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.
Input
Output fields
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The US Short Interest Scraper: NYSE, Nasdaq and OTC via FINRA Data Actor is ready to run with the inputs already set for "Short Interest Historical Data for Backtesting: TSLA and NVDA". Sign up or log in and you'll land in Apify Console with a copy of this exact task.
Start the "Short Interest Historical Data for Backtesting: TSLA and NVDA" task
The US Short Interest Scraper: NYSE, Nasdaq and OTC via FINRA Data Actor will start running based on the input automatically. You can also change all the input fields, like ticker symbols, latest settlement period only, and more, to match your specific use case.
Receive the "Short Interest Historical Data for Backtesting: TSLA and NVDA" output
Monitor the progress in real time. You will be notified as soon as your dataset is complete and ready for review. Each result includes data such as ticker, settlement date, knowable date (use for joins), and more.
Integrate into your workflow
The final output is delivered in JSON, CSV, or Excel format, ready to be plugged into your workflow. You can also run the "Short Interest Historical Data for Backtesting: TSLA and NVDA" task via API.
Integrate "Short Interest Historical Data for Backtesting: TSLA and NVDA" into your workflow
Connect "Short Interest Historical Data for Backtesting: TSLA and NVDA" with 100+ integrations, or run it via API or MCP.
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