Sources for U.S. Equity Short Interest Data
Summary
The document surveys ways to obtain U.S. listed-equity short interest, distinguishing reported short interest from short-sale volume. It notes that FINRA’s short-sale volume resources do not provide the position-style interest measure sought, and that some exchange data services are paid. Responses point to SEC and FINRA-related data sources for short-sale information, newspaper pages that display periodic short-interest figures, and Compustat through WRDS as another possible source that may require institutional access.
The examples show that availability and access vary: some sources are free, some paid, and some may be accessible only through a business library or subscription. The document does not provide a verified, comprehensive download workflow, confirm current coverage or licensing, or establish that every source offers standardized CSV files. Its cited web pages and sample figures reflect the discussion at the time and should not be treated as a current data inventory. Researchers should confirm definitions, reporting dates, coverage, and permitted use with each provider.
Key ideas
- Short interest is distinct from short-sale volume, so the two data types should not be conflated.
- The discussion identifies exchange, regulatory, media, and institutional database routes to short-interest information.
- Free access may be possible for some related datasets, while exchange products and institutional databases can require payment or affiliation.
- The listed sources are not confirmed as a current, complete, or standardized download solution.
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Full text
# Equity short Interest data source # Equity short Interest data source I'm looking for short interest data (those disclosed on 15 days basis to FINRA) - As far as I know FINRA publishes only OTC data (http://otce.finra.org/ESI). - Nasdaq.com contains only nasdaq traded stocks (SI data of them) - http://regsho.finra.org/regsho-Index.html is not what I'm looking for (short volume, not an interest) - NYSE offers paid service containing it Some sites like gurufocus.com (under ownership sections) contain it and I doubt they buy it from NYSE. Do you know about feasible way to obtain this data (in CSV and free would be a dream, but I don't expect that), without scraping sites like gurufocus (some more official way like FINRA download page) ## Answer by Ted Taylor of Life (score 2) https://quant.stackexchange.com/a/37408 FREE Short Sale Data Source SEC Data Reported to a FINRA TRF (NASDAQ TRF and NYX TRF) This is a direct link to all of the short sale data available. Short Sale Volume Data (NASDAQ TRF, NYX TRF, ADF and ORF) PAID Short Squeeze ## Answer by Ravindranath Gnanaiah (score 1) https://quant.stackexchange.com/a/41802 The short interest data is available in WSJ, Barrons - http://www.wsj.com/mdc/public/page/2_3062-shtnasdaq_A-listing.html Company Symbol 8/31/18 8/15/18 Chg % Chg % Float Days to cover Avg daily volume A V Homes, Inc. AVHI 1,495,223 1,612,125 -116,902 -7.3 14.0 12 127,240 The 1,495,223 is the short interest corresponding to 8/31. Barrons has a similar URL - Company Symbol 8/31/18 8/15/18 Chg % Chg % Float Days to cover Avg daily volume D.R. Horton Inc. DHI 11,153,948 10,699,837 454,111 4.2 3.3 4 2,887,108 Dana Incorporated DAN 3,185,291.0 2,938,603.0 246,688 8.4 2.2 3 1,093,989 Danaher Corporation DHR 4,777,526 4,971,650 -194,124 -3.9 0.8 2 2,085,656 ## Answer by cona (score 1) https://quant.stackexchange.com/a/46456 Did you ever find what you're looking for? The only other place I could find was the COMPUSTAT database accessed via WRDS. You'd need to access this database through a business library though, and probably on-site.
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