Eighteen datasets, one standard: inside the 2026 ORTEX data suite

Over the past year ORTEX has grown from the short interest specialist many of you first knew into something much bigger: eighteen datasets that cover positioning, filings, research, events, alternative data and the market foundations underneath them all. Some of it is brand new. Some of it has been rebuilt from the ground up. All of it now shares one identifier set, one point-in-time discipline and one habit we are particularly proud of: we score ourselves against what actually happened, and we publish the result.

This article is a tour of what is in the suite today, why we built it the way we did, and the numbers behind it. Every figure below was read from our production systems in September 2026.

Three principles that run through everything

Before the datasets themselves, it is worth saying what makes them hang together, because this is where most of the work went.

• Point-in-time, properly. Every figure is dated to the moment the market could first have known it, not the moment we happened to process it. A backtest built on ORTEX data only sees what was public on the day.
• Read from the source. Wherever we can, we go to the regulator, the exchange, the issuer or the publisher directly, rather than buying a second-hand feed. It is slower to build and faster, deeper and more reliable to use.
• Scored against reality. Short interest estimates are measured against every official print. Index forecasts are measured against every official review. Alternative data series are tested for whether they actually lead a company's results. Where something does not work, we say so.

Positioning: the short side, and what the options market is saying

Short interest

This is where ORTEX started, and it is still the dataset we are best known for. Official short interest arrives twice a month and roughly eleven days late. ORTEX publishes a daily estimate for more than 52,700 securities before the US open, re-estimates around 15,800 US securities through the session, and puts a confidence range on every number. Cost to borrow, utilization, days to cover, availability and more than 600,000 positions disclosed to 14 regulators sit alongside it.

The proof point we care most about: across 2.1 million official prints in the US, Canada, Australia and Hong Kong since August 2023, 95% of ORTEX estimates were within one percentage point of free float of the official figure, with each estimate frozen before the official number came out. When short interest in Beyond Meat quadrupled from 31 million to 140 million shares in late 2025, the ORTEX line showed each step up to two weeks before the official figure landed.

Options analytics

ORTEX now captures the full US option chain every trading day, about 1.8 million contracts across more than 5,500 underlyings, and has kept every one since 2012. That is 3.7 billion contract records, ready for backtesting any options signal across fourteen years and more than one market regime. On top of the raw chain sit the signals desks actually use: put/call ratios, moneyness, implied volatility and IV rank, dealer gamma refreshed every 15 minutes in US hours, more than 16 million classified unusual prints since 2021, and a Squeeze Potential Score that reads options positioning and short interest together.

Following the people: insiders, government, activists and buybacks

Insider transactions, now truly global

This is one of the datasets we are most excited about. ORTEX now reads directors' and officers' dealings from more than 80 official regulator and exchange sources in more than 50 markets: the UK and every major European market, Korea, China, Hong Kong, India, Southeast Asia, Australia, the Americas, Israel, South Africa and more. That is 7.1 million transactions and 230,000 insiders profiled, 36,000 of them rated on how their past trades performed. US filings are in the feed within a minute of the SEC publishing them, and every other market is collected continuously as its regulator publishes.

Because we go to each regulator ourselves, our own 12-month comparison found 1.6 times as many insider trading days as the leading global aggregator. And every trade carries a conviction score from 0 to 3, so a chair buying four million shares with their own money is instantly distinguishable from a routine grant or a tax withholding.

US government trades, all three branches

Most government trading feeds stop at Congress, and at filings made online. ORTEX covers all three branches of US government: members of the House and Senate, Senate-confirmed officials in the executive branch, and more than 400 federal judges and the Supreme Court. That is more than 113,000 trades on file and 27,000 in the last twelve months, each matched to its stock and its filer and linked to the original disclosure. Every branch is in the feed within a minute of the disclosure being published, so a filing made during the session is tradable during the session. History runs from 2012 for Congress, 2016 for the executive branch and 2022 for the judiciary.

