gloomberb 0.18.2 → 0.18.4

package/src/plugins/builtin/shared/report-freshness.ts

@@ -7,6 +7,7 @@ import { barSizeFromGap, medianBarGap } from "../../../time-series/bar-spacing";
 import { apiClient } from "../../../api-client";
 import { isPerpetualExchange } from "../../../tickers/perpetual-listing";
 import { CLOUD_NEWS_DELAY_HOURS, hasProAccess } from "../../../api-client/plan-rules";
+import { savedCopyMark } from "../../../data/saved-copies";
 
 /**
  * Freshness declarations shared by built-in reports. Each `fn` report ends
@@ -97,6 +98,8 @@ export function quoteFreshnessFields(
   // A print older than its venue's latest session says nothing of where that market stands now (no "markets open" beside it).
   const session = !isQuoteBeforeLatestSession(quote, now);
   return {
+    // A quote served from its saved copy, its refresh having failed, marks the row drawn from it.
+    ...savedCopyMark(quote),
     ...(quote.dataSource === "live" || quote.dataSource === "delayed" ? { dataSource: quote.dataSource } : {}),
     stale: isQuoteStaleForCurrentSession(quote, now),
     ...(delayed ? { delayMinutes: delayedFeedLagMs(exchange) / 60_000 } : {}),

package/src/plugins/builtin/shared/research-trading.tsx

@@ -13,6 +13,20 @@ export interface ResearchTradeProjection {
   contract?: BrokerContractRef;
   mode?: "simulation" | "live" | "unknown";
   busy?: boolean;
+  /**
+   * Moves one of `levels` to a price: a draft's price changes in the ticket, and a working order's change
+   * opens there for review. Nothing reaches the broker before the ticket's review and confirm.
+   */
+  moveLevel?(id: string, value: number): void;
+  /** The ticket prices a price picked on the chart can set now; the first is the one picked without a choice. */
+  priceFields?: readonly ResearchTradePriceField[];
+  /** Sets a ticket price to one picked on the chart. */
+  setPrice?(field: string, value: number): void;
+}
+interface ResearchTradePriceField {
+  field: string;
+  /** As the pick's hint says it: "limit", "stop", "take profit", "stop loss". */
+  label: string;
 }
 export interface ResearchTrading extends ResearchTradeProjection {
   symbol: string;
@@ -25,6 +39,15 @@ export interface ResearchTrading extends ResearchTradeProjection {
   /** Opens the ticket; without a side it keeps its draft, and Buy or Sell is chosen in it. */
   open(side?: "BUY" | "SELL"): void;
   close(): void;
+  /** A press on the chart takes the keyboard back from the ticket, even a field typing in it. */
+  focusChart?(): void;
+  /** The ticket price the chart beside it is picking, while it is. */
+  picking?: ResearchTradePriceField;
+  /** Picks a ticket price on the chart beside it, the first of `priceFields` without a field. */
+  pickPrice?(field?: string): void;
+  /** Hands the picked price to the ticket, which takes the keyboard back. */
+  finishPick?(value: number): void;
+  cancelPick?(): void;
   /** This ticker's working orders and latest fills, for Overview; absent without a trading profile. */
   orders?(width: number): ReactNode;
   publish(projection: ResearchTradeProjection): void;

package/src/plugins/builtin/shared/series-cache.ts

@@ -4,6 +4,8 @@ import type { PluginPersistence } from "../../../types/plugin";
 export interface DatedObservation {
   date: string;
   value: number | null;
+  /** The day the value was released, when the source says (FRED's newest monthly figure). */
+  releasedOn?: string;
 }
 
 export interface SeriesCacheMetadata {

package/src/plugins/builtin/shared/series-list-detail.tsx

@@ -141,8 +141,9 @@ export function SeriesListDetail<Row, Column extends DataTableColumn, R extends
   isNavigable,
   renderSectionHeader,
   emptyStateTitle,
+  status,
   renderDetail,
-}: Pick<DataTableViewProps<Row, Column>, "renderCell" | "isNavigable" | "renderSectionHeader" | "emptyStateTitle"> & {
+}: Pick<DataTableViewProps<Row, Column>, "renderCell" | "isNavigable" | "renderSectionHeader" | "emptyStateTitle" | "status"> & {
   list: ReturnType<typeof useSeriesList<unknown, R>>;
   width: number;
   height: number;
@@ -206,6 +207,7 @@ export function SeriesListDetail<Row, Column extends DataTableColumn, R extends
               renderCell={renderCell}
               renderSectionHeader={renderSectionHeader}
               emptyStateTitle={emptyStateTitle}
+              status={status}
             />
           </Box>
         </Box>

package/src/plugins/builtin/shared/ticker-surface.ts

@@ -74,7 +74,8 @@ function normalizeInstanceIdPart(value: string): string {
   return encodeURIComponent(value.trim().toUpperCase()).replace(/%/g, "~");
 }
 
