Thanks Paula,
As you know, I have been studying your work on the streaming feed on GR*O for a few months.
Very glad to see some data and thoughts about EIGH from you here.
"I think they are part of the puzzle too."
No kidding..
From FINRA:
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Pursuant to a Securities and Exchange Commission request, FINRA has agreed to make reported short sale trade data publicly available. FINRA will make two types of files available: (1) Daily Short Sale Volume Files and (2) Monthly Short Sale Transaction Files.
The Daily Short Sale Volume Files provide aggregated volume by security on all short sale trades executed and reported to a FINRA reporting facility during normal market hours. The Monthly Short Sale Transaction Files provide detailed trade activity of all short sale trades reported to a consolidated tape.
For additional information regarding the available data, please see Information Notice 9/29/09 or contact FINRA Operations at (866) 776-0800.
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And they even admit, it is faulty. Crazy.
Thanks for your dedication to discovery Paula.