Guides · Vanoe Market Intelligence API
Short interest API: shares short, days to cover, and daily short-sale volume
Two public FINRA datasets tell you how hard a stock is being shorted, and they answer different questions. Short interest is the number of shares sold short and not yet covered, reported twice a month; divided by average daily volume it gives days to cover, the classic measure of how crowded a short is. Daily short-sale volume is the share of each day's trading that was sold short, published every evening. The endpoint returns both for up to 50 tickers in one call.
Reading the daily figure
Because market-maker hedging counts as short volume, the typical US stock runs at 40–55% of daily volume sold short, and even SPY sits near 60%. So read a name relative to that norm: below 40% is light, above 55% elevated, above 65% heavy. The 10-day average smooths the noise and trend says whether the last five days are above or below the five before them.
Reading short interest
days_to_cover of 10 or more is a crowded short: it would take the shorts two trading weeks to buy back at normal volume, which is the fuel for a squeeze. Under 2 is light. change_pct against the prior report says which way the shorts are moving: a jump of 20% in a fortnight means new bets against the stock, a drop of that size means covering. Reports settle on the 15th and the last business day of each month and appear about ten days later; the response carries the settlement date.
In the verdict
The composite verdict uses both as its short pressure factor: the daily-volume tier sets the base, days to cover and the report change adjust it, and the rationale states the figures. See the verdict guide.
Request
curl -H "Authorization: Bearer sk_live_…" \n "https://api.vanoe.ai/v1/signals/short-pressure?tickers=AAPL,NVDA"Response
{
"data": {
"AAPL": {
"symbol": "AAPL", "as_of": "2026-09-10", "days": 10,
"latest_short_volume_pct": 58.9, "avg_short_volume_pct": 54.2, "trend": "rising",
"short_interest": {"settlement_date": "2026-08-31", "shares_short": 139749097, "previous_shares_short": 116327753,
"change_pct": 20.13, "avg_daily_volume": 39537335, "days_to_cover": 3.53},
"series": [{"date": "2026-09-10", "short_volume_pct": 58.9}, {"date": "2026-09-09", "short_volume_pct": 63.3},
{"date": "2026-09-08", "short_volume_pct": 59.6}, "…"]
},
"NVDA": {"symbol": "NVDA", "as_of": "2026-09-10", "days": 10,
"latest_short_volume_pct": 43.3, "avg_short_volume_pct": 38.4, "trend": "flat",
"short_interest": {"settlement_date": "2026-08-31", "shares_short": 298301619, "previous_shares_short": 285956804,
"change_pct": 4.32, "avg_daily_volume": 139118326, "days_to_cover": 2.14},
"series": ["…"]}
},
"as_of": "2026-09-10", "freshness": "end_of_day", "suggested_recheck_seconds": 86400,
"disclaimer": "Informational data only. Not financial advice. This is not a recommendation, solicitation, or offer to buy or sell any security."
}Cost: 1 credit per ticker that returns data; up to 50 tickers per request.
Fields
| avg_short_volume_pct | 10-trading-day average share of volume sold short |
| latest_short_volume_pct | the most recent day |
| trend | rising · flat · falling, last five days vs the five before |
| short_interest.shares_short | open short positions at the settlement date |
| short_interest.days_to_cover | shares short ÷ average daily volume |
| short_interest.change_pct | vs the prior twice-monthly report |
| short_interest | null when FINRA has no report for the symbol |
Questions
Do I need a FINRA account?
No. Both datasets are public; the API reads them for you and caches them, so there is nothing to register.
Why is the daily figure so high for every stock?
Market makers hedge by selling short, and those sales count. That is why the norm is 40–55% rather than near zero, and why the API scores a name against that norm instead of in absolute terms.
How fresh is it?
Daily short volume lands each trading evening. Short interest settles on the 15th and the last business day of the month and is published about ten days later; the response says which settlement you are looking at.
Is short interest as a percent of float available?
Not from FINRA, which does not publish float. Days to cover is the comparable crowding measure and is included.
Try it
Free tier: 1,000 credits a month, no card. Every response is informational data only, not financial advice.