Completeness probe: FINRA short-volume file coverage, June 26-30
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 Microstructure Deep-Dive: June 29, 2026.
| date | tickers | first_ticker | last_ticker | tsla_rows | short_pct_of_reported |
|---|---|---|---|---|---|
| 2026-06-26 | 15052 | A | ZYME | 1 | 46.89 |
| 2026-06-29 | 5489 | A | SSUS | 0 | 45.85 |
| 2026-06-30 | 15362 | A | ZYME | 1 | 48.82 |
- Rows × columns
- 3 × 6
- 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 |
|---|---|---|---|
date |
date | 2026-06-26 to 2026-06-30 | |
tickers |
number | 5,489 to 15,362 | |
first_ticker |
text | 1 distinct value (A) | |
last_ticker |
text | 2 distinct values (SSUS, ZYME) | |
tsla_rows |
number | 0 to 1 | |
short_pct_of_reported |
number | 45.85 to 48.82 | 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
date,
uniqExact(ticker) AS tickers,
min(ticker) AS first_ticker,
max(ticker) AS last_ticker,
countIf(ticker = 'TSLA') AS tsla_rows,
round(100 * sum(short_volume) / sum(total_volume), 2) AS short_pct_of_reported
FROM global_markets.stocks_short_volume
WHERE date BETWEEN '2026-06-26' AND '2026-06-30'
GROUP BY date
ORDER BY date
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