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Short Interest Historical Data for Backtesting: TSLA and NVDA
Download short interest historical data for TSLA and NVDA across a chosen date range, with a knowable date on every row so your backtest never uses figures before they were public. Quant researchers can join the series to price data without look-ahead bias. Change the tickers and settlement dates to pull years of FINRA history back to 2017.
US Short Interest Scraper: NYSE, Nasdaq and OTC via FINRA Datagetascraper/short-interest-scraper
Ticker
Settlement date
Knowable date (use for joins)
Short interest
+3 fieldsTextNumberBooleanListObject
Input
Ticker symbols:TSLA+1
Latest settlement period only:false
Settlement date from:2025-01-01
Settlement date to:2025-03-31
Max rows:12
Output fields
Ticker
Settlement date
Knowable date (use for joins)
Short interest
Days to cover
Revised
Split
Sign up on Apify01
Create your Apify account to access the US Short Interest Scraper: NYSE, Nasdaq and OTC via FINRA Data.
Start the run02
The Actor will start running based on the input automatically.
Receive the output03
Monitor the progress in real-time. You will be notified as soon as your dataset is complete and ready for review.
Integrate into your workflow04
The final output is delivered in JSON, CSV, or Excel format, ready to be plugged into your workflow.
