Intraday short interest history

API Enterprise

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. Both bounds are required on this endpoint. The response is uncharged, and the instrument block carries the full identifier set.

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  • End At: UTC timestamp at which it was superseded, or null for the interval that is still open.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! Contact [email protected]

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. Required — a missing value returns 400 invalidDateRange. Also anchors instrument resolution: the instrument that owned the ticker at this date is the one the whole response describes. Format: YYYY-MM-DD.

date
required

Inclusive end of the returned date window. Required — a missing value returns 400 invalidDateRange. 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".

Allowed:
Headers
string
enum
Defaults to application/json

Generated from available response content types

Allowed:
Responses

Language
Credentials
Header
LoadingLoading…
Response
Click Try It! to start a request and see the response here! Or choose an example:
application/json
text/csv