-function buildTickerSurfaceInstanceId(paneId: string, symbol: string, viewKey?: string): string {
+/** `short-interest:AAPL`, `ticker-research:GGAL:ADR`: the one window a function keeps for a listing. */
+export function buildTickerSurfaceInstanceId(paneId: string, symbol: string, viewKey?: string): string {
   const parts = [paneId, normalizeInstanceIdPart(symbol)];
   if (viewKey) parts.push(normalizeInstanceIdPart(viewKey));
   return parts.join(":");

package/src/plugins/builtin/shared/volatility/options.ts

@@ -192,10 +192,11 @@ export function expectedMove(
     sigmaPercent: sigma != null && Number.isFinite(sigma) ? sigma / spot * 100 : null, strike: atm?.strike ?? null };
 }
 
-/** 25-delta and 90/110 skew in decimal annualized IV; OVDV reads them on each expiry's fitted smile. */
+/** 25-delta and 90/110 skew in decimal annualized IV; OVDV reads them on each expiry's fitted smile, from its forward. */
 export interface SkewMetrics {
   put25: number | null;
   call25: number | null;
+  /** IV at the forward (ATMF): the butterfly and the term slope are measured from it. */
   atm: number | null;
   putCallSkew: number | null;
   riskReversal: number | null;

package/src/plugins/builtin/short-interest/client.ts

@@ -21,6 +21,8 @@ function normalizeCloudRecords(payload: CloudShortInterestPayload): ShortInteres
       // FINRA publishes no float, so percent of float stays unknown rather than
       // being invented from a float measured on a different date.
       shortPercentFloat: point.shortPercentFloat ?? null,
+      ...(typeof point.sharesOutstanding === "number" && point.sharesOutstanding > 0
+        ? { sharesOutstanding: point.sharesOutstanding, sharesOutstandingAsOf: point.sharesOutstandingAsOf ?? null } : {}),
     });
   }
   return records;

package/src/plugins/builtin/short-interest/headless.ts

@@ -4,6 +4,7 @@ import type {
   HeadlessPaneDefinition,
   HeadlessPaneLoadArgs,
 } from "../../../types/plugin";
+import { DATE_OPTION_EXAMPLES, isoDateOption } from "../../../utils/calendar-date";
 import { formatCompact, formatNumber } from "../../../utils/format";
 import type { ShortInterestResult } from "./client";
 import {
@@ -11,13 +12,15 @@ import {
   sortRows,
   type SortPreference,
 } from "./model";
-import { shortInterestFreshness } from "./schedule";
+import { shortInterestFreshness, shortInterestPublished } from "./schedule";
 import type { ShortInterestRecord } from "./types";
 import { loadShortInterestWithFloat } from "./watch-client";
 import { REPORT_ROWS, REPORT_SORT } from "../shared/headless-options";
 
 const SHORT_INTEREST_COLUMNS: HeadlessPaneColumn[] = [
   { key: "settlementDate", header: "Date" },
+  // When FINRA published the settlement: what a trader could see that day.
+  { key: "publishedDate", header: "Published" },
   {
     key: "sharesShort",
     header: "Shares Short",
@@ -42,6 +45,8 @@ const SHORT_INTEREST_COLUMNS: HeadlessPaneColumn[] = [
     align: "right",
     format: (value) => value == null ? "-" : `${formatNumber(Number(value), 2)}%`,
   },
+  // The day of the share count the float is held within.
+  { key: "floatAsOf", header: "Float As Of", align: "right" },
 ];
 
 export interface ShortInterestHeadlessDependencies {
@@ -53,7 +58,11 @@ export interface ShortInterestHeadlessDependencies {
 }
 
 const defaultDependencies: ShortInterestHeadlessDependencies = {
-  loadRecords: (symbol, _args, ctx) => loadShortInterestWithFloat(symbol, { marketData: ctx.marketData, client: ctx.apiClient }),
+  loadRecords: (symbol, args, ctx) => loadShortInterestWithFloat(symbol, {
+    marketData: ctx.marketData,
+    client: ctx.apiClient,
+    pointInTime: typeof args.options.asOf === "string" && args.options.asOf !== "",
+  }),
 };
 
