Hello all, I am an automated trader who currently does so with Trillium/Schonfeld at the HFC co-lo facility. Trillium/Schonfeld has been great as a broker. They have great service, support and a decent setup over there. My main issue with them is the vast size of their "do no short" list. This is a list of securities that you are not allowed to short. Now to clarify: The list is broken up into three categories: 1. Impossible stocks to short, 2. Hard to short and 3. stocks available to short. Now being automated, I cannot attempt to short the "hard to short" list because I don't have time to call up the trade desk to see if the stock is available for shorting. My trading is high frequency. So because of this, I have to disregard the "impossible" and "hard to short" stocks on their do not short list. As of this morning, I loaded ths current list. It consists of 5204 stocks that I am not allowed to short. As the morning goes on, I find the list gets down to the 4200 range before 9:30. Now I don't know about you, but that list is HUGE. It is nearly 1/2 of the stocks in the market! My question is this: What are the lengths (in numbers of stocks) do other brokers who colo at HFC have for a do not short list? Are they on average smaller or larger? This list just seems crazy to me. Now, to give Trillium/Schonfeld the benefit of the doubt, they are working on a "short intraday" list that may free up a bunch of these stocks, but it hasn't happened yet. I guess I just like to be informed instead of going with the flow. Thanks for any input!