Short Interest data - KamarajuKusumanchi/market_data GitHub Wiki
Short interest data is available from
- starting point - http://regsho.finra.org/regsho-Index.html
- sample link - http://regsho.finra.org/FNSQshvolYYYYMMDD.txt . For example, http://regsho.finra.org/FNSQshvol20171027.txt
- Used in - http://www.shortvolume.com/ uses data from http://regsho.finra.org/regsho-Index.html for their charts.