Proprietary market data for professional teams.
For hedge funds, asset managers, quantitative researchers, banks, brokers and financial platforms. Eighteen datasets on one set of identifiers, point-in-time history, and a delivery route for every kind of team.
- 135m
- daily short-interest estimates
- 3.7bn
- option contract records
- 7.1m
- insider transactions
- 267m
- daily price records
Positioning, filings and alternative data that move before the price, with the history to prove it.
Crowding, borrow and squeeze risk on longs and shorts, every day rather than twice a month.
Point-in-time series with publication dates on every value, ready for factor and event research.
One security master and whole-market daily files that load straight into a warehouse.
Short interest, borrow, insider and event data for client screens, research notes and alerts.
License ORTEX data and Market Intelligence into your own terminal, app or marketplace.
One integration. Eighteen datasets.
Every value dated to when the market could first know it; late corrections never rewrite history.
Ticker and exchange, ISIN, FIGI and ORTEX identifiers across every dataset.
REST API, whole-market daily files over SFTP or S3, CSV, Python and Excel.
Individual datasets or the whole stack, from a research seat to redistribution.
Measure us yourself.
One measured proof point per dataset, read from ORTEX production data in September 2026.
of estimates within one percentage point of free float of the official figure, across 2.1m official prints.
of add and delete calls right the day before announcement on the major rules-based benchmarks; 90% on the FTSE 100, Nasdaq-100 and Russell 1000.
median lead on reported revenue for the 55 series with a significant, out-of-sample lead.
from publication to the ORTEX feed, for all three branches, paper filings included.
the insider trading days of the leading global aggregator, from reading regulators directly.
option contract records: every listed US contract, every day since 2012.
pieces published since March 2026, each triggered by a move in ORTEX data.
rating and target changes captured in the last 12 months, each with the prior values.
funds with a daily NAV, shares and flow figure, read from the issuers.
The catalog
Every dataset, with a brochure for each →Your data, your way.
A documented REST API returning JSON or CSV: one stock's full history, a whole region on a single date, or your own universe in one call. A free test key gets a developer started in minutes.
An entire region's data for a date in a single request, complete before the US open and published only when the day is final.
Scheduled daily files delivered over SFTP or straight to your own Amazon S3 bucket, for teams that load data into a warehouse rather than call an API.
A Python SDK for research pipelines and a native Microsoft Excel add-in, so the same numbers reach models and spreadsheets without re-keying.
RSS, webhooks and email for Market Intelligence and alerts, filterable by ticker, type, theme and severity.
The ORTEX platform on web and mobile, and ORTEX data on Nasdaq Data Link, the Benzinga Data Marketplace and Exchange Data International.
Building a financial product?
Embed ORTEX data, analytics and Market Intelligence in your own brokerage, research platform or app under a redistribution license, and chart it with ORTEX Charts, our high-performance JavaScript charting library.
- Nasdaq Data Link
ORTEX daily short-interest estimates, published as a Nasdaq Data Link database.
- Benzinga Data Marketplace
ORTEX short interest and securities lending data, distributed since April 2026.
- Exchange Data International
ORTEX short interest data and analysis, distributed since June 2025.
- Smartkarma
ORTEX Market Intel insights published to Smartkarma's institutional research network.
Trial any dataset on your own universe.
Tell us what you trade and how you take data. We set up a trial with history, so you can test it against your own process before you license it.