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   NYSE Volume Summary  

Detailed breakdown of NYSE and NYSE MKT Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc. The National Market Volume Summary component file provides total trades, volume, and dollar volume by market center (exchange) in each NYSE-traded issue.

See specifications for included fields and sample file. NYSE Volume Summary is available in Text & Excel formats and can be delivered via email, FTP, or downloaded from the website. Data available as of 4/1/2004 - present

Instruments Covered
Equities

Markets Covered
NYSE, NYSE MKT
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Included Data

NYSE Volume Summary

Specifications
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='IssueVolumeSummary' >
            <xs:sequence>
                <xs:element name='Symbol' type='xs:string' ></xs:element>
                <xs:element name='CUSIP' type='xs:string' ></xs:element>
                <xs:element name='ExchangeID=' type='xs:string' ></xs:element>
                <xs:element name='TradeDate' type='xs:string' ></xs:element>
                <xs:element name='Open' type='xs:float' ></xs:element>
                <xs:element name='High' type='xs:float' ></xs:element>
                <xs:element name='Low' type='xs:float' ></xs:element>
                <xs:element name='Close' type='xs:float' ></xs:element>
                <xs:element name='VWAP' type='xs:float' ></xs:element>
                <xs:element name='NetChange' type='xs:float' ></xs:element>
                <xs:element name='NYSEVol' type='xs:int' ></xs:element>
                <xs:element name='Trades0-2000Shares' type='xs:int' ></xs:element>
                <xs:element name='Trades2001-5000Shares' type='xs:int' ></xs:element>
                <xs:element name='Trades5001-10000Shares' type='xs:int' ></xs:element>
                <xs:element name='Trades10000PlusShares' type='xs:int' ></xs:element>
                <xs:element name='Volume0-2000Shares' type='xs:int' ></xs:element>
                <xs:element name='Volume2001-5000Shares' type='xs:int' ></xs:element>
                <xs:element name='Volume5001-10000Shares' type='xs:int' ></xs:element>
                <xs:element name='Volume10000PlusShares' type='xs:int' ></xs:element>
                <xs:element name='SellShortVol' type='xs:int' ></xs:element>
                <xs:element name='BuyVol' type='xs:int' ></xs:element>
                <xs:element name='SellVol' type='xs:int' ></xs:element>
                <xs:element name='RLVol' type='xs:int' ></xs:element>
                <xs:element name='OLVol' type='xs:int' ></xs:element>
                <xs:element name='Total' type='xs:int' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='NYSEVolumeSummary' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='IssueVolumeSummary' type='IssueVolumeSummary' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
Delivery
 Online Data Viewer. View and filter online, and download data in your preferred format.

 FTP Download. Data is available for download via FTP.

 Email. Receive files via email in the format(s) you choose.

NYSE MKT Reg SHO Adjusted Short Sales

Specifications
Field NameData Type *Description
1DateDate (yyyymmdd)
2SymbolText (25)
3Short_VolumeNumber (0)
4Total_VolumeNumber (0)
5MarketText (1)

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
Field NameData Type *Description
1DateText (25)
2SymbolText (25)
3Short VolumeText (25)
4Total VolumeText (25)
5MarketText (25)

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='RegShoIssue' >
            <xs:sequence>
                <xs:element name='Date' type='xs:date' ></xs:element>
                <xs:element name='Symbol' type='xs:string' ></xs:element>
                <xs:element name='Short Volume' type='xs:int' ></xs:element>
                <xs:element name='Total Volume' type='xs:int' ></xs:element>
                <xs:element name='Market' type='xs:string' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='RegShoSummary' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='RegShoIssue' type='RegShoIssue' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
Delivery
Online Data Viewer. View and filter online, and download data in your preferred format.

FTP Download. Data is available for download via FTP.

Email. Receive files via email in the format(s) you choose.

NYSE Reg SHO Adjusted Short Sales

Specifications
Field NameData Type *Description
1DateDate (yyyymmdd)
2SymbolText (25)
3Short_VolumeNumber (0)
4Total_VolumeNumber (0)
5MarketText (1)

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
Field NameData Type *Description
1DateText (25)
2SymbolText (25)
3Short VolumeText (25)
4Total VolumeText (25)
5MarketText (25)

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='RegShoIssue' >
            <xs:sequence>
                <xs:element name='Date' type='xs:date' ></xs:element>
                <xs:element name='Symbol' type='xs:string' ></xs:element>
                <xs:element name='Short Volume' type='xs:int' ></xs:element>
                <xs:element name='Total Volume' type='xs:int' ></xs:element>
                <xs:element name='Market' type='xs:string' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='RegShoSummary' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='RegShoIssue' type='RegShoIssue' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
Delivery
Online Data Viewer. View and filter online, and download data in your preferred format.

FTP Download. Data is available for download via FTP.

Email. Receive files via email in the format(s) you choose.

