symbol
stringlengths
2
5
date
stringlengths
10
10
id
int64
0
24
settlement_date
unknown
interest
float64
1
145M
avg_daily_share_volume
float64
3
201M
days_to_cover
float64
0
530
AAL
2023-05-27
0
"2023-05-15T00:00:00"
62,193,100
21,759,204
2.858243
AAL
2023-05-27
1
"2023-04-28T00:00:00"
69,945,489
30,769,080
2.27324
AAL
2023-05-27
2
"2023-04-14T00:00:00"
66,281,716
30,073,642
2.20398
AAL
2023-05-27
3
"2023-03-31T00:00:00"
59,495,122
19,791,993
3.00602
AAL
2023-05-27
4
"2023-03-15T00:00:00"
58,555,191
21,394,877
2.736879
AAL
2023-05-27
5
"2023-02-28T00:00:00"
62,797,137
20,011,740
3.138015
AAL
2023-05-27
6
"2023-02-15T00:00:00"
72,374,027
19,657,727
3.681709
AAL
2023-05-27
7
"2023-01-31T00:00:00"
83,755,982
29,608,454
2.828786
AAL
2023-05-27
8
"2023-01-13T00:00:00"
89,509,418
38,875,971
2.302436
AAL
2023-05-27
9
"2022-12-30T00:00:00"
89,809,671
21,817,703
4.116367
AAL
2023-05-27
10
"2022-12-15T00:00:00"
82,137,120
27,641,093
2.971558
AAL
2023-05-27
11
"2022-11-30T00:00:00"
86,500,008
22,360,508
3.868428
AAL
2023-05-27
12
"2022-11-15T00:00:00"
91,398,791
27,137,045
3.368045
AAL
2023-05-27
13
"2022-10-31T00:00:00"
86,494,438
35,925,592
2.4076
AAL
2023-05-27
14
"2022-10-14T00:00:00"
86,287,305
40,695,500
2.120316
AAL
2023-05-27
15
"2022-09-30T00:00:00"
85,910,127
36,557,079
2.350027
AAL
2023-05-27
16
"2022-09-15T00:00:00"
80,135,453
28,473,285
2.814408
AAL
2023-05-27
17
"2022-08-31T00:00:00"
77,580,601
24,180,108
3.208447
AAL
2023-05-27
18
"2022-08-15T00:00:00"
72,812,357
26,002,536
2.800202
AAL
2023-05-27
19
"2022-07-29T00:00:00"
80,568,807
35,473,161
2.271261
AAL
2023-05-27
20
"2022-07-15T00:00:00"
77,025,213
38,420,545
2.004792
AAL
2023-05-27
21
"2022-06-30T00:00:00"
82,820,725
38,888,358
2.129705
AAL
2023-05-27
22
"2022-06-15T00:00:00"
89,898,867
37,158,045
2.419365
AAL
2023-05-27
23
"2022-05-31T00:00:00"
86,820,513
30,262,451
2.868919
AAL
2023-05-27
24
"2022-05-13T00:00:00"
84,424,604
33,963,040
2.485779
AAL
2023-05-28
0
"2023-05-15T00:00:00"
62,193,100
21,759,204
2.858243
AAL
2023-05-28
1
"2023-04-28T00:00:00"
69,945,489
30,769,080
2.27324
AAL
2023-05-28
2
"2023-04-14T00:00:00"
66,281,716
30,073,642
2.20398
AAL
2023-05-28
3
"2023-03-31T00:00:00"
59,495,122
19,791,993
3.00602
AAL
2023-05-28
4
"2023-03-15T00:00:00"
58,555,191
21,394,877
2.736879
AAL
2023-05-28
5
"2023-02-28T00:00:00"
62,797,137
20,011,740
3.138015
AAL
2023-05-28
6
"2023-02-15T00:00:00"
72,374,027
19,657,727
3.681709
AAL
2023-05-28
7
"2023-01-31T00:00:00"
83,755,982
29,608,454
2.828786
AAL
2023-05-28
8
"2023-01-13T00:00:00"
89,509,418
38,875,971
2.302436
AAL
2023-05-28
9
"2022-12-30T00:00:00"
89,809,671
21,817,703
4.116367
AAL
2023-05-28
10
"2022-12-15T00:00:00"
82,137,120
27,641,093
2.971558
AAL
2023-05-28
11
"2022-11-30T00:00:00"
86,500,008
22,360,508
3.868428
AAL
2023-05-28
12
"2022-11-15T00:00:00"
91,398,791
27,137,045
3.368045
AAL
2023-05-28
13
"2022-10-31T00:00:00"
86,494,438
35,925,592
2.4076
AAL
2023-05-28
14
"2022-10-14T00:00:00"
86,287,305
40,695,500
2.120316
AAL
2023-05-28
15
"2022-09-30T00:00:00"
85,910,127
36,557,079
2.350027
AAL
2023-05-28
16
"2022-09-15T00:00:00"
80,135,453
28,473,285
2.814408
AAL
2023-05-28
17
"2022-08-31T00:00:00"
77,580,601
24,180,108
3.208447
AAL
2023-05-28
18
"2022-08-15T00:00:00"
72,812,357
26,002,536
2.800202
AAL
2023-05-28
19
"2022-07-29T00:00:00"
80,568,807
35,473,161
2.271261
AAL
2023-05-28
20
"2022-07-15T00:00:00"
77,025,213
38,420,545
2.004792
AAL
2023-05-28
21
"2022-06-30T00:00:00"
82,820,725
38,888,358
2.129705
AAL
2023-05-28
22
"2022-06-15T00:00:00"
89,898,867
37,158,045
2.419365
AAL
2023-05-28
23
"2022-05-31T00:00:00"
86,820,513
