Short volume screener: filters, sorting and FINRA data
How to use the Quantisnow short volume screener: market cap buckets, sector and industry filters, sort options, and when the FINRA daily short volume data updates.
Key takeaways
- The short volume screener at /screener/short-volume ranks up to 100 U.S.-listed companies by FINRA Reg SHO daily short volume.
- Filter by market cap (Mega cap over $200B down to Nano cap under $50M), sector and industry.
- Sort by Short % (high to low), Short volume, Total volume or Market cap.
- Short volume data updates after the market close each weekday, and the page shows the as-of date.
- Daily short volume is not the same as short interest.
The short volume screener ranks U.S.-listed companies by how much of their daily volume was reported as short sales. Open /screener/short-volume, choose filters, and the table shows up to 100 matching companies.
What the data is
The screener uses FINRA Reg SHO daily short sale volume. For each company it shows the shares reported as sold short that day, the total reported volume, and the ratio between them (Short %). The line under the title reads 1D · FINRA Reg SHO · as of [date] so you always know which trading day you are looking at.
Short volume updates after the market close each weekday. On weekends and market holidays the page keeps showing the most recent trading day.
Daily short volume is not short interest. Short volume counts trades marked short on one day, which includes a lot of routine market-making. Short interest is the total open short position, reported twice a month. Read Short volume vs short interest before drawing conclusions.
How to use the filters
- Go to /screener/short-volume.
- Pick a Market cap bucket.
- Pick a Sector, or leave All sectors.
- Pick an Industry, or leave All industries. The list narrows to industries in the chosen sector.
- Pick a Sort by option.
- Read the table. Click a ticker to open its company page.
Your choices are kept in the page URL (for example /screener/short-volume?marketCap=small&sortBy=short_pct), so you can bookmark or share a screen.
Market cap buckets
| Option | Range |
|---|---|
| Any market cap | No filter |
| Mega cap | Over $200B |
| Large cap | $10B to $200B |
| Mid cap | $2B to $10B |
| Small cap | $300M to $2B |
| Micro cap | $50M to $300M |
| Nano cap | Under $50M |
Sort options
| Option | Orders by |
|---|---|
| Short % (high to low) | Short volume divided by total volume (default) |
| Short volume | Shares reported short |
| Total volume | All reported shares traded |
| Market cap | Company size |
Reading the table
| Column | Meaning |
|---|---|
| # | Rank under the current sort |
| Ticker | Links to the company page |
| Company | Company name |
| Sector | Sector, with the industry below it |
| Market cap | Latest market capitalization |
| Short | Shares reported as short sales that day |
| Total | Total reported volume that day |
| Short % | Short divided by Total; values of 60% or more are highlighted |
If nothing matches, the page says so. Widen the market cap range or clear the sector filter.
Short volume on company pages
Each company page shows up to 60 trading days of the same FINRA data in a Short volume block, which links back to the screener filtered to that company's sector. Signed-out visitors see this block partly blurred; any free account shows it in full. See Company pages.
Tips
- High short % on a single day is common and often means little. Look at the trend over several days on the company page.
- Compare within a market cap bucket. Very small companies can show extreme ratios on thin volume.
- Pair the screener with news. A spike in short % next to a filing or ratings change is more interesting than one with no catalyst. See Trading news catalysts.
The screener is a data tool, not a recommendation to buy or sell any security.
FAQ
When does the short volume screener update?
Short volume updates after the market close each weekday using FINRA Reg SHO daily data. The as-of date is shown under the page title.
Is short volume the same as short interest?
No. Short volume counts trades marked short on one day, while short interest is the total open short position reported twice a month.
How many companies does the screener show?
Up to 100 companies that match your filters, ranked by the sort you choose.
Can I save a screen?
Yes. Filters are stored in the page URL, so bookmark or share the URL to come back to the same screen.
Do I need Plus to use the screener?
No. The screener is available to everyone, and a free account shows full short volume history on company pages.