{"slug":"how-to-download-finra-short-volume-data","qid":"aapl_venues","label":"Where AAPL's off-exchange short volume was reported on June 12, 2026","post_title":"How to Download FINRA Daily Short Volume Data","post_url":"/blog/how-to-download-finra-short-volume-data#q-aapl_venues","columns":["venue","short_volume_millions","share_of_consolidated_pct"],"rows":[{"venue":"Consolidated (CNMS)","short_volume_millions":6.659,"share_of_consolidated_pct":100},{"venue":"Nasdaq TRF Carteret (Q)","short_volume_millions":6.412,"share_of_consolidated_pct":96.3},{"venue":"NYSE TRF (N)","short_volume_millions":0.194,"share_of_consolidated_pct":2.9},{"venue":"Nasdaq TRF Chicago (B)","short_volume_millions":0.053,"share_of_consolidated_pct":0.8},{"venue":"ADF (D)","short_volume_millions":0,"share_of_consolidated_pct":0}],"shape":"ranking","sql":"SELECT\n    tupleElement(v, 1)                                  AS venue,\n    round(tupleElement(v, 2) / 1e6, 3)                  AS short_volume_millions,\n    round(100 * tupleElement(v, 2) / consolidated, 1)   AS share_of_consolidated_pct\nFROM\n(\n    SELECT\n        consolidated,\n        arrayJoin([\n            ('Consolidated (CNMS)',     consolidated),\n            ('Nasdaq TRF Carteret (Q)', carteret),\n            ('Nasdaq TRF Chicago (B)',  chicago),\n            ('NYSE TRF (N)',            nyse),\n            ('ADF (D)',                 adf)\n        ]) AS v\n    FROM\n    (\n        SELECT\n            toFloat64(ifNull(max(short_volume), 0))                 AS consolidated,\n            toFloat64(ifNull(max(nasdaq_carteret_short_volume), 0)) AS carteret,\n            toFloat64(ifNull(max(nasdaq_chicago_short_volume), 0))  AS chicago,\n            toFloat64(ifNull(max(nyse_short_volume), 0))            AS nyse,\n            toFloat64(ifNull(max(adf_short_volume), 0))             AS adf\n        FROM global_markets.stocks_short_volume\n        WHERE ticker = 'AAPL'\n          AND date = '2026-06-12'\n    )\n)\nORDER BY tupleElement(v, 2) DESC","computed_at":"2026-09-19T15:04:49.999656+00:00","elapsed":0.051209956}