FINRA off-exchange short volume by session: coverage and marked-short share
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 2026-07-26, from Market Recap: Week of June 29, 2026.
| d | tickers_on_file | alphabetical_end | marked_short_pct |
|---|---|---|---|
| 2026-06-29 | 5489 | SSUS | 45.8 |
| 2026-06-30 | 15362 | ZYME | 48.8 |
| 2026-07-01 | 14995 | ZYME | 49.7 |
| 2026-07-02 | 15288 | ZYME | 46.9 |
- Rows × columns
- 4 × 4
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
d |
date | 2026-06-29 to 2026-07-02 | |
tickers_on_file |
number | 5,489 to 15,362 | |
alphabetical_end |
text | 2 distinct values (SSUS, ZYME) | |
marked_short_pct |
number | 45.8 to 49.7 | percent |
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 d,
uniqExact(ticker) AS tickers_on_file,
max(ticker) AS alphabetical_end,
round(100 * sum(toFloat64(short_volume)) / sum(toFloat64(total_volume)), 1) AS marked_short_pct
FROM (
SELECT date, ticker, any(short_volume) AS short_volume, any(total_volume) AS total_volume
FROM global_markets.stocks_short_volume
WHERE date >= toDate('2026-06-29') AND date <= toDate('2026-07-02')
GROUP BY date, ticker
)
GROUP BY date
ORDER BY date
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