v1

latestOpenAPI 3.0.32026-07-246185298.2 KB
Short Interest

Intraday

Get the latest live (intraday) short interest for every stock at a point in time. This is the universe-wide companion to the single-stock intraday endpoint: pass a datetime (or omit it for "now") and, for every stock with live coverage, the API returns the most recent intraday short-interest value in effect at that instant — enriched exactly like /short_interest/short_data/.

Available Data Points

  • SI At: The UTC timestamp of the live intraday short-interest value for this stock.
  • Company / Ticker / Operating MIC / MIC / ISIN / FIGI / Share Class FIGI: Security identifiers.
  • Ortex Company / Security / Tradable item IDs and the main-tradable-item indicator.
  • Tradable Item Currency / Exchange Country.
  • Short Interest Shares: The live intraday number of shares currently shorted.
  • Percentage of Free Float for the live value.
  • Short Interest Value (USD) for the live value.

Coverage is currently US-listed securities.

Filtering

  • market_cap: Comma-separated market-cap band(s) — nano, micro, small, mid, large, mega.
  • market_cap_min / market_cap_max: Explicit market-cap bounds, in millions USD.
  • cost_to_borrow: When set, adds a point-in-time cost-to-borrow (costToBorrow and costToBorrowAt) for each stock as of the at instant. costToBorrowAt is the as-of UTC timestamp of the rate, or the source day at 23:59:59 UTC when the value is a daily carry-forward. Off by default; null where no value is available.

Confidence bounds (upper/lower) and days-to-cover are not available intraday and are not included in this endpoint.

<p><strong>Try it out!</strong> You can test the API with the <strong>trial key</strong> <code>TEST</code>. Simply include it in your request headers; either here, or add the header <code>"Ortex-Api-Key": "TEST"</code> to your http request.</p> <p> <strong>Trial key restrictions: </strong>A list of randomly selected rows will be returned</p><p><strong>Get full access!</strong> Contact <a href="mailto:sales@ortex.com">sales@ortex.com</a></p>
get/api/v1/short_interest/short_data_intraday/

Query parameters

atstring date-time

The "as of" instant (ISO-8601, e.g. 2024-05-30T14:30:00Z). Returns the latest live short interest in effect at this time for every stock. Defaults to now.

cost_to_borrowboolean

When set, add a true point-in-time cost-to-borrow to each row (fields "costToBorrow" and "costToBorrowAt") as of the "at" instant. Omitted by default. Null where no value is available; instants before mid-2022 have no coverage.

format'csv' | 'json'

Format of the response. Can be "json" or "csv". Default is "json".

market_capstring

Comma-separated market-cap band(s) to filter to. One or more of: nano, micro, small, mid, large, mega.

market_cap_maxnumber

Exclusive upper bound on market capitalisation, in millions USD.

market_cap_minnumber

Inclusive lower bound on market capitalisation, in millions USD.

pageinteger

A page number within the paginated result set. Must be >= 1.

page_sizeinteger

Number of results to return per page. Must be between 1 and 1000.

Headers

acceptstring

Response

paginationLinksobject
lengthinteger required

Example response

{
  "paginationLinks": {
    "next": "http://api.example.org/accounts/?page=4",
    "previous": "http://api.example.org/accounts/?page=2"
  },
  "length": 123
}