There are two different data items. "Short volume" (generally available daily) measures the number of shares that have been shorted in the given period of time, while "short interest" (generally available twice a month) is the number of shorted shares that have yet to be closed out or covered by the investors.
The SI function on Bloomberg stands for short interest, but shows the short volume too.
Go to https://www.nasdaq.com/. Search for a ticker symbol, for example AAPL. This will take you to Apple's page.
Click on "short interest" on the left. This will take you to https://www.nasdaq.com/market-activity/stocks/aapl/short-interest , which looks like a page designed with the ease of scraping in mind.
Edit: thanks to Kirk Woll for pointing out that instead of scraping, you can go directly to https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks and parse that.
Of course you can replace appl by any nasdaq ticker you like in the URL. But NASDAQ only shows this data for NASDAQ-listed stocks, not, for example, NYSE.
FINRA (a U.S. self-regulatory organization) requires its members to report short interest twice a month. You can also see the reported data here: https://otce.finra.org/otce/equityShortInterest
FINRA also has daily short sale volume files (not short interest) here: http://regsho.finra.org/regsho-Index.html
For example, if you wanted to see how many shares of GME were shorted on January 28, 2021,
you'd go to the link , download http://regsho.finra.org/CNMSshvol20210128.txt , and see a pipe-delimited text file containing the entire universe. You find the GME record:
If you wan to compare these volumes with the number of GME shares outstanding, you'll need to find the number of shares outstanding from a recently filed quarterly or annual report. There are many easy ways to find that. For example, you can go to Morningstar (again, you can change the exchange/ticker in the URL for another stock) and click on "short interest", and you will see figures labeled
For the ICE / New York Stock Exchange (which includes Arca), according to https://www.nyse.com/market-data/reference/nyse-group-short-interest they want to be paid for their short sale interest data, which is also twice a month.
However NYSE makes short sale volume data available for free via FTP. I think all of their volume data is also on the FINRA page above.