Where can I find short interest by company?
In Compustat via WRDS, go to WRDS and choose ‘Compustat-Capital IQ’. Select ‘North America – Daily’ then ‘Supplemental Short Interest File’. Monthly short interest by company is available back to 1973.
NYSE Short Sales are available in WRDS from January 2005 - July 6, 2007.
In Bloomberg, search for the company by typing its name and selecting the best match. Next, type ‘SI’ and press Enter for basic short interest data. For tabular data display select ‘8) Table’ and use the PgUp and PgDn keys to view tabular data.
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