA members in NASDAQ-listed and other exchange-listed securities, as approved by the Securities and Exchange Commission (SEC), executed otherwise than on an exchange may be reported to a FINRA TRF.
Monthly FINRA/NASDAQ TRF (Trade Reporting Facility) Carteret Dataset
FINRA FNYX MONTHLY finra_fnsq_monthly
Each FINRA Trade Reporting Facility (TRF) provides FINRA members with a mechanism for the reporting of transactions effected otherwise than on an exchange. While each FINRA Trade Reporting Facility is affiliated with a registered national securities exchange, each FINRA Trade Reporting Facility is a FINRA facility and is subject to FINRA's registration as a national securities association. Trades by FINRA members in Nasdaq-listed and other exchange-listed securities, as approved by the Securities and Exchange Commission (SEC), executed otherwise than on an exchange may be reported to a FINRA TRF.
Daily FINRA/NYSE TRF (Trade Reporting Facility) Dataset
FINRA FNRA DAILY finra_fnyx_daily
Each FINRA Trade Reporting Facility (TRF) provides FINRA members with a mechanism for the reporting of transactions effected otherwise than on an exchange. While each FINRA Trade Reporting Facility is affiliated with a registered national securities exchange, each FINRA Trade Reporting Facility is a FINRA facility and is subject to FINRA's registration as a national securities association. Trades by FINRA members in NASDAQ-listed and other exchange-listed securities, as approved by the Securities and Exchange Commission (SEC), executed otherwise than on an exchange may be reported to a FINRA TRF.
Monthly FINRA/NYSE TRF (Trade Reporting Facility) Dataset
FINRA FNRA MONTHLY finra_fnyx_monthly
Each FINRA Trade Reporting Facility (TRF) provides FINRA members with a mechanism for the reporting of transactions effected otherwise than on an exchange. While each FINRA Trade Reporting Facility is affiliated with a registered national securities exchange, each FINRA Trade Reporting Facility is a FINRA facility and is subject to FINRA's registration as a national securities association. Trades by FINRA members in Nasdaq-listed and other exchange-listed securities, as approved by the Securities and Exchange Commission (SEC), executed otherwise than on an exchange may be reported to a FINRA TRF.
Daily FINRA ORF (Over the Counter Reporting Facility) Dataset
FINRA FORF DAILY finra_forf_daily
The Daily Finra ORF (Over-The-Counter Reporting Facility) is a service provided by FINRA for the reporting of trades in OTC Equity Securities executed other than on or through an exchange and for trades in Restricted Equity Securities effected under Securities Act Rule 144A and dissemination of last sale reports. For those OTC Equity Securities and Restricted Equity Securities that are not eligible for clearance and settlement through the facilities of the National Securities Clearing Corporation, the ORF comparison function will not be available. However, the ORF will support the entry and dissemination of last sale data on such securities.