Sold by: S3 Partners
Deployed on AWS
S3's Revised Short Interest and Securities Finance data provide the necessary tools to view how Short Interest, Financing Rates, and crowded trades affect price action. Clients rely on this unique dataset for accurate Short Interest analytics and to identify crowded long and short trades.
The dataset is refreshed on each dissemination date, incorporating the most recent Short Interest (SI) figures as reported directly by the relevant exchanges.
Overview
Revised Short Interest and Securities Finance 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 70,400 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 | Hourly (Morning 8AM is SOD data and then hourly updates from 9AM - 5PM ET) |
| 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" | NO |
| Data Set(s) Format(s) | CSV |
Feed Coverage
| Asset Class | Count | Type | Start Date |
|---|---|---|---|
| Equity | 42,000 + | Securities | 2015 |
| CORP | 15,000 + | Securities | 2015 |
| ETF / FUND | 9,500 + | Securities | 2015 |
| GOVT | 1,900 + | Securities | 2015 |
| ADR | 2000 + | Securities | 2015 |
| TOTAL | 70,400+ | Securities | 2015 |
Key Data Points
| Field | Description |
|---|---|
| Business Date | Effective date of the data |
| Security IDs | Security Identifiers contain Sedol, ISIN, FIGI, CompositeFIGI, Ticker, Bloomberg ID. |
| Name | Security Name. |
| Offer Rate | Market composite borrow fee paid by hedge fund borrower |
| Bid rate | Market composite lending fee charged by custody banks to prime brokerage. |
| Last rate | Market composite borrow fee for new shares (Spot Rate) |
| ShortMomentum | The Short Momentum indicator measures daily shorting and covering events relative to the market float |
| Short Interest | Revised Short Interest expressed in number of shares |
| ShortInterestNotional | Revised Short Interest * Security Price (USD) |
| ShortInterestPct | Revised short interest as a percentage of equity float |
| S3Float | The number of tradeable shares including shares bought in a short selling transaction |
| S3SIPctFloat | Revised Short Interest / S3 float |
| IndicativeAvailability | S3 projected available shares to lend (availability) |
| S3Utilization | Revised Short Interest / Total Lendable quantity |
| DaystoCover10Day | Revised Short Interest / 10-day ADTV (average daily trading volume) |
| DaystoCover30Day | Revised Short Interest / 30-day ADTV (average daily trading volume) |
| DaystoCover90Day | Revised Short Interest / 90-day ADTV (average daily trading volume) |
| CrowdedScore | S3's proprietary multi-factor model which ranks short crowdedness of a security based on its Short Interest, float, stock loan liquidity and trading liquidity |
| SqueezeRisk | 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 & loss. |
| DailyMTMPL | A daily measure of entire market's Short Interest profit & loss |
| DailyNETMTMPL | A daily measure of entire market's Short Interest profit & loss including borrow cost |
| CountryExchange | Country of Exchange |
| MktSectorDesc (Market Sector Description) | This field indicates the asset class of security. For e.g.: EQUITY, CORP, ETF / FUND, GOVT, ADR. |
| UniverseType | This field indicates type of Security. For e.g.: Equities, Fixed Income. |
| LastUpdatedDateTime | Captures the most recent update timestamp for each record |
Pricing Information
Institutional pricing variable based on the number of users within your enterprise. Retail users can contact help@shortsight.com to learn about our retail offering.
Regulatory and Compliance Information
https://s3partners.com/privacy.html
Need Help?
Contact S3 at S3.Sales@s3partners.com
About Your Company
S3 Partners, LLC is a market leading financial data and technology company that provides Pricing and Analytics for capital markets and Technology Solutions that connect clients to their critical investment data. Clients use S3's technology and data to create better outcomes at every point in the investment process: Portfolio Management, Trading and Execution, Risk Management, and Treasury Operations. Its most used product, BLACK APP, is the market standard for real-time Short Interest and Securities Finance data for more than 50,000 securities on desktops globally. S3 is the market standard source for the financial news media such as Bloomberg, WSJ, CNBC and FT. S3 maintains an exclusive distribution platform through unique relationships with its channel partners: Bloomberg, Citco, Refinitiv, Factset and Nasdaq.
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Pricing
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No Refunds Allowed
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Delivery details
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Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
Daily Data File - S3 Revised Short Interest & Securities Financing Data | All historical revisions | All future revisions | Not included | Not included | ||
Historical Data File - S3 Revised Short Interest & Securities Financing Data | All historical revisions | All future revisions | Not included | Not included |
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