Datasets:

paperswithbacktest
/

Stocks-Weekly-ShortVolume

symbol string	datetime string	short_volume int64	total_volume int64	short_volume_ratio_exchange float64	retail_short_ratio float64	institutional_short_ratio float64	market_maker_short_ratio float64
A	2011-01-07	4,986,144	10,031,193	0.547436	0.084894	0.781831	0.133275
A	2011-01-14	4,063,221	7,679,161	0.577897	0.086056	0.821957	0.091987
A	2011-01-21	4,810,385	9,418,816	0.550703	0.140714	0.786852	0.072434
A	2011-01-28	4,062,032	8,497,440	0.51282	0.081915	0.809999	0.108085
A	2011-02-04	4,647,415	10,793,591	0.475749	0.089425	0.816972	0.093603
A	2011-02-11	4,484,921	10,784,685	0.480638	0.111096	0.794393	0.094511
A	2011-02-18	4,985,658	12,159,511	0.459612	0.083356	0.789475	0.127169
A	2011-02-25	4,580,323	10,836,949	0.439041	0.100872	0.842142	0.056986
A	2011-03-04	7,895,355	16,205,221	0.494579	0.080073	0.796859	0.123068
A	2011-03-11	7,844,389	12,477,650	0.650959	0.112792	0.812329	0.074879
A	2011-03-18	7,910,340	13,289,681	0.633843	0.111186	0.801224	0.08759
A	2011-03-25	3,940,868	7,198,209	0.577144	0.118852	0.787376	0.093772
A	2011-04-01	3,407,755	6,763,043	0.509001	0.108649	0.812264	0.079087
A	2011-04-08	3,939,987	6,448,314	0.639059	0.117472	0.807602	0.074927
A	2011-04-15	6,150,648	9,614,490	0.666551	0.119635	0.817769	0.062596
A	2011-04-22	4,854,693	7,916,416	0.622535	0.131984	0.806395	0.061621
A	2011-04-29	3,570,114	8,155,855	0.505668	0.190193	0.734273	0.075533
A	2011-05-06	4,360,379	7,828,671	0.591191	0.169331	0.760927	0.069742
A	2011-05-13	4,852,365	11,669,128	0.446583	0.117103	0.76057	0.122327
A	2011-05-20	4,772,443	11,380,773	0.466279	0.201137	0.72403	0.074832
A	2011-05-27	3,530,401	8,285,663	0.492729	0.190388	0.739595	0.070017
A	2011-06-03	3,094,229	6,992,932	0.487631	0.187664	0.739892	0.072445
A	2011-06-10	5,116,544	9,314,370	0.563879	0.214621	0.717821	0.067558
A	2011-06-17	5,446,422	10,235,280	0.57157	0.223134	0.727838	0.049028
A	2011-06-24	5,001,676	8,269,760	0.615119	0.17779	0.775113	0.047097
A	2011-07-01	4,493,375	8,297,039	0.572193	0.197893	0.745346	0.056761
A	2011-07-08	3,928,111	7,734,466	0.555699	0.17953	0.786986	0.033483
A	2011-07-15	4,196,629	9,546,520	0.455463	0.16107	0.797573	0.041357
A	2011-07-22	4,677,803	10,846,615	0.465969	0.155396	0.690422	0.154182
A	2011-07-29	5,606,392	12,407,012	0.484874	0.178074	0.718263	0.103663
A	2011-08-05	7,994,646	15,488,021	0.549759	0.199854	0.747142	0.053004
A	2011-08-12	9,565,174	22,248,122	0.448555	0.213615	0.731356	0.05503
A	2011-08-19	8,025,856	18,311,631	0.439852	0.214213	0.739066	0.046722
A	2011-08-26	8,529,036	17,670,210	0.515189	0.224405	0.707448	0.068147
A	2011-09-02	7,897,259	13,964,857	0.611108	0.182084	0.755632	0.062284
A	2011-09-09	8,850,392	14,744,504	0.631633	0.162452	0.602655	0.234892
A	2011-09-16	9,480,848	15,186,961	0.668736	0.208658	0.729098	0.062244
A	2011-09-23	9,353,220	17,394,418	0.577262	0.191102	0.642444	0.166455
A	2011-09-30	6,882,299	13,171,155	0.574292	0.249111	0.688422	0.062467
A	2011-10-07	9,234,148	15,571,245	0.634074	0.219473	0.721238	0.059288
A	2011-10-14	6,939,438	14,778,852	0.539949	0.229462	0.646341	0.124197
A	2011-10-21	6,786,688	12,586,194	0.586726	0.206851	0.725589	0.06756
A	2011-10-28	11,118,337	18,803,583	0.605152	0.234793	0.629937	0.13527
A	2011-11-04	8,185,580	15,071,067	0.592475	0.281541	0.645858	0.072601
A	2011-11-11	8,134,897	13,117,237	0.660034	0.198166	0.735775	0.066059
A	2011-11-18	8,151,320	13,764,382	0.6264	0.220444	0.710031	0.069525
A	2011-11-25	4,463,331	7,634,182	0.614372	0.208918	0.720676	0.070406
A	2011-12-02	4,867,603	9,148,248	0.573054	0.194888	0.726939	0.078173
