US Fundamentals Data - Stock Short Volume
The Short Volume dataset has daily short-sale activity for US-listed stocks, back to 2021. Each record reports the absolute short volume, short exempt volume, and the short share of total volume. Short volume is published daily, providing much more granular insight into short activity versus the bi-weekly short interest reporting.
Access the data set by downloading Excel-comapitable csv files, or use the API for more granular queries :
Historical Short Volume (by Ticker)
Max range: 365 days per request
Click Execute to generate a sample
Response Fields
| Field | Name | Description |
|---|---|---|
| date | Date | Trading date. |
| short_volume | Short Volume | Total shares sold short. |
| short_exempt_volume | Short Exempt Volume | Shares sold short under an exemption. |
| short_volume_pct | Short Volume % | Short volume as percentage of total volume. |
Short Volume (All Tickers for a Date)
Click Execute to generate a sample
Response Fields
| Field | Name | Description |
|---|---|---|
| ticker | Ticker | Stock symbol. |
| date | Date | Trading date. |
| short_volume | Short Volume | Total shares sold short. |
| short_exempt_volume | Short Exempt Volume | Shares sold short under an exemption. |
| short_volume_pct | Short Volume % | Short volume as percentage of total volume. |
Common Use Cases
- Squeeze candidates — rank the universe by short volume percentage to find stocks with persistent selling pressure.
- Sentiment confirmation — cross-reference short volume with social sentiment to validate a contrarian thesis.
- Risk dashboards — alert when a name's short volume share crosses a threshold for several consecutive days.
- Backtests — combine with price data to test whether elevated short volume predicts subsequent returns.