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Finra Datasets

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.