symbol
string
| date
string
| id
int64
0
24
| settlement_date
unknown
| interest
float64
1
127M
⌀ | avg_daily_share_volume
float64
3
201M
⌀ | days_to_cover
float64
0
530
|
|---|---|---|---|---|---|---|
"AAL" | "2023-05-27" | 0 | "2023-05-15T00:00:00" | 62,193,100 | 21,759,204 | 2.858243 |
"AAL" | "2023-05-27" | 1 | "2023-04-28T00:00:00" | 69,945,489 | 30,769,080 | 2.27324 |
"AAL" | "2023-05-27" | 2 | "2023-04-14T00:00:00" | 66,281,716 | 30,073,642 | 2.20398 |
"AAL" | "2023-05-27" | 3 | "2023-03-31T00:00:00" | 59,495,122 | 19,791,993 | 3.00602 |
"AAL" | "2023-05-27" | 4 | "2023-03-15T00:00:00" | 58,555,191 | 21,394,877 | 2.736879 |
"AAL" | "2023-05-27" | 5 | "2023-02-28T00:00:00" | 62,797,137 | 20,011,740 | 3.138015 |
"AAL" | "2023-05-27" | 6 | "2023-02-15T00:00:00" | 72,374,027 | 19,657,727 | 3.681709 |
"AAL" | "2023-05-27" | 7 | "2023-01-31T00:00:00" | 83,755,982 | 29,608,454 | 2.828786 |
"AAL" | "2023-05-27" | 8 | "2023-01-13T00:00:00" | 89,509,418 | 38,875,971 | 2.302436 |
"AAL" | "2023-05-27" | 9 | "2022-12-30T00:00:00" | 89,809,671 | 21,817,703 | 4.116367 |
"AAL" | "2023-05-27" | 10 | "2022-12-15T00:00:00" | 82,137,120 | 27,641,093 | 2.971558 |
"AAL" | "2023-05-27" | 11 | "2022-11-30T00:00:00" | 86,500,008 | 22,360,508 | 3.868428 |
"AAL" | "2023-05-27" | 12 | "2022-11-15T00:00:00" | 91,398,791 | 27,137,045 | 3.368045 |
"AAL" | "2023-05-27" | 13 | "2022-10-31T00:00:00" | 86,494,438 | 35,925,592 | 2.4076 |
"AAL" | "2023-05-27" | 14 | "2022-10-14T00:00:00" | 86,287,305 | 40,695,500 | 2.120316 |
"AAL" | "2023-05-27" | 15 | "2022-09-30T00:00:00" | 85,910,127 | 36,557,079 | 2.350027 |
"AAL" | "2023-05-27" | 16 | "2022-09-15T00:00:00" | 80,135,453 | 28,473,285 | 2.814408 |
"AAL" | "2023-05-27" | 17 | "2022-08-31T00:00:00" | 77,580,601 | 24,180,108 | 3.208447 |
"AAL" | "2023-05-27" | 18 | "2022-08-15T00:00:00" | 72,812,357 | 26,002,536 | 2.800202 |
"AAL" | "2023-05-27" | 19 | "2022-07-29T00:00:00" | 80,568,807 | 35,473,161 | 2.271261 |
"AAL" | "2023-05-27" | 20 | "2022-07-15T00:00:00" | 77,025,213 | 38,420,545 | 2.004792 |
"AAL" | "2023-05-27" | 21 | "2022-06-30T00:00:00" | 82,820,725 | 38,888,358 | 2.129705 |
"AAL" | "2023-05-27" | 22 | "2022-06-15T00:00:00" | 89,898,867 | 37,158,045 | 2.419365 |
"AAL" | "2023-05-27" | 23 | "2022-05-31T00:00:00" | 86,820,513 | 30,262,451 | 2.868919 |
"AAL" | "2023-05-27" | 24 | "2022-05-13T00:00:00" | 84,424,604 | 33,963,040 | 2.485779 |
"AAL" | "2023-05-28" | 0 | "2023-05-15T00:00:00" | 62,193,100 | 21,759,204 | 2.858243 |
"AAL" | "2023-05-28" | 1 | "2023-04-28T00:00:00" | 69,945,489 | 30,769,080 | 2.27324 |
"AAL" | "2023-05-28" | 2 | "2023-04-14T00:00:00" | 66,281,716 | 30,073,642 | 2.20398 |
"AAL" | "2023-05-28" | 3 | "2023-03-31T00:00:00" | 59,495,122 | 19,791,993 | 3.00602 |
