{"slug":"microstructure-2026-06-29","qid":"short_volume_probe","label":"Completeness probe: FINRA short-volume file coverage, June 26-30","post_title":"Microstructure Deep-Dive: June 29, 2026","post_url":"/blog/microstructure-2026-06-29#q-short_volume_probe","columns":["date","tickers","first_ticker","last_ticker","tsla_rows","short_pct_of_reported"],"rows":[{"date":"2026-06-26","tickers":15052,"first_ticker":"A","last_ticker":"ZYME","tsla_rows":1,"short_pct_of_reported":46.89},{"date":"2026-06-29","tickers":5489,"first_ticker":"A","last_ticker":"SSUS","tsla_rows":0,"short_pct_of_reported":45.85},{"date":"2026-06-30","tickers":15362,"first_ticker":"A","last_ticker":"ZYME","tsla_rows":1,"short_pct_of_reported":48.82}],"shape":"series","sql":"SELECT\n    date,\n    uniqExact(ticker) AS tickers,\n    min(ticker) AS first_ticker,\n    max(ticker) AS last_ticker,\n    countIf(ticker = 'TSLA') AS tsla_rows,\n    round(100 * sum(short_volume) / sum(total_volume), 2) AS short_pct_of_reported\nFROM global_markets.stocks_short_volume\nWHERE date BETWEEN '2026-06-26' AND '2026-06-30'\nGROUP BY date\nORDER BY date","computed_at":"2026-07-26T06:09:01.746067+00:00","elapsed":0.0322735}