Dataset Name: fis_short_side
Group: short_interest
Vendor: FIS
Data Starts at: 2005-01-01 00:00:00
Symbol Set: Global Equities
Asset Class: Equity,ADRs,ETFs
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).