 export function createShortInterestHeadless(
@@ -71,7 +80,7 @@ export function createShortInterestHeadless(
     discovery: {
       limitations: [
         "Borrow fee, utilization and locate availability are not available: FINRA short interest counts shares short, not what they cost to borrow.",
-        "Percent of float is the latest settlement's shares short over the current float; earlier settlements stay blank.",
+        "Percent of float is each settlement's shares short over the float of its day: the 10-K or 10-Q share count known when FINRA published it, at the part of today's count that floats; the latest is over the current float. A settlement no count was known for stays blank.",
       ],
     },
     usListingsOnly: "FINRA short interest",
@@ -84,6 +93,13 @@ export function createShortInterestHeadless(
         values: [{ value: "newest" }, { value: "oldest" }],
         defaultValue: "newest",
       },
+      {
+        key: "asOf",
+        type: "string",
+        placeholder: "date",
+        description: `Only the settlements FINRA had published by this date, as ${DATE_OPTION_EXAMPLES}, each on the share count known then.`,
+        normalize: (value) => isoDateOption(value, "as-of"),
+      },
       {
         key: "limit",
         shot: REPORT_ROWS,
@@ -109,26 +125,39 @@ export function createShortInterestHeadless(
         direction: args.options.order === "oldest" ? "asc" : "desc",
       };
       const limit = Number(args.options.limit);
-      const rows = sortRows(buildRows(records), preference)
+      const asOf = typeof args.options.asOf === "string" && args.options.asOf ? args.options.asOf : null;
+      // A settlement published after the date was not known on it.
+      const published = asOf ? buildRows(records).filter((row) => row.publishedDate !== "-" && row.publishedDate <= asOf) : buildRows(records);
+      const rows = sortRows(published, preference)
         .slice(0, limit)
         .map((row) => ({
           settlementDate: row.settlementDate,
+          publishedDate: row.publishedDate === "-" ? null : row.publishedDate,
           sharesShort: row.record.sharesShort,
           daysToCover: row.record.shortRatio,
           averageDailyVolume: row.record.averageDailyVolume,
           shortPercentFloat: row.record.shortPercentFloat,
+          floatAsOf: row.floatAsOf === "-" ? null : row.floatAsOf,
         }));
-      const freshness = shortInterestFreshness(rows.map((row) => row.settlementDate).sort().at(-1));
+      const schedule = shortInterestFreshness(rows.map((row) => row.settlementDate).sort().at(-1));
+      // A cut at a past date is as current as that date allowed, not stale by today's clock.
+      const freshness = schedule && asOf ? { ...schedule, maxAgeMinutes: Number.POSITIVE_INFINITY } : schedule;
+      // A date before the history held: say where it starts rather than show nothing.
+      const first = records.map((record) => record.settlementDate.toISOString().slice(0, 10)).sort()[0];
+      const errors = [
+        ...(asOf && first && rows.length === 0
+          ? [`No ${symbol} settlement held was published by ${asOf}: the history starts ${first}, published ${shortInterestPublished(first) ?? "later"}.`]
+          : []),
+        ...(latestSettlements ? [cloudSessionRequired
+          ? "Full history needs a Gloom Cloud sign-in; showing the latest two settlements."
+          : "Full history unavailable; showing the latest two settlements."] : []),
+      ];
       return {
         rows,
         ...(freshness ? { freshness } : {}),
-        ...(latestSettlements ? {
-          complete: false,
-          errors: [cloudSessionRequired
-            ? "Full history needs a Gloom Cloud sign-in; showing the latest two settlements."
-            : "Full history unavailable; showing the latest two settlements."],
-        } : {}),
-        metadata: { symbol, order: args.options.order, ...(source ? { source } : {}) },
+        ...(latestSettlements ? { complete: false } : {}),
+        ...(errors.length ? { errors } : {}),
+        metadata: { symbol, order: args.options.order, ...(asOf ? { asOf } : {}), ...(source ? { source } : {}) },
       };
     },
   };

package/src/plugins/builtin/short-interest/index.tsx

@@ -13,6 +13,8 @@ import { SHORT_WATCH_SCOPE_OPTIONS, ShortWatchPane } from "./watch-pane";
 import { withCommandTab } from "../shared/command-tab";
 import { followsWithoutFinraOverride, shortVolumeSettings } from "../short-volume";
 import { shortVolumeHeadless } from "../short-volume/headless";
+import { publicationCache } from "./publications-client";
+import { publicationHeadless } from "./publications-headless";
 import { isKnownNonUsListing } from "../../../utils/sec";
 
