# FINRA Short Interest Data (`darthdimus/finra-short-interest`) Actor

Official FINRA consolidated short interest per ticker: short position, prior position, change, average daily volume, and days to cover. Latest or any settlement date; filter by ticker, market, size, or days to cover.

- **URL**: https://apify.com/darthdimus/finra-short-interest.md
- **Developed by:** [Dmitry Ostrovsky](https://apify.com/darthdimus) (community)
- **Categories:** Business
- **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, 0 bookmarks
- **User rating**: No ratings yet

## Pricing

Pay per usage

This Actor is paid per platform usage. The Actor is free to use, and you only pay for the Apify platform usage, which gets cheaper the higher subscription plan you have.

Learn more: https://docs.apify.com/actors/running/actors-in-store.md#pay-per-usage

## What's an Apify Actor?

An Actor is a serverless cloud program that runs on the Apify platform. It has two run modes.
In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours,
and optionally produces a well-defined JSON output, datasets with results, or files in key-value store.
In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server.

Apify vocabulary and the platform model are defined once, in the agent quickstart at https://apify.com/agents.md.

## How to integrate an Actor?

If asked about integration, you help developers integrate Actors into their projects.
You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready.

Do not guess an integration path. Every one of them is in the agent quickstart at https://apify.com/agents.md: the Apify MCP server, Agent Skills with the Apify CLI, the JavaScript and Python clients, the REST API, and the account-free path for an agent with no human to sign in. It also carries the rule on stating cost before the first paid run.

For examples already wired to this Actor's own input schema, see the [API](#api) section below.

Each client library has reference documentation the quickstart does not restate: [JavaScript/TypeScript](https://docs.apify.com/api/client/js/docs.md) (`npm install apify-client`) and [Python](https://docs.apify.com/api/client/python/docs.md) (`pip install apify-client`).

# README

## FINRA Short Interest Data

Apify Actor that pulls FINRA's official **consolidated equity short interest** data and returns clean per-ticker rows: current short position, previous short position, change (shares and %), average daily volume, and **days to cover**.

FINRA member firms report short positions twice a month (mid-month and month-end settlement dates) for exchange-listed and OTC stocks. Data comes straight from FINRA's public Query API dataset `otcMarket / consolidatedShortInterest`. Source info: https://www.finra.org/finra-data/browse-catalog/equity-short-interest

### Why use it

- Leave `settlementDate` empty and it finds the **latest published** settlement date automatically.
- Pull up to 12 settlement dates (about six months) to track how short interest in a ticker is trending.
- Filter by ticker list, market, minimum short position, minimum average daily volume, or minimum days to cover; sort by short position, days to cover, change %, change in shares, or symbol. Filtering and sorting run on FINRA's side, so a full-market screen is fast.
- Useful for short-squeeze screens, crowded-short dashboards, and pairing with daily short sale volume and SEC fails-to-deliver data.

### Input

- `settlementDate` (optional): `2026-09-15` or `20260915`. Empty = latest.
- `periods`: number of published settlement dates to include, 1-12 (default 1).
- `symbols` (optional): comma-separated tickers, e.g. `TSLA,GME,AMC`. Empty = every ticker (~22,000 per date).
- `market` (optional): `NNM` Nasdaq Global, `NCM` Nasdaq Capital, `NYSE`, `AMEX`, `ARCA`, `BATS`, `OTC`.
- `minShortPosition` / `minAverageDailyVolume` / `minDaysToCover` (optional)
- `sortBy`: `shortPosition` (default), `daysToCover`, `changePercent`, `changeShares`, or `symbol`
- `maxRows`: 1-5000 per settlement date (default 100)

Example: most crowded NYSE shorts among liquid names

```json
{ "market": "NYSE", "minAverageDailyVolume": 1000000, "sortBy": "daysToCover", "maxRows": 25 }
```

### Output (one item per settlement date + ticker)

```json
{
  "settlementDate": "2026-09-15",
  "symbol": "NVDA",
  "issueName": "NVIDIA Corporation Common Stoc",
  "market": "NNM",
  "shortPosition": 294225803,
  "previousShortPosition": 298301619,
  "changeShares": -4075816,
  "changePercent": -1.37,
  "averageDailyVolume": 115324892,
  "daysToCover": 2.55,
  "stockSplit": null,
  "revised": null,
  "source": "FINRA consolidatedShortInterest"
}
```

### Notes

- Short interest is published by FINRA several business days after each settlement date, so the newest date can lag by about a week and a half.
- Issue names are as FINRA stores them (sometimes truncated to 30 characters).
- Public data only. No browser automation, no API key needed. Limited-permission Actor; standby off.
- Charges: one `actor-start` event per run and one `short-interest-row` event per dataset item if pay-per-event pricing is enabled.

