Notebook
In [2]:
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
from quantopian.pipeline.data.user_54b7b0b31c64e7d0bc0001b7 import short_interests_v1

pipe = Pipeline(
    columns={
        'short_volume': short_interests_v1.short_exempt_volume.latest,
        'short_exempt_volume': short_interests_v1.short_exempt_volume.latest,
        'total_volume': short_interests_v1.total_volume.latest
    },
    screen=short_interests_v1.short_exempt_volume.latest.notnull()
)
df = run_pipeline(pipe, '2013-04-01', '2020-02-20')
df.head()











    






Pipeline Execution Time: 4 Minutes, 9.35 Seconds









    
Out[2]:










  
    

      
      
      short_exempt_volume
      short_volume
      total_volume
    

  
  
    

      2013-04-02 00:00:00+00:00
      Equity(52 [ABM])
      0.0
      0.0
      1520.0
    

    

      Equity(53 [ABMD])
      0.0
      0.0
      67589.0
    

    

      Equity(62 [ABT])
      0.0
      0.0
      84044.0
    

    

      Equity(66 [AB])
      0.0
      0.0
      1531.0
    

    

      Equity(67 [ADSK])
      0.0
      0.0
      1110908.0
    

  

















            





In [3]:



    


df.info()



    















    






<class 'pandas.core.frame.DataFrame'>
MultiIndex: 7706783 entries, (2013-04-02 00:00:00+00:00, Equity(52 [ABM])) to (2020-02-20 00:00:00+00:00, Equity(53953 [CCXX_U]))
Data columns (total 3 columns):
short_exempt_volume    float64
short_volume           float64
total_volume           float64
dtypes: float64(3)
memory usage: 235.2+ MB