S3 Short Interest and Securities Finance Data

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 65,000 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.

Samples/Tables Included:
- S3SHORTINTERESTDATA

Fields Included:
- Business Date
- Security IDs
- Name
- Offer Rate
- Bid rate
- Last rate
- Crowding
- Short Interest
- ShortInterestNotional
- ShortInterestPct
- S3Float
- S3SIPctFloat
- IndicativeAvailability
- Utilization
- DaystoCover10Day
- DaystoCover30Day
- DaystoCover90Day
- Original SI

Feed Coverage

Asset Class Count Type Start Date
Equity 44,000 + Securities 2015
CORP 10,500 + Securities 2015
ETF / FUND 7,500 + Securities 2015
GOVT 1,500 + Securities 2015
ADR 2000 + Securities 2015
TOTAL 65,000+ Securities 2015

搜集汇总

背景与挑战

背景概述

该数据集提供全球65,000多种证券的独立卖空利息和融资数据，帮助分析市场看空情绪和交易拥挤度。数据来源全面且实时更新，覆盖股票、债券、ETF等多类资产，包含卖空比例、融资利率等关键字段。