Intraday short interest

API Enterprise

Live intraday short interest for every covered stock in a region, as of one instant. Pass at (or omit it for now) and, for every stock with live coverage, the response carries the intraday short-interest estimate in effect at that instant, with the full instrument identity block so it joins straight onto your security master.

This is the region-wide companion to the per-stock intraday timeseries. Built for enterprise consumers: the response is uncharged (no credits).

Available Data Points:

  • 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.
  • SI Shares: The live intraday estimate of shares sold short.
  • SI Pct Free Float: The live intraday short interest as a percentage of free float.
  • SI At: UTC timestamp at which the intraday value in effect at the snapshot instant took effect.
  • SI Value USD: The live intraday short interest expressed in USD.
  • Cost To Borrow: Only with cost_to_borrow=true: the point-in-time ORTEX cost to borrow as of the snapshot instant; null where no value is available.
  • Cost To Borrow At: Only with cost_to_borrow=true: the UTC instant the cost to borrow is as of — the snapshot instant for a live value, or the source day at 23:59:59 UTC for a daily carry-forward.

Coverage

Listings in the US, Canada, Hong Kong and Australia. region defaults to US; ALL returns all four, and a region containing none of them returns 400 invalidRegion. at must not be in the future (400 invalidAt).

How each row is built

Each row is enriched exactly like the daily regional short-interest snapshot: the identifiers, free float and USD value come from the latest daily close on or before the UTC date of at, and the intraday estimate in effect at at is scaled onto that basis. For a historical at this is the close of that same UTC day when it has been published, not the previous session. The market-cap filters use the latest market cap when at is omitted, and the market cap as of that daily close otherwise.

Filtering

  • market_cap: Comma-separated market-cap bands: nano, micro, small, mid, large, mega.
  • market_cap_min / market_cap_max: Explicit market-cap bounds, in millions of USD.

Confidence bounds, days to cover and split ratio are not available intraday and are not included. Share counts are adjusted to today's terms.

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]

Query Params
string
Defaults to US

Which instruments to return: a region name, a two-character ISO-2 country code, or "ALL" for the whole covered universe. Defaults to "US". An unrecognized value returns 400 invalidRegion.

date-time

The instant to take the snapshot as of, ISO 8601 (a value with no timezone offset is read as UTC). Each row carries the intraday short interest in effect at that instant. Defaults to now. A value that is not a timestamp returns 400 invalidAt.

string

Keep only stocks in these market-cap bands: a comma-separated list of nano, micro, small, mid, large and mega (case-insensitive). An unknown band returns 400 invalidMarketCap, whose message lists the valid ones.

number

Keep only stocks with a market cap of at least this many million USD (inclusive). A negative or non-numeric value returns 400 invalidMarketCap.

number

Keep only stocks with a market cap below this many million USD (exclusive). A negative or non-numeric value, or one below market_cap_min, returns 400 invalidMarketCap.

boolean
Defaults to false

Pass true to add each stock's point-in-time cost to borrow as of the snapshot instant (costToBorrow and costToBorrowAt). Off by default. Any value other than true or false returns 400 invalidCostToBorrow.

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".

Allowed:
Headers
string
enum
Defaults to application/json

Generated from available response content types

Allowed:
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