S3 Intraday Short Interest Enhanced Risk Analytics & Securities Financing Data

S3 Intraday Short Interest Enhanced Risk Analytics & Securities Financing 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 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_INTRA (Table)

Data Dictionary: https://services.s3blacklight.net/S3.Blacklight.App.Help/SnowflakeIntraDayDataPage.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

Table for Load Status Tracking:

- tblIntraLoadStatus (Table)

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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

该数据集提供全球70,400多种证券的日内卖空兴趣与证券融资增强风险分析数据，涵盖股票、公司债、ETF、政府债券和ADR等多种资产类别。它包含卖空兴趣、风险指标、流动性度量和拥挤交易评分等关键字段，帮助用户实时分析市场情绪和价格驱动因素，数据来源于专有软件、市场参与者数据流和全球监管文件，确保独立性和时效性。