Days to Cover / Short Ratio

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).

Available Data Points:

  • Date: Date for the Days to Cover data. (YYYY-MM-DD format).
  • Days To Cover: An estimate of the number of trading days it would take to buy back all shares currently sold short, based on average daily volume.

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

Path Params
string
required

Exchange symbol (e.g. "nyse", "nasdaq"), MIC code (e.g. "xnys", "xnas") or two character ISO country code (e.g "us", "ca" for ALL country exchanges)

string
required

Ticker symbol

Query Params
string
enum
Allowed:
date

Starting date for short interest data (defaults to one month ago). Format: YYYY-MM-DD

integer

A page number within the paginated result set.

integer

Number of results to return per page.

string
enum
Defaults to 3m

Period over which the average volume is calculated. Can be '1w', '2w' '1m', '3m'. Default is '3m'.

Allowed:
date

Ending date for short interest data (defaults to today). Format: YYYY-MM-DD

Headers
string
enum
Defaults to application/json

Generated from available response content types

Allowed:
Responses

400

Invalid request parameters

403

Not authorized

404

Data not found

429

Rate limit exceeded

500

Internal server error

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