S3 ShortInterest Enhanced Risk Analytics &Security Financing Data - Demo
Provided By: S3 Partners
S3 ShortInterest Enhanced Risk Analytics &Security Financing Data - Demo
Provided By: S3 Partners
S3 Short Interest Enhanced Risk Analytics & Securities Financing Data demo will provide top 100 US Securities by Short Interest Notional
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Public offer
Payment schedule: Upfront payment | Offer auto-renewal: Supported
$0 for 1 month
Overview
#S3 Short Interest Enhanced Risk Analytics & Securities Financing Data
- Access the only independent Short Interest and Securities Finance data set available. Use this data to understand bearish bets, conviction levels and what is driving price action, and identify which trades are crowded and why for over 65,000 global securities.
- Eliminate delays in exchange-reported data and seamlessly integrate data into existing systems and workflows.
- Trust S3’s holistic and unbiased data collection and contribution methodology. Gain a complete dataset sourced from proprietary software and data, bank and broker inventory feeds from all major market participants, regulatory filings from every public exchange globally and an in-house service desk that performs live confirmation of intraday rates from voice brokered financing markets.
Use Cases
- Identify hidden risk in your portfolios or trading strategies
- Distinguish institutional vs. retail positioning
- Measure total amount of short sales in the market
- Understand borrow and shorting capacity
- Improve position sizing and timing decisions
- Explain short-term sector and factor rotation
- Identify crowding, short squeezes and market disruptions
- Minimize risk in volatile markets
Feed Details
| Description | Value |
|---|---|
| Update Frequency | Daily |
| Data Source(s) | Custody Data, Prime Broker Inventory feeds, Regulatory filings and Exchange Data. |
| Geographic coverage | Global |
| Time period coverage | Since 2015 |
| Is historical data “point-in-time” | YES |
| Data Set(s) Format(s) | CSV |
Feed Coverage
| Asset Class | Count | Type | Start Date |
|---|---|---|---|
| Equity | 44,000 + | Securities | 2015 |
| CORP | 10,500 + | Securities | 2015 |
| ETF / FUND | 7,500 + | Securities | 2015 |
| GOVT | 1,500 + | Securities | 2015 |
| ADR | 2000 + | Securities | 2015 |
| TOTAL | 65,000+ | Securities | 2015 |
Key Data Points
| Field | Description |
|---|---|
| Business Date | Effective date for the rate. |
| Security IDs | Security Identifiers contain Sedol, ISIN, FIGI, Ticker, Bloomberg ID. |
| Name | Security Name. |
| Offer Rate | Market composite financing fee paid for existing short positions |
| Bid rate | Market composite lending fee earned for existing shares on loan by long holders |
| Last rate | Market composite lending fee earned for incremental shares loaned on that date (Spot Rate) |
| Short Momentum | The momentum indicator measures daily shorting and covering events relative to the market float |
| Short Interest | Real-time short interest expressed in shares. |
| ShortInterestNotional | ShortInterest * Price (USD) |
| ShortInterestPct | Real-time short interest expressed as a percentage of equity float. |
| S3Float | The number of tradable shares including synthetic longs created by short selling. |
| SI Pct S3 Float | Real-time short interest projection divided by the S3 float. |
| IndicativeAvailability | S3 projected available lendable quantity |
| S3 Utilization | Real-time Short Interest divided by Total Lendable supply |
| DaystoCover10Day | It is a liquidity measure = Short Interest / 10 day average ADTV |
| DaystoCover30Day | It is a liquidity measure = Short Interest / 30 day average ADTV |
| DaystoCover90Day | It is a liquidity measure = Short Interest / 90 day average ADTV |
| Crowded Score | S3’s proprietary multi-factor model which ranks the short side crowdedness of a security based on its short interest, float, stock loan liquidity and trading liquidity |
| Squeeze Risk | S3’s proprietary multi-factor model which ranks the potential short squeezability of a security based on its short interest, float, stock loan liquidity, trading liquidity and mark-to-market profitability |
| Original SI | Point in time Short Interest |
Provided By
Fulfillment Method
AWS Data Exchange
Data sets (1)
You will receive access to the following data sets
Revision access rules
All historical revisions | All future revisions
Contains sensitive information
Name | Type | Data dictionary | AWS Region |
|---|---|---|---|
Demo - S3 Short Interest Enhanced Risk Analytics & Securities Financing Data | Not included | US East (N. Virginia) |
Usage information
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Support information
Support contact email address
Support contact URL
Refund policy
No Refunds Allowed
General AWS Data Exchange support