Introducing
Jun 2, 2025
Welcome to the June 2025 edition of our release notes. This update includes the launch of three new API endpoints: Short Interest, Short Volume, and Treasury Yields, giving you deeper access to market sentiment and macroeconomic trends. We’ve also partnered with Benzinga to offer structured analyst data, earnings information, and financial news through new expansion packs. Lastly, we’ve improved the usability of our Flat Files documentation to make it even easier to explore and download large historical datasets.
We’ve partnered with Benzinga to bring structured analyst ratings, earnings data, corporate guidance, and financial news to Polygon.io. These datasets are now available through expansion packs that can be added to your account. You can explore the full set of endpoints and practical examples in the Benzinga documentation.
For more details on pricing, availability, and how to get started, read the full announcement.
We’ve made several upgrades to the Flat Files documentation to improve usability and speed up your workflow. The updated pages now offer a cleaner layout for easier navigation and include new overview sections that explain how the datasets are structured and formatted. You can now explore files using a built-in web-based dataset explorer or follow detailed command-line examples to download compressed CSV files at scale.
The new Short Interest endpoint provides bi-monthly aggregated data reported to FINRA, including the number of shares sold short but not yet covered, average daily volume, and days to cover. This data can help traders and analysts measure long-term bearish sentiment, monitor changes in positioning over time, and identify stocks that may be at risk of a short squeeze.
For code examples and usage details, see the Short Interest documentation.
The Short Volume endpoint provides daily short sale volume data from off-exchange venues and alternative trading systems. Unlike short interest, which shows the total outstanding short positions, short volume captures the day-to-day activity of short trades. This dataset includes venue-level breakdowns, exempt and non-exempt volume classifications, and short volume ratios, which can help reveal real-time shifts in sentiment or detect abnormal short-selling patterns.
For code examples and usage details, see the Short Volume documentation.
The new Treasury Yields endpoint gives you access to daily market yields for U.S. Treasury securities across standard maturities, including 1-month, 3-month, 1-year, 2-year, 10-year, and 30-year terms. Historical data is available dating back to 1962 and can be queried by specific date or range. This dataset supports yield curve modeling, macroeconomic trend analysis, and interest rate forecasting.
For code examples and usage details, see the Treasury Yields documentation.
Enterprise customers can now request a free 30-day trial of IEX’s real-time market TOPS data feed. This program is intended for first-time users and requires execution of IEX’s trial agreements. To learn more or request access, please contact sales@polygon.io for assistance with setup and eligibility.
This release continues to build on our mission to make market data more accessible, transparent, and actionable. With new APIs for Short Interest, Short Volume, and Treasury Yields, expanded coverage through Benzinga data, and a smoother Flat Files experience, we hope these updates help you unlock new workflows and insights. If you have feedback or ideas for what we should build next, we’d love to hear from you.
Happy exploring!
Team Polygon
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