A	2011-12-09	4,785,761	9,874,935	0.525852	0.205076	0.659003	0.135921
A	2011-12-16	4,447,028	10,288,200	0.489893	0.266523	0.652293	0.081185
A	2011-12-23	3,296,903	7,637,738	0.44866	0.275596	0.63117	0.093234
A	2011-12-30	1,652,492	3,996,650	0.447275	0.228907	0.657516	0.113578
A	2012-01-06	4,263,801	7,622,781	0.57323	0.266831	0.654509	0.07866
A	2012-01-13	4,723,097	8,602,432	0.591456	0.23153	0.693685	0.074785
A	2012-01-20	3,748,645	7,497,704	0.537057	0.232747	0.709895	0.057358
A	2012-01-27	5,496,911	10,996,469	0.552865	0.262192	0.670237	0.067571
A	2012-02-03	4,911,605	8,398,818	0.617101	0.26714	0.671537	0.061323
A	2012-02-10	3,872,655	7,080,954	0.549618	0.207876	0.667306	0.124819
A	2012-02-17	4,618,745	9,954,151	0.497762	0.22938	0.707369	0.063251
A	2012-02-24	2,270,700	4,975,601	0.497295	0.197712	0.742738	0.059549
A	2012-03-02	3,360,979	6,425,032	0.550191	0.205429	0.730427	0.064144
A	2012-03-09	5,125,186	9,156,979	0.568684	0.197505	0.735251	0.067243
A	2012-03-16	3,547,484	6,802,626	0.598962	0.208533	0.735722	0.055745
A	2012-03-23	3,807,573	7,191,399	0.562876	0.219308	0.731067	0.049625
A	2012-03-30	4,559,243	8,231,751	0.574526	0.163012	0.788162	0.048826
A	2012-04-06	3,759,571	6,966,799	0.532979	0.153406	0.812977	0.033617
A	2012-04-13	4,270,048	7,998,675	0.561832	0.15092	0.784825	0.064255
A	2012-04-20	3,225,738	6,570,401	0.506081	0.163039	0.761028	0.075933
A	2012-04-27	3,900,193	10,113,901	0.420412	0.158148	0.74788	0.093973
A	2012-05-04	2,879,530	6,319,752	0.481566	0.12884	0.693067	0.178093
A	2012-05-11	4,681,590	10,318,405	0.478839	0.227958	0.671454	0.100589
A	2012-05-18	7,362,034	15,733,701	0.485324	0.17851	0.680461	0.141029
A	2012-05-25	4,436,253	9,090,801	0.497465	0.216475	0.694125	0.089399
A	2012-06-01	5,155,444	10,118,716	0.567613	0.175501	0.631514	0.192985
A	2012-06-08	5,070,601	10,761,992	0.470496	0.191769	0.676114	0.132117
A	2012-06-15	3,782,173	7,291,109	0.539032	0.178243	0.756711	0.065046
A	2012-06-22	3,715,285	7,896,087	0.499501	0.190114	0.727743	0.082143
A	2012-06-29	2,710,770	6,866,611	0.429732	0.143171	0.785792	0.071037
A	2012-07-06	1,972,677	4,744,954	0.432254	0.152049	0.717982	0.129969
A	2012-07-13	3,418,590	7,692,097	0.465348	0.148606	0.713413	0.137981
A	2012-07-20	2,434,312	5,802,162	0.472461	0.161856	0.780676	0.057468
A	2012-07-27	2,779,404	7,458,990	0.437847	0.192349	0.754486	0.053165
A	2012-08-03	2,846,818	6,407,645	0.49233	0.179373	0.790253	0.030374
A	2012-08-10	2,723,192	5,757,571	0.517003	0.203751	0.775679	0.020569
A	2012-08-17	5,703,844	12,734,747	0.456054	0.220359	0.753778	0.025863
A	2012-08-24	5,767,799	10,323,517	0.56428	0.238653	0.736914	0.024433
A	2012-08-31	3,219,983	8,494,649	0.404328	0.235201	0.740988	0.02381
A	2012-09-07	3,013,038	8,112,822	0.388024	0.311355	0.6648	0.023845
A	2012-09-14	4,897,085	12,504,373	0.382863	0.215747	0.680403	0.103851
A	2012-09-21	3,614,142	8,827,442	0.417852	0.224537	0.752942	0.022521
A	2012-09-28	4,451,339	10,366,533	0.413229	0.173614	0.763799	0.062587
A	2012-10-05	3,633,386	8,946,944	0.362044	0.151748	0.833853	0.0144
A	2012-10-12	4,811,434	9,462,140	0.488693	0.170338	0.68149	0.148172
A	2012-10-19	4,284,339	10,625,374	0.420108	0.230473	0.74617	0.023357
A	2012-10-26	4,015,834	8,940,996	0.482071	0.186011	0.784333	0.029655
A	2012-11-02	2,280,023	5,148,148	0.455378	0.205425	0.778212	0.016363
A	2012-11-09	5,178,404	8,615,265	0.600927	0.18959	0.788534	0.021876
A	2012-11-16	4,195,596	9,327,147	0.48761	0.178011	0.802634	0.019355
A	2012-11-23	4,480,284	10,300,341	0.4264	0.21155	0.767978	0.020472
A	2012-11-30	5,053,565	9,667,249	0.526829	0.267506	0.713019	0.019476

