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
# OpenAPI definition ```json { "openapi": "3.0.3", "info": { "title": "ORTEX APIs", "version": "1.0", "description": "A revolutionary global equity analytics platform which identifies and analyses relevant data for your stocks." }, "paths": { "/api/v1/stock/{exchange_symbol}/{ticker}/short_interest_intraday": { "get": { "operationId": "stock_short_interest_intraday_list", "description": "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.
\nUse 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.
\nUse Cases: Intraday short-squeeze monitoring, momentum and sentiment signals, risk management, and timing entries and exits around shifts in short positioning.
\n\nTry 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.
\nTrial key restrictions: A list of randomly selected rows will be returned
\nGet full access! Get a key at app.ortex.com/apis
\n", "summary": "Intraday Short Interest", "parameters": [ { "in": "header", "name": "accept", "schema": { "type": "string", "enum": [ "*/*" ] }, "required": true }, { "in": "path", "name": "exchange_symbol", "schema": { "type": "string" }, "description": "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)", "required": true, "examples": { "NewYorkStockExchangeSymbol": { "value": "nyse", "summary": "New York Stock Exchange symbol" }, "NASDAQSymbol": { "value": "nasdaq", "summary": "NASDAQ symbol" }, "NewYorkStockExchangeMICCode": { "value": "xnys", "summary": "New York Stock Exchange MIC code" }, "NASDAQMICCode": { "value": "xnas", "summary": "NASDAQ MIC code" }, "AllUSExchanges": { "value": "us", "summary": "All US exchanges" }, "AllCanadianExchanges": { "value": "ca", "summary": "All Canadian exchanges" } } }, { "in": "query", "name": "format", "schema": { "type": "string", "enum": [ "csv", "json" ], "default": "json" }, "description": "Format of the response. Can be \"json\" or \"csv\". Default is \"json\"." }, { "in": "query", "name": "from_date", "schema": { "type": "string", "format": "date" }, "description": "Starting date for short interest data (defaults to one month ago). Format: YYYY-MM-DD" }, { "name": "page", "required": false, "in": "query", "description": "A page number within the paginated result set.", "schema": { "type": "integer" } }, { "name": "page_size", "required": false, "in": "query", "description": "Number of results to return per page.", "schema": { "type": "integer" } }, { "in": "path", "name": "ticker", "schema": { "type": "string" }, "description": "Ticker symbol", "required": true }, { "in": "query", "name": "ticker_as_of_date", "schema": { "type": "string" }, "description": "**US instruments only.** Picks *which* instrument a ticker refers to, as of the given date (format `yyyy-mm-dd`).\n\n**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?\".\n\n**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.\n\n**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.\n\n**Rules:**\n- Omitted → current behaviour, exactly unchanged.\n- Present (any value, even blank or a future date) → as-of resolution is applied; a blank value defaults to today.\n- A non-US exchange / MIC / country code combined with this parameter returns **400**.\n\nNote: 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.", "examples": { "RenamedTicker,AsItWasMid-2018": { "value": "2018-06-01", "summary": "Renamed ticker, as it was mid-2018" }, "DelistedName,WhileItStillTraded": { "value": "2024-03-01", "summary": "Delisted name, while it still traded" } } }, { "in": "query", "name": "to_date", "schema": { "type": "string", "format": "date" }, "description": "Ending date for short interest data (defaults to today). Format: YYYY-MM-DD" } ], "tags": [ "Short Interest" ], "security": [ { "ApiKeyAuth": [] } ], "responses": { "200": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/PaginatedShortInterestIntradayEstimatesList" } }, "text/csv": { "schema": { "$ref": "#/components/schemas/PaginatedShortInterestIntradayEstimatesList" } } }, "description": "" }, "400": { "description": "Invalid request parameters" }, "403": { "description": "Not authorized" }, "404": { "description": "Data not found" }, "429": { "description": "Rate limit exceeded" }, "500": { "description": "Internal server error" } } } } }, "components": { "schemas": { "PaginatedShortInterestIntradayEstimatesList": { "type": "object", "required": [ "length", "paginationLinks", "rows" ], "properties": { "paginationLinks": { "type": "object", "example": { "next": "http://api.example.org/accounts/?page=4", "previous": "http://api.example.org/accounts/?page=2" } }, "length": { "type": "integer", "example": 123 }, "rows": { "type": "array", "items": { "$ref": "#/components/schemas/ShortInterestIntradayEstimates" } } } }, "ShortInterestIntradayEstimates": { "type": "object", "description": "Intraday short interest as a half-open [startAt, endAt) interval series.\n\nendAt is null for the currently-open interval. siShares is the intraday short\ninterest in effect over the interval, and siPctFreeFloat is that short interest\nas a percentage of free float (FINRA-estimate basis, to match siShares; null when\nfree float is unavailable for the interval's date). Timestamps are UTC.", "properties": { "startAt": { "type": "string", "format": "date-time" }, "endAt": { "type": "string", "format": "date-time", "nullable": true }, "siShares": { "type": "integer" }, "siPctFreeFloat": { "type": "number", "format": "double", "maximum": 100000000000000, "minimum": -100000000000000, "exclusiveMaximum": true, "exclusiveMinimum": true, "nullable": true } }, "required": [ "siPctFreeFloat", "siShares", "startAt" ] } }, "securitySchemes": { "ApiKeyAuth": { "type": "apiKey", "in": "header", "name": "Ortex-Api-Key", "description": "Use test API key: `TEST` to get a limited result." } } }, "servers": [ { "url": "https://api.ortex.com/", "description": "Production" } ] } ```