Hard To Borrow stock list data

Discussion in 'Data Sets and Feeds' started by cmspruill, Oct 15, 2012.

  1. cmspruill

    cmspruill

    I realize this may be a stretch but I want to ask in case one of you can point me in the right direction.

    I'm looking for a broker-dealer or stock loan group that can provide me with historical hard to borrow list data (daily list of all HTB stocks) as well as an end of day hard to borrow list. I realize this data is not easy to come by, and often internal only, but I have been told some groups do provide this data either to clients only or outside traders for a fee. I know the subscription fee can be steep in some cases -- either way, I would like to speak with someone about making arrangements to get my hands on the data.

    If you can point me in the right direction that would greatly be appreciated, i'm researching the question via other venues but not coming up with much.

    Any help is much appreciated, please PM me if you don't want to discuss it publicly.
     
  2. I would think the list would be different for each underlying broker/dealer.
     
  3. cmspruill

    cmspruill

    Yes,
    The lists between B/Ds do differ some, but i don't think by a lot -- i believe the lists share many of the same symbols. Either way, I am most interested in getting in contact with a group that has this type of data available historically as well as end of day. This is regardless of price or minimum account value. I can deal with that once i get in touch with them.

    Anyone else have any info?
     
  4. wtf is options implied rebate?
     
  5. hdquant

    hdquant

    I don't know if this is of any help, but MBtrading has an easy-to-borrow list updated daily.

    http://www.mbtrading.com/easyToBorrow.aspx

    Around 3800 symbols are listed currently.

    You may try to diff the list with a complete list of stocks (nyse + nasdaq + amex) to find the hard-to-borrow symbols.

    For the future, you can save the list daily to find changes or maybe contact them and check if they maintain a history of changes.

    I already checked the waybackmachine and google but this page is not cached.