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Stocks Semimonthly Short Interest
The consolidated short interest of every US-listed name at each semimonthly settlement date, with the average daily volume and the days-to-cover ratio published beside it. December 2017 onward, 38 249 tickers.
Shape measured at the next refresh of dataset_cards/facts.json. Refreshed monthly.
Why It Matters
Short interest is the oldest sentiment and constraint variable in the cross-section: high short interest predicts low returns, changes in it predict reversals, days-to-cover prices the squeeze. The catalogue carried it inside Stocks-Weekly-ShortOverShorted, whose source is frozen at 2026-05-29; this is the raw exchange figure, refreshed.
date is the settlement date the position is measured at, mid-month and month end. The figure is not public on that day: FINRA disseminates each report about two weeks later. Measured against the weekly series above, each value showed up 15 to 21 days after its settlement date. Lag date by at least three weeks before trading on a row, or the backtest sees the short interest before the market did.
days_to_cover is the exchange's own ratio, short interest over average daily volume, and does not match the weekly series' column of the same name, which was computed otherwise.
Load It
pip install --upgrade pwb-toolbox
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Semimonthly-ShortInterest", symbols=["GME"])
print(df.iloc[-1, :])
Columns
| Column Name | Description |
|---|---|
| symbol | Stock ticker. |
| date | Settlement date of the short-interest report (mid-month or month end). |
| short_interest | Shares sold short and not yet covered, as reported to FINRA. |
| avg_daily_volume | Average daily share volume over the reporting period. |
| days_to_cover | Short interest divided by average daily volume. |
Source: FINRA consolidated short interest, as disseminated by the exchanges.
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers every dataset in this organisation and the strategy catalogue.
Elsewhere
- The strategy catalogue
pwb-toolbox, the loader used in the snippet above- Every dataset in this organisation
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