Q. Short interest data ?

To sell short is to sell shares that you do not own with the hope that the shares decline in value and can be purchased in the future at a lower price to cover the trade and make a profit

Short interest is a count of shares that have been sold short.  This is reported on the 15^th and last day of the month.

The Short Interest Ratio is the number of shares sold short/ average daily trading volume – this is also known as Days to Cover.

Data on short interest: 

• Global Financial Data has the data for the NYSE in aggregate.
• For company data use Compustat - under Security Monthly 
• Bloomberg has the data by company as well. Company Ticker <equity> SI is the code on Bloomberg to use. Bloomberg has international short interest data. 
• NASDAQ.com - can find up to 25 companies at a time.

Data from the NYSE on Short Sales 

•  Short Sales*. January 2005 - July 6, 2007 (NYSE) is available through WRDS. NASDAQ short sales for that same period are available through NASDAQTrader.  July 2007 - June 2014 for NYSE is available locally.  July 2014-May 2023 (daily) for NYSE and NASDAQ is also available locally. June 2023+ available through FINRA.