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