End of preview. Expand in Data Studio

Stocks Weekly ShortVolume

Weekly short-selling volume for US equities, split by the type of participant behind the trade.

2,569,339 rows over 6,402 symbols, 8 columns, covering 2011-01-07 to 2026-07-03. Refreshed monthly.

Why It Matters

Short volume is the flow side of short interest, and it arrives weekly rather than twice a month:

Pressure, not positioning: short_volume_ratio_exchange measures how much of the week's trading was sold short. It moves before short interest does, because it counts trades rather than open positions.
Who is doing it: The retail, institutional and market-maker splits separate genuine directional selling from the market-making leg that offsets a customer buy. The market-maker share is the part that carries the least information about direction.
Crowding: A rising short share on falling volume is a different setup from a rising short share on rising volume, and both are visible here.

Load It

Installation/Upgrade:

pip install --upgrade pwb-toolbox

Load the Dataset:

from pwb_toolbox import datasets as pwb_ds

df = pwb_ds.load_dataset("Stocks-Weekly-ShortVolume", symbols=["AAPL"])
print(df.iloc[-1, :])

Columns

Column Name	Description
symbol	Stock ticker.
datetime	End of the reporting week.
short_volume	Shares sold short during the week.
total_volume	Total shares traded during the week.
short_volume_ratio_exchange	Short volume over total volume, at the exchange level.
retail_short_ratio	Share of the short volume attributed to retail flow.
institutional_short_ratio	Share attributed to institutional flow.
market_maker_short_ratio	Share attributed to market making, which is largely mechanical.

Data provided by SOV.AI.

Access

Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers the other datasets in this organisation.

Elsewhere

Dataset page and coverage charts
The strategy catalogue, 3,806 papers and 4,837 replicated strategies
pwb-toolbox, the loader used in the snippet above
awesome-systematic-trading, the replicated strategies with their measured Sharpe
Every dataset in this organisation

Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from.

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