30,262,451
2.868919
AAL
2023-05-28
24
"2022-05-13T00:00:00"
84,424,604
33,963,040
2.485779
AAL
2023-05-29
0
"2023-05-15T00:00:00"
62,193,100
21,759,204
2.858243
AAL
2023-05-29
1
"2023-04-28T00:00:00"
69,945,489
30,769,080
2.27324
AAL
2023-05-29
2
"2023-04-14T00:00:00"
66,281,716
30,073,642
2.20398
AAL
2023-05-29
3
"2023-03-31T00:00:00"
59,495,122
19,791,993
3.00602
AAL
2023-05-29
4
"2023-03-15T00:00:00"
58,555,191
21,394,877
2.736879
AAL
2023-05-29
5
"2023-02-28T00:00:00"
62,797,137
20,011,740
3.138015
AAL
2023-05-29
6
"2023-02-15T00:00:00"
72,374,027
19,657,727
3.681709
AAL
2023-05-29
7
"2023-01-31T00:00:00"
83,755,982
29,608,454
2.828786
AAL
2023-05-29
8
"2023-01-13T00:00:00"
89,509,418
38,875,971
2.302436
AAL
2023-05-29
9
"2022-12-30T00:00:00"
89,809,671
21,817,703
4.116367
AAL
2023-05-29
10
"2022-12-15T00:00:00"
82,137,120
27,641,093
2.971558
AAL
2023-05-29
11
"2022-11-30T00:00:00"
86,500,008
22,360,508
3.868428
AAL
2023-05-29
12
"2022-11-15T00:00:00"
91,398,791
27,137,045
3.368045
AAL
2023-05-29
13
"2022-10-31T00:00:00"
86,494,438
35,925,592
2.4076
AAL
2023-05-29
14
"2022-10-14T00:00:00"
86,287,305
40,695,500
2.120316
AAL
2023-05-29
15
"2022-09-30T00:00:00"
85,910,127
36,557,079
2.350027
AAL
2023-05-29
16
"2022-09-15T00:00:00"
80,135,453
28,473,285
2.814408
AAL
2023-05-29
17
"2022-08-31T00:00:00"
77,580,601
24,180,108
3.208447
AAL
2023-05-29
18
"2022-08-15T00:00:00"
72,812,357
26,002,536
2.800202
AAL
2023-05-29
19
"2022-07-29T00:00:00"
80,568,807
35,473,161
2.271261
AAL
2023-05-29
20
"2022-07-15T00:00:00"
77,025,213
38,420,545
2.004792
AAL
2023-05-29
21
"2022-06-30T00:00:00"
82,820,725
38,888,358
2.129705
AAL
2023-05-29
22
"2022-06-15T00:00:00"
89,898,867
37,158,045
2.419365
AAL
2023-05-29
23
"2022-05-31T00:00:00"
86,820,513
30,262,451
2.868919
AAL
2023-05-29
24
"2022-05-13T00:00:00"
84,424,604
33,963,040
2.485779
AAL
2023-05-30
0
"2023-05-15T00:00:00"
62,193,100
21,759,204
2.858243
AAL
2023-05-30
1
"2023-04-28T00:00:00"
69,945,489
30,769,080
2.27324
AAL
2023-05-30
2
"2023-04-14T00:00:00"
66,281,716
30,073,642
2.20398
AAL
2023-05-30
3
"2023-03-31T00:00:00"
59,495,122
19,791,993
3.00602
AAL
2023-05-30
4
"2023-03-15T00:00:00"
58,555,191
21,394,877
2.736879
AAL
2023-05-30
5
"2023-02-28T00:00:00"
62,797,137
20,011,740
3.138015
AAL
2023-05-30
6
"2023-02-15T00:00:00"
72,374,027
19,657,727
3.681709
AAL
2023-05-30
7
"2023-01-31T00:00:00"
83,755,982
29,608,454
2.828786
AAL
2023-05-30
8
"2023-01-13T00:00:00"
89,509,418
38,875,971
2.302436
AAL
2023-05-30
9
"2022-12-30T00:00:00"
89,809,671
21,817,703
4.116367
AAL
2023-05-30
10
"2022-12-15T00:00:00"
82,137,120
27,641,093
2.971558
AAL
2023-05-30
11
"2022-11-30T00:00:00"
86,500,008
22,360,508
3.868428
AAL
2023-05-30
12
"2022-11-15T00:00:00"
91,398,791
27,137,045
3.368045
AAL
2023-05-30
13
"2022-10-31T00:00:00"
86,494,438
35,925,592
2.4076
AAL
2023-05-30
14
"2022-10-14T00:00:00"
86,287,305
40,695,500
2.120316
AAL
2023-05-30
15
"2022-09-30T00:00:00"
85,910,127
36,557,079
2.350027
AAL
2023-05-30
16
"2022-09-15T00:00:00"
80,135,453
28,473,285
2.814408
AAL
2023-05-30
17
"2022-08-31T00:00:00"
77,580,601
24,180,108
3.208447
AAL
2023-05-30
18
"2022-08-15T00:00:00"
72,812,357
26,002,536
2.800202
AAL
2023-05-30
19
"2022-07-29T00:00:00"
80,568,807
35,473,161
2.271261
AAL
2023-05-30
20
"2022-07-15T00:00:00"
77,025,213
38,420,545
2.004792
AAL
2023-05-30
21
"2022-06-30T00:00:00"
82,820,725
38,888,358
2.129705
AAL
2023-05-30
22
"2022-06-15T00:00:00"
89,898,867
37,158,045
2.419365
AAL
2023-05-30
23
"2022-05-31T00:00:00"
86,820,513
30,262,451
2.868919
AAL
2023-05-30
24
"2022-05-13T00:00:00"
84,424,604
33,963,040
2.485779

