primary_dealer_fails
Primary Dealer Statistics for Fails to Deliver and Fails to Receive.
Data from the NY Federal Reserve are updated on Thursdays at approximately 4:15 p.m. with the previous week's statistics.
For research on the topic, see: https://www.federalreserve.gov/econres/notes/feds-notes/the-systemic-nature-of-settlement-fails-20170703.html
"Large and protracted settlement fails are believed to undermine the liquidity and well-functioning of securities markets.
Near-100 percent pass-through of fails suggests a high degree of collateral re-hypothecation together with the inability or unwillingness to borrow or buy the needed securities."
Parameters
- standard
- federal_reserve
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
asset_class: Literal['all', 'treasuries', 'tips', 'agency', 'mbs', 'corporate']
Asset class to return, default is 'all'.
• Default: all
• Optional: True
unit: Literal['value', 'percent']
Unit of the data returned to the 'value' field. Default is 'value', which represents millions of USD. 'percent' returns data as the percentage of the total fails-to-receive and fails-to-deliver, by asset class.
• Default: value
• Optional: True
Returns
results: list[PrimaryDealerFails]
Serializable results.
provider: Optional[Literal['federal_reserve']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- federal_reserve
date: Union[date, str]
The date of the data.
symbol: str
Symbol representing the entity requested in the data.
date: Union[date, str]
The date of the data.
symbol: str
Symbol representing the entity requested in the data.
title: str
Title of the series' symbol.
value: Union[int, float]
Value of the data returned, in millions of USD if the unit parameter is 'value' else a normalized percent.