When is Short Interest Data updated?
Short interest data is updated twice a month, soon after the exchanges publish the data. Companies typically report on the 15th and last day of the month. However, the exchanges do not provide this information until some days afterwards.
Canadian Short Interest = Is typically sent out 4 or 5 business days after the 15th or 30th/31st.
US Short Interest = Is typically sent out 8 business days after the 15th or 30th/31st.
QuoteMedia's database is updated with the most current short interest data reported shortly after it is sent out by the exchanges.
How can I access Short Interest data?
NYSE has provided clarification around their licensing requirements for Short Interest data for NYSE, ARCA, and NYSE American listed stocks. Effective at the end of day on Saturday, October 31st, 2020, QuoteMedia will be implementing controls on the distribution and display of Short Interest data for NYSE, ARCA, and NYSE American listed stocks.
November 1st, 2018, QuoteMedia implemented controls on the distribution and display of Short Interest data for NASDAQ listed stocks. It is a fee applicable entitlement across all products and applications.
This change does NOT affect the display of TSX/TSXV Short Interest data. Clients and users can currently continue to access this data without additional exchange fees being required.
Please note that OTC Markets Short Interest data is not covered.
Raw Data Services (Request API)
The following Request API include Short Interest data.
If a Client is not entitled to NASDAQ or NYSE/NYSE American short interest entitlement code for the symbol according to their listing exchange, these calls will not output short interest data for NASDAQ or NYSE/NYSE American listed stocks in these optional data output fields: sdate, sshares, sratio, spercent. TSX/TSXV Short Interest data will be included in the output in these calls by default.
Website Tools (QMod/Quotetools)
Both the Quotetools and QMod tools will no longer show the Short Interest related data in these website tools.
QuoteModule > Company > Share Information tool
QMod Share Info Performance tool
If a Client is not entitled to NASDAQ or NYSE/NYSE American short interest entitlement code for the symbol according to their listing exchange, these tools will no longer display the following fields under the Share Information heading on the page,
Short Interest Ratio
% of Float
TSX/TSXV Short Interest data will be included in the output in these calls by default.
The Short Interest Module is included in a number of more advanced packages for the streamer application. Users have access to Short Interest data for TSX/TSXV listed stocks but NASDAQ and NYSE/NYSE American listed companies Short Interest data will not display unless a user subscribes to the short interest data and pays user access fees of $5/USD/User/Mo.