Intraday Short Interest

get

https://api.ortex.com/api/v1/stock/{exchange_symbol}/{ticker}/short_interest_intraday

Track short interest as it moves — throughout the session, not once a day. Retrieve ORTEX's intraday short-interest time series for a given ticker on a given exchange, so you can see positioning build and unwind in near-real time instead of waiting for the next daily snapshot.

Use the from_date and to_date query parameters to select the date window to return (inclusive, format YYYY-MM-DD; defaults to the last month up to today). Every interval that overlaps the window is returned.

The series is returned as half-open [startAt, endAt) intervals in UTC; endAt is null for the currently-open interval. Each interval carries the number of shares short (siShares) and that short interest as a percentage of free float (siPctFreeFloat) in effect over that interval. The series resets to the daily short interest each morning and adjusts intraday as soon as market data indicates a change in short interest.

Use Cases: Intraday short-squeeze monitoring, momentum and sentiment signals, risk management, and timing entries and exits around shifts in short positioning.

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

exchange_symbol

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)

ticker

string

required

Ticker symbol

Query Params

format

string

enum

Defaults to json

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

Allowed:

from_date

date

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

page

integer

A page number within the paginated result set.

page_size

integer

Number of results to return per page.

ticker_as_of_date

string

US instruments only. Picks which instrument a ticker refers to, as of the given date (format yyyy-mm-dd).

What it does: changes instrument resolution only. It does not filter or move the returned data — that stays controlled by the endpoint's own data parameters (such as from_date / to_date, or as_of_date on the options endpoints). Think of it as answering "who owned this ticker on this date?", not "what data do I want back?".

Why you need it: tickers get reused, renamed and delisted over time (e.g. FB → META; SPLK was delisted when Cisco acquired Splunk). By default the endpoint matches the ticker on the exchange in the URL path to the currently-active instrument — so a ticker that no longer trades returns 404, and a recycled ticker resolves to today's owner, not the historical one.

When set: the URL path exchange is ignored and all US exchanges are searched for whichever instrument held the ticker on that date. This lets you pull history for a company that has since changed ticker, delisted, or moved exchange.

Rules:

Omitted → current behaviour, exactly unchanged.
Present (any value, even blank or a future date) → as-of resolution is applied; a blank value defaults to today.
A non-US exchange / MIC / country code combined with this parameter returns 400.

Note: on the options endpoints this is distinct from as_of_date, which filters the option data snapshot — ticker_as_of_date only selects the instrument.

to_date

date

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

Headers

string

enum

required

Allowed:

Responses

400

Invalid request parameters

403

Not authorized

404

Data not found

429

Rate limit exceeded

500

Internal server error

200