Two dates, not one
Every short interest figure has two dates attached to it, and reading the wrong one is where most of the confusion about staleness comes from.
The first is the settlement date, sometimes called the position date or the as-of date. This is the moment the position is measured. Broker-dealers count the shares sold short in their customer and proprietary accounts that have settled and not yet been covered, as of the close of that day.
The second is the due date, the day the firms' reports are actually filed, followed by the day the aggregated numbers reach the public. These are several business days apart by design, because the reports have to be submitted, validated and consolidated before anyone publishes them.
A headline saying short interest in a stock rose is describing the first date. The chart you are looking at was published on the second. Nothing in the figure describes the days in between.
The cycle
FINRA collects short interest on a twice-monthly cycle: one report against a settlement date around the middle of the month, another against a settlement date at or near the month end. The exact settlement dates shift with weekends and market holidays, which is why the cycle is published as a calendar rather than as a rule of thumb, and why "the 15th and the last day of the month" is a useful approximation and not the schedule.
FINRA publishes that calendar, with a settlement date column and a due date column for every cycle in the year, on its short interest filing and reporting page. That page is the primary source for the dates. We link to it rather than copying it, because the dates change year to year and a mirrored copy is a stale copy the moment FINRA adjusts one.
The exchanges disseminate the consolidated figures for their listed securities after the due date. Nasdaq and NYSE each publish their own, which is why a vendor's number for a Nasdaq-listed name and for a NYSE-listed name can appear on slightly different days.
How stale is the number you are looking at
Work the arithmetic through once and the answer stops being surprising.
Take a mid-month settlement date. The position is measured at that close. The reports are due several business days later. Publication follows. So on the day the figure first appears, it is already describing a position roughly a week old.
Now hold that figure until the next one arrives, which is around two weeks later. On the day before the next report publishes, the most recent public number is describing a position close to three weeks in the past.
That is the full range. A short interest figure is somewhere between about a week and about three weeks old for its entire public life, and the average is worse than most people assume when they compare it against a price chart that updates every second.
The practical consequence is narrow and worth stating plainly. Short interest is a slow-moving structural measure. Anything that happened in a security over the past fortnight, including the move that made you look it up, is not in the number.
Why there is no live version
There is no continuously updated short interest feed, and the reason is mechanical rather than commercial. Short interest is a reported position, aggregated from what broker-dealers say their books held on a specific date. It is not derived from the tape, so no amount of market data reconstructs it.
The measure that does update daily is short volume, the fraction of a day's trading marked as short sales. It is published every day, it looks like the same thing, and it is not: much of daily short volume is market-maker inventory management that is flat again within minutes and never becomes a position at all. The difference is worked through in short volume ratio, and the reason it matters here is that a daily short volume series is frequently presented as if it were a live short interest reading.
Open interest in options has a similar reporting rhythm and a much shorter lag: it is published once a day, after the previous session's positions clear, and it describes contracts rather than shares.
What SquawkFlow does and does not publish
SquawkFlow does not publish short interest values for any security. No page on this site reports a share count, a percentage of float, or a days-to-cover figure, and nothing here should be read as a data source for those numbers.
What is here is the explanation: short interest covers what the measure is, the two ratios built on it, and where the short squeeze mechanics come from. For the current figures, the exchange and FINRA pages linked above are the published sources.