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Subject: NYSE Short Interest directory locations

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kgilchrist@nyse.com
Posts:0

12/11/2007 1:14 PM Quote Reply Alert 
Distribution changes for Short Interest as of Nov 6th

After significant customer feedback we decided to simplify the ftp directories for the Short Interest semi-monthly.
All files will now be written under the same root directory ftp.nysedata.com/shortint/

The file is posted in these directories every cycle, i.e. whether it is a mid or end-of-month release.
/shortint/shortint.ext (this is overwritten each time a file is posted so is always the most recent file)
/shortint/shortintYYYY/shortintYYYYMM/shortintYYYYMMDD.ext

where
.ext is the file extension, i.e. .txt for delimited text file, .xls for Excel and .xml for XML
YYYYMMDD is the year, month and *trade date* respectively, e.g. 20071106 is 2007, Nov 6th
The trade date is a date that varies each cycle and is set by FINRA and is visible on this page:
http://www.nysedata.com/nysedata/Default.aspx?TabId=197

Alternatively, the same files are written to indicate whether they are the mid or end of month files.
Mid-month files are posted here:
/shortint/shortintYYYY/shortintYYYYMM/shortintmidYYYYMMDD.ext

End-of-month files are posted here:
/shortint/shortintYYYY/shortintYYYYMM/shortintendYYYYMMDD.ext

For automated download of the most recent file we recommend downloading and processing
/shortint/shortint.ext as it will always be the most recent file.

Old directory scheme
For your reference this was the previous directory scheme and will not be in use as of Nov 6th, 2007

For the mid-month publishing cycle the path and filename will change to:
/shortintmid/shortintmidYYYY/shortintYYYYMM/shortintmidYYYYMM

For the end of the month publishing cycle, the path and file name will change to:
/shortintend/shortintendYYYY/shortintYYYYMM/shortintendYYYYMM
short_interest@factset.co (guest)

02/13/2008 3:19 PM Quote Reply Alert 
We need the short interest files that are posted with shortintendYYYYMM.txt filename format to be available at the same time as the files posted with shortintYYYYMMDD.txt filename format.

The 20080128.txt file was posted two hours before the shortintend200801.txt file and this will cause problems for us going forward.

Also - what assurances can you give us that data integrity checks are in place to avoid the posting of the wrong short interest file as happened on 2/6/2008?

Thanks.

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