https://github.com/amor71/finrashortdata

Process FINRA Short Daily Data feeds
https://github.com/amor71/finrashortdata

algo-trading finance finance-application financial-data finra python trading trading-api trading-bot trading-platform trading-strategies

Last synced: 3 months ago
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Process FINRA Short Daily Data feeds

• Host: GitHub
• URL: https://github.com/amor71/finrashortdata
• Owner: amor71
• License: gpl-3.0
• Created: 2022-06-26T01:05:36.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2022-09-23T09:20:58.000Z (about 3 years ago)
• Last Synced: 2025-07-09T05:14:07.135Z (3 months ago)
• Topics: algo-trading, finance, finance-application, financial-data, finra, python, trading, trading-api, trading-bot, trading-platform, trading-strategies
• Language: Jupyter Notebook
• Homepage:
• Size: 95.7 KB
• Stars: 5
• Watchers: 3
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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# FINRAShortData

Process FINRA Short Daily Data [feeds](https://www.finra.org/finra-data/browse-catalog/short-sale-volume-data/daily-short-sale-volume-files)

## Install

To install the package type:

`pip install finrashortdata`

## Quick start

### Example 1: Daily Short Volumes for past 2 days (inclusive)

```python

import asyncio

from finrashortdata import daily_shorts

import pandas as pd

df : pd.DataFrame = asyncio.run(daily_shorts(offset=2))

```

### Example 2: Daily Short Volumes for time_range

```python

import asyncio

from finrashortdata import daily_shorts

from datetime import date

import pandas as pd

df : pd.DataFrame = asyncio.run(daily_shorts(

    start_date=date(year=2022, month=9, day=1), 

    end_date=date(year=2022, month=9, day=10)))

```

*Scripts work as-is*

## Licensing

[GNU GPL v.3](https://github.com/amor71/FINRAShortData/blob/main/LICENSE)

## Questions & Comments

Use the [Issues](https://github.com/amor71/FINRAShortData/issues) section

## Contributing

If you'd like to contribute to the project, drop me a line at mailto:amor71@sgeltd.com