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QuantShare is an advanced trading software for stock, forex, futures, ETF and options markets. It is the best and the most complete EOD trading software software and it is FREE (beta version).
The facilities are: NASDAQ, NYSE (New York Stock Exchange), ADF and ORF. The data comes directly from the FINRA website (http://www.finra.org).
The FINRA (Financial Industry Regulatory Authority, Inc.) is a successor to the National Association of Securities Dealers (NASD). It is a self-regulatory organization and it is not part of the US government.
Short selling data or volume is stored in the following database 'short_selling' and besides the 'Date', 'Short' (total short selling volume) and 'Total' (total traded volume), it has a forth column, which is the 'Short Ratio' (Short volume for a particular date divided by the total volume for that date and then multiplied by 100).
If you want to get short selling data for unknown symbols, you can check the 'Automatically add new symbols' checkbox. To do so, select your short selling item then click on 'Update'. Click on 'Parser', select a URL, click on 'OK" and then wait few seconds so the software downloads sample data. Finally click on 'Next' and check the 'Automatically add new symbols' checkbox.