Daily Short Sale Volume
Get daily short sale volume data for a security. Supports US stocks (FINRA/NASDAQ) and HK stocks (HKEX). US data is updated bi-weekly; HK data is updated each trading day.
SDK Links
Python |
Rust |
Go |
Node.js |
Java |
C++ |
Parameters
SDK method parameters.
| Name | Type | Required | Description |
|---|---|---|---|
| symbol | string | YES | Security symbol; supports US (e.g. TSLA.US) and HK (e.g. 700.HK) |
| count | integer | NO | Number of records to return (1–100, default 20) |
Request Example
from longbridge.openapi import QuoteContext, Config, OAuthBuilder
oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)
resp = ctx.short_trades("TSLA.US")
print(resp)import asyncio
from longbridge.openapi import AsyncQuoteContext, Config, OAuthBuilder
async def main() -> None:
oauth = await OAuthBuilder("your-client-id").build_async(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = AsyncQuoteContext.create(config)
resp = await ctx.short_trades("TSLA.US")
print(resp)
if __name__ == "__main__":
asyncio.run(main())const { Config, QuoteContext, OAuth } = require('longbridge')
async function main() {
const oauth = await OAuth.build('your-client-id', (_, url) => {
console.log('Open this URL to authorize: ' + url)
})
const config = Config.fromOAuth(oauth)
const ctx = QuoteContext.new(config)
const resp = await ctx.shortTrades('TSLA.US')
console.log(resp)
}
main().catch(console.error)import com.longbridge.*;
import com.longbridge.quote.*;
class Main {
public static void main(String[] args) throws Exception {
try (OAuth oauth = new OAuthBuilder("your-client-id").build(url -> System.out.println("Open to authorize: " + url)).get();
Config config = Config.fromOAuth(oauth);
QuoteContext ctx = QuoteContext.create(config)) {
var resp = ctx.getShortTrades("TSLA.US").get();
System.out.println(resp);
}
}
}use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let oauth = OAuthBuilder::new("your-client-id").build(|url| println!("Open: {url}")).await?;
let config = Arc::new(Config::from_oauth(oauth));
let (ctx, _) = QuoteContext::new(config);
let resp = ctx.short_trades("TSLA.US").await?;
println!("{:?}", resp);
Ok(())
}#include <iostream>
#include <longbridge.hpp>
using namespace longbridge;
using namespace longbridge::quote;
int main() {
OAuthBuilder("your-client-id").build(
[](const std::string& url) { std::cout << "Open: " << url << std::endl; },
[](auto res) {
if (!res) return;
Config config = Config::from_oauth(*res);
QuoteContext ctx = QuoteContext::create(config);
ctx.short_trades("TSLA.US", [](auto resp) {
if (resp) std::cout << resp->size() << std::endl;
});
});
std::cin.get();
}package main
import (
"context"
"fmt"
"log"
"github.com/longbridge/openapi-go/config"
"github.com/longbridge/openapi-go/oauth"
"github.com/longbridge/openapi-go/quote"
)
func main() {
o := oauth.New("your-client-id").
OnOpenURL(func(url string) { fmt.Println("Open this URL to authorize:", url) })
if err := o.Build(context.Background()); err != nil {
log.Fatal(err)
}
conf, err := config.New(config.WithOAuthClient(o))
if err != nil {
log.Fatal(err)
}
qctx, err := quote.NewFromCfg(conf)
if err != nil {
log.Fatal(err)
}
defer qctx.Close()
resp, err := qctx.ShortTrades(context.Background(), "TSLA.US")
if err != nil {
log.Fatal(err)
}
fmt.Printf("%+v\n", resp)
}Response
Response Example
US stocks (.US suffix):
{
"code": 0,
"message": "success",
"data": [
{
"timestamp": "2026-05-15T04:00:00Z",
"nus_amount": "5748485",
"ny_amount": "0",
"total_amount": "15778974",
"rate": "0.3643",
"close": "300.230"
}
]
}
HK stocks (.HK suffix):
{
"code": 0,
"message": "success",
"data": [
{
"timestamp": "2026-05-17T16:00:00Z",
"amount": "2926000",
"balance": "1318056100.00",
"total_amount": "29497076",
"rate": "0.0992",
"close": "449.2"
}
]
}
Response Status
| Status | Description | Schema |
|---|---|---|
| 200 | Success | ShortTradesResponse |
| 400 | Bad request | None |
Schemas
US Response (.US symbols)
| Name | Type | Required | Description |
|---|---|---|---|
| data | object[] | false | Daily short trade volume records |
| ∟ timestamp | string | false | Trading date (RFC 3339, e.g. 2026-05-15T04:00:00Z) |
| ∟ nus_amount | string | false | NASDAQ short sale volume (shares) |
| ∟ ny_amount | string | false | NYSE short sale volume (shares) |
| ∟ total_amount | string | false | Total trading volume for the day |
| ∟ rate | string | false | Short ratio (short volume ÷ total volume) |
| ∟ close | string | false | Closing price |
HK Response (.HK symbols)
| Name | Type | Required | Description |
|---|---|---|---|
| data | object[] | false | Daily short trade volume records |
| ∟ timestamp | string | false | Trading date (RFC 3339, e.g. 2026-05-15T04:00:00Z) |
| ∟ amount | string | false | Short sale turnover amount (HKD) |
| ∟ balance | string | false | Short position balance |
| ∟ total_amount | string | false | Total trading turnover for the day |
| ∟ rate | string | false | Short ratio (short turnover ÷ total turnover) |
| ∟ close | string | false | Closing price |