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NexGenData

Posted on • Originally published at thenextgennexus.com

New: Short Interest Tracker — days to cover and squeeze scores from FINRA data

What it does

Returns a structured per-stock snapshot of FINRA's bi-monthly short-interest tape: shares short, short % of float, short % of shares outstanding, days to cover, and period-over-period change — plus a derived 0–100 squeeze score that flags names where heavy short positioning meets rising price action. Pay only for the records you pull.

Who it's for

Long-short equity managers, squeeze traders, prime-brokerage desks, and trading-compliance teams who currently pay for Ortex, S3 Partners, or a Bloomberg seat just to read public FINRA data.

Sample fields / output

Every record is typed JSON. Key fields: symbol company_name sector shares_short shares_short_prior change_pct short_pct_of_float short_pct_of_outstanding days_to_cover squeeze_score.

Example use cases

  • Cron it twice a month around FINRA's publication cadence and pin the high-short-interest universe to a dashboard.
  • Stream squeeze-score candidates into a backtest harness or alerting pipeline.
  • Monitor days-to-cover spikes across a short book for risk and compliance review.

Try the Short Interest Tracker on Apify->

Related actors

FAQ

How often does short-interest data update?

FINRA publishes short interest twice a month, around the 15th and the last business day, based on settlement dates. Run the actor after each publication for the freshest tape.

What is the squeeze score?

A built-in 0–100 composite that combines short % of float, days to cover, and recent price action to rank squeeze candidates — the screen tools like Ortex charge monthly minimums for.

Is this real-time short interest?

Reported short interest is bi-monthly by regulation. The actor enriches it with current price context so the snapshot stays decision-useful between reports.

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