S3 Revised Short Interest Enhanced Risk Analytics & Securities Financing Data

S3 Revised Short Interest Enhanced Risk Analytics & Securities Financing Data. This dataset is revised with the most up-to-date Short Interest values as reported directly by the exchanges on each dissemination date, ensuring alignment with official disclosures. Unlike our Point-in-Time (PIT) dataset, which preserves values exactly as they were originally projected for historical and back-testing use cases, the Revised dataset reflects dissemination date updates to give users the most up to date view including revised Short Interest activity. • 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.<br/>• Eliminate delays in exchange-reported data and seamlessly integrate data into existing systems and workflows.<br/>• 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 for every 1 hour from voice brokered financing markets. Samples/Tables Included: - S3SHORTINTERESTDATA_RISKANALYTICS_REVISED (Table) Data Dictionary: https://services.s3blacklight.net/S3.Blacklight.App.Help/SnowflakeRevisedDataPage.pdf Fields Included: - Business Date - Security IDs - Name - Offer Rate - Bid rate - Last rate - ShortMomentum - Short Interest - ShortInterestNotional - ShortInterestPct - S3Float - S3SIPctFloat - IndicativeAvailability - S3Utilization - DaystoCover10Day - DaystoCover30Day - DaystoCover90Day - CrowdedScore - SqueezeRisk - DailyMTMPL - DailyNETMTMPL - LastUpdatedDateTime - CountryExchange - MktSectorDesc - UniverseType Feed Coverage:<br/>Asset Class Count Type<br/>Equity 42,000 Securities<br/>CORP 15,000 Securities<br/>ETF / FUND 9,500 Securities<br/>GOVT 1,900 Securities<br/>ADR 2,000 Securities<br/>TOTAL 70,400 Securities

搜集汇总

背景与挑战

背景概述

该修订版数据集基于交易所直接报告的最新空头利息值，确保与官方披露一致，提供全球70,400多种证券的独立空头利息与融资数据。包含做空动量、空头利息、拥挤度评分、挤压风险等关键指标，助力用户分析看跌押注和市场情绪。