Who is short NASDAQ, and how hard?
Every NASDAQ-listed security, with the short side of its register shown three ways that are routinely mistaken for each other: the official open short interest FINRA collects twice a month, the short-sale volume printed off the tape every session, and the settlement-failure list. Different things, different clocks, different meanings — so they are stored apart, printed apart, and never blended into one number.
Almost every argument about short selling is two people quoting different feeds. Each one below is the official source for what it measures, and nothing here is an estimate, a model, or a blend. The as-of date travels with the number, because a fortnight-old position and last night's tape are not the same evidence.
Total shares sold short across every NASDAQ-listed security, cycle by cycle, straight from the official file. Below it, the exchange-wide cover ratio — total short interest divided by total average daily volume — which says how many sessions of trading the entire short book would take to unwind.
All 5,500+ securities in the current settlement file — common stock, ADRs, ETFs, preferreds. Search by ticker or company, sort by any column. % shares is short interest over shares outstanding, derived from market cap and last sale: a proxy, not free float, and blank where the size feed is unreliable.
| Ticker | Security | Short interest | Δ vs prior | % shares | Days to cover | Short vol % |
|---|---|---|---|---|---|---|
| loading the book… | ||||||
Six cuts of the same file. Every list carries a size floor — a name going from one thousand to twenty thousand shares short posts a spectacular percentage and means nothing, so it is kept out rather than allowed to lead the table.
Short interest as a share of shares outstanding, pooled by sector and weighted by size — so one thinly-held microcap cannot make a whole sector look crowded. ETFs are excluded: a short in QQQ is an index hedge, not a view on a company.
Every security FINRA tags to the Nasdaq exchange in the consolidated short-interest file — Global Select, Global and Capital Market tiers. Roughly 5,500 names, paged out of the official API in full, never a sample or a top-N.
Short interest divided by average daily volume, clamped at both ends. FINRA floors it at 1.00 — – names sit exactly there, and "a day or less" is true, so it stands. It also caps at 999.99: those – securities average around a dozen shares of volume a day, and the field is empty between 791 and the cap, so that end is an artefact and is shown as capped, never as a number. The exchange-wide ratio is computed sum-over-sum from raw shares, not as an average of per-name ratios.
Shares outstanding is derived as market cap ÷ last sale — a proxy, and not free float; the real crowding number needs a float feed nobody publishes free. The quotient breaks when the size feed has missed a reverse split, and that failure is self-detecting: if a security's average daily volume exceeds its entire share count, the share count is wrong. – names fail that test and are blanked rather than ranked, leaving – with a usable ratio.
The position leg settles on the 15th and the last business day of each month, and publishes about eight business days later. Today's board is –. Anything that happened since is in the daily tape leg, not here.
The daily file counts shares whose sell order carried a short flag. Most of it is intraday market-making that never becomes a position. It is a useful trigger against its own range and a terrible level.
The third thing you'd want — what it costs to borrow the stock — is not on this page. There is no free authoritative borrow-fee feed: IBKR's is FTP-only, S3 and Fintel are paid. The threshold list is the closest free stand-in, and it is a settlement-failure list, not a rate.
Every NASDAQ ticker's short book, from the official files, with each feed labelled for what it actually measures.