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Is it possible to get the information as to what percentage of the average daily volume of a stock or ETF is due to short sellers? This can mean either people selling short or buying back to cover their short.

I am still not sure how this information will be helpful (if at all) but I think it will help to explain some rapid volume towards the end of the day when shorts are covering their positions.

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    What country? What markets? You should always tag accordingly (for the country) and mention in your question when a tag isn't available. Thanks. Mar 25, 2014 at 22:51

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I believe that it's not possible for the public to know what shares are being exchanged as shorts because broker-dealers (not the exchanges) handle the shorting arrangements. I don't think exchanges can even tell the difference between a person selling a share that belongs to her vs. a share that she's just borrowing. (There are SEC regulations requiring some traders to declare that trades are shorts, but (a) I don't think this applies to all traders, (b) it only applies to the sells, and (c) this information isn't public.)

That being said, you can view the short interest in a symbol using any of a number of tools, such as Nasdaq's here. This is often cited as an indicator similar to what you proposed, though I don't know how helpful it would be from an intra-day perspective.

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  • yeah, you can do a lot of deduction, there is also a list of regulation-sho securities
    – CQM
    Mar 26, 2014 at 23:35
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You can do a lot of deduction

FINRA keeps a "REG-SHO" list created daily that tells what the daily short volume is.

March 26th 2014's list: http://regsho.finra.org/FNSQshvol20140326.txt

If you are talking about the United States, this answer may be better ;)

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  • Thanks, what is short exempt volume in that link?
    – Victor123
    Mar 27, 2014 at 19:41

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