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Why Short Interest Data Is Always Two Weeks Old
The pipeline lag in one row: plus the bulk backfill these figures deliberately excludescalar · 2026-08-22 · 1×610 Every incrementally-delivered settlement: measured on one date, on file days laterseries · 2026-08-22 · 10×3Preview: a 10-point series, ending lower. GME, winter 2020-21: each short interest print and the price move before it went public (as-traded prices)table · 2026-08-22 · 6×5 GME days to cover: as reported in the file, and recomputed on the volume that traded while the print was pendingscalar · 2026-08-22 · 1×853.7 The current state of the cycle: the newest print on file, and the one still in the pipelinescalar · 2026-08-22 · 1×622,339 The blind window: what five stocks did between the settlement date and the day its short interest was publishedtable · 2026-08-22 · 5×6
When Is Short Interest Released?
The short interest release schedule: recent FINRA settlement dates and names reportedseries · 2026-08-22 · 16×2Preview: a 16-point series, ending lower. Measured publication lag: settlement date vs the day the file first arrived hereseries · 2026-08-22 · 10×3Preview: a 10-point series, ending lower. The publication lag in one row: fastest, median and slowest across incrementally-delivered settlementsscalar · 2026-08-22 · 1×410 Day-of-month and the gap between consecutive settlement dates: the twice-monthly cadenceseries · 2026-08-22 · 16×3Preview: a 16-point series, ending lower. The current state of the release cycle: the newest print on file and the settlement still pendingscalar · 2026-08-22 · 1×631
The pipeline lag in one row: plus the bulk backfill these figures deliberately exclude

The pipeline lag in one row: plus the bulk backfill these figures deliberately exclude

most recentas of scalar 1×6read in context →
settlements measured
10
fastest lag days
10
median lag days
14
slowest lag days
26
settlements bulk loaded
197
bulk load date
2026-03-16
the exact SQL behind every number 
WITH first_arrival AS (
    SELECT settlement_date,
           toDate(min(_ingest_time)) AS arrived
    FROM global_markets.stocks_short_interest
    GROUP BY settlement_date
),
bulk_days AS (
    SELECT arrived
    FROM first_arrival
    GROUP BY arrived
    HAVING count() > 5
),
organic AS (
    SELECT settlement_date,
           dateDiff('day', settlement_date, arrived) AS lag
    FROM first_arrival
    WHERE arrived NOT IN (SELECT arrived FROM bulk_days)
)
SELECT count() AS settlements_measured,
       min(lag) AS fastest_lag_days,
       round(quantileDeterministic(0.5)(lag, cityHash64(settlement_date)), 1) AS median_lag_days,
       max(lag) AS slowest_lag_days,
       (SELECT count() FROM first_arrival WHERE arrived IN (SELECT arrived FROM bulk_days)) AS settlements_bulk_loaded,
       (SELECT toString(max(arrived)) FROM bulk_days) AS bulk_load_date
FROM organic
More from this analysisWhy Short Interest Data Is Always Two Weeks Old
GME days to cover: as reported in the file, and recomputed on the volume that traded while the print was pending scalar 1×8 → The current state of the cycle: the newest print on file, and the one still in the pipeline scalar 1×6 → Every incrementally-delivered settlement: measured on one date, on file days later series 10×3 → GME, winter 2020-21: each short interest print and the price move before it went public (as-traded prices) table 6×5 → See all 2,170 queries →
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