Finra

@pipeworx/finra

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 1683+ 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 otc_reporting_facility rather than folded into the NMS total; a symbol with only ORF volume is returned with scope: "otc_reporting_facility" 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.

The Query API's equal filter is case-insensitive, so asking for BCPC returns both. This pack therefore never upper-cases a symbol: it resolves to exactly one security, and if your input matches several it returns reason: "ambiguous_symbol" with the candidates rather than adding a preferred series into a common stock's total. When a near-miss symbol exists, it is named in also_reported so you can see it was left out.

Auth

Keyless. The upstream answers without a credential, and no _apiKey is accepted.

Keyless is not the same as unencumbered — see Licence below.

Licence and attribution

All four tools read the otcMarket dataset group at api.finra.org, covered by FINRA's Specific Terms for Equity Data, section 2.3. Two conditions bind us and are not optional:

• Attribution. FINRA must be clearly identified as the owner and source of the data and of anything derived from it. Every response from this pack therefore carries a leading attribution string, attached centrally in callTool so a new tool or a new early-return cannot ship unattributed by omission. It leads the object so a model synthesizing an answer reads it first, and it survives into ask_pipeworx answers because the answer path passes a pack's structuredContent through verbatim.
• No incremental fee. We may not charge for the data. The whole pack is therefore zero-rated at the gateway (zeroRated: true on its MCP_PACKS entry): zero credits on every tier including paid, no monthly-volume slot consumed, not counted as a billable lookup inside an answer, and quoted as zero in the pre-call cost disclosure. Responses carry _meta.cost.zero_rated: true. A metered version of any of these tools would be a licence breach, not a pricing choice — do not remove the flag.

End users may not redistribute the data further and are limited to non-commercial personal or professional use; that condition is stated in the attribution string and in section 6 of the published terms at https://pipeworx.io/terms.

Do not reintroduce a cdn.finra.org fetch, for a fallback or for freshness. The Reg SHO daily files published there are a different distribution, outside the Specific Terms; the general FINRA.org Terms of Use that govern them instead are stricter — non-commercial use only, no redistribution without prior written consent, no bulk copying of the website, no creating a database from it, and an explicit bar on use "in conjunction with any machine learning, neural network, deep learning, predictive analytics or other artificial intelligence computer or software program", which is what every caller of this gateway is. Both routes carried 2026-08-21 on 2026-08-25, so there is no freshness trade to make.

Background: fleet #531 and #532, and the licence analysis in docs/finance-data-ingest-plan.md.

Data sources

• Reg SHO daily short-sale volume — POST https://api.finra.org/data/group/otcMarket/name/regShoDaily
• Consolidated short interest — POST https://api.finra.org/data/group/otcMarket/name/consolidatedShortInterest
• Field names and types — GET https://api.finra.org/metadata/group/otcMarket/name/regShoDaily
• Catalog: https://www.finra.org/finra-data/browse-catalog/short-sale-volume-daily

Upstream quirks worth knowing if you touch this pack: send Accept: application/json or FINRA returns CSV; limit is capped server-side at 5,000 and the true match count is in the record-total response header; a query matching nothing answers 204 with an empty body, not [], so a naive res.json() throws a parse error that reads like a pack bug when it means "no data for that day"; and sorting is rejected unless the partition key (tradeReportDate) is pinned with an equal filter, so there is no "latest date" query — the pack probes backwards instead.

Quick Start

Add to your MCP client (Claude Desktop, Cursor, Windsurf, etc.):

{  "mcpServers": {    "finra": {      "url": "https://gateway.pipeworx.io/finra/mcp"    }  }}

What this endpoint actually serves

tools/list at https://gateway.pipeworx.io/finra/mcp returns the tools in the table above plus the shared Pipeworx meta-tools — ask_pipeworx, discover_tools, search_within, remember/recall and the rest of the gateway-wide set. So the tool count you see is larger than this table: a single-pack endpoint currently lists roughly 30 shared tools alongside the pack's own. The connection's initialize response states its exact scope, and is the authoritative answer for a given day.

This is deliberate, not multiplexing by accident. The meta-tools are what let a scoped connection answer a question this pack does not cover — via ask_pipeworx, which routes across the whole catalog — without you adding a second MCP server. There is currently no way to mount a pack endpoint without them; if the extra schemas cost you more context than the routing is worth, connect to the full gateway once rather than to several pack endpoints.

Or connect to the full Pipeworx gateway to get every pack's tools listed directly, instead of just this one's:

{  "mcpServers": {    "pipeworx": {      "url": "https://gateway.pipeworx.io/mcp"    }  }}

Both URLs reach the same gateway and the same 1683+ data sources. The only difference is which pack's tools are listed directly; ask_pipeworx reaches all of them from either one.

No MCP client? Call it over HTTP

curl -X POST https://gateway.pipeworx.io/v1/tools/short_volume_daily \  -H 'Content-Type: application/json' \  -d '{"symbol":"AAPL"}'

No account needed for the first calls. Inspect any tool: GET https://gateway.pipeworx.io/v1/tools/short_volume_daily. Find one: POST https://gateway.pipeworx.io/v1/tools/search_packs with {"query":"..."}.

Standalone (no gateway account)

This package also runs as a local stdio MCP server — no Pipeworx account, no gateway round-trip:

{  "mcpServers": {    "finra": {      "command": "npx",      "args": ["-y", "@pipeworx/mcp-finra"]    }  }}

Or run it directly to confirm it starts:

npx -y @pipeworx/mcp-finra

It speaks MCP over stdin/stdout and answers initialize/tools/list/tools/call for only this pack's tools — none of the shared meta-tools the gateway connection above adds. Same source, same tools, no ask_pipeworx routing.

Using with ask_pipeworx

Instead of calling tools directly, you can ask questions in plain English — this works on the pack endpoint above as well as on the full gateway:

ask_pipeworx({ question: "your question about Finra data" })

The gateway picks the right tool and fills the arguments automatically.

More

• Docs and guides
• pipeworx.io

License

MIT