How to look up a Stock’s Short Interest with Python

Today I was trying to investigate short interest in the Energy sector: the group as a whole has rallied hard over the last few days and I suspect a short covering rally is at play, so some testing is in order.

Much to my dismay, my searches didn’t return an easy way to do this in Python. Lots of websites offer the data but quants want to consume the data programmatically… Luckily it was super easy to do (12 line function) with BeautifulSoup and Pandas:

import pandas as pd
import urllib2
from bs4 import BeautifulSoup as bs

def get_short_interest(symbol):
  url = "http://www.nasdaq.com/symbol/" + symbol + "/short-interest"
  res = urllib2.urlopen(url)
  res = res.read()
  soup = bs(res)
  si = soup.find("div", {"id": "quotes_content_left_ShortInterest1_ContentPanel"})
  si = si.find("div", {"class": "genTable floatL"})
  df = pd.read_html(str(si.find("table")))[0]
  df.index = pd.to_datetime(df['Settlement Date'])
  del df['Settlement Date']
  df.columns = ['ShortInterest', 'ADV', 'D2C']
  return df.sort()

That’s it! Now we can do neat stuff like:

apa = get_short_interest("APA")

And there you have it, all in a nice neat dataframe for analysis.


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