Trading Data - Regulation SHO (Reg SHO)

Threshold Securities Monthly Data

Monthly Reg SHO Supplemental Short Sale Trade Data
Every month the Amex will post a file of all short sales in Amex equity-traded securities, excluding ETFs and HOLDRS, starting with short sales executed on January 3, 2005. Monthly data will be posted with a one-month lag (e.g., the first monthly file will contain data on short sales executed during January 2005 but will not be posted until March 2005). For more information and a description of the file, refer to the Reg SHO Data Field Definitions.
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