Nasdaq Short Interest Scraper

Nasdaq Short Interest Scraper - History, Days to Cover & API

Scrape the full semi-monthly short interest history for any Nasdaq-listed stock or ETF. Every settlement period comes with short interest shares, average daily volume, days to cover, and the period-over-period change already computed. No login, no API key. Export to CSV, JSON, Excel, or XML.

Nasdaq publishes short interest twice a month on a web page that is awkward to parse and impossible to join against anything. This reads the same public data straight from Nasdaq's quote endpoint and returns it as a flat time series with ISO dates, ready for a spreadsheet, a database, or a backtest.

Who uses it	What they use short interest for
Retail and swing traders	Which tickers are building a crowded short position
Quant researchers	Short interest and days-to-cover as a factor in a backtest
Fund and risk analysts	Squeeze exposure across a watchlist, refreshed every settlement
Financial media and newsletters	The change since the last settlement, with a citable source
Fintech builders	A keyless short-interest feed behind a dashboard or alert

What it does

This Actor collects the short interest table Nasdaq publishes for a single symbol and returns each settlement period as a flat row. Every row carries:

• 🧾 Reported figures: settlement date, short interest in shares, average daily share volume, and days to cover.
• 📅 Two date formats: Nasdaq's own MM/DD/YYYY string plus an ISO YYYY-MM-DD field that sorts and joins correctly.
• 🔁 Period-over-period change: the shares added or removed since the previous settlement, and the same figure as a percentage.
• ⏮️ The comparison baseline: the previous settlement date each change was measured against.

Nasdaq reports short interest semi-monthly for the trailing 12 months, so a symbol returns at most 24 rows. Results export to CSV, JSON, Excel, or XML, or stream from the API.

What you can do with short interest data

📈 Track a short position building or unwinding.

Pull the full 24-period history for a ticker and read change down the column to see whether shorts have been adding or covering across the last year.

🎯 Screen a watchlist for squeeze setups.

Run the Actor per symbol on a schedule and sort by days_to_cover and change. A high days-to-cover with short interest still rising is the classic crowded-short profile.

🧪 Backtest short interest as a factor.

settlement_date_iso joins cleanly against a price series, so you can line up each settlement with forward returns without parsing dates by hand.

🔔 Alert on a jump between settlements.

short_interest_change and change are computed for you, so an alert is a threshold on one field rather than a diff you have to maintain.

Why choose this scraper

	What you get
Change already computed	Both the absolute share change and the percentage, on every row but the oldest. No manual diffing.
Dates that actually import	settlement_date_iso in YYYY-MM-DD next to Nasdaq's raw string, so Excel, pandas, and BigQuery read it as a date.
Stocks and ETFs	Nasdaq-listed equities and ETFs both return a table, with the same fields.
Numbers, not strings	Share counts and ratios are cast to numbers, with thousands separators stripped.
It tells you when it finds nothing	A ticker with no Nasdaq short interest returns a row explaining why, instead of an empty dataset you have to debug.
Four export formats	CSV, JSON, Excel, and XML, from the dashboard or the API.

How it compares

Several Actors read the same public short interest data. The differences that matter are where the data comes from, whether the change between settlements is computed for you, and what a record costs.

	ParseForge	scrapesmith	nexgendata	bovi
Source	Nasdaq quote endpoint	Nasdaq	FINRA + stock statistics pages	Nasdaq quote endpoint
Period-over-period change	Computed, every row	Not stated	Squeeze score & % of float	Computed
ISO settlement date	Yes	Not stated	Not stated	Not stated
Explicit no-data record	Yes	Not stated	Not stated	Not stated
Price per record	$0.0085, $0.0075 at volume	$0.006	$0.05	$0.007
Run-start fee	$0.005	$0.001	$0.01	$0.00005

Competitor rows are read from their public Apify listings on 20 August 2026. This one is not the cheapest per record; it is the one that hands you the change column and an ISO date instead of leaving both as homework.

What a short interest record looks like

Every settlement period returns as one flat JSON row. Here is a real record, unedited:

{
  "symbol": "AAPL",
  "settlement_date": "07/31/2026",
  "settlement_date_iso": "2026-07-31",
  "short_interest": 141606163,
  "avg_daily_volume": 58400983,
  "days_to_cover": 2.424722,
  "previous_settlement_date": "2026-07-15",
  "short_interest_change": -4941621,
  "change": -3.372,
  "scrapedAt": "2026-08-20T13:57:18.563Z",
  "error": null
}

Rows come back newest settlement first. On the oldest row of the table previous_settlement_date, short_interest_change, and change are null, because there is no earlier period to compare against.

Configure the run

Give it a ticker and an asset class. The Input tab lists every parameter.

