API QuantAPI Developer

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

The official short-interest figure in force on the date for every constituent, across every reporting market at once.

Official short interest is the short position reported by the exchange or regulator for a settlement date — FINRA in the United States, and the equivalent official feeds for Canada, Australia and Hong Kong. It is a disclosed figure, not a model.

It is not the ORTEX short-interest estimate served by the Short Interest endpoint. The estimate is daily and current; the official figure is published only on the market's reporting schedule (twice a month in the United States and Canada) and reaches the public roughly a week or more after the settlement date it describes. The two routinely differ, and a gap between them is information, not an error.

Available Data Points:

• Date: The snapshot date the figures are in force on (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.
• Settlement Date: The date the reported positions were measured at (YYYY-MM-DD format).
• Published Date: The date the report was published. Use this rather than the settlement date when testing a strategy: the figure was not public before it.
• Official SI Shares: The number of shares the exchange or regulator reported sold short at the settlement date. Split-adjusted to today's terms by default; pass split_adjusted=false for the figure as reported.
• Official Avg Daily Volume: The average daily share volume over the reporting period, on the same basis as the shares.
• Official Days to Cover: Official SI shares divided by average daily volume, as reported (a split does not change it).

Coverage

Listings in the United States, Canada, Australia and Hong Kong. Other markets publish no official short-interest figure of this kind, so a listing elsewhere returns an empty result (a 200 with meta.emptyReason); for European disclosures see the ESMA Positions endpoint.

The figure in force on the date

Use index or universe to select the listings and date to select the snapshot (defaults to today). Markets report on different schedules: twice a month in the United States and Canada, weekly in Hong Kong, daily in Australia. Each market therefore resolves to its own most recent settlement date among the reports already published on date (a report is never shown before it was public), and every constituent in that report is returned with the report's own settlementDate and publishedDate; date on the row is the snapshot date you asked for. A constituent in a market with no official short interest, or missing from its market's latest report, has no row.

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