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--- |
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language: |
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- en |
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license: other |
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extra_gated_prompt: To get access to this dataset, you must subscribe to Papers With |
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Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your |
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Plan > Subscribe. |
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dataset_info: |
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features: |
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- name: symbol |
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dtype: string |
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- name: datetime |
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dtype: string |
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- name: short_volume |
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dtype: int64 |
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- name: total_volume |
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dtype: int64 |
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- name: short_volume_ratio_exchange |
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dtype: float64 |
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- name: retail_short_ratio |
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dtype: float64 |
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- name: institutional_short_ratio |
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dtype: float64 |
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- name: market_maker_short_ratio |
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dtype: float64 |
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splits: |
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- name: train |
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num_bytes: 176855330 |
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num_examples: 2524120 |
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download_size: 106141889 |
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dataset_size: 176855330 |
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configs: |
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- config_name: default |
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data_files: |
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- split: train |
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path: data/train-* |
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--- |
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# Dataset Information |
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Weekly **Short Volume** statistics for publicly traded companies, provided by **SOV.AI**. |
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The dataset highlights aggregate and segmented short-selling activity across exchanges and participant types. |
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- **Coverage**: Major US-listed equities with reported short volume |
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- **Update cadence**: Weekly snapshots reflecting exchange-reported short volume |
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- **Fields**: |
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- `short_volume`: Shares sold short during the period |
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- `total_volume`: Total shares traded |
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- `short_volume_ratio_exchange`: Ratio of short to total volume at the exchange level |
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- `retail_short_ratio`: Share of short volume attributed to retail traders |
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- `institutional_short_ratio`: Share of short volume attributed to institutional traders |
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- `market_maker_short_ratio`: Share of short volume attributed to market makers |
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## Data Source |
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Data provided by SOV.AI. |
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