U.S. Persistent Fails-to-Deliver Index - derived Parquet
The chronic-settlement-failure watchlist: every ticker that carried a large fails balance (>=10,000 shares) across three or more consecutive settlement dates, with the length of each persistent run. The Reg-SHO threshold-list mechanic, pre-computed from the full SEC FTD history - the squeeze/short-pressure screening database. Settlement-fails data, NOT short interest.
U.S. Securities and Exchange Commission (SEC)
Consecutive settlement dates with >=10k-share fails