Why timely short interest data matters
Timely and precise short interest data is essential for assessing risk, market sentiment, and trading behaviour.
The Short Interest dataset delivers real-time, high-confidence short interest insights, providing a significant advantage over delayed official exchange reports.
Utilizing an advanced methodology, the dataset applies a proprietary model to refine short interest estimates, filtering out non-shorting-related lending activities to ensure cleaner, more accurate data.
Available identifiers include ISIN, FIGI, Share Class FIGI, MIC, Operating MIC, Ticker, and Company Name.
Comprehensive global coverage
- 70,000+ Securities: Access an extensive global dataset for accurate and detailed short interest tracking.
- Largest Source Pool: Data sourced from the world’s largest network of agent lenders, prime brokers, and broker-dealers.
- Live Data: Stay ahead of the market with intra-day insights as securities are dynamically lent and returned.
- Historical Data: Comprehensive dataset available back to 2018, enabling back-testing and strategy refinement.
Methodology backed by machine learning
A proprietary machine learning model refines short interest estimates using securities lending data. It filters out non-shorting activities such as settlement certainty, market making, collateral, balance sheet maintenance, and dividend arbitrage.
By incorporating official exchange short data, the model achieves 97% accuracy in predicting exchange-reported short interest.
Corporate actions, including stock splits, are promptly integrated and can be presented in either adjusted or unadjusted form.
Seamless and scalable API integration
The API delivers a robust dataset covering over 70,000 stocks and ETFs globally.
- API-First Delivery: Fast, scalable JSON or CSV-based API for easy integration into trading and risk models.
- Enterprise-Grade Reliability: Designed for hedge funds, financial institutions, and quantitative traders.
- Full Transparency: Confidence intervals are provided to account for market fluctuations and volatility, enhancing the reliability of short interest estimates.
