API Enterprise

A security goes on a Reg SHO threshold list when fails to deliver in it stay large (at least 10,000 shares and 0.5% of shares outstanding) for five consecutive settlement days. US venues publish their lists every trading evening. A long stay on the list signals persistent settlement stress, and after 13 consecutive settlement days Reg SHO requires brokers to close out the fails.

One request returns every US listing for a single list date, each carrying the full instrument-identity block.

A snapshot reports the latest list dated on or before the requested date (today if omitted), and every row's date says which list that is.

Consecutive days counts the list dates in a row, up to and including this one, that the listing was on the list, including days before your window. It is zero when the listing is off the list.

The universe is point in time: a historical date includes listings delisted since.

US listings only: region=US and region=ALL return the same rows, and any region without US listings is rejected with a message saying so.

Available Data Points:

• Date: The list date reported. (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.
• Published Date: The date the list was published: the evening of the list date.
• On Threshold List: Whether the listing was on a Reg SHO threshold list that day.
• Consecutive Days On List: Consecutive list dates on the list, up to and including this one; 0 when off.

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.

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