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The fails-to-deliver item I have uploaded yesterday (Fails to deliver) downloads data by symbol from the failstodeliver.com website. Because the item needs to get data for each symbol separately, it takes time to fill the database with all +8000 US symbols. For this very reason, I looked at where the failstodeliver.com website gets its data and it appears that the data is provided by the U.S. Securities and Exchange Commission. The SEC groups the data by month, and offers you to download a compressed ZIP files. Therefore, the current downloader downloads the zip files, decompresses them, parses them, and then fills the database (A database whose name is 'fails_to_deliver' is created) with the fails-to-deliver data. The whole process takes only few minutes, and you will need to execute the downloader only each 15 days.
The item offers you the possibility to choose whether to download the archived data (data starts in 2004), or only the last reported data.
To choose the first option, you will have to type 'archive' in the text box under the 'Type: archive or last' tab.
To choose the second option, that is, only the last data, you will have to type 'last' in the text box under the 'Type: archive or last' tab.
If you type anything else, by default the downloader will choose the second option.
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