The Scenario
You've been running a small-cap screening process for three weeks, and short interest keeps coming up as a factor. You have 30 names in column A that you want to rank by squeeze potential — specifically days-to-cover, short interest as a percentage of float, and short volume as a share of total volume. You know Polygon has it. Getting it into a sortable sheet is the gap.
The bad version:
- Open Polygon's short interest endpoint for the first ticker.
- Check when the data was last updated — realize short interest is reported on a settlement date lag, not daily.
- Extract short interest shares, float, and days-to-cover, then find short volume in a separate endpoint.
- Paste both into the sheet, calculate the ratio manually for each ticker, repeat 29 more times.
Thirty tickers across two endpoints with a settlement-date complication is an hour and a half of mechanical work that produces no insight until the sheet is finally populated.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent inside your Excel workbook that reads Polygon's short interest and short volume endpoints and writes the results into a structured table you can sort immediately.
For each ticker in column A, fetch the latest short interest data from Polygon and write short interest shares, days to cover, and settlement date into columns B, C, and D.
What You Get
- Short Interest Shares, Days to Cover, and Settlement Date for each ticker in columns B, C, D.
- All values from the most recently reported settlement period.
- Tickers where short interest data is unavailable noted with "No data" in column B.
- Results sortable by days-to-cover or short interest level without any additional formatting.
What If the Data Is Not Quite Ready
I also need short volume, not just short interest
Pull short volume data from Polygon for all tickers in column A and write total volume, short sale volume, and short sale exempt volume into columns B, C, and D for the last available trading date.
I want to calculate short interest as a percentage of float
For each ticker in column A, fetch short interest shares from Polygon and shares outstanding (float) from Polygon's ticker details endpoint, calculate short interest as a percentage of float, and write the result into column E.
Some of my tickers are ETFs — I want to exclude them from the short interest analysis
For each ticker in column A, check Polygon to confirm it is a common stock (not an ETF or fund), then pull short interest data only for equity tickers and note the excluded ones in column B with "ETF — skipped."
Combine short interest and short volume, calculate a composite squeeze score, and sort descending
For each ticker in column A, pull latest short interest (days to cover) and most recent short volume ratio from Polygon, calculate a composite score as days-to-cover multiplied by short volume ratio, write the score into column E, and sort the entire sheet by column E descending.
One prompt builds the combined screen and ranks the output.
Try It
Get the 7-day free trial of SheetXAI and open any Excel workbook where you track small-cap screens, then ask it to pull short interest and short volume data from Polygon for your watchlist. You might also want to pull technical indicators like RSI to cross-reference overbought signals with high short interest.