Where can I find aggregate data for short interest selling on the NYSE?
In Bloomberg, type ‘NI SHI’ and press Enter.
In Compustat via WRDS, go to WRDS and choose ‘Compustat-Capital IQ’. Select ‘North America – Daily’ then select ‘Security Monthly’. Monthly short interest by company is available back to mid-2003 under ‘Supplemental Short Interest File’ (in the menu).
(VC-251)
