StockFetcher Forums · General Discussion · Daily Short Interest data<< >>Post Follow-up
guspenskiy13
976 posts
msg #123294
Ignore guspenskiy13
3/21/2015 3:01:34 PM

As far as I know both NYSE and NASDAQ present short interest data twice a month...with a delay of two weeks I believe...

While it is certainly something to look at; it also seems interesting to watch percent of shorts to the float on a daily basis....

I have been searching around and did not find much....maybe someone can suggest or elaborate on this topic...

What I have found:

1) http://shortanalytics.com/

Nice little web-site with short-interest data dating up to late 2011 and an interactive price/short interest chart. Unfortunately, it only

uses BATS data; therefore the statistics are not 100% accurate...(for past friday it shows 66kk for SPY while in reality it is 177kk)

2) http://www.shortvolume.com/

This web-site presents the data in a chart with maximum look-back of around 4 years as well. While I liked it less than

shortanalytics; it uses data that was reported by Nas/NYSE/OTC to FINRA - therefore I assume it should add to the existing

data from BATS (shortanalytics).

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And this is all what is available on the web right now - exchanges are required to report daily volumes by SEC, but

unfortunately (on purpose?) it is done in a *.txt format with 3000 pages a day worth of trades - complete lack of structure.



So if someone could help on the topic of the daily short interest data - that would be great.





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