Source break // FINRA, 15 September 2026
FINRA began quoting every field of its short interest file
- Source
- The biweekly consolidated short interest file (shrtYYYYMMDD.csv on cdn.finra.org)
- First seen in the data
- 15 September 2026
- Found
- 21 October 2026
- Our handling changed
- 21 October 2026 (commit 61481f47)
- What we did
- Recounted · Switched source
What changed
Starting with the file for the 15 September 2026 settlement, the first after 31 August, FINRA wrapped every field of its short interest file in double quotes: the header became "symbolCode" where it had been symbolCode, and every value changed the same way.
What it did to our series
- Our parser looked for the header symbolCode, did not find it, and read the file as empty. The nightly job reported each run as successful with no new settlement, which is also what a quiet fortnight looks like.
- The stored history stopped at the 31 August settlement. The 15 September and 30 September settlements were missing for seven weeks, until 21 October, so every per-ticker short interest history and the short interest items on watchlists were behind.
- The live short interest boards read FINRA’s Query API, not the file, so they stayed current, and nothing on those pages showed the gap.
Measured
- For the 30 September 2026 settlement, FINRA’s Query API and the file gave the same 22,576 rows with every share count identical (checked when the fix shipped).
- Rows now stored, counted 29 October 2026: 22,569 for 31 August, 22,595 for 15 September, 22,576 for 30 September and 22,520 for 15 October.
What we did
- The ingest now reads FINRA’s Query API first and the file second, and unquotes fields in both readers.
- A settlement with any page that failed to load is refused rather than stored in part, because a stored partial settlement is never retried.
- Both missing settlements were filled from the Query API. For 30 September, where both routes were compared, they agree row for row. Nothing before or after the break was adjusted.
Why: The two routes return the same numbers, so filling the gap from either one is a recount, not an estimate. Reading the API first removes the file format as a single point of failure.
Still true
- A run that adds nothing still looks like a quiet fortnight in the run log. The check that catches this is the newest stored settlement date, compared with FINRA’s published schedule.
Where you see it
- Short interest history (AAPL here, the same on every ticker): A dashed line marks the 15 September 2026 settlement on the history chart.
- Watchlist short interest items: They compare the two newest stored settlements, so they are only as current as this history.
- Changelog: The 21 October entry, Short interest history is current again.