# Actor input Schema

## `settlementDate` (type: `string`):

Optional. YYYY-MM-DD or YYYYMMDD (FINRA reports twice a month, mid-month and month-end). Empty = latest published date. With 'Periods' > 1 this is the most recent period of the range.

## `periods` (type: `integer`):

How many published settlement dates to include, walking back from the date (1-12).

## `symbols` (type: `string`):

Optional. Comma-separated tickers to keep, e.g. TSLA,GME,AMC. Empty = all tickers (~22,000 per date).

## `market` (type: `string`):

Optional market class filter.

## `minShortPosition` (type: `integer`):

Optional. Keep rows whose current short position is at least this many shares.

## `minAverageDailyVolume` (type: `integer`):

Optional. Keep rows whose average daily volume is at least this many shares (filters illiquid names).

## `minDaysToCover` (type: `integer`):

Optional. Keep rows whose days to cover (short position / average daily volume) is at least this.

## `sortBy` (type: `string`):

Row order before the limit is applied.

## `maxRows` (type: `integer`):

Maximum rows to push per settlement date (1-5000).

## Actor input object example

```json
{
  "periods": 2,
  "symbols": "TSLA,AAPL,NVDA",
  "market": "",
  "sortBy": "shortPosition",
  "maxRows": 20
}
```

# Actor output Schema

## `results` (type: `string`):

No description

# API

You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup.

## JavaScript example

```javascript
import { ApifyClient } from 'apify-client';

// Initialize the ApifyClient with your Apify API token
// Replace the '<YOUR_API_TOKEN>' with your token
const client = new ApifyClient({
    token: '<YOUR_API_TOKEN>',
});

// Prepare Actor input
const input = {
    "settlementDate": "",
    "periods": 2,
    "symbols": "TSLA,AAPL,NVDA",
    "maxRows": 20
};

// Run the Actor and wait for it to finish
const run = await client.actor("darthdimus/finra-short-interest").call(input);

// Fetch and print Actor results from the run's dataset (if any)
console.log('Results from dataset');
console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`);
const { items } = await client.dataset(run.defaultDatasetId).listItems();
items.forEach((item) => {
    console.dir(item);
});

// 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs

```

## Python example

```python
from apify_client import ApifyClient

# Initialize the ApifyClient with your Apify API token
# Replace '<YOUR_API_TOKEN>' with your token.
client = ApifyClient("<YOUR_API_TOKEN>")

# Prepare the Actor input
run_input = {
    "settlementDate": "",
    "periods": 2,
    "symbols": "TSLA,AAPL,NVDA",
    "maxRows": 20,
}

# Run the Actor and wait for it to finish
run = client.actor("darthdimus/finra-short-interest").call(run_input=run_input)

# Fetch and print Actor results from the run's dataset (if there are any)
print(f"💾 Check your data here: https://console.apify.com/storage/datasets/{run.default_dataset_id}")
for item in client.dataset(run.default_dataset_id).iterate_items():
    print(item)

# 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start

```

## CLI example

```bash
echo '{
  "settlementDate": "",
  "periods": 2,
  "symbols": "TSLA,AAPL,NVDA",
  "maxRows": 20
}' |
apify call darthdimus/finra-short-interest --silent --output-dataset

```

## MCP server setup

```json
{
    "mcpServers": {
        "apify": {
            "type": "http",
            "url": "https://mcp.apify.com/?tools=fetch-actor-details,darthdimus/finra-short-interest"
        }
    }
}
```

The hosted server signs you in with OAuth on first connect, so no API token belongs in this config. Clients without OAuth support can send an `Authorization: Bearer <APIFY_API_TOKEN>` header instead, using a token from API & Integrations in Apify Console (https://console.apify.com/settings/integrations).

## OpenAPI specification

Download the OpenAPI definition: https://api.apify.com/v2/actors/WtVvGyUE5PUbUvVcf/builds/imAI27aVF2YO6Blvq/openapi.json