API Enterprise

Region-wide short-interest snapshot for a single date with the securities-lending measures alongside: shares on loan, utilization and the cost-to-borrow statistics. One request returns every covered instrument in the requested region, one row per listing.

Every field of the standard short-interest snapshot is here under the same name, plus the lending columns, served from the same daily dataset, so a listing that both endpoints return carries the same values in each. The row set is a superset: a listing with lending data but no short-interest estimate that day is included here with its short-interest columns null, and omitted from the standard snapshot. Built for enterprise consumers: the response is uncharged (no credits), and every row carries the full instrument-identity block.

Available Data Points:

• Date: The specific date for which the data is retrieved (YYYY-MM-DD format).
• Company: The name of the company issuing the security.
• Ticker: The ticker symbol associated with the security.
• Operating MIC: The operating Market Identifier Code of the security.
• MIC: The Market Identifier Code (MIC) for the traded security.
• ISIN: The International Securities Identification Number for the security.
• FIGI: The Financial Instrument Global Identifier.
• Share Class FIGI: The Financial Instrument Global Identifier for the share class.
• Ortex Company ID: Unique id for a company.
• Ortex Security ID: Unique id for a security issued by a company.
• Ortex Tradable item ID: Unique id for a listing of a security.
• Ortex Tradable item main indicator: Indicates if the trading item is the main trading item for the security.
• Tradable Item Currency: The currency of the tradable item.
• Exchange Country: The country location of the exchange.
• Split Ratio: Ratio of the split whose ex-date is the row's date; null on every other date.
• Short Interest Shares: Estimated number of shares sold short.
• Short Interest Shares Upper/Lower Bound: The upper and lower bounds of the shares estimate.
• SI Value USD: Short interest expressed in USD (estimated shares x closing price).
• Short Interest % Free Float: Estimated short interest as a percentage of free float.
• Short Interest % Free Float Upper/Lower Bound: The upper and lower bounds of the free-float-percentage estimate.
• Days to Cover: Estimated short interest divided by average daily volume.
• Shares On Loan: Shares of the security on loan in the securities-lending market.
• Shares On Loan % Free Float: Shares on loan as a percentage of free float.
• Utilization %: Shares on loan as a percentage of the shares available to lend.
• Cost to Borrow Average/Max/Min/St Dev: Average, maximum, minimum and standard deviation of the annualized borrow fee, in percent, reported by the securities-lending market for the day.
• Updated At: Unix timestamp of when the row was last updated.

Region and date

Use region to select the universe (a region name, an ISO-2 country code, or "ALL"; defaults to US) and date to select the snapshot day (defaults to the latest available). split_adjusted=false returns as-was share counts (short interest and shares on loan) instead of values adjusted to today's terms.

Lending figures are per security

The lending market reports a security, not a listing, so every listing of one security carries the same shares-on-loan, utilization and cost-to-borrow figures. Sum them across listings and you count the same loans more than once. A listing with no reported lending that day has these columns null.

Migrating from v1

This endpoint replaces the v1 enterprise short_interest/daily/short_history and short_interest/daily/data routes. Their columns are renamed: estimatedSiShares is siShares, estimatedPcFreeFloat is siPctFreeFloat (bounds likewise), and onLoanPcFreeFloat is sharesOnLoanPctFreeFloat. v1's as_is flag is split_adjusted=false. Decimal columns keep v1's declared six places.

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! Contact [email protected]