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Regulation SHO Threshold Data Field Definitions
Web Display | File Format | Download
Definitions and Data Fields - Web Display
| Column Heading | Definition |
|---|---|
| Symbol | The four or five character identifier for each NASDAQ Security |
| Security Name | The firm name for the security in the NASDAQ system. |
| Market Category | The market category of the issue.
The allowed values for the Market Category are as follows:
|
| Reg SHO Threshold Flag1 | Subject to the requirements of SEC Rule 203 of Regulation SHO
Where there is an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding. When this occurs, the security becomes subject to mandatory close-out requirements outlined in the SEC's Regulation SHO. The allowed values are:
|
| Rule 32101 | Subject to the requirements of NASD Rule 3210
Where, for five consecutive settlement days, there are aggregate fails to deliver at a registered clearing agency of 10,000 shares or more and the reported last sale during normal market hours would value the aggregate fail to deliver position at $50,000 or more. When this occurs, the security becomes subject to mandatory close-out requirements outlined in NASD Rule 3210. The allowed values are:
|
File Format - Download and FTP Files
The file format for both the Download and FTP file is as follows:
Symbol | Security Name | Market Category | Reg SHO Threshold Flag | Rule 3210 | Filler
- File Name: nasdaqplayyyymmdd.txt, where yyyymmdd reflects the trade date the data is based on.
- Timestamp: The end of the data file will contain a timestamp row yyyymmddhhmmss, indicating when the file was created. This timestamp will indicate that the file is complete.
Definitions and Data Fields - Download and FTP Files
| Column Heading | Definition |
|---|---|
| Symbol | The four or five character identifier for each NASDAQ Security |
| Security Name | The firm name for the security in the NASDAQ system. |
| Market Category | The market category of the issue.
The allowed values for the Market Category are as follows:
|
| Reg SHO Threshold Flag1 | Subject to the requirements of SEC Rule 203 of Regulation SHO Where there is an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding. When this occurs, the security becomes subject to mandatory close-out requirements outlined in the SEC's Regulation SHO. The allowed values are:
|
| Rule 32101 | Subject to the requirements of NASD Rule 3210
Where, for five consecutive settlement days, there are aggregate fails to deliver at a registered clearing agency of 10,000 shares or more and the reported last sale during normal market hours would value the aggregate fail to deliver position at $50,000 or more. When this occurs, the security becomes subject to mandatory close-out requirements outlined in NASD Rule 3210. The allowed values are:
|
| Filler | Reserved field will normally be empty. |
| Time Stamp Row at end of the file | The end of the data file will contain a time stamp row in the following format: YYYYMMDDHHMMSS. The timestamp represents when the file is created and it could indicate a different date if posted after midnight of the settlement date. |
