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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 September 05, 2008 September 04, 2008 September 03, 2008 September 02, 2008 August 29, 2008 August 28, 2008 August 27, 2008 August 26, 2008 August 25, 2008 August 22, 2008 August 21, 2008 August 20, 2008 August 19, 2008 August 18, 2008 August 15, 2008 August 14, 2008 August 13, 2008 August 12, 2008 August 11, 2008 August 08, 2008 August 07, 2008 August 06, 2008 August 05, 2008 August 04, 2008 August 01, 2008 July 31, 2008 July 30, 2008 July 29, 2008 July 28, 2008 July 25, 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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