Bulk Short Interest & Daily Short Volume - Nasdaq + FINRA
Pricing
from $9.00 / 1,000 short interest records
Bulk Short Interest & Daily Short Volume - Nasdaq + FINRA
Short interest for hundreds of US tickers in one run instead of one ticker per run. Merges Nasdaq bimonthly short interest - shares short, days to cover, average daily volume, percent change - with the FINRA daily short volume file. Pass a ticker list or scan every Nasdaq-listed symbol.
Pricing
from $9.00 / 1,000 short interest records
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Developer
Andrés Santiso
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Bulk Short Interest & Daily Short Volume — Nasdaq + FINRA
Get short interest for hundreds of US tickers in one run instead of one ticker per run, and merge it with the FINRA daily short volume that comes out every trading day — not just twice a month.
Most short-interest tools take one ticker per run. This one takes a list, or the entire market, and adds the daily short-volume signal that sits between the official bimonthly releases.
What you get
Two record types in one dataset, told apart by recordType:
shortInterest — official Nasdaq bimonthly short interest, one row per settlement date:
| field | meaning |
|---|---|
symbol | ticker |
settlementDate | settlement date (ISO YYYY-MM-DD) |
shortInterest | shares sold short |
avgDailyShareVolume | average daily share volume for the period |
daysToCover | short interest ÷ average daily volume |
percentChangeVsPrior | % change in short interest vs the prior settlement date |
shortVolume — FINRA consolidated daily short volume, one row per trading day:
| field | meaning |
|---|---|
symbol | ticker |
date | trading day (ISO YYYY-MM-DD) |
shortVolume | consolidated short volume |
shortExemptVolume | short exempt volume |
totalVolume | total consolidated volume |
shortVolumePercent | shortVolume / totalVolume × 100 |
markets | reporting facilities |
How to use it
- A list of tickers → put them in
tickers. Each gets its short interest and its recent daily short volume. - The whole market's daily short volume → turn on
scanEntireMarketShortVolume. One run returns every US symbol's short volume for the latest trading day(s) — about 12,000 rows per day, from a single file. - Short interest for every Nasdaq-listed stock → turn on
allNasdaqListed(bounded bymaxTickers).
Use shortVolumeDays to pull more than one day of short volume, and settlementRows to cap the short-interest history per ticker.
Scope and limits (please read)
- Short interest is only available for Nasdaq-listed stocks. This is a Nasdaq restriction, not a limitation of this Actor. NYSE-listed stocks and ETFs return no short interest and are reported as skipped and never charged — they still get FINRA short volume, which covers them.
- FINRA publishes on trading days only. Weekends, holidays, and the current day before publication have no file; the Actor automatically walks back to the most recent available day(s).
- No API key, no browser, no proxy required.
Pricing
Pay-per-event. An empty result is free, and skipped tickers are never charged.
| event | when |
|---|---|
| Run start | once per run |
| Short interest record | per settlement-date row returned |
| Daily short volume row | per trading-day short-volume row returned |
No personal data
The output is symbols and volumes. There is not a single person in it, by design.