tangentstorm / gme-data

data about gamestop short squeeze

GME Data

Data on 2021 Activity in Gamestop Stock (NYSE: $GME, XFRA: $GS2C).

Manifest

The gme directory contains cleaned-up data specific to GameStop and ETFs that cointain it.

path	update cycle	description
gme/shortvol.txt	1d	consolidated daily short volume data for GME
gme/ftd.txt	2w	daily failure to deliver data, limited to GME and containing ETFs
gme/ibkr/borrowable/*	15m	number of borrowable shares (of GME, GS2C, various ETFS)
gme/options/*/*	5m	options chain data from webull (1 file per 5 minute snapshot)
gme/bars/*/*	n/a	open/high/low/close/volume bars for various timeframes (currently 1h bars for 1year)

The raw directory contains the raw files used to generate (some of) the GME-specific data.

path	update cycle	description
raw/sec/ftd/*.txt	2w	raw total-market failure to deliver data from the SEC.
raw/finra/*/*.txt	1d	raw cross-exchange short volume reports from FINRA.

The top level directory contains the scripts used to fetch and generate this data.

path	description
finra_shortvol.py	python file to fetch/generate the short volume data
borrowable.py	python script to fetch borrowable shares from interactive brokers
ftd.sh	shell script to extract failure-to-deliver data
wb-opts.py	python script to fetch option chain from webull
ibkr_bars.py	python script to fetch candlestick+volume data from interactive brokers
publish.sh	shell script to publish this data to github.
crontab.txt	the crontab schedule for running the above programs

Want to help?

See the reddit post on /r/GME or the discord server.