"AAL" | "2023-05-28" | 4 | "2023-03-15T00:00:00" | 58,555,191 | 21,394,877 | 2.736879 |
"AAL" | "2023-05-28" | 5 | "2023-02-28T00:00:00" | 62,797,137 | 20,011,740 | 3.138015 |
"AAL" | "2023-05-28" | 6 | "2023-02-15T00:00:00" | 72,374,027 | 19,657,727 | 3.681709 |
"AAL" | "2023-05-28" | 7 | "2023-01-31T00:00:00" | 83,755,982 | 29,608,454 | 2.828786 |
"AAL" | "2023-05-28" | 8 | "2023-01-13T00:00:00" | 89,509,418 | 38,875,971 | 2.302436 |
"AAL" | "2023-05-28" | 9 | "2022-12-30T00:00:00" | 89,809,671 | 21,817,703 | 4.116367 |
"AAL" | "2023-05-28" | 10 | "2022-12-15T00:00:00" | 82,137,120 | 27,641,093 | 2.971558 |
"AAL" | "2023-05-28" | 11 | "2022-11-30T00:00:00" | 86,500,008 | 22,360,508 | 3.868428 |
"AAL" | "2023-05-28" | 12 | "2022-11-15T00:00:00" | 91,398,791 | 27,137,045 | 3.368045 |
"AAL" | "2023-05-28" | 13 | "2022-10-31T00:00:00" | 86,494,438 | 35,925,592 | 2.4076 |
"AAL" | "2023-05-28" | 14 | "2022-10-14T00:00:00" | 86,287,305 | 40,695,500 | 2.120316 |
"AAL" | "2023-05-28" | 15 | "2022-09-30T00:00:00" | 85,910,127 | 36,557,079 | 2.350027 |
"AAL" | "2023-05-28" | 16 | "2022-09-15T00:00:00" | 80,135,453 | 28,473,285 | 2.814408 |
"AAL" | "2023-05-28" | 17 | "2022-08-31T00:00:00" | 77,580,601 | 24,180,108 | 3.208447 |
"AAL" | "2023-05-28" | 18 | "2022-08-15T00:00:00" | 72,812,357 | 26,002,536 | 2.800202 |
"AAL" | "2023-05-28" | 19 | "2022-07-29T00:00:00" | 80,568,807 | 35,473,161 | 2.271261 |
"AAL" | "2023-05-28" | 20 | "2022-07-15T00:00:00" | 77,025,213 | 38,420,545 | 2.004792 |
"AAL" | "2023-05-28" | 21 | "2022-06-30T00:00:00" | 82,820,725 | 38,888,358 | 2.129705 |
"AAL" | "2023-05-28" | 22 | "2022-06-15T00:00:00" | 89,898,867 | 37,158,045 | 2.419365 |
"AAL" | "2023-05-28" | 23 | "2022-05-31T00:00:00" | 86,820,513 | 30,262,451 | 2.868919 |
"AAL" | "2023-05-28" | 24 | "2022-05-13T00:00:00" | 84,424,604 | 33,963,040 | 2.485779 |
"AAL" | "2023-05-29" | 0 | "2023-05-15T00:00:00" | 62,193,100 | 21,759,204 | 2.858243 |
"AAL" | "2023-05-29" | 1 | "2023-04-28T00:00:00" | 69,945,489 | 30,769,080 | 2.27324 |
"AAL" | "2023-05-29" | 2 | "2023-04-14T00:00:00" | 66,281,716 | 30,073,642 | 2.20398 |
"AAL" | "2023-05-29" | 3 | "2023-03-31T00:00:00" | 59,495,122 | 19,791,993 | 3.00602 |
"AAL" | "2023-05-29" | 4 | "2023-03-15T00:00:00" | 58,555,191 | 21,394,877 | 2.736879 |
"AAL" | "2023-05-29" | 5 | "2023-02-28T00:00:00" | 62,797,137 | 20,011,740 | 3.138015 |
"AAL" | "2023-05-29" | 6 | "2023-02-15T00:00:00" | 72,374,027 | 19,657,727 | 3.681709 |
"AAL" | "2023-05-29" | 7 | "2023-01-31T00:00:00" | 83,755,982 | 29,608,454 | 2.828786 |
"AAL" | "2023-05-29" | 8 | "2023-01-13T00:00:00" | 89,509,418 | 38,875,971 | 2.302436 |
"AAL" | "2023-05-29" | 9 | "2022-12-30T00:00:00" | 89,809,671 | 21,817,703 | 4.116367 |
"AAL" | "2023-05-29" | 10 | "2022-12-15T00:00:00" | 82,137,120 | 27,641,093 | 2.971558 |
