Official short interest data, collected by FINRA and reported by exchanges, provides the most accurate snapshot of open short positions. However, this data is published only twice per month and carries an approximate eight-business-day lag. While this figure is the gold standard for institutional reporting, it is inherently stale compared to the near-real-time estimates provided by platforms like Ortex. Analysts should use the official FINRA figures as a baseline for long-term trends while utilizing intraday lending market data to identify shifts in sentiment that occur between reporting periods.
Signal data sourced from FINRA. 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.