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)

  • 1
    shortsqueeze.com is decent. The monthly fee for membership is quite reasonable. – amdopt Sep 25 '17 at 17:57
  • 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. – shabbychef May 17 at 5:37

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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