Datasets
Comprehensive US stock market data updated daily.
Institutional Holdings (13F)
Quarterly 13F filings from institutional investment managers with over $100M in qualifying assets. Each record represents a single holding position from a 13F-HR filing.
| Field | Type | Description |
|---|---|---|
| InstitutionalHolder | string | Name of the filing institution |
| CommonStock | string | Ticker of the held stock |
| FilingDate | date | Date the 13F was filed |
| ReportDate | date | End of reporting period (quarter end) |
| Value | long | Market value of holding (USD) |
| Shares | long | Number of shares held |
| ShareType | enum | Share type (SH, PRN, etc.) |
| InvestmentDiscretion | enum | Sole, Shared, or Defined |
| VotingAuthSole | long | Sole voting authority shares |
| VotingAuthShared | long | Shared voting authority shares |
| VotingAuthNone | long | No voting authority shares |
| CUSIP | string | CUSIP identifier |
| AccessionNumber | string | Filing accession number |
Daily Short Volume
Daily short sale volume data. Shows the breakdown of short volume, short exempt volume, and total consolidated volume for each stock.
| Field | Type | Description |
|---|---|---|
| CommonStock | string | Ticker symbol |
| Date | date | Trading date |
| ShortVolume | long | Number of shares sold short |
| ShortExemptVolume | long | Short exempt volume (market makers) |
| TotalVolume | long | Total consolidated volume |
Short Interest
Bi-monthly short interest data on the 15th and last business day of each month. Shows aggregate short positions and days-to-cover ratios.
| Field | Type | Description |
|---|---|---|
| CommonStock | string | Ticker symbol |
| SettlementDate | date | Settlement date of short interest |
| CurrentShortPosition | long | Current aggregate short position |
| PreviousShortPosition | long | Previous period's short position |
| ChangeInShortPosition | long | Change from previous period |
| AverageDailyVolume | long | Average daily trading volume |
| DaysToCover | decimal | Short position / average daily volume |
Fails to Deliver
Fails-to-deliver data showing securities that were not delivered on the settlement date. Published twice monthly with approximately a 4-week lag.
| Field | Type | Description |
|---|---|---|
| CommonStock | string | Ticker symbol |
| SettlementDate | date | Settlement date of the failure |
| Quantity | long | Number of shares that failed to deliver |
| Price | decimal | Closing price on the settlement date |