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Short interest reporting dates: recent settlements, weekday, coverage and publication lag

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 2026-08-22, from What Is FINRA Short Interest? Days to Cover.

as of series 9×5read in context →
Short interest reporting dates: recent settlements, weekday, coverage and publication lag — 9 rows by 5 columns, computed from US exchange, SIP and OPRA data.
settlement_dateweekdaysecurities_on_filesecurities_on_file_fmtpublication_lag_days
March 31, 2026Tuesday2167821,67810
April 15, 2026Wednesday2175721,75716
April 30, 2026Thursday2182021,82011
May 15, 2026Friday2189421,89426
May 29, 2026Friday2198721,98712
June 15, 2026Monday2217822,17816
June 30, 2026Tuesday2220722,20711
July 15, 2026Wednesday2237322,37317
July 31, 2026Friday2233922,33911
Rows × columns
9 × 5
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 Short interest reporting dates: recent settlements, weekday, coverage and publication lag, derived from the stored result.
ColumnTypeRangeNotes
settlement_date date April 15, to May 29, 20
weekday date Friday to Wednesday
securities_on_file number 21,678 to 22,373
securities_on_file_fmt text 9 distinct values (21,678, 21,757, 21,820…)
publication_lag_days number 10 to 26

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 concat(monthName(d), ' ', toString(toDayOfMonth(d)), ', ', toString(toYear(d))) AS settlement_date,
       weekday,
       securities_on_file,
       multiIf(securities_on_file < 1000, toString(securities_on_file),
               concat(toString(intDiv(securities_on_file, 1000)), ',', lpad(toString(securities_on_file % 1000), 3, '0'))) AS securities_on_file_fmt,
       publication_lag_days
FROM
(
    SELECT settlement_date AS d,
           formatDateTime(settlement_date, '%W') AS weekday,
           uniqExact(ticker) AS securities_on_file,
           dateDiff('day', settlement_date, toDate(min(_ingest_time))) AS publication_lag_days
    FROM global_markets.stocks_short_interest
    WHERE settlement_date >= today() - INTERVAL 5 MONTH
    GROUP BY settlement_date
)
ORDER BY d

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