FINRA, the Financial Industry Regulatory Authority, is the self-regulatory organization for member broker-dealers in the United States; the National Association of Securities Dealers was its predecessor. Its website, finra.org, is a regulator's site first, but three parts of it work as data sources in their own right.
FINRA Data is the market-data section of finra.org, its pages grouped as equity, fixed income, options, mutual funds, firm, representative, investor and corporate finance data. The fixed income part draws on TRACE, the system through which firms must report over-the-counter bond trades. It shows executed trades only, never quotes, updates daily, and refreshes the latest sale price between 8:00 a.m. and 5:15 p.m. Eastern. The equity part adds short interest for exchange-listed and OTC stocks, short sale volume, OTC Transparency volume by ATS and by firm, the OTC Equities Daily List and trading halts.
BrokerCheck, at brokercheck.finra.org, holds reports on all current and former registered securities firms, built from the Central Registration Depository (CRD); what firms report usually appears the next business day. Disciplinary Actions Online and Arbitration Awards Online are searchable document collections, the second one including historical awards of the NASD, NYSE, the American Stock Exchange, the Philadelphia Stock Exchange and the MSRB.