Finra MCP server

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FINRA short-sale data for US equities — daily short-sale volume from the Reg SHO daily dataset, and bi-monthly consolidated short interest. Both come from the FINRA Query API's otcMarket dataset group.

Part of Pipeworx — an MCP gateway connecting AI agents to 1679+ live data sources.

The two are different measurements and are constantly confused. Short volume is how many shares traded short on a given day. Short interest is how many shares are currently sold short and not yet covered, reported twice a month by settlement date — that is the "% short / days-to-cover" figure investors quote.

Tools

Publishing lag on the Reg SHO data is typically T+1 or better — 2026-08-25's rows were queryable on 2026-08-25. Omit date/end_date and the pack probes back up to 7 days for the most recent day with published rows. Short interest settles bi-monthly, so the newest record is routinely a week or two old — that is the source's cadence, not staleness on our side.

Reporting facilities, and why the sum matters

regShoDaily returns one row per reporting facility per symbol per day. A symbol's real short volume is the sum of them:

combined sums every non-ORF facility, which reproduces FINRA's own consolidated CNMS figure exactly. Verified 2026-08-25 against CNMSshvol20260821: GME on 2026-08-21 sums to short 1,335,397.220545 / exempt 1,355 / total 2,315,275.403735, byte-identical to that file's line (whose own market column reads B,Q,N), and market-wide the same day, 12,269 symbols summing to short 3,244,559,759 / total 6,564,367,888.

Until fleet #532 this pack read only the Nasdaq and NYSE TRFs and asserted current data lived "exclusively" there. It does not: omitting Nasdaq TRF Chicago undercounted short volume by 0.77% and total volume by 0.88% market-wide, every day, with a clean 200 and nothing in the response saying so — and far more on any symbol that trades disproportionately on that facility.

ORF is excluded on purpose, and is a different thing from a missing facility: it is a separate market, not a missing part of this one. A symbol with both gets its ORF volume listed under otcreportingfacility rather than folded into the NMS total; a symbol with only ORF volume is returned with scope: "otcreportingfacility" and a note, rather than a zero.

Symbol case is significant

A lowercase letter is FINRA's preferred-share marker. On 2026-08-21 BCpC (Bancorp preferred series C, 2,267 shares) and BCPC (Balchem common, 52,413) are two different securities in the same day's data, as are TpC and TPC.

Shortened. The full README is on GitHub.