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FINRA (the Financial Industry Regulatory Authority) was created in 2007, when NASD merged with the member regulation arm of the New York Stock Exchange. Its job is to protect investors and keep the markets honest, and it oversees nearly every broker-dealer that does business with the public in the United States. As part of that role, FINRA collects the off-exchange trading and short interest reports those firms are required to file, and publishes the results for free so researchers, investors, and anyone else can get a clearer view of what is happening away from the exchanges.