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 a much more granular insight to 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)
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.