Intraday Short Interest

API QuantAPI Developer

Track short interest as it moves through the session, not once a day. This endpoint returns ORTEX's intraday short-interest series for one instrument, so you can see positioning build and unwind in near real time instead of waiting for the next daily estimate.

The series is a run of half-open [startAt, endAt) intervals in UTC. Each interval carries the short interest in effect from its start until its end; endAt is null for the interval that is still open. The series resets to the daily short-interest estimate each morning and moves intraday as soon as market data indicates a change in short interest.

from_date and to_date select calendar days (UTC, inclusive). Every interval that overlaps the window is returned whole, so the first interval may start before from_date and the last may end after to_date.

Available Data Points:

  • Start At: UTC timestamp at which the interval's short interest took effect.
  • End At: UTC timestamp at which it was superseded, or null for the interval that is still open.
  • SI Shares: Estimated number of shares sold short over the interval.
  • SI Pct Free Float: Short interest as a percentage of the free float in effect on the interval's US trading date; null when no free float is available.

Coverage

Listings in the US, Canada, Hong Kong and Australia.

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

Path Params
string
required

Where to find the instrument: a venue (exchange symbol, MIC or ISO-2 country) or an identifier scheme (tid, sid, cid, isin, figi). See Identifying an instrument.

string
required

The ticker on that venue, or the value in that scheme. An ISIN, sid, cid or share-class FIGI answers for the main listing only; reference/listings lists the others. See Identifying an instrument.

Query Params
date
required

Inclusive start of the returned date window. Format: YYYY-MM-DD.

Also selects the instrument: the ticker resolves to the listing that held it on the exchange in the URL path on this date. To retrieve a delisted or renamed company, use its former exchange and ticker with a from_date from when it was listed. An identifier path (/stock/isin|figi|sid|cid/<value>/…) resolves at this date too. The instrument block in the response names the company the data belongs to.

date

Inclusive end of the returned date window (defaults to today). Format: YYYY-MM-DD.

boolean
Defaults to true

Whether share counts — and, on the closing-prices endpoints, prices and volumes — are adjusted to today's terms (default) or returned as-was on the data date. Pass false for unadjusted (as-was) values.

integer

Page number within the paginated result set. Must be >= 1. Defaults to 1.

integer

Number of rows per page. The default and the maximum allowed depend on the API tier; a value above the tier maximum is rejected with 400 invalidPageSize.

string
enum
Defaults to json

Response format. "json" (default) or "csv".

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enum
Defaults to application/json

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