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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 FAQ on Reg SHO Rule 201 - updated 30-Apr-2014

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 Regulation 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.

ftp://ftp3.chx.com/regsho/

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:

ftp://ftp3.chx.com/regsho/CHXsh200801.ZIP

Header: MarketCenter|SymbolDate|Time|ShortType|Size|Price|LinkIndicator| ShortSize

Data format:

MarketCenter: Character, set to “M”.
Symbol: Character, identifying the security.
Date: YYYYMMDD, indicating the execution date.
Time: HH:MM:SS Eastern Military, indicating the execution time.
ShortType: character, S for Short and E for short exempt. Long sales are not included.
Size: Number of shares in the transaction reported in Round Lots only.
Price: Number, restricted to 4 decimals (truncated).
LinkIndicator: Character, set to blank.
ShortSize: Unused, set to blank.

  • A carriage return, line feed will terminate each record.
  • Records are sorted by Date and Time of execution. 
  • Data represents short sale trades reported for CHX traded securities, not including outbound ITS (for older data).

 

For pre-July 2007 data:

  • CHX OTC short sales will have the ShortType set to “E”. CHX OTC trading rules do not have a short sale price test.
  • CHX Listed sales executed pursuant to an exemption to the Tick Test will have the ShortType set to “E”.
Please Note: On April 24, 2013, CHX posted revised monthly files for January, February and March 2013. Anyone who previously downloaded the monthly file for any of these months prior to April 24, 2013, should download these files again to receive updated data.

Please Note: On June 21, 2015, CHX posted revised monthly files for March, April and May 2015. Anyone who previously downloaded the monthly file for any of these months prior to June 21, 2015, should download these files again to receive updated data.

For questions regarding the CHX’s Regulation SHO data, please contact:

RegSHOinfo@chx.com