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Daily short-volume file coverage: the two documented truncation days vs their neighbors

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-26, from FINRA Short Interest Data, Explained.

as of ranking 6×2read in context →
Daily short-volume file coverage: the two documented truncation days vs their neighbors — 6 rows by 2 columns, computed from US exchange, SIP and OPRA data.
dtickers_on_file
2026-06-2615052
2026-06-295489
2026-06-3015362
2026-07-0615384
2026-07-074333
2026-07-0815127
Rows × columns
6 × 2
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Daily short-volume file coverage: the two documented truncation days vs their neighbors, derived from the stored result.
ColumnTypeRangeNotes
d date 2026-06-26 to 2026-07-08
tickers_on_file number 4,333 to 15,384

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
SELECT toString(date) AS d,
       uniqExact(ticker) AS tickers_on_file
FROM global_markets.stocks_short_volume
WHERE date IN ('2026-06-26', '2026-06-29', '2026-06-30', '2026-07-06', '2026-07-07', '2026-07-08')
GROUP BY date
ORDER BY date

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