I think I will go with with the regulatory authority.
Equity Short Interest Archive Browse archived text files for Equity Short Interest here Retrieve instructions to download Equity Short Interest data via API here
FINRA Rule 4560 requires FINRA member firms to report their short positions in all over-the-counter (“OTC”) equity securities to FINRA. OTC equity short interest is available for view by issue, or by downloadable pipe-delimited text file containing all OTC equity securities reported with a short position. Data is available online for one rolling year based on the settlement date provided in the Short Interest Reporting Deadlines and archived data is available via download.
Please refer to the Short Interest Reporting Deadlines for the current reporting schedule. Additional information relating to short interest reporting can be found here.
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