Institutional Data Coverage
For firms requiring deep historical and real-time data, OneTick offers robust coverage of FINRA US Equities short interest and short volume. This includes the bi-weekly short interest summary and daily short volume through Trade Reporting Facilities (TRFs).
Key Data Points
OneTick's schemas allow for the tracking of several critical metrics:
- Short Volume: Total short selling volume on the current trading day.
- Short Interest: Total short position held in the security.
- Days to Cover: Short interest as a multiple of the average daily volume.
- Short Interest Change %: The percentage change in short interest between reporting periods.
By utilizing these schemas, analysts can build sophisticated models to track shifts in short interest and identify potential market anomalies or trends in short-selling behavior.
Signal data sourced from OneTick. This post is an original analysis prepared by The Forensic Ledger from publicly available data. Not investment advice.
Not investment advice. This is original reporting and analysis prepared by The Forensic Ledger from publicly available data. Nothing here is a recommendation to buy, sell, or hold any security. Always consult the original source and a licensed professional. See our full disclaimer and source-citation policy.