Short Interest

Report a problem or error
1

It appears that short interest might be being changed retrospectively, at least at times.

Some values that appear today - for example, THC’s SI%Float of 11.34 - seem to have replaced values shown (and screened on) both yesterday and Saturday. In THC’s case, the replaced value was 10.42%.

Thank you.

Hugh

2

More generally, are there additional reasons that a screen run yesterday morning, July 14th, would produce different results than the same screen run right now (July 15th) but selecting yesterday’s date of July 14th before submitting the screen?

I’m running into problems reproducing results.

Thank you.

Hugh

3

Yes. A screen run on July 15th selecting July 14th will give you data from July 11th. A screen run on July 14th will give you data from July 14th.

4

I apologize in advance if I missed an update. Where are we with short interest data? Specifically: 1) Using the Factset database, exactly what data am I now getting when I screen for short interest? 2) Will the data be different in the future? 3) If it is expected to change, a) when is that date and b) how will the data be different?

Thanks, Doug

5

Our short interest data is the same as it was before the FactSet switch (the same is true of a few other things as well). It will be changed sometime in the next month or two, and we will update you as soon as we know more.