"AAL" | "2023-05-29" | 11 | "2022-11-30T00:00:00" | 86,500,008 | 22,360,508 | 3.868428 |
"AAL" | "2023-05-29" | 12 | "2022-11-15T00:00:00" | 91,398,791 | 27,137,045 | 3.368045 |
"AAL" | "2023-05-29" | 13 | "2022-10-31T00:00:00" | 86,494,438 | 35,925,592 | 2.4076 |
"AAL" | "2023-05-29" | 14 | "2022-10-14T00:00:00" | 86,287,305 | 40,695,500 | 2.120316 |
"AAL" | "2023-05-29" | 15 | "2022-09-30T00:00:00" | 85,910,127 | 36,557,079 | 2.350027 |
"AAL" | "2023-05-29" | 16 | "2022-09-15T00:00:00" | 80,135,453 | 28,473,285 | 2.814408 |
"AAL" | "2023-05-29" | 17 | "2022-08-31T00:00:00" | 77,580,601 | 24,180,108 | 3.208447 |
"AAL" | "2023-05-29" | 18 | "2022-08-15T00:00:00" | 72,812,357 | 26,002,536 | 2.800202 |
"AAL" | "2023-05-29" | 19 | "2022-07-29T00:00:00" | 80,568,807 | 35,473,161 | 2.271261 |
"AAL" | "2023-05-29" | 20 | "2022-07-15T00:00:00" | 77,025,213 | 38,420,545 | 2.004792 |
"AAL" | "2023-05-29" | 21 | "2022-06-30T00:00:00" | 82,820,725 | 38,888,358 | 2.129705 |
"AAL" | "2023-05-29" | 22 | "2022-06-15T00:00:00" | 89,898,867 | 37,158,045 | 2.419365 |
"AAL" | "2023-05-29" | 23 | "2022-05-31T00:00:00" | 86,820,513 | 30,262,451 | 2.868919 |
"AAL" | "2023-05-29" | 24 | "2022-05-13T00:00:00" | 84,424,604 | 33,963,040 | 2.485779 |
"AAL" | "2023-05-30" | 0 | "2023-05-15T00:00:00" | 62,193,100 | 21,759,204 | 2.858243 |
"AAL" | "2023-05-30" | 1 | "2023-04-28T00:00:00" | 69,945,489 | 30,769,080 | 2.27324 |
"AAL" | "2023-05-30" | 2 | "2023-04-14T00:00:00" | 66,281,716 | 30,073,642 | 2.20398 |
"AAL" | "2023-05-30" | 3 | "2023-03-31T00:00:00" | 59,495,122 | 19,791,993 | 3.00602 |
"AAL" | "2023-05-30" | 4 | "2023-03-15T00:00:00" | 58,555,191 | 21,394,877 | 2.736879 |
"AAL" | "2023-05-30" | 5 | "2023-02-28T00:00:00" | 62,797,137 | 20,011,740 | 3.138015 |
"AAL" | "2023-05-30" | 6 | "2023-02-15T00:00:00" | 72,374,027 | 19,657,727 | 3.681709 |
"AAL" | "2023-05-30" | 7 | "2023-01-31T00:00:00" | 83,755,982 | 29,608,454 | 2.828786 |
"AAL" | "2023-05-30" | 8 | "2023-01-13T00:00:00" | 89,509,418 | 38,875,971 | 2.302436 |
"AAL" | "2023-05-30" | 9 | "2022-12-30T00:00:00" | 89,809,671 | 21,817,703 | 4.116367 |
"AAL" | "2023-05-30" | 10 | "2022-12-15T00:00:00" | 82,137,120 | 27,641,093 | 2.971558 |
"AAL" | "2023-05-30" | 11 | "2022-11-30T00:00:00" | 86,500,008 | 22,360,508 | 3.868428 |
"AAL" | "2023-05-30" | 12 | "2022-11-15T00:00:00" | 91,398,791 | 27,137,045 | 3.368045 |
"AAL" | "2023-05-30" | 13 | "2022-10-31T00:00:00" | 86,494,438 | 35,925,592 | 2.4076 |
"AAL" | "2023-05-30" | 14 | "2022-10-14T00:00:00" | 86,287,305 | 40,695,500 | 2.120316 |
"AAL" | "2023-05-30" | 15 | "2022-09-30T00:00:00" | 85,910,127 | 36,557,079 | 2.350027 |
"AAL" | "2023-05-30" | 16 | "2022-09-15T00:00:00" | 80,135,453 | 28,473,285 | 2.814408 |
