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Christina
Posts:23
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| 08/22/2008 12:02 PM |
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July 6,2007 was the last Reg Sho data that was produced. Reg Sho data has been replaced by the NYSE Short Sales Data which is available as of 2/2007 to onwards.
Reg SHO - NYSE Short Sales (available as of 1/2005-7/6/2007)
Regulation SHO data is included in the NYSE Short Sale product; a monthly listing of all short sale transactions at the New York Stock Exchange. Regulation SHO data is available via FTP. (Also, NYSE TAQ (Trade and Quote) subscribers are entitled to Regulation SHO data at no additional cost.)
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Christina
Posts:23
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Nandu (guest)
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| 09/15/2008 9:04 AM |
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I am using the short sales data thru WRDS. There is a variable called Short Size on the database. Is that overall short interest outstanding on the stock?
Thanks
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