Dataset Name: fis_global_short_side_out_position
Group: short_interest
Vendor: FIS
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: day
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 |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| symbol | string | Trading Symbol or Ticker |
| AstecID | int64 | |
| CUSIP | string | Committee on Uniform Security Identification Procedures identifier owned by American Bankers Association operated by Standard and Poor's, requires CUSIP license. |
| ISIN | string | International Securities Identification Number. An international code which identifies a securities issue |
| TradingSymbol | string | |
| ContractTypeID | string | |
| LoanStageID | string | |
| CollateralTypeID | string | |
| CollateralCurrencyID | string | |
| Tickets | int64 | |
| Units | double | |
| MarketValueUSD | double | |
| Age | double | |
| RetailLoanRateAvg | double | |
| RetailLoanRateMax | double | |
| RetailLoanRateMin | double | |
| RetailLoanRateStdev | double |