Short interest history

API Enterprise

Short-interest estimate timeseries for a single instrument, served from the same daily dataset as the enterprise bulk endpoint — a timeseries row is identical to the bulk row for the same listing and date, so the two access patterns can be mixed freely.

Built for enterprise consumers: the response is uncharged (no credits). Instrument identity is stated once in the envelope's instrument block; data rows carry only the date and the measures.

Available Data Points:

  • Date: The specific date for which the data is retrieved (YYYY-MM-DD format).
  • 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.
  • Updated At: Unix timestamp of when the row was last updated.

Date window and instrument identity

from_date and to_date are required and set the inclusive window. The instrument that owned the ticker at from_date is the one the whole response describes — a reused ticker never mixes securities or companies within one response, and the envelope's instrument block identifies exactly which listing the rows belong to. split_adjusted=false returns as-was share counts instead of values 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]

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

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Response
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application/json
text/csv