Any Data Privider with Short Interest or % of Shortened Stocks

Hi,

I have been using AmiBroker for a while now and I absolutely love it. The only problem that I have had is data.

AmiQuote does a great job of downloading Yahoo data automatically for free! However, Yahoo does not have "short interest" for any of the tickers.

I know that AmiBroker can use third party ticker data providers. Can anyone please provide some guidance as to which data provider has support for US stocks, preferably live ticker, and support for Short Interest, % of Shortened Stocks.

Thank you
EthanH

in AmiQuote use Yahoo Fundamental as source

Is there an automatic way to get that field? I opened AmiQuote input files - Historical Yahoo data- and didn't see a data field for it. If I understood correctly, the $FORMAT command can get a specific data field, if the field exist in the input CSV files it receives from Yahoo.

Thanks

no need to specify anything. Just download with AmiQuote. Then to see the fundamental data which was downloaded, inspect the Information window. (top menu bar "Window", check "Symbol Information")
With the AFL function GetFnData(field), you can access that data. Like here:

procedure PrintFundamentals() {
  SharesOut = GetFnData("SharesOut"  );
  SharesFloat = GetFnData("SharesFloat");
  BookValuePerShare = GetFnData("BookValuePerShare");
  SalesPerShare = GetFnData("SalesPerShare");
  SharesShort = GetFnData("SharesShort");
  MarketCap = SharesOut * Close / 1e6;
  printf("MarketCap: %1.1f Mio\n",MarketCap);
  if (SharesOut > 0) {
    SharesFloatPercent = SharesFloat / SharesOut * 100;
    SharesShortPercent = SharesShort / SharesOut * 100;
    printf("SharesFloat: %1.0f%%\n",SharesFloatPercent);
    printf("SharesShort: %1.0f%%\n",SharesShortPercent);
  }
  printf("BookValuePerShare: %1.2f\n",BookValuePerShare);
  printf("SalesPerShare: %1.2f\n",SalesPerShare);
}

To see the output of above procedure, inspect the Interpretation window. (top menu bar "Window", check "Interpretation")

2 Likes

Thank you for your response and the code snippet.

After I read your post, I opened AmiQuote one more time and saw that in that dropdown, menu there is an option for "Yahoo Fundamentals." Until now, it was using "Yahoo Historical." That's why those data fields were empty.

Thank you again

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