Interactive Brokers Short Borrow Data

Discussion in 'Data Sets and Feeds' started by sf631, Apr 11, 2022.

  1. sf631

    sf631

    Hi All. I'm wondering if anyone out there has been collecting frequent (ideally, daily or better) snapshots of the Interactive Brokers short borrow loan availability files. I've been collecting that data for a long time (>10 years) but have a couple of holes in my history (part of 2021 being the main one).

    If anyone could help me fill the gaps, I'd gladly share in kind with my older data.
     
    #1     Apr 11, 2022
    Share
    Statistical Trader likes this.
  2. FSU

    FSU

    This site tracks IB short rates and availability. If you contact them, they may have the information you are looking for.
    IBorrowDesk
     
    #2     Apr 11, 2022
    Share
    jtrader33, djames and Statistical Trader like this.
  3. jtrader33

    jtrader33

    Let me know if you can’t find what you need on FSU’s site. I have daily snapshots at 915,930, and 945am (I think).
     
    #3     Apr 13, 2022
    Share