Jump to content



Photo

SDOT shorting


  • Please log in to reply
1 reply to this topic

#1 dcengr

dcengr

    Member

  • Traders-Talk User
  • 13,391 posts

Posted 25 January 2007 - 10:05 PM

This is the data from NYSE SDOT system. I notice when the short % is higher than 29%. There hasn't been many days when short % exceeded 29% going into december. But lately, the short % has exceeded 29% almost every day for the past few weeks.. there are also much more 30% short days than before. I tend to believe that bigger $ uses the SDOT system, so having them short for a long period of time may be interesting. Date SDOT Shorts SDOT Buy SDOT Sell Cum. Net % Short of Sell Buy/Sell 10/11/06 379170940 1339984660 1345258950 -5.27E+06 28.19% 1.00 10/12/06 366528100 1303432240 1323454970 -2.53E+07 27.69% 0.98 10/13/06 346177620 1265467960 1274483840 -3.43E+07 27.16% 0.99 10/16/06 329345800 1221363590 1234453500 -4.74E+07 26.68% 0.99 10/17/06 372564100 1278264810 1292337220 -6.15E+07 28.83% 0.99 10/18/06 384039910 1363773670 1395571400 -9.33E+07 27.52% 0.98 10/19/06 394982620 1370466090 1379641750 -1.02E+08 28.63% 0.99 10/20/06 383793280 1257813610 1315585090 -1.60E+08 29.17% 0.96 10/23/06 361609580 1310860120 1339723240 -1.89E+08 26.99% 0.98 10/24/06 385054680 1420620080 1444541330 -2.13E+08 26.66% 0.98 10/25/06 423587220 1529390680 1563474020 -2.47E+08 27.09% 0.98 10/26/06 407255800 1452098700 1485782690 -2.81E+08 27.41% 0.98 10/27/06 380157450 1307845770 1327845620 -3.01E+08 28.63% 0.98 10/30/06 351441780 1225475990 1244593110 -3.20E+08 28.24% 0.98 10/31/06 397457940 1402792200 1455524340 -3.73E+08 27.31% 0.96 11/01/06 441084400 1521259600 1547928170 -3.99E+08 28.50% 0.98 11/03/06 376943220 1286890040 1300639930 -4.13E+08 28.98% 0.99 11/06/06 363254910 1314378930 1330325350 -4.29E+08 27.31% 0.99 11/07/06 368438890 1369121730 1380667940 -4.41E+08 26.69% 0.99 11/08/06 401421080 1442578330 1445506920 -4.43E+08 27.77% 1.00 11/09/06 428261300 1559265520 1576889960 -4.61E+08 27.16% 0.99 11/10/06 334929310 1212047780 1231030300 -4.80E+08 27.21% 0.98 11/13/06 321879050 1221530450 1226646260 -4.85E+08 26.24% 1.00 11/14/06 385553810 1459372260 1464926320 -4.91E+08 26.32% 1.00 11/15/06 380614170 1441352870 1451347570 -5.01E+08 26.22% 0.99 11/16/06 392356480 1408627160 1450046630 -5.42E+08 27.06% 0.97 11/17/06 373087710 1320121750 1329147820 -5.51E+08 28.07% 0.99 11/20/06 340745060 1310839590 1312282390 -5.53E+08 25.97% 1.00 11/21/06 330250200 1286127840 1306027820 -5.73E+08 25.29% 0.98 11/22/06 315098240 1147653170 1160514610 -5.85E+08 27.15% 0.99 11/24/06 119544330 448459370 440115350 -5.77E+08 27.16% 1.02 11/28/06 366855410 1373217900 1369519100 -5.73E+08 26.79% 1.00 11/29/06 383942470 1383707590 1402649780 -5.92E+08 27.37% 0.99 12/01/06 423119610 1434181360 1467484620 -6.26E+08 28.83% 0.98 12/04/06 336660570 1149426300 1186165970 -6.62E+08 28.38% 0.97 12/05/06 380841880 1339857580 1362250560 -6.85E+08 27.96% 0.98 12/06/06 396785570 1321857450 1336622500 -6.99E+08 29.69% 0.99 12/07/06 374212190 1244781700 1258568540 -7.13E+08 29.73% 0.99 12/11/06 314304990 1143124130 1159592320 -7.30E+08 27.10% 0.99 12/12/06 373136460 1341784950 1353313040 -7.41E+08 27.57% 0.99 12/13/06 367155760 1288403170 1296882880 -7.50E+08 28.31% 0.99 12/15/06 441681930 1425127300 1451018210 -7.76E+08 30.44% 0.98 12/18/06 374539570 1324839850 1334362880 -7.85E+08 28.07% 0.99 12/19/06 384103500 1373588180 1370020960 -7.82E+08 28.04% 1.00 12/20/06 332638850 1197712930 1200059240 -7.84E+08 27.72% 1.00 12/21/06 341756310 1199363360 1206773800 -7.91E+08 28.32% 0.99 12/22/06 261113190 883016300 884324040 -7.93E+08 29.53% 1.00 12/26/06 214030270 716238080 707122800 -7.84E+08 30.27% 1.01 12/27/06 259262320 857928110 863505490 -7.89E+08 30.02% 0.99 12/28/06 228976620 805926480 809670420 -7.93E+08 28.28% 1.00 01/03/07 530009320 1825005870 1848262020 -8.16E+08 28.68% 0.99 01/04/07 441311900 1552879490 1556355020 -8.20E+08 28.36% 1.00 01/05/07 419273270 1404851960 1406048710 -8.21E+08 29.82% 1.00 01/09/07 426642220 1519682420 1529800990 -8.31E+08 27.89% 0.99 01/10/07 411994460 1419737880 1415026990 -8.26E+08 29.12% 1.00 01/12/07 397852430 1375121110 1385123620 -8.36E+08 28.72% 0.99 01/16/07 400539720 1334233850 1356705130 -8.59E+08 29.52% 0.98 01/17/07 404924760 1379212990 1385129970 -8.65E+08 29.23% 1.00 01/18/07 450403350 1460465930 1481764310 -8.86E+08 30.40% 0.99 01/19/07 445875080 1402092250 1423331790 -9.07E+08 31.33% 0.99 01/22/07 399398670 1357878800 1362329590 -9.12E+08 29.32% 1.00 01/23/07 471865540 1520934910 1524045610 -9.15E+08 30.96% 1.00 01/24/07 434912810 1424434130 1433654160 -9.24E+08 30.34% 0.99
Qui custodiet ipsos custodes?

#2 dasein

dasein

    Member

  • Traders-Talk User
  • 7,696 posts

Posted 26 January 2007 - 08:53 AM

I tend to believe that bigger $ uses the SDOT system.


from the nyse website - not the big money, almost all the money, so dont bet on it:

"SuperDot is an electronic order-routing system used by NYSE member firms to send market and limit orders directly to the trading post where the security is traded. After the orders have been executed, SuperDot uses the same electronic circuit to send post-trade reports back to the firms.

Ninety-nine percent of all orders pass through SuperDot. It reliably meets ever-increasing demand, which currently stands at 6 million quotes, 13 million orders and 5 million reports daily."
best,
klh