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hi everyone,
Im looking for a way to get the short interest on specific stocks or on a universe of stocks. The data would likely come from this here:
https://www.quandl.com/data/FINRA-Financial-Industry-Regulatory-Authority
The this is, I couldnt find any example on QC's website on how to pull that kind of data.
An example would be greatly appreciated.
thanks !
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Jack Simonson
Hi Stephane,
This is definitely an interesting data set! You can find a few demonstration algorithms for using Quandl data in GitHub, but I've attached a backtest below demonstrating how to import the FINRA/NASDAQ TRF Short Interest: JUST dataset from the Quandl link.
Stephane b
Hi Jack,
I just wanted to thank you for your very appreciated contribution.
I will definitly have a look at it shortly and might post my findings here (if they are worth mentioning) to help other people as well.
Thanks again!
Sudheer Kumar
Above code doesn't work anymore and gives below error, what am I missing?
Error invoking FINRA/FNSQ_JUST.QuandlFINRAData data reader. Line: QECx02,You have submitted an incorrect Dataset code. Please check your Dataset codes and try again. Error: String 'QECx02' was not recognized as a valid DateTime. (Open Stack Trace)
Ashutosh
Hi Sudheer Kumar
On Dec. 4th, 2018, Nasdaq announced it had acquired Quandl, Inc. In 2021, Quandl was replaced by Nasdaq Data Link.
QuantConnect has decided to remove Quandl from Lean, and create an independent repository to NasdaqDataLink.
You can refer to the dataset document for implementation using the Nasdaq Data Link with examples.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Stephane b
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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