API QuantAPI Developer

Access a key metric used to evaluate short interest pressure on a security. Days to Cover (DTC) provides an estimate of how many trading days it would take, based on average daily volume, for all short positions to be covered (i.e., bought back).

This API returns data for multiple stocks — every constituent of a market index, or of one of your own universes — for the specified date.

Available Data Points:

• Date: The specific date for which the data is retrieved (YYYY-MM-DD format).
• Exchange Symbol: Symbol of the exchange where the security trades.
• Ticker: The ticker symbol associated with the security.
• Company Name: The name of the company issuing the security.
• Ortex Company ID: Unique id for a company.
• Ortex Security ID: Unique id for a security issued by a company.
• Ortex Tradable Item ID: Unique id for a listing of a security.
• Days to cover: An estimate of the number of trading days it would take to buy back all shares currently sold short, based on the 3-month average daily volume.

Days to cover is reported over the 3-month average daily volume. The single-stock endpoint offers the shorter 1w / 2w / 1m windows through its period parameter.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Get a key at app.ortex.com/apis