API QuantAPI Developer
The live intraday short-interest estimate for one instrument, as it stands right now.
The response is a single row combining the daily short-interest estimate the day started from, the live estimate and its change against that baseline, and the live ORTEX composite cost to borrow, which is seeded from the daily cost to borrow and kept live through the trading day, converging on the daily value by the close.
An instrument with no live record right now returns an empty result (meta.emptyReason noDataAvailableForInstrument), not an error.
Available Data Points:
- Market Cap USD: The instrument's market capitalization in USD.
- Daily SI Date: Date of the daily short-interest estimate used as the baseline (
YYYY-MM-DD). - Daily SI Shares: Daily short-interest estimate, in shares.
- Daily SI Pc Free Float: Daily short-interest estimate as a percentage of free float.
- Live SI Time: UTC timestamp of the live estimate.
- Live SI Shares: Live short-interest estimate, in shares.
- Live SI Pc Free Float: Live short-interest estimate as a percentage of free float.
- Live SI Change Shares: Change of the live estimate against the daily baseline, in shares.
- Live SI Change Percent: Change of the live estimate against the daily baseline, in percent.
- Live CTB Average: The live ORTEX composite cost to borrow; null until set for the day.
- Note: A short explanatory note on the live figures, when there is one.
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