The ORTEX Market Intelligence API delivers data-driven financial content generated from ORTEX's market datasets — short interest, cost to borrow, utilization, options flow, ORTEX Alpha signals, and more.

Content types:

• Pulse: Bloomberg-style flash headlines when a data event crosses a threshold.
• Earnings Preview: Short-form analytical brief 2–3 trading days ahead of earnings.
• Trader Note: Weekly long-form deep dive per covered stock.
• Weekly Digest: Weekly synthesis of cross-stock themes, sector trends, and convergence alerts.
• Convergence Report: Auto-triggered when 3+ distinct data events align on one ticker.

Data sources & methodology

Each metric is built on a public-knowledge input category and an ORTEX modelling layer on top. The inputs aren't secret; the modelling is what's proprietary.

• Short interest — the official baseline comes from regulatory filings (FINRA Regulation 4560 in the US, published twice a month with a 7-trading-day delay; equivalent regimes on supported European, Asian, Canadian, and Australian venues). ORTEX fills the gap with a daily estimate driven by real-time securities-lending activity sourced from the world's largest combined pool of Agent Lenders, Prime Brokers, and Broker-Dealers (700k+ lending pools), refreshed by 07:30 ET each trading day. The estimate runs through a machine-learning model that operates stock-by-stock, accounts for the T+2 settlement lag (a short can be sold once located, before any borrow settles), and weights historical lending/SI patterns per name. Every short-interest field is emitted as estimated_si_shares / estimated_pc_free_float with explicit upper_bound / lower_bound confidence intervals whose width reflects per-stock-per-day reliability — they widen when lending activity shifts faster than the model can settle on a tight range. The model is the proprietary layer; the inputs (regulatory filings + securities-lending market activity) are not.
• Cost to borrow & utilization — aggregated from securities-lending market feeds (prime-broker and agent-lender data) and normalised across counterparties. Raw lending data is fragmented; the aggregation + normalisation is the proprietary layer.
• Options flow — OPRA-derived US options data, classified by an ORTEX buy/sell-pressure model.
• ORTEX Alpha signals — quantitative signals built on top of all of the above plus exchange price/volume feeds. Inputs are listed in this document; signal construction (weights, thresholds, lookbacks) is the proprietary layer.
• Analyst & institutional — sourced from established licensed data vendors.

Every response includes a provenance section detailing when the content was generated, which ORTEX data sources contributed (data_sources), where each of those sources originates (data_origins, keyed by the same names), and the prompt/model version — so you can always trace an article back to the underlying data.

All API subscribers — retail and enterprise — receive every article with its full body. The is_premium flag is surfaced for reference only; API consumers are never rate-limited on content, only on request volume.