Nasdaq Short Interest Tracker — Official Data avatar

Nasdaq Short Interest Tracker — Official Data

Pricing

from $6.79 / 1,000 short-interest-records

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Nasdaq Short Interest Tracker — Official Data

Nasdaq Short Interest Tracker — Official Data

Scrape official Nasdaq short-interest reports for any stock or ETF ticker: settlement-date short interest, average daily volume, days-to-cover, and period-over-period change (computed, not left blank). Official Nasdaq data, no login, no API key. Pay per result.

Pricing

from $6.79 / 1,000 short-interest-records

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Developer

Vitalii Bondarev

Vitalii Bondarev

Maintained by Community

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2

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1

Monthly active users

3 days ago

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Nasdaq Short Interest Tracker

Official Nasdaq short-interest data for any stock or ETF ticker — settlement-date short interest, average daily share volume, days-to-cover, and period-over-period change, computed for you (most competing tools declare this field and leave it blank).

No API key. No login. No paywall. This is Nasdaq's own publicly disclosed exchange data (the same bi-monthly short-interest report every US listed security files), read straight from the JSON endpoint that powers

nasdaq.com/market-activity/{stocks|etf}/ {symbol}/short-interest
. Pay per result.


What data you get

One record per settlement date, per symbol:

  • symbol — ticker, uppercased
  • assetClassstocks or etf
  • settlement_date — MM/DD/YYYY, as published by Nasdaq (bi-monthly)
  • short_interest — shares held short as of the settlement date
  • avg_daily_volume — average daily share volume for the settlement period
  • days_to_covershort_interest / avg_daily_volume
  • changeshort_interest[this period] - short_interest[prior period]. Computed from the same history the API already returns — no extra request, no guesswork. null only for the oldest settlement date in the returned window (no prior period exists to diff against).
  • scrapedAt — ISO 8601 UTC scrape time
  • parse_confidence (0.0–1.0) and warnings — machine-readable data-quality signal

Nasdaq's endpoint returns roughly the last ~24 settlement dates per symbol (~2 years of bi-monthly history) in one call — no pagination needed.


Input

FieldTypeDescription
symbolsarray of stringsTicker symbols, e.g. ["AAPL", "TSLA"].
assetClassstocks | etfMust match how the symbols trade — Nasdaq's API is keyed by asset class.
maxItemsintegerMax settlement-date records returned per symbol, newest first. 0 = all available (~24). Default 10.
proxyConfigurationobjectApify Proxy — works out of the box, Residential is the default group. No setup needed.

Example:

{
"symbols": ["AAPL"],
"assetClass": "stocks",
"maxItems": 10
}

Why this actor

Existing short-interest scrapers pull the same official numbers but leave the period-over-period change field empty even though it's a one-line subtraction once you have two consecutive settlement dates for a symbol — which the source API already hands you in a single call. This actor computes it, so you don't have to diff the history yourself downstream.

No proxy key, no unlocker key, no credentials required from you — the actor works out-of-the-box on your own Apify account.