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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.

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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    from NYSE
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    3 x Indirect Access Fee
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    Share the data within your firm $100 /mo.
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    3 x Indirect Access Fee
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    Redistribute the data
    in display form
    $300 /mo.
    Unlimited Display Fee
 
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.

NYSE MKT Volume Summary

Specifications
Field NameData Type *Description
1SymbolText (10)"Stock symbol expressed in standard symbology [Rootsymbol]_[SuffixTempSuffix] where ""_"" is a space. Ie. ABN PRBCL see symbology"
2CUSIPText (10)S&P's CUSIP 9 character identifier for US securities
3TradeDateText (10)Date of trading session activity
4OpenNumber (2)NYSE Opening price for the session
5HighNumber (2)NYSE High price for the session
6LowNumber (2)NYSE Low price for the session
7CloseNumber (2)NYSE Closing/Last price for the session
8VWAPNumber (2)Volume Weighted Average Price calculated as the average price of all trades weighted by the volume of each trade.
9NetChangeNumber (2)Net price change in dollars calculated as ([Close] - [Prev Day's Close])
10NYSEVolNumber (0)Total NYSE trading volume for the session
11Trades (0-2000 shrs)Number (0)Number of trades of 2000 or less in share quantity each
12Trades (2001-5000 shrs)Number (0)Number of trades of 2001-5000 in share quantity each
13Trades (5001-10000 shrs)Number (0)"Number of trades of 5001-10000 in share quantity each"
14Trades (10000+ shrs)Number (0)"Number of block trades defined as over 10000 in share quantity each"
15Volume (0-2000 shrs)Number (0)Volume of trades of 2000 or less in share quanitity each
16Volume (2001-5000 shrs)Number (0)Volume of trades of 2001-5000 in share quanity each
17Volume (5001-10000 shrs)Number (0)"Volume of trades of 5001-10000 in share quanity each"
18Volume (10000+ shrs)Number (0)"Volume of block trades defined as trades of over 10000 in share quanity each"
19SellShortVolNumber (0)Total volume of all SuperDot Sell Short order executions
20BuyVolNumber (0)Total share volume of all SuperDot Buy order executions
21SellVolNumber (0)Total share volume of all SuperDot Sell order executions
22RLVolNumber (0)Total share volume of all SuperDot Round Lot order executions
23OLVolNumber (0)Total share volume of all SuperDot Odd Lot order executions
24TotalNumber (0)Total share volume of all SuperDot order executions

* 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.
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.

Academic Customers
NYSE
NYSE Volume Summary - Academic
Related Products in Other Markets
Frequently Asked Questions