APIs · Python SDK · Excel

The ORTEX data, in your code.

Everything the platform shows, delivered raw. Pull one ticker or the whole universe over the REST API, work in the Python SDK, or pipe live figures straight into Excel. Get up and running in minutes with the Python SDK and a free TEST API key.

Short InterestCost to BorrowFTDOptions & GreeksStock ScoresFundamentalsGov TradesOHLCV

research.ipynb · Python SDK

import ortex

df = ortex.short_interest("GME", days=90)

df.tail(3)

datesi_ffctbutil

2026-06-3024.117.995.8

2026-07-0124.618.296.0

2026-07-0224.718.496.2

90 days of live short interest in three lines. The same call scales to the whole universe.

REST API

Documented JSON endpoints for every dataset: single-stock queries on the Trader tier, full-universe bulk endpoints on Quant and above. Credit-based pricing, predictable rate limits.

API reference →

Python SDK

Typed wrappers over the API for research notebooks and production pipelines. Backtest against years of history, then run the same code live.

SDK docs →

Excel add-in

Live short interest, borrow fees, scores and fundamentals as native spreadsheet functions. The same numbers your models use, without re-keying.

Excel docs →

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