S3 Partners - Russell 3k Short Interest & Enhanced Risk Analytics Data

This listing includes S3's Short Interest Enhanced Risk Analytics & Securities Financing Data for the Russell 3k Index.

This promotional pricing is valid through March 31st, 2023 and applies to new customers only.

• 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.
• This listing entitles users to the entire history of data (1-Jan-2015) for the Russell 3000 Index
• 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:
- vw_S3Russell3KDATA

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
- Original SI

S3 Short Interest Enhanced Risk Analytics & Securities Financing Data full data set includes global coverage on below with history from January 2015 :
Asset Class Count Type
Equity 44,000 + Securities
CORP 10,500 + Securities
ETF / FUND 7,500 + Securities
GOVT 1,500 + Securities
ADR 2,000 + Securities
TOTAL 65,000 + Securities

搜集汇总

背景与挑战

背景概述

该数据集涵盖Russell 3000指数自2015年1月以来的空头头寸、证券融资及增强风险分析数据，包含65,000多种证券的详细信息，如空头利息、拥挤度评分和挤压风险等指标。数据来源包括专有软件、银行经纪商库存数据及全球交易所监管文件，具有独立性和实时性优势。