STRASMORE/EXPLORE 2,433 QUERIES

Symbols carried in each June 2026 daily short volume file

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-19, from How to Download FINRA Daily Short Volume Data.

as of series 21×5read in context →
Symbols carried in each June 2026 daily short volume file — 21 rows by 5 columns, computed from US exchange, SIP and OPRA data.
trade_dateweekdaysession_labelsymbols_reportedsymbols_label
2026-06-01MondayJune 11511815.12 thousand
2026-06-02TuesdayJune 21490714.91 thousand
2026-06-03WednesdayJune 31483914.84 thousand
2026-06-04ThursdayJune 451365.14 thousand
2026-06-05FridayJune 51474014.74 thousand
2026-06-08MondayJune 81481514.81 thousand
2026-06-09TuesdayJune 91475114.75 thousand
2026-06-10WednesdayJune 1056945.69 thousand
2026-06-11ThursdayJune 111468714.69 thousand
2026-06-12FridayJune 121473414.73 thousand
2026-06-15MondayJune 151494814.95 thousand
2026-06-16TuesdayJune 1656315.63 thousand
2026-06-17WednesdayJune 171461114.61 thousand
2026-06-18ThursdayJune 181470014.70 thousand
2026-06-22MondayJune 221492214.92 thousand
2026-06-23TuesdayJune 2357675.77 thousand
2026-06-24WednesdayJune 241474314.74 thousand
2026-06-25ThursdayJune 251471614.72 thousand
2026-06-26FridayJune 261505215.05 thousand
2026-06-29MondayJune 2954895.49 thousand
2026-06-30TuesdayJune 301536215.36 thousand
Rows × columns
21 × 5
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Symbols carried in each June 2026 daily short volume file, derived from the stored result.
ColumnTypeRangeNotes
trade_date date 2026-06-01 to 2026-06-30
weekday text 5 distinct values (Friday, Monday, Thursday…)
session_label text 21 distinct values (June 1, June 10, June 11…)
symbols_reported number 5,136 to 15,362
symbols_label text 20 distinct values

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    toString(date)                                              AS trade_date,
    formatDateTime(date, '%W')                                  AS weekday,
    concat(monthName(date), ' ', toString(toDayOfMonth(date)))  AS session_label,
    count(DISTINCT ticker)                                      AS symbols_reported,
    formatReadableQuantity(count(DISTINCT ticker))              AS symbols_label
FROM global_markets.stocks_short_volume
WHERE date >= '2026-06-01'
  AND date <  '2026-07-01'
GROUP BY date
ORDER BY date
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