S3 Short Interest Enhanced Risk Analytics & Securities Financing Data
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S3 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 from voice brokered financing markets. Samples/Tables Included: - S3SHORTINTERESTDATA_RiskAnalytics (Table) Data Dictionary: https://services.s3blacklight.net/S3.Blacklight.App.Help/SnowflakeDataPage.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 - CountryExchange - MktSectorDesc - UniverseType Table for Load Status Tracking: - tblDailyLoadStatus (Table) 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




