Direct Edge publishes a daily summary file that shows, by symbol, aggregate daily short sale volume and total volume. Each file contains a record for each EDGA and EDGX Exchanges security traded on that day. The short sale volume and total volume figures include volume of all trades matched and executed on the EDGA and EDGX Exchanges. Orders routed to other market centers and odd lot executions are excluded.
The Monthly Short Sale Transaction file contains transaction data for every short sale executed on the EDGA and EDGX Exchanges and reported to the consolidated tape. Orders routed to other market centers and odd lot executions are excluded.
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