Dataset Name: fis_global_short_side_intraday_out
- Group: short_interest
- Data Starts at: 2005-01-01 00:00:00
- Data Currently Ends at: ongoing, contact sales for full data set.
- Symbol Set: Global Equities
- Asset Class: Equity,ADRs,ETFs
- Data Update Time(s): live
- Data Update Frequency: intraday
FIS Short Side
Stock exchanges often only offer short interest data with many days´ lag or restricted to the largest positions, leaving investors in the dark regarding daily short selling activity.
Shed some light with FIS® Short-Side Market Data. Short-Side Market Data delivers intraday short interest insight on equity and bond markets to all fund types and strategies seeking additional alpha for their investment programs.
Historical data covering more than 45,000 equities and bonds across all active jurisdictions globally supports model development and back testing, helping you gauge changes in investor sentiment toward potential future price movements.
The data is updated throughout the day with information sourced from market participants, including
- Rebate and Fees: view by new and open positions on a cash/non-cash or intrinsic basis
- Loan Volume: see the number of securities on loan on any given day
- Utilization: assess the supply and demand for a given security
- Historical Trends: instant access to 15 months of historical data, with daily data from 2005 to present, available on request
Investable Universe
Global, 45,000 plus securities, $2tr in volume, 2mm individual transactions. Equities, ADRs, ETFs, Fixed Income.
Delivery options
Live stream Intraday, Intraday file every 15 minutes ,Daily(SOD), Daily(EOD).
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| Units | double | The number of units (shares or par value) lent in transactions that fit this primary key group. |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| Tickets | double | The number of transactions that fit this primary key group. |
| LoanRateAvg | double | The weighted average loan rate for all transactions in this primary key group. |
| LoanRateMax | double | The maximum loan rate among all transactions in this primary key group. |
| CollateralCurrencyID | string | C = Currency - USD, EUR, JPY or any ISO code for the currency of the cash loan´s collateral. N = XXX - non-cash. A = AAA - rollup across all collateral types |
| ISIN | string | International Securities Identification Number. An international code which identifies a securities issue |
| CollateralTypeID | string | The type of collateral for this loan : ´A´ = any, ´C´ = cash, ´N´ = non-cash |
| ContractTypeID | string | The contract type of the loans: - ´A´ for any type of loan - ´O´ for just open-ended/overnight loans |
| LoanRateMin | double | The minimum loan rate among all transactions in this primary key group. |
| symbol | string | Trading Symbol or Ticker |
| _seq | uint | Internal sequence number used to keep data rows in order |
| LoanRateStdev | double | The standard deviation of loan rates for all transactions in this primary key group. |
| LoanStageID | string | The stage of a loan´s life for which these statistics apply: - ´A´ for any outstanding loans - ´N´ for loans with shares/units newly lent - ´R´ for loans with shares/units returned - ´L´ for loans that have been recalled Loan stages related to rate changes: - ´J´ for loans with rate changes; rate data is based on the current loan rate - ‘I’ for loans with rate changes where the prior rate is known; rate data is based on the prior rate - ‘U’ for loans with rate changes that moved up; rate data is based on the change in rate - ‘D’ for loans with rate changes that moved down; rate data is based on the change in rate |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| CUSIP | string | Committee on Uniform Security Identification Procedures identifier owned by American Bankers Association operated by Standard and Poor´s, requires CUSIP license. |
| Age | double | The number of calendar days that have passed since the day the loan was opened. |
| MarketValueUSD | double | The market value, in US dollars, of the units lent in transactions that fit this primary key group. |
Important Dataset Notes
This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.