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OpenBB/website/content/platform/data_models/EquityShortInterest.md
Henrique Joaquim 4400cd9a8f Merge provider and core into core (#5774)
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Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>

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Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>
Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
Co-authored-by: Pratyush Shukla <ps4534@nyu.edu>
2023-11-22 13:48:01 +00:00

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title, description
title description
Get reported Short Volume and Days to Cover data OpenBB Platform Data Model

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';


Implementation details

Class names

Model name Parameters class Data class
EquityShortInterest EquityShortInterestQueryParams EquityShortInterestData

Import Statement

from openbb_core.provider.standard_models. import (
EquityShortInterestData,
EquityShortInterestQueryParams,
)

Parameters

Name Type Description Default Optional
symbol Union[str, List[str]] Symbol to get data for. None True
provider Literal['finra'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'finra' if there is no default. finra True

Data

Name Type Description
settlement_date date The mid-month short interest report is based on short positions held by members on the settlement date of the 15th of each month. If the 15th falls on a weekend or another non-settlement date, the designated settlement date will be the previous business day on which transactions settled. The end-of-month short interest report is based on short positions held on the last business day of the month on which transactions settle. Once the short position reports are received, the short interest data is compiled for each equity security and provided for publication on the 7th business day after the reporting settlement date.
symbol str Symbol representing the entity requested in the data.
issue_name str Unique identifier of the issue.
market_class str Primary listing market.
current_short_position float The total number of shares in the issue that are reflected on the books and records of the reporting firms as short as defined by Rule 200 of Regulation SHO as of the current cycle’s designated settlement date.
previous_short_position float The total number of shares in the issue that are reflected on the books and records of the reporting firms as short as defined by Rule 200 of Regulation SHO as of the previous cycle’s designated settlement date.
avg_daily_volume float Total Volume or Adjusted Volume in case of splits / Total trade days between (previous settlement date + 1) to (current settlement date). The NULL values are translated as zero.
days_to_cover float The number of days of average share volume it would require to buy all of the shares that were sold short during the reporting cycle. Formula: Short Interest / Average Daily Share Volume, Rounded to Hundredths. 1.00 will be displayed for any values equal or less than 1 (i.e., Average Daily Share is equal to or greater than Short Interest). N/A will be displayed If the days to cover is Zero (i.e., Average Daily Share Volume is Zero).
change float Change in Shares Short from Previous Cycle: Difference in short interest between the current cycle and the previous cycle.
change_pct float Change in Shares Short from Previous Cycle as a percent.