Schedule D:  Each line for each company.  if you traded 30 times, enter 30 trades .. one on each line.  There is a supplemental form for sch D, if the sch D does not have 30 lines to fill out. 

http://www.irs.gov/pub/irs-pdf/f1040sd.pdf

http://www.irs.gov/pub/irs-pdf/f1040sd1.pdf