Per-symbol consolidated (CNMS) short-sale volume aggregated over a rolling ~60-trading-day window — 13,167 symbols. Per symbol: total short volume, total volume, window-weighted average short % of volume, latest-day short %, peak single-day short % + date. The 'how heavily shorted' signal; pairs with SEC fails-to-deliver by symbol to complete the short-selling picture. IMPORTANT caveat exposed in every response: FINRA short volume includes bona-fide market-maker hedging and is NOT short interest — high percentages are common and routine. Powers /short-volume/{symbol} canonical pages + /api/v1/finra/short-volume/{search,symbol}. Key-free daily from cdn.finra.org.
Every record in this dataset can be traced back to its primary source at https://www.finra.org/finra-data/browse-catalog/short-sale-volume-data. Underlying content is a US federal government work (public domain under 17 USC §105); our derived data is licensed CC0 1.0.