{"slug":"how-to-download-finra-short-volume-data","qid":"june_sessions","label":"Symbols carried in each June 2026 daily short volume file","post_title":"How to Download FINRA Daily Short Volume Data","post_url":"/blog/how-to-download-finra-short-volume-data#q-june_sessions","columns":["trade_date","weekday","session_label","symbols_reported","symbols_label"],"rows":[{"trade_date":"2026-06-01","weekday":"Monday","session_label":"June 1","symbols_reported":15118,"symbols_label":"15.12 thousand"},{"trade_date":"2026-06-02","weekday":"Tuesday","session_label":"June 2","symbols_reported":14907,"symbols_label":"14.91 thousand"},{"trade_date":"2026-06-03","weekday":"Wednesday","session_label":"June 3","symbols_reported":14839,"symbols_label":"14.84 thousand"},{"trade_date":"2026-06-04","weekday":"Thursday","session_label":"June 4","symbols_reported":5136,"symbols_label":"5.14 thousand"},{"trade_date":"2026-06-05","weekday":"Friday","session_label":"June 5","symbols_reported":14740,"symbols_label":"14.74 thousand"},{"trade_date":"2026-06-08","weekday":"Monday","session_label":"June 8","symbols_reported":14815,"symbols_label":"14.81 thousand"},{"trade_date":"2026-06-09","weekday":"Tuesday","session_label":"June 9","symbols_reported":14751,"symbols_label":"14.75 thousand"},{"trade_date":"2026-06-10","weekday":"Wednesday","session_label":"June 10","symbols_reported":5694,"symbols_label":"5.69 thousand"},{"trade_date":"2026-06-11","weekday":"Thursday","session_label":"June 11","symbols_reported":14687,"symbols_label":"14.69 thousand"},{"trade_date":"2026-06-12","weekday":"Friday","session_label":"June 12","symbols_reported":14734,"symbols_label":"14.73 thousand"},{"trade_date":"2026-06-15","weekday":"Monday","session_label":"June 15","symbols_reported":14948,"symbols_label":"14.95 thousand"},{"trade_date":"2026-06-16","weekday":"Tuesday","session_label":"June 16","symbols_reported":5631,"symbols_label":"5.63 thousand"},{"trade_date":"2026-06-17","weekday":"Wednesday","session_label":"June 17","symbols_reported":14611,"symbols_label":"14.61 thousand"},{"trade_date":"2026-06-18","weekday":"Thursday","session_label":"June 18","symbols_reported":14700,"symbols_label":"14.70 thousand"},{"trade_date":"2026-06-22","weekday":"Monday","session_label":"June 22","symbols_reported":14922,"symbols_label":"14.92 thousand"},{"trade_date":"2026-06-23","weekday":"Tuesday","session_label":"June 23","symbols_reported":5767,"symbols_label":"5.77 thousand"},{"trade_date":"2026-06-24","weekday":"Wednesday","session_label":"June 24","symbols_reported":14743,"symbols_label":"14.74 thousand"},{"trade_date":"2026-06-25","weekday":"Thursday","session_label":"June 25","symbols_reported":14716,"symbols_label":"14.72 thousand"},{"trade_date":"2026-06-26","weekday":"Friday","session_label":"June 26","symbols_reported":15052,"symbols_label":"15.05 thousand"},{"trade_date":"2026-06-29","weekday":"Monday","session_label":"June 29","symbols_reported":5489,"symbols_label":"5.49 thousand"},{"trade_date":"2026-06-30","weekday":"Tuesday","session_label":"June 30","symbols_reported":15362,"symbols_label":"15.36 thousand"}],"shape":"series","sql":"SELECT\n    toString(date)                                              AS trade_date,\n    formatDateTime(date, '%W')                                  AS weekday,\n    concat(monthName(date), ' ', toString(toDayOfMonth(date)))  AS session_label,\n    count(DISTINCT ticker)                                      AS symbols_reported,\n    formatReadableQuantity(count(DISTINCT ticker))              AS symbols_label\nFROM global_markets.stocks_short_volume\nWHERE date >= '2026-06-01'\n  AND date <  '2026-07-01'\nGROUP BY date\nORDER BY date","computed_at":"2026-09-19T15:04:49.730719+00:00","elapsed":0.002160613}