SEC Fails-to-Deliver Data

Normalize official SEC fails-to-deliver files into bounded secMarketStructureObservation Dataset items with CUSIP, settlement date, quantity, price, source period, and direct provenance.

What this Actor gives you

• deterministic FTD observation IDs
• exact SEC-published security identifiers and values
• explicit settlement-date and methodology semantics
• source-period, retrieval, coverage, and warning metadata
• structured SUMMARY and bounded ERRORS records

Release 0.1's production-confirmed source is sec-market-structure-ftd. Other market-structure source IDs remain in the versioned contract but are not advertised as production-confirmed in this release.

Example input

{
  "queries": [
    {
      "requestId": "ftd-example",
      "sourceId": "sec-market-structure-ftd",
      "securityIdentifier": "037833100",
      "periodFrom": "2026-06-15",
      "periodTo": "2026-06-30",
      "metricTypes": ["ftdQuantity"]
    }
  ],
  "maxResults": 1,
  "maxSourceRequests": 2,
  "maxDownloadBytes": 5242880
}

Output

{
  "schemaVersion": "1.0",
  "recordType": "secMarketStructureObservation",
  "recordId": "sec-market-structure:...",
  "requestIds": ["ftd-example"],
  "coverageStatus": "complete",
  "source": [],
  "warnings": [],
  "data": {
    "metricType": "ftdQuantity",
    "securityIdentifiers": [{"kind": "cusip", "value": "037833100"}],
    "period": {},
    "value": "120",
    "unit": "shares",
    "methodologyVersion": "ftd-v1"
  }
}

Successful observations go to the default Dataset. SUMMARY and ERRORS are separate default Key-Value Store records.

SEC Complete Data Suite

This Actor is the FTD/market-structure normalization layer above sec-official-dataset-rows and an input to sec-market-integrity-aggregator and sec-fund-diligence-aggregator. It does not invoke another Actor.

Limits, runtime, and cost

Runs are bounded to 20 queries, 50,000 observations, 500 SEC requests, and 104,857,600 downloaded bytes. Runtime and the price shown by Apify depend on the selected source period, archive size, filters, and emitted observations. Start with one CUSIP and one short period.

Trust and limitations

• FTD values are aggregate settlement fails, not short-interest data.
• No causal inference, ticker enrichment, live prices, or trading signal.
• Public SEC sources only; no proxy, browser, LLM, or user secret.
• This independent community Actor is not affiliated with or endorsed by the U.S. Securities and Exchange Commission.
• Output is public-source processing, not trading or investment advice.

For support, use the Actor's Issues tab and include the run ID and bounded input. Never post tokens or private data.