Full 12-month history for a Nasdaq-listed stock:

{ "symbol": "AAPL", "assetClass": "stocks", "maxItems": 24 }

A quick look at the last few settlements:

{ "symbol": "TSLA", "assetClass": "stocks", "maxItems": 6 }

A Nasdaq-listed ETF. Nasdaq returns the same table whichever assetClass you send, so this is equivalent to leaving it on stocks:

{ "symbol": "QQQ", "assetClass": "etf", "maxItems": 24 }

Pricing

Pay-per-event: $0.0085 per record, dropping to $0.0075 at higher volume. A $0.005 run-start fee applies from 28 August 2026. You pay only for records written to your dataset.

What you run	Approximate cost
One symbol, last 10 settlements	$0.090
One symbol, full 24-period history	$0.209
A 100-symbol watchlist, full history	$20.90

New Apify accounts start with $5 in free credit.

Free users

Free-plan runs return up to 10 records as a preview. Upgrade your Apify plan to collect the full 24-period history in one run.

Run it

1. Create a free Apify account with $5 in credit.
2. Open the Nasdaq Short Interest Scraper.
3. Enter a symbol, pick stocks or etf, set maxItems, and click Start.
4. Export the results as CSV, Excel, JSON, or XML from the Dataset tab.

Run it programmatically through the Apify API or the ApifyClient for JavaScript and Python.

Use with AI agents (MCP)

Give an AI agent live access to Nasdaq short interest through the Model Context Protocol. Add the Actor to Claude, Cursor, or any MCP client:

$claude mcp add --transport http apify "https://mcp.apify.com?tools=parseforge/nasdaq-short-interest-scraper"

Then prompt it in plain language:

• "Get the short interest history for TSLA and tell me whether shorts have been adding or covering this quarter."
• "Compare days to cover for AAPL, NVDA, and AMD at the latest settlement date."
• "Pull QQQ short interest for the past year and chart the period-over-period change."

Copy this into ChatGPT, Claude, or Cursor to start:

Use the Apify Actor "parseforge/nasdaq-short-interest-scraper" to collect Nasdaq short interest history. Input: { "symbol": "<TICKER>", "assetClass": "<stocks|etf>", "maxItems": <n> }. It returns settlement_date, settlement_date_iso, short_interest, avg_daily_volume, days_to_cover, short_interest_change, and change per settlement period, newest first. Call it with the ApifyClient and my APIFY_TOKEN.

Troubleshooting

Why am I getting no results?

The ticker is almost certainly not Nasdaq-listed. This reads Nasdaq's own short interest table, so NYSE and NYSE-Arca tickers such as IBM or SPY return nothing. The Actor writes a row explaining exactly that, with the symbol and asset class it tried. Check the ticker on nasdaq.com.

Does assetClass change what I get?

No. Measured across eight symbol/asset-class combinations on 20 August 2026, Nasdaq returns the same short interest table for stocks and etf, ETFs included. The parameter is passed through and kept for compatibility, but switching it will not turn an empty result into rows.

Why only 24 rows when I asked for more?

That is the whole table. Nasdaq publishes short interest twice a month and keeps the trailing 12 months, so 24 records is the maximum that exists for any symbol.

Why is change empty on one row?

Only on the oldest row in the table. The change is measured against the previous settlement period, and the first one has none.

Why is days_to_cover a long decimal?

It is Nasdaq's own figure, passed through unrounded so you can round it yourself.

A field stopped filling.

Nasdaq changed its public response shape. Email us with your run ID so we can update the parser.

FAQ

Question	Answer
Do I need a Nasdaq account or API key?	No. It reads Nasdaq's public quote endpoint, so there is nothing to register or authenticate.
Which tickers work?	Nasdaq-listed stocks and ETFs. NYSE and NYSE-Arca tickers such as IBM or SPY have no Nasdaq short interest table, in either asset class.
How far back does the history go?	12 months, reported semi-monthly, which is 24 settlement periods.
How often is it updated?	Nasdaq publishes twice a month, a few business days after each settlement date.
Is the change field Nasdaq's or yours?	Ours. Nasdaq's endpoint returns only the four reported figures, so the change is computed from consecutive settlement periods.
Can I get several tickers in one run?	Not yet. One symbol per run; loop the Actor over a watchlist or schedule one run per ticker.
How many records per run?	Free plan: 10. Paid: as many as maxItems asks for, up to the full 24 that Nasdaq publishes.
Is short interest the same as fails-to-deliver?	No. Short interest is the reported open short position; FTDs are settlement failures published separately by the SEC.
Is this an official Nasdaq product?	No. It is unofficial and reads only publicly available Nasdaq data.

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Browse the full ParseForge collection for more scrapers.

🆘 Need help? Email parseforge@protonmail.com with your run ID, your input, and what you expected.

⚠️ Disclaimer. This Actor is unofficial and is not affiliated with, endorsed by, or sponsored by Nasdaq, Inc. It collects only publicly available data. Short interest figures are reported by Nasdaq and are provided as data, not as investment advice. You are responsible for using the data in compliance with Nasdaq's terms and applicable laws.