alpaca_trade_api.rest.APIError: cannot be sold short (on market order)

I am getting that error while trying to make a market sell order on market time
alpaca_trade_api.rest.APIError: cannot be sold short

Any ideas?

Do you have short selling enabled on your account? See account settings.

Is this stock shortable? Stocks are only shortable if the borrow rate is <3%, see docs.