The Volume Summary contains a detailed breakdown of NYSE, NYSE American, NYSE Arca, and NYSE National trading activity by share size, number of trades, short sales(NYSE, NYSE American, NYSE Arca, and NYSE National), odd-lot volume, VWAP, etc. History available for NYSE Volume Summary as of 1 April 2004; History available for NYSE American 1 December 2008; and, History available for NYSE Arca as of July 24, 2017.
The Consolidated Volume Summary of this package provides the total trades, volume, and dollar volume by market center (exchange) in each NYSE-traded issue. Historical data available as of 18 Jun 2002 - present.
Each Daily Short Volume daily file includes the symbol, short exempt volume, short volume, and total volume of the short sale transaction for NYSE, NYSE American, NYSE Arca, and NYSE National markets. Historical Daily NYSE and NYSE American Short Volume as of 1 August 2009. Historical Daily NYSE Arca available as of 29 July 2009. Data for NYSE National available as of May 21, 2018 - present.
Production starting July 24, 2017
Volume Summary Client Spec v1.0
Launch for NYSE National targeted for May 21, 2018
Previous Spec Versions