It can be thought of as a 'utilization' metric. This is the raw number of shares available to trade that have not been shorted. JWe have updated our scoring model to include (Float - Short Interest) as a ranking factor. With higher numbers indicating a higher risk of a short squeeze relative to its peers, The scoring model uses a combination of short interest, float, short borrow fee rates,Īnd other metrics. That have the highest risk of experiencing a short squeeze. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Short positions are reported, no matter what type of trading venue those shares were acquired on. However, once a trade is made, dark pool trades are published on the tape and tracked like every other trade. The primary difference between a dark pool and a lit exchange is that pre-trade information for more information.Īre dark pool trades counted in short interest figures? Short Interest - What It Is, What It Is Not. exchange rules require that brokerage firms report short interest data to FINRA on a per-security basis for all customer and proprietary firm accounts twice a month, around the middle of the month and again at the end of each month. Is short interest self-reported, and therefore unreliable?įINRA and U.S. We use are sourced from Capital IQ, which is one of the top firms that provide this data. We get this data directly from those agencies on a daily or twice-weekly basis. We do not source short interest from a single broker.įor Canadian, Australian, and Hong Kong markets, the short interest is published by the regulatory agencies of those countries. This is the official data and covers a broad spectrum of the market. We provide are sourced directly from the stock exchanges (NASDAQ, NYSE, NYSE American, NYSE Arca, CBOE, and IEX) and FINRA. We source our short interest data from a variety of providers. Short interest is published twice-monthly, on a

The data is organizedīy frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate),ĭaily data (short volume, fails-to-deliver) in the middle,Īnd the slowest updated data (short interest) at the bottom. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners.

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