Here is a quick how-to on getting the daily short data. From this I look to see if the short volume has increased or decreased on a particular stock by leveraging a Power BI Dashboard that I had created. This guide is to show the simple command I run to initially scrape all the data
From a Linux box
Open a terminal
Type:
mkdir FINRA
cd FINRA
wget -r -np http://regsho.finra.org/regsho-Index.html
After it downloads the data I run
rm *.html
To remove the additional files that are not relevant, and then I move the data to where I need it
