Fintel provides comprehensive short interest data for NASDAQ and NYSE listed stocks, drawing from official sources like the exchanges themselves and FINRA.
Here's a breakdown of the data frequency:
- Total Short Interest: The official short interest figures, representing the total number of open short positions, are published twice-monthly. This schedule is set by FINRA, and Fintel sources this data directly from NASDAQ, NYSE, NYSE American, NYSE Arca, CBOE, and IEX.1
- Daily Short Volume: Fintel offers daily short volume data, which includes off-exchange short sales reported by FINRA, as well as CBOE and PSX/BX short volumes. This data is updated daily at the close of the day, providing a more granular view of daily shorting activity.1
- Daily Fails-to-Deliver: While the SEC publishes daily fails-to-deliver data, it is delivered in batches twice monthly and typically lagged by about two weeks.1
- Intraday Data: For even more real-time insights, Fintel also provides intraday data on short shares availability and short borrow fee rates.1
This multi-frequency approach allows users to track both the longer-term trends in overall short interest and the daily fluctuations in shorting activity and market microstructure.