 
@@ -21,6 +23,7 @@ let disposeConnection: (() => void) | null = null;
 export const shortInterestModule: PluginModule = {
   series: SHORT_INTEREST_SERIES,
   setup(ctx) {
+    publicationCache.attach(ctx.persistence);
     attachShortInterestHealth(ctx.connectionHealth);
     disposeConnection = ctx.connectionHealth.registerSource({
       id: SHORT_INTEREST_CONNECTION_ID,
@@ -42,6 +45,7 @@ export const shortInterestModule: PluginModule = {
   },
 
   dispose() {
+    publicationCache.reset();
     disposeConnection?.();
     disposeConnection = null;
     resetShortInterestHealth();
@@ -84,7 +88,7 @@ export const shortInterestModule: PluginModule = {
         paneId: "short-interest",
         label: "Short Interest",
         // The current snapshot only carries the current and prior settlement dates.
-        description: "Bi-monthly short interest settlements from FINRA with days to cover and average daily volume. Daily volume is the other tab.",
+        description: "Bi-monthly short interest settlements from FINRA with days to cover and average daily volume. Daily volume, fails to deliver and weekly ATS/OTC volume share the pane.",
         keywords: ["short", "interest", "si", "shorts", "days", "cover"],
         shortcut: "SI",
       }), "interest"),
@@ -103,6 +107,24 @@ export const shortInterestModule: PluginModule = {
       }), "volume"),
       headless: shortVolumeHeadless,
     },
+    {
+      ...withCommandTab(createTickerSurfacePaneTemplate({
+        id: "fails-to-deliver-pane", paneId: "short-interest", label: "Fails to Deliver",
+        description: "The short interest pane on Fails to deliver: outstanding fail shares by settlement date and CUSIP from SEC publications.",
+        keywords: ["fails to deliver", "fails-to-deliver", "ftd", "settlement", "failures", "sec"],
+        shortcut: "FTD", publicShare: true,
+      }), "ftd"),
+      headless: publicationHeadless("ftd"),
+    },
+    {
+      ...withCommandTab(createTickerSurfacePaneTemplate({
+        id: "otc-volume-pane", paneId: "short-interest", label: "Weekly ATS / OTC Volume",
+        description: "The short interest pane on Weekly ATS/OTC: FINRA weekly ATS and non-ATS shares and trades, including dark-pool volume.",
+        keywords: ["dark pool", "dark pools", "ats", "non-ats", "otc", "off-exchange", "weekly", "volume", "finra"],
+        shortcut: "ATS", publicShare: true,
+      }), "ats"),
+      headless: publicationHeadless("ats"),
+    },
     {
       id: "short-watch-pane",
       paneId: "short-watch",

package/src/plugins/builtin/short-interest/model.ts

@@ -3,10 +3,13 @@ import { spanDigits } from "../../../components/chart-table";
 import type { CompositeAxisDomain } from "../../../components/chart/composite/types";
 import { formatCompact, formatNumber } from "../../../utils/format";
 import { compareSortValues } from "../../../utils/sort-values";
+import { shortInterestPublished } from "./schedule";
 import type { ShortInterestRecord } from "./types";
 
 export type ShortInterestColumnId =
   | "settlementDate"
+  | "publishedDate"
+  | "floatAsOf"
   | "sharesShort"
   | "shortRatio"
   | "averageDailyVolume"
@@ -18,6 +21,10 @@ export interface ShortInterestRow {
   key: string;
   record: ShortInterestRecord;
   settlementDate: string;
+  /** When FINRA published the settlement, `YYYY-MM-DD`; `-` when the date is not one. */
+  publishedDate: string;
+  /** The day of the share count the percent of float is read on; `-` when it is undated or there is none. */
+  floatAsOf: string;
   sharesShort: string;
   shortRatio: string;
   averageDailyVolume: string;
@@ -91,24 +98,50 @@ export function settlementPercentFloat(
   return record.shortPercentFloat ?? percentOfFloat(record.sharesShort, floatShares);
 }
 
