Dataset Name: fis_global_short_side_out_utilization
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 FISÂ® 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
Global, 45,000 plus securities, $2tr in volume, 2mm individual transactions. Equities, ADRs, ETFs, Fixed Income.
Live stream Intraday, Intraday file every 15 minutes ,Daily(SOD), Daily(EOD).
Data Contained in this Dataset
|_seq||uint||Internal sequence number used to keep data rows in order|
|AstecID||int64||FIS’ Astec Analytics proprietary security identifier. This is a 6 or 8-digit integer|
|Available_MarketValueUSD||double||The market value, in US dollars, of the units reported as available to lend that fit this primary key group.|
|Available_Units||double||The number of units (shares or par value) reported as available to lend that fit this primary key group.|
|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|
|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|
|timestamp||string||Timestamp of the Data - America/New York Time.|
|TradingSymbol||string||Trading Symbol (if available)|
|UtilizationPercent_Units||double||The ratio between the number of shares on loan to the number of shares available for lending. The availability of shares for lending is reported by lending programs, and the amount of shares on loan (the numerator in the utilization ratio) is the sum of all shares on loan by the same lending programs. These sources of availability data are a subset of sources of position data. The utilization ratio applies to all loans of a given security, regardless of the type contracts or collateral used. I.e, UtilizationPercent_Units(t) = Units(t) / AvailableUnits(t) for a given security, where Units(t) is the aggregate number of shares on loan across all collateral and contract types.|
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.