A simple package to download failstodeliver data from SEC EDGAR Databse
Project description
failstodeliver
failstodeliver is a python library to download Fails-to-Deliver Data from U.S. SECURITIES AND EXCHANGE COMMISSION database.
The data downloaded is in csv file format.
The file contains the date, CUSIP numbers, ticker symbols, issuer name, price, and total number of fails-to-deliver (i.e., the balance level outstanding) recorded in the National Securities Clearing Corporation's ("NSCC") Continuous Net Settlement (CNS) system aggregated over all NSCC members.
failstodeliver data can also be used to get CUSIP-TICKER mapping.
The record layout and maximum field sizes are shown below :
| Field Name | Field Description | Maximum Size |
|---|---|---|
| SETTLEMENT DATE | SETTLEMENT DATE | Number - 8 digits |
| CUSIP | CUSIP | 9 characters |
| SYMBOL | TICKER SYMBOL | 10 characters |
| QUANTITY (FAILS) | TOTAL FAILURE-TO-DELIVER SHARES | Number - unlimited |
| DESCRIPTION | COMPANY NAME | 30 characters |
| PRICE | CLOSING PRICE ON PREVIOUS DAY | Number - unlimited |
Installation
Use the package manager pip to install failstodeliver.
pip install failstodeliver
Usage
from failstodeliver import ftdDownloader
ftdDownloader.download_csv()
Source
https://www.sec.gov/data/foiadocsfailsdatahtm
Contributing
Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.
License
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