Some of the most useful public data needs no key, no account and no browser. You can get it with one HTTP call. The hard part was never fetching it. The hard part is knowing what the number actually means, because both of the datasets below are routinely quoted as something they are not.
FINRA daily short volume
FINRA publishes a plain text file every trading day listing, per symbol, how much of that day's volume printed on the short side. It is free and it updates daily.
Here is GME across five sessions in early August, as a share of total volume:
Aug 3 79.76%