The detail that surprises people: one in five congressional trades in our feed came from a paper or scanned filing, and for the executive branch it is two in three. We read the handwritten ones too. A feed that only reads digital filings simply never sees them.

Institutional ownership and activist filings

Activist and large-holder filings are read directly from the SEC and checked every ten minutes, so a new stake is in the feed while it is still news. Alongside them: quarterly holdings from more than 9,000 institutional managers, notices of intended insider sales, monthly fund portfolios, and 7,400 activist filers with their full history of stakes and campaigns. A holder switching from a passive to an active filing is one of the strongest events in ownership data, and ORTEX lets you filter out the index giants to see only the genuine activists.

Share buybacks: intent and execution

An announced buyback is a statement of intent; an executed one is cash leaving the balance sheet. ORTEX keeps both side by side: more than 233,000 buyback announcements since 1989 across 21,000 companies, and executed repurchases read from company filings, with the cash spent, the shares bought and the authorization still left. The gap between the two is where the signal lives.

Alternative data: 122 datasets, tested for lead

If there is one part of the suite that has changed beyond recognition this year, it is this one. ORTEX now collects 122 datasets and 734 series from 155 publishers in more than 50 countries, mapped to more than 7,500 securities:

• Vehicles, 41 datasets. New registrations by brand from national registers across Europe, carmakers' own monthly US sales within days of month end, registrations by US state and fuel, Japan, Korea, India and the rest of Asia-Pacific, with electric splits by brand. Canadian vehicle sales go back to 1946.
• Transport. Passengers, capacity, load factors and punctuality by airline in twelve countries, daily flight counts for more than 300 European airports, road and rail.
• Financials and filings. Bank books, card and auto loan performance weeks before lenders report, consumer complaints, federal contract awards, layoff notices and more.
• Healthcare, energy, consumer and macro. Clinical trial status and FDA decisions, daily output for every US nuclear reactor, Macau gaming, US sports betting, hourly game player counts, and the macro prints that move markets.

What makes this different from buying raw files is what happens next. Every figure is archived exactly as it first appeared, because many publishers quietly overwrite their own history. Every observation carries two clocks: the period it describes and the moment it became public. Every company is matched through a reviewed cross-reference, and an ambiguous name is never guessed.

Then we test it. Out of 478 company and series pairs with enough history, 55 showed a statistically significant, out-of-sample lead on reported revenue, with a median lead of 43 days. Japanese new car sales led Nissan's revenue by 65 days and called the direction of growth every time. German registrations led Tesla by 43 days. And the series that showed no lead are marked as such, because knowing which data does not work is just as valuable.

Knowing which series lead, and which do not, is what turns a dataset into a signal.

Index rebalance forecasts: 47 indices, scored after every review

Index reviews force billions of dollars of predictable buying and selling. ORTEX forecasts additions and deletions for 47 indices across 13 markets, from the S&P 500, Russell, FTSE, STOXX and DAX families to the Nikkei 225, the Hang Seng, the KOSPI 200, the NIFTY 50 and the MSCI World and Emerging Markets indices, updated every day before the open. Every call carries a conviction score and an estimated passive flow, in shares and in days of average volume. Forecast history runs from 2018.

And every forecast is scored against the official outcome. On the major rules-based benchmarks, the FTSE, Russell and Nasdaq families, where the methodology is published and the model applies it, 87% of ORTEX add and delete calls were right the day before the announcement: 1,800 of 2,058 calls since 2023. On the FTSE 100, Nasdaq-100 and Russell 1000 together, 90%.

Index	Calls made	Calls right	Hit rate
FTSE 100	18	18	100%
FTSE TWSE Taiwan 50	54	53	98%
Nasdaq-100	38	36	95%
FTSE 250	54	50	93%
Russell 1000	270	241	89%
Russell 2000	1,375	1,179	86%
Rules-based benchmarks (FTSE, Russell, Nasdaq)	2,058	1,800	87%

Point-in-time: each forecast uses only data public on the day, measured at the close the day before each announcement, 2023 to 2026.