+/** The float a percent of float is read against today, and the share count it floats out of. */
+export interface CurrentFloat {
+  floatShares: number | null | undefined;
+  /** YYYY-MM-DD the float was counted, when it is dated (the statistics' `floatSharesAsOf`); a source's own float is not. */
+  floatAsOf?: string | null;
+  /** The share count the float is held within (the statistics' shares outstanding). */
+  sharesOutstanding?: number | null;
+  statistics?: SettlementFloatStatistics | null;
+}
+
 /**
- * The newest settlement's percent of float where the source gives none, read
- * against the current float as SIW reads it (settlementPercentFloat). The
- * float is undated, so the settlements before it stay blank rather than take
- * today's float.
+ * Each settlement's percent of float where the source gives none. The newest
+ * is read against the current float, as SIW and the statistics read it
+ * (settlementPercentFloat). An earlier one is read against the float of its
+ * own day: the 10-K or 10-Q share count known when FINRA published it
+ * (`sharesOutstanding` on the record) times the part of today's count that
+ * floats. A settlement without such a count stays blank rather than take
+ * today's float. `pointInTime` reads the newest the same way, so a report
+ * cut at a date (`--as-of`) uses no count filed after its settlements.
  */
-export function withLatestPercentFloat(
+export function withPercentFloat(
   records: readonly ShortInterestRecord[],
-  floatShares: number | null | undefined,
-  statistics?: SettlementFloatStatistics | null,
+  current: CurrentFloat,
+  { pointInTime = false }: { pointInTime?: boolean } = {},
 ): ShortInterestRecord[] {
-  const latest = records.reduce<ShortInterestRecord | null>(
+  const latest = pointInTime ? null : records.reduce<ShortInterestRecord | null>(
     (best, record) => (!best || record.settlementDate.getTime() > best.settlementDate.getTime() ? record : best),
     null,
   );
-  return records.map((record) => (record === latest
-    ? { ...record, shortPercentFloat: settlementPercentFloat(record, floatShares, statistics) }
-    : record));
+  const { floatShares, sharesOutstanding } = current;
+  const floating = finiteNumber(floatShares) && finiteNumber(sharesOutstanding) && floatShares > 0 && sharesOutstanding > 0
+    ? Math.min(1, floatShares / sharesOutstanding) : null;
+  return records.map((record) => {
+    if (record === latest) {
+      const percent = settlementPercentFloat(record, floatShares, current.statistics);
+      return { ...record, shortPercentFloat: percent, floatAsOf: percent != null ? current.floatAsOf ?? null : null };
+    }
+    if (record.shortPercentFloat != null || floating == null || !finiteNumber(record.sharesOutstanding)) return record;
+    return {
+      ...record,
+      shortPercentFloat: percentOfFloat(record.sharesShort, record.sharesOutstanding * floating),
+      floatAsOf: record.sharesOutstandingAsOf ?? null,
+    };
+  });
 }
 
 export function buildRows(records: ShortInterestRecord[]): ShortInterestRow[] {
@@ -116,6 +149,8 @@ export function buildRows(records: ShortInterestRecord[]): ShortInterestRow[] {
     key: `${record.settlementDate.toISOString()}:${index}`,
     record,
     settlementDate: formatDate(record.settlementDate),
+    publishedDate: shortInterestPublished(formatDate(record.settlementDate)) ?? "-",
+    floatAsOf: record.shortPercentFloat != null && record.floatAsOf ? record.floatAsOf : "-",
     sharesShort: formatMaybeCompact(record.sharesShort),
     shortRatio: formatRatio(record.shortRatio),
     averageDailyVolume: formatMaybeCompact(record.averageDailyVolume),
@@ -127,6 +162,10 @@ function sortValue(row: ShortInterestRow, columnId: ShortInterestColumnId): stri
   switch (columnId) {
     case "settlementDate":
       return row.record.settlementDate.getTime();
+    case "publishedDate":
+      return row.publishedDate === "-" ? null : row.publishedDate;
+    case "floatAsOf":
+      return row.floatAsOf === "-" ? null : row.floatAsOf;
     case "sharesShort":
       return row.record.sharesShort;
     case "shortRatio":
@@ -146,28 +185,35 @@ export function sortRows(rows: ShortInterestRow[], preference: SortPreference):
 
