From FINRA, short data: http://regsho.finra.org/regsho-Index.html Date|Symbol|ShortVolume|ShortExemptVolume|TotalVolume|Market 20110801|PGIE|34866975|0|85194993|O (mon) 20110802|PGIE|79820605|0|172092536|O (tues) 20110803|PGIE|32547415|0|63145068|O (wed) 20110804|PGIE|18101018|0|52576932|O (thurs) 20110805|PGIE|45164215|0|112046756|O (fri)