May 6, 2011
Excellent idea to include this type of information on all trades : long, short, market maker short, buy, buy-to-cover
There is NO reason in this age of electronic exchanges NOT to include this information.
This information is ALREADY collected on electronic trading platforms order entry page when a trade is entered/executed.
Therefore the data collection costs are MINIMAL.
Follow on from using this data should be :
Short / long interest data should be available to the public at close of business EACH DAY.
Bring back the uptick rule as established after 1929.