Research and events

• Analyst data. Every upgrade, downgrade and target change as it is published, captured every ten minutes: 71,500 actions in the last year and more than 538,000 since 2012, from 500 firms and 8,700 analysts. Each row carries the prior rating and target, and every analyst carries a track record.
• Stock Scores and peers. Value, quality, momentum, growth and a total score for 47,200 companies, recalculated every day from 58 underlying measures, with history from 2010 and weights you can set to your own process. Peer groups are ranked by how stocks actually trade, not just by sector code.
• Company fundamentals. Income statement, balance sheet, cash flow, ratios and valuation, standardized across markets.
• Earnings Previews. More than 5,200 published since April 2026, each arriving two to three trading days before a company reports and written from positioning, options, analyst and past reaction data, not from press releases.
• Dividends and corporate actions. More than 110,000 corporate events in the last year on one timeline per stock: dividends, splits and reverse splits, M&A, spin-offs, buybacks, index changes and lock-up expiries.
• Event and economic calendars. 570,000 company events a year and a global macro calendar with actual, forecast, previous and surprise on every release.

Market Intelligence: stories written by the data

ORTEX Market Intelligence is written continuously from our own datasets. Every story is triggered by a measurable change in the data, never by a wire story, is written from a locked snapshot, and carries a record of the datasets and the as-of time behind it. More than 45,000 pieces have been published since March 2026: around 100 Stock Pulses a day, Earnings Previews, Sales Trader Notes, weekly Stock Reports and more than 1,000 Convergence Reports, which fire only when three or more independent ORTEX datasets move together on the same stock.

The foundations

• Prices and reference data. End-of-day prices for 95,000+ securities back to 1964, 267 million daily records including renamed, moved and delisted tickers, so a backtest has no survivorship gap. Market cap, shares outstanding, free float, volume and volatility alongside.
• ETF fund data. Daily NAV, shares outstanding, net assets and money flow for 17,800 funds in more than 60 listing countries, read from more than 100 issuer and exchange feeds, with closed funds kept and US figures checked against official SEC filings.
• Logos and people. Reviewed logos for 52,000+ companies and 18,600+ funds in light and dark versions, and 2,200 portraits of lawmakers, officials and activist investors, deep into the small caps other libraries leave blank.

The suite at a glance

Dataset	Headline figure
Short interest	52,700+ securities, daily since 2012
Options analytics	Every US contract since 2012, 5,500+ underlyings
Insider transactions	7.1m transactions, 50+ markets
US government trades	All three branches, 113,000+ trades
Share buybacks	233,000+ announcements since 1989
Ownership and activists	13D/G checked every 10 minutes
Analyst data	538,000+ actions since 2012
Company fundamentals	Standardized, annual and quarterly
Stock Scores and peers	47,200 companies, daily
Earnings Previews	5,200+ published
Dividends and corporate actions	110,000+ events a year
Event and economic calendars	570,000 company events a year
Index rebalance forecasts	47 indices, 87% on rules-based benchmarks
Alternative data	122 datasets, median 43 day lead
Market Intelligence	45,000+ pieces since March 2026
Prices and reference data	95,000+ securities from 1964
ETF fund data	17,800 funds, daily flow
Logos and people	70,000+ logos, 2,200 portraits

How to get it

Most datasets are available in the ORTEX platform and through the ORTEX API, with CSV downloads and whole-market enterprise daily files over SFTP or S3 for teams that want the full picture loaded into their own systems. Because every dataset shares one identifier set, short interest joins straight onto options, insiders onto analysts, and alternative data onto fundamentals, with nothing to re-map.

We think this is the most complete version of ORTEX data there has ever been, and we are only getting started. Explore the full catalog and download the brochure for each dataset in the ORTEX data catalog, or get in touch with our team to talk it through.

Figures are as at September 2026. Provided for information purposes only; not investment advice. Past performance is not a guide to future results. Where source terms require it, alternative data is supplied as derived signals rather than raw values.