{"slug":"why-short-interest-is-two-weeks-old","qid":"lag_history","label":"Every incrementally-delivered settlement: measured on one date, on file days later","post_title":"Why Short Interest Data Is Always Two Weeks Old","post_url":"/blog/why-short-interest-is-two-weeks-old#q-lag_history","columns":["settlement_date","arrived_here","publication_lag_days"],"rows":[{"settlement_date":"2026-03-13","arrived_here":"2026-04-01","publication_lag_days":19},{"settlement_date":"2026-03-31","arrived_here":"2026-04-10","publication_lag_days":10},{"settlement_date":"2026-04-15","arrived_here":"2026-05-01","publication_lag_days":16},{"settlement_date":"2026-04-30","arrived_here":"2026-05-11","publication_lag_days":11},{"settlement_date":"2026-05-15","arrived_here":"2026-06-10","publication_lag_days":26},{"settlement_date":"2026-05-29","arrived_here":"2026-06-10","publication_lag_days":12},{"settlement_date":"2026-06-15","arrived_here":"2026-07-01","publication_lag_days":16},{"settlement_date":"2026-06-30","arrived_here":"2026-07-11","publication_lag_days":11},{"settlement_date":"2026-07-15","arrived_here":"2026-08-01","publication_lag_days":17},{"settlement_date":"2026-07-31","arrived_here":"2026-08-11","publication_lag_days":11}],"shape":"series","sql":"WITH first_arrival AS (\n    SELECT settlement_date,\n           toDate(min(_ingest_time)) AS arrived\n    FROM global_markets.stocks_short_interest\n    GROUP BY settlement_date\n),\nbulk_days AS (\n    SELECT arrived\n    FROM first_arrival\n    GROUP BY arrived\n    HAVING count() > 5\n)\nSELECT settlement_date,\n       toString(arrived) AS arrived_here,\n       dateDiff('day', settlement_date, arrived) AS publication_lag_days\nFROM first_arrival\nWHERE arrived NOT IN (SELECT arrived FROM bulk_days)\nORDER BY settlement_date","computed_at":"2026-08-22T04:36:29.072671+00:00","elapsed":0.002542716}