"AAL" | "2023-05-30" | 17 | "2022-08-31T00:00:00" | 77,580,601 | 24,180,108 | 3.208447 |
"AAL" | "2023-05-30" | 18 | "2022-08-15T00:00:00" | 72,812,357 | 26,002,536 | 2.800202 |
"AAL" | "2023-05-30" | 19 | "2022-07-29T00:00:00" | 80,568,807 | 35,473,161 | 2.271261 |
"AAL" | "2023-05-30" | 20 | "2022-07-15T00:00:00" | 77,025,213 | 38,420,545 | 2.004792 |
"AAL" | "2023-05-30" | 21 | "2022-06-30T00:00:00" | 82,820,725 | 38,888,358 | 2.129705 |
"AAL" | "2023-05-30" | 22 | "2022-06-15T00:00:00" | 89,898,867 | 37,158,045 | 2.419365 |
"AAL" | "2023-05-30" | 23 | "2022-05-31T00:00:00" | 86,820,513 | 30,262,451 | 2.868919 |
"AAL" | "2023-05-30" | 24 | "2022-05-13T00:00:00" | 84,424,604 | 33,963,040 | 2.485779 |
Dataset Card for "short-interest-sp500"
Dataset Summary
The short-interest-sp500 dataset provides short interest data for companies listed on the S&P 500 index. This includes the number of shares that have been sold short but have not yet been covered or closed out.
Supported Tasks and Leaderboards
[N/A]
Languages
[N/A]
Dataset Structure
Data Instances
[N/A]
Data Fields
- symbol (string): A string representing the ticker symbol or abbreviation used to identify the company.
- date (string): A string representing the date when the data was collected.
- id (int64): A unique integer identifier for each data instance.
- settlement_date (timestamp[ns]): The date by which a buyer must pay for the securities delivered by the seller.
- interest (float64): A floating point number representing the short interest of the company on the specified date.
- avg_daily_share_volume (float64): A floating point number representing the average daily trading volume of the company.
- days_to_cover (float64): A floating point number representing the days to cover metric, which is the number of days volume worth of short interest.
Data Splits
[N/A]
Dataset Creation
Curation Rationale
The short-interest-sp500 dataset was created to facilitate the study of market dynamics, particularly the role of short selling.
Source Data
Initial Data Collection and Normalization
The dataset was compiled from publicly available sources.
Annotations
Annotation process
[N/A]
Who are the annotators?
[N/A]
Personal and Sensitive Information
[N/A]
Considerations for Using the Data
Social Impact of Dataset
[N/A]
Discussion of Biases
[N/A]
Other Known Limitations
[N/A]
Additional Information
Dataset Curators
The short-interest-sp500 dataset was collected by https://edarchimbaud.substack.com.
Licensing Information
The short-interest-sp500 dataset is licensed under the MIT License.
Citation Information
https://edarchimbaud.substack.com, short-interest-sp500 dataset, GitHub repository, https://github.com/edarchimbaud
Contributions
Thanks to @edarchimbaud for adding this dataset.
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