Daily Threshold Securities List

For each settlement date, Amex will post the Threshold Securities list between the market close and midnight. The filename will contain the settlement date (AMEXthyyyymmdd.txt) for the fails data used to calculate the list of Threshold Securities. For example, by midnight on January 10, 2005, Amex will publish a Threshold Securities list to be effective on January 11, 2005. The filename will be AMEXth20050107.txt, and the last record will include a date/time stamp denoting when the file was created. The file will be in ASCII format, with field names in the first record. Fields all have the data character type and will be separated by pipe characters "|".

Only Amex listed Threshold Securities will be included in the Threshold Securities list. For securities traded by Amex under Unlisted Trading Privileges (UTP), see the Threshold Securities list published by the primary listing market. Amex currently trades under UTP Reg SHO covered securities that are listed by NYSE, NASDAQ, CBOE, and the Pacific Stock Exchange.

Daily Threshold Securities List Download Data Field Definitions

Data Field	Definition
Symbol	The trading symbol of the issue. See below for symbology.
Security Name	The name of the issue. Maximum length is 256 bytes.
Market Category	Constant: "Amex"
Reg SHO Threshold Flag1	"Y" indicates the security is a threshold security.
Filler	Zero bytes
Filler	Zero bytes

¹Amex will only include Threshold Securities on the list, so the "Reg SHO Threshold Flag" will be "Y" for all records.

Monthly Reg SHO Supplemental Short Sale Trade Data

The Amex will publish one zip file each month including daily pipe ("|") delimited ASCII text files. The filename for the monthly zip file will be "AMEXshyyyymm.zip", where yyyymm will be the year and month. For example the zipped file for trades in January 2005 will be named AMEXsh200501.zip. The text files within the zip file will be named "AMEXshyyyymmdd.txt" where yyyymmdd will be the trade date. For example, the text file detailing trades for January 3, 2005 will be named AMEXsh20050103.txt.

Monthly Reg SHO Download Data Field Definitions

Data Field	Format	Definition
MarketCenter	Character	Constant: "A"
Symbol	Character	The trading symbol of the issue. See below for symbology.
Date	YYYYMMDD	Date the trade was executed on Amex.
Time	HH:MM:SS (ET, Military Format)	Trade report time that trade was executed on Amex. In cases where the trade time is not available, this will represent the execution time.
ShortType	Character	Tick Test Exempt Flag: "E" = short exempt, "S" = not exempt
Size	Numeric (no decimals)	Size of the trade as reported to NMS.
Price	Numeric (up to 4 decimals)	Price of the trade.
LinkIndicator	Character (zero to 6 bytes)	"0" = the executed shares were not matched to the trade that was reported to NMS, and the time equals the execution time instead of trade time. Size field will be 0. No value (zero bytes) = the executed shares were matched to the trade that was reported to NMS and there were only short executions or short exempt executions on the trade (not a combination). Non-zero numeric value = the executed shares were matched to the trade that was reported to NMS and there were a combination of short executions and short exempt executions on the trade. Two records were created for the trade and will have the same Linking Number in this field. One record includes the short shares and the other record includes the short exempt shares.
ShortSize	Numeric (no decimals)	Number of shares sold short.

Executions of system orders held by the Amex specialist are linked to the trade report that is transmitted to the consolidated ticker. The Time field for these trades in the text file represents the time that Amex posted the trade to the consolidated ticker. Certain executions such as executions of orders held by floor brokers may not be linked to the trade report that is transmitted to the consolidated ticker. The Time field for these executions in the text file represents the time of the execution (or may indicate the time the execution was input into an Amex system), and the LinkIndicator field will have a value of zero "0".

Amex will identify the short sale volume separately from the short sale exempt volume for a given trade. To accomplish this, the text file will include two records for the trade, one record will represent the short sale volume and will have a value of "S" in the ShortType field, and the other record will represent the short sale exempt volume for the trade and will have a value of "E" in the ShortType field. In order to allow researchers to identify that both records describe a single trade, the LinkIndicator field for both records will be the same non-zero numeric value representing a unique trade identifier (unique to the trade for that security on that day). Two records with the same non-zero LinkIndicator value in a security on a given day represent a single trade. All trades reported in the text file will represent trades effected on the date reflected in the filename. Amex does not report trades that occurred on a prior date.

Symbology

For both the Threshold Securities List and the monthly Reg SHO supplemental data, the symbol field includes dots "." separating the root and each suffix (for example, ABC.PR). Click here for a list of all possible Amex suffixes.