Historical data on IB short lending fee and share availability

Hi,

Does anyone have historical data on IB short lending fee and share availability?

I’d like to analyze historical data to see what kind of lending fees my short sim would have experienced if I had actually traded it. I also want to analyze what happens if I skip trades for stocks that have very large fees.

I know you can download the current fees from IB’s FTP site (ftp3.interactivebrokers.com, username shortstock). However, there is no historical data on the FTP. IBorrowDesk.com has data going back one year, but it’s not point in time and data quality is questionable (I found several issues with it).

I’ve started to mirror IB’s FTP site every 15 minutes so I can build the historical dataset from now on. But I was wondering if any of you has been doing that already and is willing to share the data with me. I’m primarily interested in the ‘usa.txt’ file.

Thanks,
Peter

I have data going back to 2017-04-18. Downloaded between 4a and 7a each day.

P123 limits attachments to 20MB, so here’s a link: [url=https://gofile.io/?c=gRd3kH]https://gofile.io/?c=gRd3kH[/url]

That’s fantastic! Exactly what I was looking for.

Thanks for taking the time to upload and share it!

Hi,

I’m looking for the same historical data on IB short lending fee and share availability. The link above does not work anymore. Does anyone have this data?

Kriss

pvdb shared the data with me. A million thanks to him and SUpirate1081 for that!

I’ve also just started scraping the ftp site and can’t find the historical data anywhere. Anyone willing to share?
Thanks.

Here’s an updated link that should stay up: http://potential-investments.com/ib_shorting.zip

Many thanks! Appreciate it :slight_smile: