Share New Research 
Hi all;
Does the QC data include:
- The failure to deliver totals (short calls) per equity, per day.
- The close out short volume per equity, per day.
If so, which data and column(s) in the data?
If not, any idea where I can buy this?
thanks - dave
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Varad Kabade
Hi David
Sorry, LEAN doesn't provide the two stated data.
Unfortunately, we are not aware of any source for these data; if you find them, please let us know since they could be a valuable addition to the out Datasets.
Best,
Varad Kabade
David Thielen
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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