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Short Interest Data

Overview

The QuantQuote Short Interest API provides historical short interest data reported by FINRA on a bi-monthly basis. Short interest represents the total number of shares that have been sold short but not yet covered or closed out. This data is essential for understanding market sentiment, identifying potential short squeezes, and gauging the level of bearish conviction in a given security.

Each record includes the settlement date, the total short interest count, the average daily share volume, and the days-to-cover ratio. The data is available for all US-listed equities and is updated shortly after each FINRA reporting cycle. Results are returned in JSON or CSV format via a simple REST endpoint.

Sample Data

Fetch short interest data for AAPL.

API Request
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Click Generate JSON to fetch AAPL short interest data.

Response Fields

Each record in the short_interest_data array contains the following fields.

Field Name Description
settlement_date Settlement Date The FINRA settlement date on which the short interest position was reported.
short_interest Short Interest The total number of shares that have been sold short and not yet covered or closed out as of the settlement date.
avg_daily_share_volume Average Daily Share Volume The average daily trading volume of the stock, typically calculated over a recent period, used as a baseline for liquidity.
days_to_cover Days to Cover The ratio of total short interest to average daily volume, representing the estimated number of trading days required for all short sellers to cover their positions.