failstodeliver 0.0.5

A simple package to download failstodeliver data from SEC EDGAR Databse

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

MIT