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Historical Short Stock Data of IB
- Thread starter ppy93
- Start date
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.
Does anyone have the historical short availability and fee data of IB since 2020?
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)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.
PM me an email address and I will send via email.
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!