 /**
  * The columns sit together rather than spread across the pane, so the figures
- * of one settlement read as a row, and fit a 60-column pane without a
- * horizontal scrollbar. FINRA settlement history carries no float, so percent of float
- * is null for every row unless the latest one is read against the current float
- * (`withLatestPercentFloat`). Keeping the column with nothing in it drew a header over a
- * column of dashes, which reads as missing data rather than data the source never had.
+ * of one settlement read as a row: when it settled, when FINRA published it
+ * (what a trader could see that day), then its figures. FINRA settlement
+ * history carries no float, so percent of float is null for every row unless
+ * it is read against a float (`withPercentFloat`), dated where that float is:
+ * an earlier settlement's by the count it is read on. Keeping the column with nothing in it drew a
+ * header over a column of dashes, which reads as missing data rather than
+ * data the source never had.
  */
 export function buildColumns(
   records: readonly ShortInterestRecord[] = [],
 ): ShortInterestColumn[] {
   const hasPercentFloat = records.some((record) => record.shortPercentFloat != null);
-  const dateWidth = 12;
+  const hasFloatDate = records.some((record) => record.shortPercentFloat != null && !!record.floatAsOf);
+  const dateWidth = 11;
   const sharesWidth = 12;
   const ratioWidth = 12;
-  const percentWidth = 10;
+  const percentWidth = 9;
   return [
     { id: "settlementDate", label: "DATE", width: dateWidth, align: "left" },
+    { id: "publishedDate", label: "PUBLISHED", width: dateWidth, align: "left" },
     { id: "sharesShort", label: "SHARES SHORT", width: sharesWidth, align: "right" },
     { id: "shortRatio", label: "DAYS TO COVER", width: ratioWidth, align: "right" },
     { id: "averageDailyVolume", label: "AVG VOL", width: 11, align: "right" },
     ...(hasPercentFloat
       ? [{ id: "shortPercentFloat" as const, label: "% FLOAT", width: percentWidth, align: "right" as const }]
       : []),
+    ...(hasFloatDate
+      ? [{ id: "floatAsOf" as const, label: "FLOAT AS OF", width: dateWidth + 1, align: "right" as const }]
+      : []),
   ];
 }
 
@@ -202,7 +248,12 @@ export function shortInterestFigures(records: readonly ShortInterestRecord[]): S
   return [
     { id: "shares", label: "Shares short", value: formatMaybeCompact(latest.sharesShort), detail: formatDate(latest.settlementDate) },
     ...(latest.shortRatio != null ? [{ id: "days", label: "Days to cover", value: formatRatio(latest.shortRatio) }] : []),
-    ...(latest.shortPercentFloat != null ? [{ id: "float", label: "% float", value: formatPercent(latest.shortPercentFloat) }] : []),
+    ...(latest.shortPercentFloat != null ? [{
+      id: "float",
+      label: "% float",
+      value: formatPercent(latest.shortPercentFloat),
+      ...(latest.floatAsOf ? { detail: `as of ${latest.floatAsOf}` } : {}),
+    }] : []),
     ...(change != null && prior ? [{
       id: "change",
       label: "Change",

package/src/plugins/builtin/short-interest/pane.tsx

@@ -12,7 +12,9 @@ import {
   usePaneFooter,
   type DataTableCell,
 } from "../../../components";
+import { createDataTableCsv } from "../../../components/data-table/export";
 import { loadingErrorFooterInfo, usePaneRefreshKey } from "../../../components/data-table/table-pane";
+import { dropColumnsToFit } from "../../../components/ui/table-layout";
 import { useAsyncResource } from "../../../react/async-resource";
 import { colors } from "../../../theme/colors";
 import { Box, TextAttributes } from "../../../ui";
@@ -32,11 +34,17 @@ import {
   type ShortInterestRow,
   type SortPreference,
 } from "./model";
+import { shortInterestPublicationSegments } from "./schedule";
 import type { ShortInterestRecord } from "./types";
 import { loadShortInterestWithFloat } from "./watch-client";
 import { usePaneTickerIdentity } from "../../../state/hooks/pane-ticker";
 
 const EMPTY_RECORDS: ShortInterestRecord[] = [];
+/**
+ * A narrow pane gives up the float's date before it scrolls: the figures above
+ * the chart date the newest settlement's float, and exports keep the column.
+ */
+const DROP_ORDER = ["floatAsOf"] as const;
 const rowKey = (row: ShortInterestRow) => row.key;
 const rowDate = (row: ShortInterestRow) => row.record.settlementDate;
 
