Hi Larry - good question. That brings up a Major difference between brokers, and that's their "short list".

Many of the online browser-based brokers are completely unsuitable for day trading because they don't have many different stocks available to short.

When COMPARING brokers, be sure to ask them the question, "I'd like to see your short list"... that should show which specific stocks they have shares currently available to short in.

Some stocks, eg like KKD (Krispy Kreme) had no short shares available on its' way down... but most stocks do. It's a matter of which broker you use. In addition to fill speed and slippage, the short list is a key feature to compare across brokers, when deciding which one to use.

Pro brokers like cybertrader, realtick and interactivebrokers should have decent short lists. Browser based brokers like the ones that advertise on tv to newbies, have abysmally slow fill times and poor short lists. Compare.

-Ken