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 Threshold Security File Format The format for the threshold securities file is ASCII text pipe delimited.
The url to get daily Threshold Securities files without navigation is: www.archipelago.com/traders/SECreg/SHO/ARCAEXthYYYYMMDD.txt July 03, 2008 July 02, 2008 July 01, 2008 June 30, 2008 June 27, 2008 June 26, 2008 June 25, 2008 June 24, 2008 June 23, 2008 June 20, 2008 June 19, 2008 June 18, 2008 June 17, 2008 June 16, 2008 June 13, 2008 June 12, 2008 June 11, 2008 June 10, 2008 June 09, 2008 June 06, 2008 June 05, 2008 June 04, 2008 June 03, 2008 June 02, 2008 May 30, 2008 May 29, 2008 May 28, 2008 May 27, 2008 May 23, 2008 May 22, 2008 Threshold Securities Threshold Securities are defined by Regulation SHO to include securities where there have been 5 consecutive settlement days of fails greater than 10,000 shares or one half of one percent of the outstanding shares. Each SRO is required under Regulation SHO to calculate and disseminate a list of Threshold Securities for symbols listed on such SRO’s market or for which the SRO bears primary surveillance responsibility. NYSE Arca will publish its list daily and those lists will remain available for the previous 30 days. If no securities meet the threshold values then an empty file will still be produced for that settlement day. The file will be made available before 12:00 pm ET for each settlement day and will include the data from that settlement day. If there is a processing delay, the Threshold Securities file will be sent the following day and include “as of” information from the missing day. Should such a posting delay occur, ETPs should use the file from the previous day for determining Threshold Securities. The file name will always reflect the settlement date. Within the file, you will find the date/time that the file was created. In situations where the file creation is delayed, the file name will always reflect the settlement date and the create date will reflect when the file is published. Broker/dealers are required to close out any fail positions within 10 days after settlement for Threshold Securities. If they are unable to do so, they will be prohibited by their clearing firm from selling short that security without first pre-borrowing the stock. Additional Information FAQs regarding Reg SHO http://www.sec.gov/divisions/marketreg/mrfaqregsho1204.htm Reg SHO Final Rule http://www.sec.gov/rules/final/34-50103.htm |
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