National Market Volume Summary

Specifications
Field NameData Type *Description
1SymbolText (16)Symbol (In Symbol^Suffix format where ^ is a space)
2Total TradesNumber (0)Total Number of Trades for all market centers
3Total VolNumber (0)Total share Volume for all market centers
4Total Dollar VolNumber (2)Total Dollar Volume for all market centers
5Amex TradesNumber (0)Total Amex Trades for this symbol
6Amex VolNumber (0)Total Amex Share Volume for this symbol
7Amex Dol VolNumber (2)Total Amex Dollar Volume for this symbol
8BSE TradesNumber (0)Total Boston Stock Exchange Share Volume for this symbol
9BSE VolNumber (0)Total Boston Stock Exchange Share Volume for this symbol
10BSE Dol VolNumber (2)Total Boston Stock Exchange Dollar Volume for this Symbol
11CBOE TradesNumber (0)Total Chicago Board Options Exchange Trades for this symbol
12CBOE VolNumber (0)Total Chicago Board Options Exchange Share Volume for this symbol
13CBOE Dol VolNumber (2)Total Chicago Board Options Exchange Dollar Volume for this symbol
14CHX TradesNumber (0)Total Chicago Stock Exchange Trades for this symbol
15CHX VolNumber (0)Total Chicago Stock Exchange Share Volume for this symbol
16CHX Dol VolNumber (2)Total Chicago Stock Exchange Dollar Volume for this symbol
17CSE TradesNumber (0)Total Cincinnati Stock Exchange Trades for this symbol
18CSE VolNumber (0)Total Cincinnati Stock Exchange Share Volume for this symbol
19CSE Dol VolNumber (2)Total Cincinnati Stock Exchange Dollar Volume for this symbol
20NASD TradesNumber (0)Total Nasdaq Trades for this symbol
21NASD VolNumber (0)Total Nasdaq Share Volume for this symbol
22NASD Dol VolNumber (2)Total Nasdaq Dollar Volume for this symbol
23PSE tradesNumber (0)Total Pacific Exchange Trades for this symbol
24PSE VolNumber (0)Total Pacific Exchange Share Volume for this symbol
25PSE Dol VolNumber (2)Total Pacific Exchange Dollar Volume for this symbol
26PHLX TradesNumber (0)Total Philadelphia Stock Exchange Trades for this symbol
27PHLX VolNumber (0)Total Philadelphia Stock Exchange Share Volume for this symbol
28PHLX Dol VolNumber (2)Total Philadelphia Stock Exchange Dollar Volume for this symbol
29NYSE TradesNumber (0)Total New York Stock Exchange Trades for this symbol
30NYSE VolNumber (0)Total New York Stock Exchange Share Volume for this symbol
31NYSE Dol VolNumber (2)Total New York Stock Exchange Dollar Volume for this symbol
32Exchange IDText (2)Indicates where the stock is listed

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='IssueDollarVolume' >
            <xs:sequence>
                <xs:element name='Symbol' type='xs:string' ></xs:element>
                <xs:element name='Exchange ID' type='xs:string' ></xs:element>
                <xs:element name='TotalTrades' type='xs:int' ></xs:element>
                <xs:element name='TotalVol' type='xs:int' ></xs:element>
                <xs:element name='TotalDolVol' type='xs:float' ></xs:element>
                <xs:element name='AmexTrades' type='xs:int' ></xs:element>
                <xs:element name='AmexVol' type='xs:int' ></xs:element>
                <xs:element name='AmexDolVol' type='xs:float' ></xs:element>
                <xs:element name='BSETrades' type='xs:int' ></xs:element>
                <xs:element name='BSEVol' type='xs:int' ></xs:element>
                <xs:element name='BSEDolVol' type='xs:float' ></xs:element>
                <xs:element name='CBOETrades' type='xs:int' ></xs:element>
                <xs:element name='CBOEVol' type='xs:int' ></xs:element>
                <xs:element name='CBOEDolVol' type='xs:float' ></xs:element>
                <xs:element name='CHXTrades' type='xs:int' ></xs:element>
                <xs:element name='CHXVol' type='xs:int' ></xs:element>
                <xs:element name='CHXDolVol' type='xs:float' ></xs:element>
                <xs:element name='CSETrades' type='xs:int' ></xs:element>
                <xs:element name='CSEVol' type='xs:int' ></xs:element>
                <xs:element name='CSEDolVol' type='xs:float' ></xs:element>
                <xs:element name='NASDTrades' type='xs:int' ></xs:element>
                <xs:element name='NASDVol' type='xs:int' ></xs:element>
                <xs:element name='NASDDolVol' type='xs:float' ></xs:element>
                <xs:element name='PSETrades' type='xs:int' ></xs:element>
                <xs:element name='PSEVol' type='xs:int' ></xs:element>
                <xs:element name='PSEDolVol' type='xs:float' ></xs:element>
                <xs:element name='PHLXTrades' type='xs:int' ></xs:element>
                <xs:element name='PHLXVol' type='xs:int' ></xs:element>
                <xs:element name='PHLXDolVol' type='xs:float' ></xs:element>
                <xs:element name='NYSETrades' type='xs:int' ></xs:element>
                <xs:element name='NYSEVol' type='xs:int' ></xs:element>
                <xs:element name='NYSEDolVol' type='xs:float' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='NYSEDollarVolume' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='IssueDollarVolume' type='IssueDollarVolume' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
Delivery
 Email. Receive files via email in the format(s) you choose.

 Online Data Viewer. View and filter online, and download data in your preferred format.

 FTP Download. Data is available for download via FTP.

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