Nasdaq Short Interest Data Scraper

Nasdaq Short Interest Data Scraper

Collect settlement-level Nasdaq short-interest history for stock and ETF ticker lists. Each record includes shares short, average daily volume, days to cover, settlement dates, changes versus the preceding available report, the Nasdaq source URL and retrieval timestamp. Analysts and data engineers can compare a watchlist, export JSON or CSV and feed a research pipeline with traceable semi-monthly data.

Focused standalone workflow

This Actor works as a focused standalone workflow for Nasdaq settlement history. Use it to retrieve a ticker watchlist and then feed the Dataset to your existing analysis pipeline.

Best fit

Use this Actor for public Nasdaq short-interest settlement reports. Nasdaq updates these reports twice monthly. Coverage and available history depend on Nasdaq; daily short-sale volume, live positions, borrowed-share estimates and licensed Nasdaq Data Link products are separate datasets. An unavailable ticker produces a diagnostic in RUN_SUMMARY and no fabricated record.

Workflow: from a ticker watchlist to a research table

Start with AAPL and MSFT, collect their recent settlements, then compare changes and days to cover by settlement date. Export the Dataset to your spreadsheet or research pipeline and retain each source URL. Refresh after Nasdaq publishes the next report, and deduplicate by the stable record id.

Quick start

Enter ticker symbols, or Nasdaq stock and ETF quote URLs. Start the Actor and open the default Dataset. For example, retrieve the five latest reported settlements for Apple and Microsoft:

{"symbols":["AAPL","MSFT"],"assetClass":"stocks","maxItems":5,"maxResults":500}

Inputs

Input	Behavior
symbols	Up to 100 total symbols and URLs; defaults to AAPL when both are omitted.
startUrls	HTTPS Nasdaq stock or ETF quote URLs; URLs determine their own asset class.
assetClass	stocks or etf for symbols; defaults to stocks.
maxItems	0–24 settlements per symbol after date filtering; default 5; 0 returns all available, up to 24.
maxResults	1–2400 records across the run; default 500.
cacheProjectName	Optional incremental project. Sequential reruns emit new or corrected settlements; unchanged rows incur no result charge. Cache is scoped to caller and Actor, stores up to 100 tickers and 24 fingerprints per ticker.
proxyConfiguration	Optional Apify Proxy; direct access is the default.
fromDate / toDate	Optional inclusive settlement filters in YYYY-MM-DD format.

Ticker inputs are normalized and duplicates removed. Requests use bounded retries and processing has a 120-second processing deadline. Limits preserve completed records and return PARTIAL when useful results exist. A total upstream failure returns FAILED with UPSTREAM_FAILED. Invalid requests return INVALID_INPUT and no result charge.

Incremental updates

Set a cacheProjectName such as research-watchlist and serialize executions for that project. The first execution collects the selected history; subsequent executions return new settlement dates and source-corrected values. Retrieval timestamps alone do not trigger another record. Each caller has a separate cache, even when project names match. Cached unchanged rows are counted in RUN_SUMMARY.cachedRecordsSkipped. The cache keeps fingerprints of the most recently updated 100 ticker scopes, with 24 settlements each.

Output

Each Dataset row represents one ticker and settlement date. The overview and all-fields views show numeric share counts, source-reported days to cover, dates and provenance. shortInterestChange and changePercent are computed against the preceding available report before date filtering; a missing baseline is null.

{"id":"stocks:AAPL:2026-09-30","symbol":"AAPL","assetClass":"stocks","settlementDate":"2026-09-30","settlementDateOriginal":"09/30/2026","shortInterest":120763539,"averageDailyVolume":39858260,"daysToCover":3.029825,"shortInterestChange":-7989553,"changePercent":-6.205328898121014,"previousSettlementDate":"2026-09-15","sourceUrl":"https://www.nasdaq.com/market-activity/stocks/aapl/short-interest","apiUrl":"https://api.nasdaq.com/api/quote/AAPL/short-interest?assetclass=stocks","retrievedAt":"2026-10-14T10:00:00.000Z"}

OUTPUT contains the terminal outcome and totals. RUN_SUMMARY shows request attempts, empty symbols, errors and event counts. Export through Apify as JSON, CSV, Excel or other supported Dataset formats.

Pricing

Pay per event with platform usage included at launch. One short-interest-record event is charged for each validated settlement persisted to the Dataset, plus the synthetic Actor start event. Empty or unavailable symbols incur no record fee. The creator covers platform compute, storage and transfer in the current launch pricing. The live Pricing tab is the authority for effective prices; use it when estimating a retrieval or comparing event fees. The launch prices are $0.00155 per start and $0.00049 per settlement ($0.49 per 1,000 records), with platform usage included for the Free and Starter tiers. Higher tiers pay $0.00044 or $0.00027 per record, with start fees from $0.00127. A five-record Starter retrieval costs $0.004 in total Actor fees.

API and automation

Use the Apify API to start an execution and retrieve its Dataset. Keep your token in an environment variable:

curl -X POST 'https://api.apify.com/v2/acts/khadinakbar~nasdaq-short-interest-scraper/runs' \
  -H "Authorization: Bearer $APIFY_TOKEN" \
  -H 'Content-Type: application/json' \
  -d '{"symbols":["AAPL"],"maxItems":5}'

Poll the returned execution ID, then read its defaultDatasetId and OUTPUT. Connect an existing Apify schedule, webhook or integration for recurring retrievals. This Actor only collects data; it does not create schedules or send messages.

AI agent and MCP prompt

Invoke khadinakbar/nasdaq-short-interest-scraper for AAPL and MSFT, five settlements each. Inspect OUTPUT and RUN_SUMMARY, retrieve the Dataset, compare reported shares short and days to cover, and retain source URLs and settlement dates.

Best results and troubleshooting

Choose the correct asset class or supply quote URLs, which distinguish stocks and ETFs. Date filters apply to settlement dates, not retrieval dates. Nasdaq unavailable responses are genuine empty results; network errors, HTTP blocks and schema changes are failures. A mixed watchlist preserves available data and identifies failed or unavailable symbols in RUN_SUMMARY. A spending limit stops further record writes and charges. To collect an incremental refresh, reuse the same cache project; to take a full snapshot, leave the project name empty. Deduplicate downstream by id. If a migrated execution contains an ambiguous prior write, it stops for reconciliation instead of repeating a charge.

Builder's note

In my testing, I found that Nasdaq returns unavailable symbols in several response shapes. We distinguish these explicit messages from malformed tables and blocked requests, normalize full records before billing and compute changes from the source history. The native structured endpoint avoids a browser and a separately paid data-provider subscription.

Responsible use and support

The Actor reads public Nasdaq data without login or a Nasdaq Data Link subscription. Nasdaq controls availability and data rights; users should review the site terms in the Nasdaq terms for their intended use. This Actor is independently maintained and is not affiliated with Nasdaq. Use the Apify Issues tab with a ticker, asset class and run ID for reproducible problems; exclude tokens and private inputs.