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https://github.com/yuvrajchandra/failstodeliver
failstodeliver is a python library to download Fails-to-Deliver Data from U.S. SECURITIES AND EXCHANGE COMMISSION database.
https://github.com/yuvrajchandra/failstodeliver
Last synced: 2 days ago
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failstodeliver is a python library to download Fails-to-Deliver Data from U.S. SECURITIES AND EXCHANGE COMMISSION database.
- Host: GitHub
- URL: https://github.com/yuvrajchandra/failstodeliver
- Owner: Yuvrajchandra
- License: mit
- Created: 2020-09-03T12:00:23.000Z (about 4 years ago)
- Default Branch: master
- Last Pushed: 2021-03-17T15:05:24.000Z (over 3 years ago)
- Last Synced: 2024-11-02T01:47:01.374Z (14 days ago)
- Language: Python
- Homepage:
- Size: 24.4 KB
- Stars: 8
- Watchers: 1
- Forks: 4
- Open Issues: 1
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Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# failstodeliver
**failstodeliver** is a python library to download [Fails-to-Deliver](https://www.sec.gov/data/foiadocsfailsdatahtm) 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](https://pip.pypa.io/en/stable/) to install failstodeliver.
```
pip install failstodeliver
```## Usage
```python
from failstodeliver import ftdDownloaderftdDownloader.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](https://choosealicense.com/licenses/mit/)