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NASDAQ Short Interest Data Fields & Definitions

Short Interest File Name

File name beginning with the file posted on October 9, 2007.

 

File Name Convention Reporting Period
shrtyyyymmmid.txt Reporting period for which the listed settlement date falls in the middle of a calendar month
shrtyyyymmend.txt Reporting period for which the listed settlement date falls at the end of a calendar month
February 02/12/07

Data Fields & Definitions - Public Web Page

Query-only access on a security-by-security basis is available via the Nasdaq Monthly Short Interest page on the public section of this website.

 

Data Field Definition
Security Symbol NASDAQ-assigned symbol for the given security
Security Name Security Name Issue name in the NASDAQ system for the given security
Short Interest The total number of shares in the security that are reflected on the books and records of the reporting firm(s) as short as defined by SEC Rule 200(a) as of the current reporting period’s designated settlement date.
Percent Change Percent change from the current reporting period’s short interest compared to the previous reporting period’s short interest. Formula (rounded to hundredths): [Current Short Interest - Previous Short Interest) / Previous Short Interest) * 100].
Average Daily Share Volume Daily average number of shares traded for the security during the current and the previous reporting period.
Days to Cover The number of days of average share volume it would require to buy all of the shares that were sold short during the reporting period. Formula (rounded to hundredths): Short Interest / Average Daily Share Volume, “1.00” will be displayed for any values equal or less than one (i.e., Average Daily Share volume is equal to or greater than Short Interest). “N/A will be displayed If the days to cover is zero (i.e., Average Daily Share Volume is Zero).
Please note that the reporting period is bound by the current and previous settlement dates as listed on the short interest publication schedule.

Data Fields & Definitions - Subscription Based Download File

The short interest report (download version) is available in a comma-delimited ASCII text file and contains the following information, with the following maximum widths:

 

Data Field Definition Data Type - Length
Security Name Security Name Issue name in the NASDAQ system for the given security Text - 256
Security Symbol NASDAQ-assigned symbol for the given security Text - 14
Current Shares Short Total number of shares in the security that are reflected on the books and records of the reporting firm(s) as short as defined by SEC Rule 200(a) as of the current reporting period’s designated settlement date. Number - 16
Previous Month Shares Short Total number of shares reported as short for the previous reporting period Number - 16
Change in Shares Short Difference in Shares Short between the current reporting period and the previous reporting period. Number - 17
Percent Change Percent change from the current reporting period’s short interest compared to the previous reporting period’s short interest. Formula (rounded to hundredths): [Current Short Interest - Previous Short Interest) / Previous Short Interest) * 100]. Number - 17
Average Daily Share Volume Daily average number of shares traded for the security during the current and the previous reporting period. Number - 16
Days to Cover The number of days of average share volume it would require to buy all of the shares that were sold short during the reporting period. Formula (rounded to hundredths): Short Interest / Average Daily Share Volume, “1.00” will be displayed for any values equal or less than one (i.e., Average Daily Share volume is equal to or greater than Short Interest). “N/A will be displayed If the days to cover is zero (i.e., Average Daily Share Volume is Zero). Number -7
Stock Split Flag Stock Split Flag Security was subject to a stock split or stock dividend adjustment during the current reporting period Char (Y/N)/1 byte
New Issue Flag Issue was listed on NASDAQ during the current reporting period Char (Y/N)/1