The Reg SHO - NYSE Short Sales database contains data related to SEC Regulation SHO per the terms of the SRO requirement to make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. (SROs are self-regulatory organizations in the securities industry, such as the NYSE, that create and enforce rules for its members based on the federal securities laws.)
In order to use this service, you must request an account. University of Texas at Austin faculty, Ph.D. students, and Master’s students may request an account by choosing the "register for a WRDS account" link via the web page linked above. Accounts will be activated within 48 business hours.