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Flowseeker/API Reference/Dark Pool

Short interest across symbols for one settlement date

GEThttps://api.skylit.ai/v1/dark-pool/short-interest

FINRA's consolidated short interest for every exchange-listed symbol on one settlement date, ranked. Reports settle mid-month and at month end and FINRA publishes them about a week later; data starts 2021-10-29. Without settlement_date it serves the latest report.

Authorization

Authorization: Bearer <your API key>

Required. A missing header returns 401; an invalid, revoked or expired key returns 403.

Query parameters

  • settlement_datestringdate

    Settlement date (YYYY-MM-DD). Any date works: the latest report settled on or before it is served, and meta.settlementDate says which.

  • tickersstring

    Comma-separated tickers (max 50). Omit for every symbol.

  • min_avg_daily_volumeintegerdefault 0min 0

    Minimum FINRA average daily volume (shares), to drop illiquid names from a days-to-cover ranking.

  • sortstringdefault shares_short
    shares_shortdays_to_coverchangechange_pct
  • orderstringdefault desc
    ascdesc
  • limitintegerdefault 500min 1 · max 5000
  • offsetintegerdefault 0min 0 · max 100000

Responses

  • 200

    Short interest for one settlement date, ranked.

  • 400

    Request validation failed.

  • 401

    Missing or invalid API key.

  • 402

    The account's shared Skylit credit balance is lower than this route's cost. Top up to continue. Carries X-Credits-Remaining: 0.

  • 403

    Unknown, revoked or expired API key (the gateway's forbidden), the account's API access is suspended (account_suspended) or blocked (account_blocked). Not retryable.

  • 404

    Unknown ticker or contract (SYMBOL_NOT_FOUND), or no data for the requested window. Not charged.

  • 429

    Either the key exceeded its requests-per-minute limit (X-RateLimit-Limit; no Retry-After, wait until X-RateLimit-Reset), or the account is over one of the API's own limits, such as the query budget (queries running at once, fresh queries per second): TOO_MANY_CONCURRENT_QUERIES or RATE_LIMITED with Retry-After. Not charged; retry after the wait.

  • 500

    Unexpected server error (INTERNAL_ERROR, DATABASE_ERROR). Not charged; safe to retry with exponential backoff.

  • 503

    Underlying data source temporarily unavailable, the credit balance could not be verified (credit_check_failed), or the API is paused for maintenance (api_paused, with a Retry-After header and a retry_after field in seconds). Not charged; safe to retry.

  • 504

    The request did not complete within 25 seconds. Not charged; narrow the window or retry.

Response fields

  • dataobject[]required
    • settlementDatestringdaterequired

      Settlement date the short position is measured at.

    • symbolstringrequired

      FINRA's symbol, without a share-class separator (BRKB for BRK.B).

    • sharesShortintegerrequired

      Shares held short and not yet covered.

    • previousSharesShortintegerrequired

      sharesShort in the previous report.

    • changeintegerrequired

      sharesShort - previousSharesShort.

    • changePctnumber | nulldoublerequired

      Percent change from the previous report.

    • avgDailyVolumeintegerrequired

      FINRA's average daily volume over the period (shares).

    • daysToCovernumber | nulldoublerequired

      sharesShort / avgDailyVolume.

  • metarequired

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