Comment below if your favorite ticker is missing a day or two
SPECIFY TICKER AND DATE OR DATE(S) MISSING.

EXAMPLE:

SPY MISSING 5-08-20 AND 5-04-20

2 Comments

  1. Hello,

    I love having access to the data your website provides so thanks for putting something like this together! I’m still learning though and was hoping you might be able to help me clear up my lack of understanding. How exactly should I be interpreting the TRF volume vs the EOD volume. I’ve spent a lot of time going through the SEC pages to try and understand but I think I lack too much foundational knowledge to fully understand.

    It would appear the TRF volume is all trading information required to be reported to FINRA that is NOT reported to the exchange so that part seems to make sense. How exactly does that differ from the EOD volume though? Or does it overlap partially?

    I see the “Short” column is defined in the FAQ as: “The aggregate TRF (exchange) Reported short volume.” Does that mean its including all short positions aggregated by all TRFs AND trades reported to the exchange or solely the TRFs?

    I’m sure some of my questions show a misunderstanding of some fundamental concepts here so apologies if my questions don’t make perfect sense. I’m just trying to make sure I’m interpreting the data properly to develop correct conclusions. Any help would be greatly appreciated.

    Thank you for your time in advance!

    Respectfully,
    -Ed

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