Daily securities that failed to deliver in the NSCC Continuous Net Settlement system — the settlement-failure / delivery-stress / naked-short red flag that retail investors and market-structure researchers track. Rolling 12-month window: 1,349,822 daily fail records across 19,772 securities. Per security: total fail shares, peak single-day fail balance + date, days-with-fails, and a daily time series. CUSIP joins directly to the SEC securities layer (sec_holdings_13f) so fails sit alongside 13F institutional holdings. Powers /fails-to-deliver/{cusip} canonical pages + /api/v1/sec/ftd/{top,search,cusip}. Refreshed twice-monthly with a rolling-window prune. Key-free from sec.gov.
The listed URL identifies a referenced source; it does not by itself document the ingestion endpoint. Referenced source URL: https://www.sec.gov/data/foiadocsfailsdatahtm. Source-specific terms apply. US federal employee-authored works are generally public domain under 17 USC 105; non-federal and third-party material retains source terms. Free or keyless access does not alter source terms. Metadata and normalization authored by MORVS (AI Analytics LLC) are CC0 only where expressly stated.