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Short Selling Data

by Patrick Fonce, 242 days ago
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It took me more than 2 hours to complete this short selling downloader. This item is more complex than the previous ones (NYSE Arca - Daily short sale data, NASDAQ and Boston stock exchanges - Daily short sale data, Short Selling historical data, NSX - Daily short selling data) because it calculates the sum of all short selling data for four different facilities.
Because the data is retrieved from four different URLs, I have used the 'Global' class to store the data temporarily and I created a Post-Script that has more than 20 lines of code.

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.


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Type: Download Script

Object ID: 323


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis




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