US Fundamentals Data - Short Interest
The Short Interest datasets provides bi-weekly short interest data for all US-listed equities, with from 2021. Each settlement record reports total shares sold short, average daily share volume, and days-to-cover ratio.
Access the data set by downloading Excel-comapitable csv files, or use the API for more granular queries :
Historical Short Interest (by Ticker)
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Response Fields
| Field | Name | Description |
|---|---|---|
| settlement_date | Settlement Date | FINRA settlement date for the report. |
| short_interest | Short Interest | Total shares sold short and not yet covered. |
| avg_daily_share_volume | Avg Daily Volume | Average daily trading volume baseline. |
| days_to_cover | Days to Cover | Short interest divided by average daily volume. |
Latest Short Interest (All Tickers)
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Response Fields
Each item carries the same field set as the per-ticker endpoint above, plus a ticker field identifying the symbol.
Common Use Cases
- Squeeze screens — rank the universe by days-to-cover to identify potential short squeeze candidates.
- Trend detection — track how short interest in a name evolves across consecutive FINRA settlement dates.
- Sector views — aggregate the latest cross-section by sector to monitor where shorts are concentrated.
- Risk overlays — flag portfolio holdings whose short interest is rising past a threshold.