Reg SHO - Short Sales
CHX publishes short sale transactional data for all securities traded on the Exchange on a monthly basis for the time period June 2007 to the present.
FAQ on Reg SHO Rule 201 (PDF)
The data is maintained on the CHX website. Data will be compressed in monthly ZIP files, and can be downloaded via FTP transfer (similar to monthly ZIP files posted for Reg NMS Rule 605 execution quality statistics). Data records will be in pipe-delimited ASCII text format. The monthly ZIP files downloaded from the FTP site below.
File Name Format: CHXshyyyymm.ZIP, where yyyymm represents the trade year and month.
For example, the file for January 2008 can be retrieved using the FTP address:
Header: MarketCenter|SymbolDate|Time|ShortType|Size|Price|LinkIndicator| ShortSize
For pre-July 2007 data:
Please Note: On April 24, 2013, CHX posted revised monthly files for January, February and March of 2013. Anyone who had downloaded the monthly file for any of these months prior to April 24, 2013, should download these files again to receive the updated data.
For questions regarding the Chicago Stock Exchange Regulation SHO data, please contact: