Cboe debuts US Equity Short Volume Report on Cboe DataShop
This week, Cboe debuted the U.S. Equity Short Volume Report on Cboe DataShop.
Cboe’s U.S. Equity Short Volume Report provides a previously unavailable view of equity trading activity across each of Cboe’s four equity exchanges.
For each trading day, volume is aggregated at the symbol level and broken out into total volume, sell short, and sell short exempt categories.
Subscriptions to U.S. Equity Short Volume Report are available as an end-of-day summary report delivered nightly. Historical data starting from 2015 from each exchange will also be available for purchase in the end-of-day format.
Speaking of the Cboe DataShop, let’s note three Cboe Australia data sets recently became available for purchase: Cboe Australia Equity EOD Summary, Cboe Australia Equity Broker Share Report and Cboe Australia Equity Market Share Report.
All data sets are available as historical data or as a subscription.
- Cboe Australia Equity EOD Summary
Cboe Australia (formerly Chi-X Australia) equity end-of-day files recap the day’s trading activity of ASX listed equity products and CXA uniquely listed products on Cboe Australia.
- Cboe Australia Equity Broker Share Report
The Cboe Australia Equity Broker Share Report is a T+3 report offering a full report, across every trade, occurring at T-3 of publication date. Overnight and Facilitated Trade Reports are included in the report based on the day they are reported and not based upon the AsAtDate/TradeDate.
- Cboe Australia Equity Market Share Report
The Cboe Australia Market Share report is an end-of-day summary report covering equities trading activity per market participant and security for each trading day. Overnight and Facilitated Trade Reports are included in the report based on the day they are reported and not based upon the AsAtDate/TradeDate.