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Pocari Sweat avatar image
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Using DataScope, or DataStream Web, how to retrieve the Short Interest value, or Short Position, for an ASX stock?

Using DataScope, or DataStream Web, can anyone help us retrieve the Short Interest value, or Short Position, for a stock on the Australian ASX?

We cannot use Eikon (or the Python eikon library)


For example, to retrieve the Volume of Shorts for BHP.AX using the Python Eikon library, I can use the following line:

ek.get_timeseries(['BHPss.AX'])


Or, using Eikon itself, in the Monitor for BHP.AX, under "Price & Charts" there is a "Short Interest" option


Or, using DataScope, I can use the following Postman request to get the Short Interest for an over-the-counter stock:

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
"ContentFieldNames": [
"Short Interest",
"Short Interest Date"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "ADMLF.PK", "IdentifierType": "Ric" }
]
}
}
}


But, is there any way to get the data for ASX stocks, using DataScope, or DataStream Web?

This data is published regularly at https://asic.gov.au/regulatory-resources/markets/short-selling/short-position-reports-table/ , so I don't think there would be any licensing concerns.

Many thanks,

André

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1 Answer

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Jirapongse avatar image
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@Pocari Sweat

For the DataStream, I found the description of the Short Interest field.

From this information, it is not available for ASX stocks. However, you may contact the Refinitiv Datastream team via MyRefinitiv to confirm it.

For the DataScope Select, it returns null for ASX stocks.

        {
            "IdentifierType": "Ric",
            "Identifier": "BHP.AX",
            "Short Interest": null,
            "Short Interest Date": null
        }

The data may not be available in the DataScope Select. Please directly contact the Refinitiv DataScope Select team via MyRefinitiv to verify it.


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