{"slug":"why-short-interest-is-two-weeks-old","qid":"blind_window","label":"The blind window: what five stocks did between the settlement date and the day its short interest was published","post_title":"Why Short Interest Data Is Always Two Weeks Old","post_url":"/blog/why-short-interest-is-two-weeks-old#q-blind_window","columns":["ticker","shares_short_m","close_at_settlement","close_when_published","move_while_pending_pct","sessions_in_window"],"rows":[{"ticker":"GME","shares_short_m":53.7,"close_at_settlement":21.72,"close_when_published":18.83,"move_while_pending_pct":-13.3,"sessions_in_window":8},{"ticker":"NVDA","shares_short_m":292.7,"close_at_settlement":200.81,"close_when_published":217.48,"move_while_pending_pct":8.3,"sessions_in_window":8},{"ticker":"TSLA","shares_short_m":68.5,"close_at_settlement":311.11,"close_when_published":332.8,"move_while_pending_pct":7,"sessions_in_window":8},{"ticker":"MU","shares_short_m":29.9,"close_at_settlement":822.59,"close_when_published":868.2,"move_while_pending_pct":5.5,"sessions_in_window":8},{"ticker":"AAPL","shares_short_m":141.6,"close_at_settlement":309.03,"close_when_published":304.9,"move_while_pending_pct":-1.3,"sessions_in_window":8}],"shape":"table","sql":"WITH latest AS (SELECT max(settlement_date) AS d FROM global_markets.stocks_short_interest),\narrived AS (\n    SELECT toDate(min(_ingest_time)) AS a\n    FROM global_markets.stocks_short_interest\n    WHERE settlement_date = (SELECT d FROM latest)\n),\ndaily AS (\n    SELECT ticker,\n           toDate(toTimeZone(window_start, 'America/New_York')) AS session,\n           argMax(toFloat64(close), window_start) AS rth_close\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('AAPL', 'TSLA', 'NVDA', 'GME', 'MU')\n      AND toDate(toTimeZone(window_start, 'America/New_York')) >= (SELECT d FROM latest)\n      AND toDate(toTimeZone(window_start, 'America/New_York')) <= (SELECT a FROM arrived)\n      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60\n          + toMinute(toTimeZone(window_start, 'America/New_York')) BETWEEN 570 AND 959\n    GROUP BY ticker, session\n)\nSELECT si.ticker AS ticker,\n       round(si.short_interest / 1e6, 1) AS shares_short_m,\n       round(argMin(d.rth_close, d.session), 2) AS close_at_settlement,\n       round(argMax(d.rth_close, d.session), 2) AS close_when_published,\n       round((argMax(d.rth_close, d.session) / argMin(d.rth_close, d.session) - 1) * 100, 1) AS move_while_pending_pct,\n       count() AS sessions_in_window\nFROM global_markets.stocks_short_interest AS si\nINNER JOIN daily AS d ON d.ticker = si.ticker\nWHERE si.settlement_date = (SELECT d FROM latest)\nGROUP BY si.ticker, si.short_interest\nORDER BY abs(move_while_pending_pct) DESC, si.ticker ASC","computed_at":"2026-08-22T04:36:31.462469+00:00","elapsed":0.875408933}