Does anyone have the historical short availability and fee data of IB since 2020? Some sample data is attached. If yes, please PM me and I am willing to pay for it.
I am aware of IB's FTP and I download the most current data from it. Is historical data of 2020 also available on the FTP? Thanks a lot!
https://www.nyse.com/market-data/historical/taq-nyse-group-short-sales IBKR is on Nasdaq but this goes back to 2018.
I have this data back to 20170811, what date range are you interested in? Let me know date range and desired fields and I will post it here. Available fields: Code: ColName CanNull ColType ======================== ======= ============= SHORTABLESTOCK_ID N NUMBER(22) FILEDATE N DATE(7) SYMBOL N VARCHAR2(16) EXCHANGE N VARCHAR2(16) COUNTRY Y VARCHAR2(16) SOURCE N VARCHAR2(16) CCY N VARCHAR2(6) FULLNAME N VARCHAR2(64) IBCONTRACTNUM N NUMBER(22) PARTIALISIN N VARCHAR2(16) REBATERATE Y NUMBER(22) FEERATE Y NUMBER(22) SHARESAVAILABLE N NUMBER(22) BENCHMARKRATE Y NUMBER(22) SHORTABLESTOCK_TSTAMP Y TIMESTAMP(3)(11)
Thank you so much. I am interested in data after 01/01/2020 at the moment. I need 4 fields: ticker, rebate rate, fee rate and shares available. Again, thank you for your generous help!
File is 135mb zipped. Too large to attach to a post. PM me an email address and I will send via email.
Hi Kevin, I am also interested in this historic data and would be really appreciative if you would share this with me. I just set up an Elite Trader account today and can't figure out how to send PM's. Maybe there's a restriction on new accounts? If you can help me out could you send me a PM? Thanks very much!