API Enterprise
Fails to deliver (FTDs) are shares sold that the seller did not deliver to the buyer by the settlement date. The SEC publishes them for US-listed securities twice a month, roughly two weeks after each half-month closes, back to 2004. Persistent or rising fails can point to settlement stress, hard-to-borrow stock or aggressive short selling.
One request returns every US listing for a single settlement date, each carrying the full instrument-identity block.
A snapshot reports the latest settlement date that was published on or before the requested date (today if omitted), and every row's date says which settlement date that is. Shares and price are split-adjusted to today's terms by default; pass split_adjusted=false for them as reported.
Inside the period the SEC files cover, a trading day with no reported fails is returned as zero, because the files list every security with reportable fails. Outside that period nothing is returned. Before 16 September 2008 the SEC reported only fails of 10,000 shares or more, so a zero before then means below that threshold.
The universe is point in time: a historical date includes listings delisted since.
US listings only: region=US and region=ALL return the same rows, and any region without US listings is rejected with a message saying so.
Available Data Points:
- Date: The settlement date reported. (
YYYY-MM-DDformat). - Company: The name of the company issuing the security.
- Ticker: The ticker symbol associated with the security.
- Operating MIC: The operating Market Identifier Code of the security.
- MIC: The Market Identifier Code (MIC) for the traded security.
- ISIN: The International Securities Identification Number for the security.
- FIGI: The Financial Instrument Global Identifier.
- Share Class FIGI: The Financial Instrument Global Identifier for the share class.
- Ortex Company ID: Unique id for a company.
- Ortex Security ID: Unique id for a security issued by a company.
- Ortex Tradable item ID: Unique id for a listing of a security.
- Ortex Tradable item main indicator: Indicates if the trading item is the main trading item for the security.
- Tradable Item Currency: The currency of the tradable item.
- Exchange Country: The country location of the exchange.
- Published Date: The date the SEC file holding this settlement date is taken to have been published.
- FTD Shares: The number of shares that failed to deliver at the close of the settlement date.
- Price: The closing price the SEC reports alongside the fails, in USD.
- FTD Value USD: FTD shares multiplied by price, in USD.
- FTD % Free Float: FTD shares as a percentage of the free float in force on the settlement date.
Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.
Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.
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