Dataset Card for "short-interest-sp500"

Dataset Summary

The short-interest-sp500 dataset provides short interest data for companies listed on the S&P 500 index. This includes the number of shares that have been sold short but have not yet been covered or closed out.

Supported Tasks and Leaderboards

[N/A]

Languages

[N/A]

Dataset Structure

Data Instances

[N/A]

Data Fields

  • symbol (string): A string representing the ticker symbol or abbreviation used to identify the company.
  • date (string): A string representing the date when the data was collected.
  • id (int64): A unique integer identifier for each data instance.
  • settlement_date (timestamp[ns]): The date by which a buyer must pay for the securities delivered by the seller.
  • interest (float64): A floating point number representing the short interest of the company on the specified date.
  • avg_daily_share_volume (float64): A floating point number representing the average daily trading volume of the company.
  • days_to_cover (float64): A floating point number representing the days to cover metric, which is the number of days volume worth of short interest.

Data Splits

[N/A]

Dataset Creation

Curation Rationale

The short-interest-sp500 dataset was created to facilitate the study of market dynamics, particularly the role of short selling.

Source Data

Initial Data Collection and Normalization

The dataset was compiled from publicly available sources.

Annotations

Annotation process

[N/A]

Who are the annotators?

[N/A]

Personal and Sensitive Information

[N/A]

Considerations for Using the Data

Social Impact of Dataset

[N/A]

Discussion of Biases

[N/A]

Other Known Limitations

[N/A]

Additional Information

Dataset Curators

The short-interest-sp500 dataset was collected by https://edarchimbaud.substack.com.

Licensing Information

The short-interest-sp500 dataset is licensed under the MIT License.

Citation Information

https://edarchimbaud.substack.com, short-interest-sp500 dataset, GitHub repository, https://github.com/edarchimbaud

Contributions

Thanks to @edarchimbaud for adding this dataset.

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