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I'm looking for short interest data (those disclosed on 15 days basis to FINRA)

Some sites like gurufocus.com (under ownership sections) contain it and I doubt they buy it from NYSE.

Do you know about feasible way to obtain this data (in CSV and free would be a dream, but I don't expect that), without scraping sites like gurufocus (some more official way like FINRA download page)

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    $\begingroup$ shortsqueeze.com is decent. The monthly fee for membership is quite reasonable. $\endgroup$ – amdopt Sep 25 '17 at 17:57
  • $\begingroup$ SunGard and DataExplorers were the two commercial products for this. Their historical coverage wasn't so great when I last checked years ago, but presumably is years better now. $\endgroup$ – shabbychef May 17 '18 at 5:37
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FREE

Short Sale Data Source SEC

Data Reported to a FINRA TRF (NASDAQ TRF and NYX TRF)


This is a direct link to all of the short sale data available.

Short Sale Volume Data (NASDAQ TRF, NYX TRF, ADF and ORF) Short Sale Volume and Transaction Data

PAID


Short Squeeze Short Squeeze Homepage

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The short interest data is available in WSJ, Barrons -

http://www.wsj.com/mdc/public/page/2_3062-shtnasdaq_A-listing.html

Company Symbol 8/31/18 8/15/18 Chg % Chg % Float Days to cover Avg daily volume A V Homes, Inc. AVHI 1,495,223 1,612,125 -116,902 -7.3 14.0 12 127,240

The 1,495,223 is the short interest corresponding to 8/31.

Barrons has a similar URL -

Company Symbol 8/31/18 8/15/18 Chg % Chg % Float Days to cover Avg daily volume D.R. Horton Inc. DHI 11,153,948 10,699,837 454,111 4.2 3.3 4 2,887,108 Dana Incorporated DAN 3,185,291.0 2,938,603.0 246,688 8.4 2.2 3 1,093,989 Danaher Corporation DHR 4,777,526 4,971,650 -194,124 -3.9 0.8 2 2,085,656

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Did you ever find what you're looking for? The only other place I could find was the COMPUSTAT database accessed via WRDS. You'd need to access this database through a business library though, and probably on-site.

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