datagen-securities-settlements

Generate synthetic securities settlement data with multi-market fails by running the master generator to produce PostgreSQL CSVs and MongoDB JSON fails data covering US T+1, Japan T+2, and Europe T+2 settlement cycles. It models 5 fail categories with aging buckets, resolution methods, and regulatory threshold tracking.

Simulate securities settlement fails across market cycles using a hybrid PostgreSQL and MongoDB architecture with an 8-core schema. This approach models US T+1, Japan T+2, and Europe T+2 cycles, ensuring referential integrity and realistic CUSIP/ISIN identifiers for comprehensive fail tracking.

You can configure fail rates and track aging buckets during settlement data generation. The generator models 5 fail categories with detailed aging buckets, resolution methods, regulatory threshold tracking, and penalties to support analytics and regulatory simulations.

This synthetic data generation approach works with PostgreSQL and MongoDB for cross-database analytics. It generates PostgreSQL-ready core settlement data and MongoDB-backed fail tracking statistics, maintaining cross-database references for integrated analytics and referential integrity.

You need to install psycopg2-binary to generate settlement data with this hybrid database architecture. It is the required dependency for connecting to PostgreSQL and producing the core settlement CSVs alongside MongoDB JSON fails data.

Consider that settlement fails data for regulatory simulations relies on synthetic generation with configurable fail rates rather than real market data. It covers 5 fail categories and business-day calendars but requires validation against actual regulatory thresholds for production compliance testing.