@@ -62,7 +70,8 @@ function ShortInterestView({ width, height, focused }: { width: number; height:
 
   const rows = useMemo(() => buildRows(records), [records]);
   const sortedRows = useMemo(() => sortRows(rows, sortPreference), [rows, sortPreference]);
-  const columns = useMemo(() => buildColumns(records), [records]);
+  const allColumns = useMemo(() => buildColumns(records), [records]);
+  const columns = useMemo(() => dropColumnsToFit(allColumns, width - 1, DROP_ORDER), [allColumns, width]);
   // The header row, plus the scrollbar row once the columns overflow the pane.
   const tableChromeRows = chartTableChromeRows(columns, width);
   const effectiveKey = sortedRows.some((row) => row.key === selectedKey) ? selectedKey : sortedRows[0]?.key ?? null;
@@ -91,6 +100,8 @@ function ShortInterestView({ width, height, focused }: { width: number; height:
     switch (column.id) {
       case "settlementDate":
         return { text: row.settlementDate, color: colors.textDim };
+      case "publishedDate":
+        return { text: row.publishedDate, color: colors.textDim };
       case "sharesShort":
         return { text: row.sharesShort, color: colors.textBright, attributes: TextAttributes.BOLD };
       case "shortRatio":
@@ -99,12 +110,17 @@ function ShortInterestView({ width, height, focused }: { width: number; height:
         return { text: row.averageDailyVolume, color: colors.textDim };
       case "shortPercentFloat":
         return { text: row.shortPercentFloat, color: colors.text };
+      case "floatAsOf":
+        return { text: row.floatAsOf, color: colors.textDim };
     }
   }, []);
 
+  // When the newest settlement shown was published and the next is due, as `fn SI` dates it.
+  const latestSettlement = useMemo(() => rows.map((row) => row.settlementDate).sort().at(-1) ?? null, [rows]);
   usePaneFooter("short-interest", () => ({
     info: [
       ...loadingErrorFooterInfo(status === "loading", status === "error" ? error?.slice(0, 60) : null),
+      ...shortInterestPublicationSegments(latestSettlement),
       ...(latestSettlements ? [{
         id: "source",
         parts: [{
@@ -113,7 +129,7 @@ function ShortInterestView({ width, height, focused }: { width: number; height:
         }],
       }] : []),
     ],
-  }), [cloudSessionRequired, error, status, latestSettlements]);
+  }), [cloudSessionRequired, error, status, latestSettlements, latestSettlement]);
 
   if (!ticker || !symbol) {
     return <EmptyState title="No ticker selected." message="Select a ticker to view short interest." />;
@@ -150,6 +166,7 @@ function ShortInterestView({ width, height, focused }: { width: number; height:
           onHeaderClick={handleHeaderClick}
           getItemKey={rowKey}
           renderCell={renderCell}
+          exportCsv={() => createDataTableCsv({ columns: allColumns, items: sortedRows, renderCell })}
           selectedTextOverridesCellColor
           emptyStateTitle="No data"
         />

