Coverage: Short Interest is a market sentiment indicator that tells whether investors think a stock's price is likely to fall. It can also be compared over time to examine changes in investor sentiment. Regulations and reporting requirements for Short Interest vary by country...
Countries with Short Interest Data by Position Holder -- Short Interest data for Austria, Belgium, Denmark, Finland, France, Germany, Greece, Hungary, Ireland, Italy, Netherlands, Poland, Portugal, Spain, Sweden, and the United Kingdom is reported to local regulators in compliance with ESMA short selling regulations, and began for most of these markets in November 2012. The exceptions to this are Spain, which has data going back to June 2010 and Greece where the history begins in May 2013.
Countries with Short Interest Data by Traded Volume -- Australia, Canada, Hong Kong, Israel, Thailand, and the USA (OTC equities) report Short Interest data based upon traded volume.
Countries Which Permit Short Selling but Have no Activity -- Bulgaria, Croatia, Cyprus, Czech Republic, Estonia, India, Korea, Latvia, Lithuania, Luxembourg, Malta, Romania, Slovakia, and Slovenia permit short selling, but there is currently no activity. We monitor these markets and will provide updates if / when there is activity.
Restrictions -- Our Short Interest data will include notifications of restrictions to the short selling regulations as provided by the market regulator and/or exchange. A section called EU restrictions will be added - For EU countries, additional restrictions may apply, and we will include a list of those shares as published on the ESMA registers.
History: For most countries back to Nov 2012, but other as far back as Jun 2010.
Updates: For most countries data is updated daily, but some are updated either weekly or monthly.
Delivery: Files are delivered as delimited text files via ftp download.
Pricing: Data costs depends on several inputs, including:
For which companies/countries do you want data (the complete data set, or a specific list of companies)
How much history do you want
Do you want updates going forward
Is the data for internal use only, or do you wish to redistribute any of the data