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API to retrieve official short interest for a given ticker on a given exchange.
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:
- Settlement Date: The date the reported positions were measured at (
YYYY-MM-DDformat). - 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.
Filtering
from_date (required) and to_date (defaults to today) bound the settlement date, inclusively. Results are ordered by settlement date, oldest first.
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