package/src/plugins/builtin/short-interest/publications-client.ts

@@ -0,0 +1,82 @@
+import { apiClient } from "../../../api-client";
+import type { FailsToDeliverPayload, OtcVolumePayload, ShortSidePublication } from "../../../api-client/short-side-publications";
+import { createPluginCache } from "../../../data/plugin-cache";
+import { cachedCloudResource, loadCloudResource, unavailableOnServer } from "../shared/cloud-resource";
+
+export type PublicationKind = "ftd" | "ats";
+export type PublicationPayload = FailsToDeliverPayload | OtcVolumePayload;
+export const publicationCache = createPluginCache<PublicationPayload>({
+  kind: "short-side-publications", source: "gloom-cloud", schemaVersion: 2,
+  policy: { staleMs: 60 * 60_000, expireMs: 30 * 24 * 60 * 60_000 },
+});
+const date = (value: unknown): value is string => typeof value === "string" && /^\d{4}-\d{2}-\d{2}$/.test(value)
+  && Number.isFinite(Date.parse(value)) && new Date(value).toISOString().slice(0, 10) === value;
+const dateOrNull = (value: unknown) => value === null || date(value);
+const count = (value: unknown): value is number => typeof value === "number" && Number.isSafeInteger(value) && value >= 0;
+const countOrNull = (value: unknown) => value === null || count(value);
+const sharesOrNull = (value: unknown) => value === null || typeof value === "number" && Number.isFinite(value) && value >= 0 && value <= Number.MAX_SAFE_INTEGER;
+const numberOrNull = (value: unknown) => value === null || typeof value === "number" && Number.isFinite(value) && value >= 0;
+const url = (value: unknown): value is string => typeof value === "string" && /^https?:\/\//.test(value);
+
+function validateEnvelope(payload: ShortSidePublication<unknown>, symbol: string): boolean {
+  return !!payload && payload.symbol === symbol && ["available", "partial", "unavailable"].includes(payload.status)
+    && dateOrNull(payload.asOf) && dateOrNull(payload.sourceAsOf)
+    && (payload.loadedAt === null || typeof payload.loadedAt === "string" && Number.isFinite(Date.parse(payload.loadedAt)))
+    && typeof payload.fetchedAt === "string" && Number.isFinite(Date.parse(payload.fetchedAt))
+    && !!payload.source && typeof payload.source.name === "string" && url(payload.source.url) && typeof payload.source.cadence === "string"
+    && Array.isArray(payload.warnings) && payload.warnings.every((warning) => typeof warning === "string")
+    && Array.isArray(payload.history) && !!payload.coverage && date(payload.coverage.from) && date(payload.coverage.to)
+    && payload.coverage.from <= payload.coverage.to && count(payload.coverage.publications)
+    && (payload.history.length > 0 ? payload.status !== "unavailable" && payload.asOf !== null : payload.status === "unavailable" && payload.asOf === null);
+}
+
+/** Reject mixed symbols, duplicate identities and inconsistent category totals; preserve missing values. */
+export function validatePublication(payload: PublicationPayload, symbol: string, kind: PublicationKind): PublicationPayload {
+  const invalid = () => { throw new Error(`The server returned invalid ${kind === "ftd" ? "fails-to-deliver" : "weekly off-exchange volume"} history`); };
+  if (!validateEnvelope(payload, symbol)) return invalid();
+  let previous = "";
+  const identities = new Set<string>();
+  for (const row of payload.history) {
+    if (!row || !url(row.sourceUrl)) return invalid();
+    let observed: string;
+    let identity: string;
+    if (kind === "ftd") {
+      if (!("date" in row) || !date(row.date) || (typeof row.cusip !== "string" || !row.cusip.trim()) || !count(row.quantity)
+        || !numberOrNull(row.price) || typeof row.description !== "string") return invalid();
+      observed = row.date;
+      identity = `${row.date}:${row.cusip}`;
+    } else {
+      if (!("weekStart" in row) || !date(row.weekStart) || new Date(row.weekStart).getUTCDay() !== 1
+        || ![row.atsShares, row.nonAtsShares, row.totalShares].every(sharesOrNull)
+        || ![row.atsTrades, row.nonAtsTrades].every(countOrNull)
+        || !numberOrNull(row.atsSharePercent) || row.atsSharePercent !== null && row.atsSharePercent > 100) return invalid();
+      const complete = row.atsShares !== null && row.nonAtsShares !== null;
+      const total = complete ? row.atsShares! + row.nonAtsShares! : null;
+      if (row.totalShares !== total || (!total ? row.atsSharePercent !== null
+        : row.atsSharePercent === null || Math.abs(row.atsSharePercent - row.atsShares! / total * 100) > 0.0001)) return invalid();
+      observed = row.weekStart;
+      identity = observed;
+    }
+    if (observed < previous || observed < payload.coverage.from || observed > payload.coverage.to || identities.has(identity)) return invalid();
+    previous = observed;
+    identities.add(identity);
+  }
+  if (payload.history.length && payload.asOf !== previous) return invalid();
+  return payload;
+}
+
+export async function fetchPublication(symbol: string, kind: PublicationKind,
+  client: Pick<typeof apiClient, "getCloudFailsToDeliver" | "getCloudOtcVolume"> = apiClient): Promise<PublicationPayload> {
+  try {
+    const payload = kind === "ftd" ? await client.getCloudFailsToDeliver(symbol) : await client.getCloudOtcVolume(symbol);
+    return validatePublication(payload, symbol, kind);
+  } catch (error) {
+    throw unavailableOnServer(error, `${kind === "ftd" ? "Fails to deliver" : "Weekly off-exchange volume"} is not available yet.`, [404, 503]);
+  }
+}
+const cacheKey = (symbol: string, kind: PublicationKind) => `${kind}:${symbol}`;
+export const cachedPublication = (symbol: string, kind: PublicationKind) =>
+  cachedCloudResource(publicationCache, cacheKey(symbol, kind), (data) => validatePublication(data, symbol, kind));
+export const loadPublication = (symbol: string, kind: PublicationKind, force = false) =>
+  loadCloudResource(publicationCache, cacheKey(symbol, kind), () => fetchPublication(symbol, kind),
+    { force, validate: (data) => validatePublication(data, symbol, kind) });