The Scenario
Every Sunday night you screen 25 small-cap stocks for short squeeze potential using an Excel workbook. Column A has the tickers. You need free float, current short interest as a percentage of float, days-to-cover, and the latest short volume — four numbers per ticker, 25 tickers. You've been pulling these by hand from two different data sources that don't agree on float numbers, and you're tired of reconciling them.
The bad version:
- You open a financial screener, search each ticker, note the float and short interest figures, and paste them into column B and C of your workbook.
- For days-to-cover, the screener you use doesn't show it directly, so you calculate it yourself from short interest and average volume — which means you're also looking up average volume from a second source.
- Two of your 25 tickers are recent IPOs and neither data source has reliable float numbers yet, so you skip them and make a mental note to check later — which means never.
The Sunday screen is supposed to take an hour. It takes three, and by Monday morning the short interest data is already a day stale.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent that lives inside your Excel workbook. It reads the ticker list, calls the Polygon.io reference and short data endpoints, and writes all four metrics — float, short interest, days-to-cover, and short volume — directly into the workbook in one pass.
For each ticker in column A, fetch the free float and most recent short interest data from Polygon.io and write shares float, short interest shares, and days to cover into columns B, C, and D.
What You Get
- Column B: shares float (in millions, labeled).
- Column C: short interest shares outstanding.
- Column D: days-to-cover, calculated from short interest and average daily volume.
- If a ticker has no short data available in Polygon.io (recent IPO, limited reporting), the row is written with "No short data available" in column C rather than silently returning zero.
What If the Data Is Not Quite Ready
I also want the latest short sale volume for the most recent trading day
Pull short volume data from Polygon.io for all tickers in my Excel workbook for the last available trading date and write total volume, short sale volume, and short sale exempt volume into columns B, C, and D.
Some tickers in my list were added after the last settlement date and have no short data yet
For each ticker in column A, fetch the free float and short interest from Polygon.io. If a ticker has no short data yet, write "Pending — recent IPO" in column C and leave columns D and E blank. Write all available data normally for the other tickers.
I want to calculate short interest as a percentage of float myself, not use the API value
For each ticker in column A, fetch shares float and raw short interest shares from Polygon.io and write them into columns B and C. Then add a formula in column D that divides column C by column B to calculate short interest as a percentage of float.
Pull float and short interest, rank by days-to-cover, and highlight the top 5 squeeze candidates
For each ticker in column A, fetch shares float, short interest shares, and days-to-cover from Polygon.io and write them into columns B, C, and D. Then sort the workbook by days-to-cover descending and highlight the top 5 rows in yellow.
One prompt handles the data pull, the sort, and the highlighting in a single pass.
Try It
Open your small-cap watchlist Excel workbook and Get the 7-day free trial of SheetXAI. Ask it to fetch float and short interest data from Polygon.io for every ticker and rank by squeeze potential. For technical indicator data to layer on top of your screen, see the spoke on calculating RSI and EMA. For the full partner overview, see the Polygon.io hub.