I'm new to QuantRocket and I'm trying to figure it out by myself. I've been able to get shortable shares data downloaded to "usa_shortable_shares.csv" file. I've used the code shown in the guide:
from quantrocket.fundamental import download_ibkr_shortable_shares import pandas as pd download_ibkr_shortable_shares("usa_shortable_shares.csv", universes=["usa-stk"]) shortable_shares = pd.read_csv("usa_shortable_shares.csv", parse_dates=["Date"]) shortable_shares.head()
I guess this returns data for items in a universe "usa-stk". I do not quite understand the concept of universes or sids yet and I was wondering if there is a way to return the number of shortable shares for index instead of sid or universe?