Intraday

Get the latest live (intraday) short interest for every stock at a point in time. This is the universe-wide companion to the single-stock intraday endpoint: pass a datetime (or omit it for "now") and, for every stock with live coverage, the API returns the most recent intraday short-interest value in effect at that instant — enriched exactly like /short_interest/short_data/.

Available Data Points

  • SI At: The UTC timestamp of the live intraday short-interest value for this stock.
  • Company / Ticker / Operating MIC / MIC / ISIN / FIGI / Share Class FIGI: Security identifiers.
  • Ortex Company / Security / Tradable item IDs and the main-tradable-item indicator.
  • Tradable Item Currency / Exchange Country.
  • Short Interest Shares: The live intraday number of shares currently shorted.
  • Percentage of Free Float for the live value.
  • Short Interest Value (USD) for the live value.

Coverage is currently US-listed securities.

Filtering

  • market_cap: Comma-separated market-cap band(s) — nano, micro, small, mid, large, mega.
  • market_cap_min / market_cap_max: Explicit market-cap bounds, in millions USD.
  • cost_to_borrow: When set, adds a point-in-time cost-to-borrow (costToBorrow and costToBorrowAt) for each stock as of the at instant. costToBorrowAt is the as-of UTC timestamp of the rate, or the source day at 23:59:59 UTC when the value is a daily carry-forward. Off by default; null where no value is available.

Confidence bounds (upper/lower) and days-to-cover are not available intraday and are not included in this endpoint.

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: A list of randomly selected rows will be returned

Get full access! Contact [email protected]

Query Params
date-time

The "as of" instant (ISO-8601, e.g. 2024-05-30T14:30:00Z). Returns the latest live short interest in effect at this time for every stock. Defaults to now.

boolean

When set, add a true point-in-time cost-to-borrow to each row (fields "costToBorrow" and "costToBorrowAt") as of the "at" instant. Omitted by default. Null where no value is available; instants before mid-2022 have no coverage.

string
enum
Defaults to json

Format of the response. Can be "json" or "csv". Default is "json".

Allowed:
string

Comma-separated market-cap band(s) to filter to. One or more of: nano, micro, small, mid, large, mega.

number

Exclusive upper bound on market capitalisation, in millions USD.

number

Inclusive lower bound on market capitalisation, in millions USD.

integer

A page number within the paginated result set. Must be >= 1.

integer

Number of results to return per page. Must be between 1 and 1000.

Headers
string
Defaults to */*
Response

Language
Credentials
Header
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Response
Click Try It! to start a request and see the response here! Or choose an example:
application/json
text/csv
text/html