The Authoritative NSS Page

[breezin_chs]

MrBusiness, why am I not surprised that you were steered towards the NYSE data.

PROVEN (if any) NSS stocks?

You might want to start with the wealth of info avail from the SEC:
http://www.sec.gov/foia/docs/failsdata.htm
Fails-to-Deliver Data

Report for the first half of August 2010:
60,952 issues
Total number of FTD's: 4,682,963,532 shares

Note: If you throw the text file into a spreadsheet, you'll get FTD's 4,682,895,271. Not sure why the discrepancy.

Next, you may want to pay a visit to the Reg SHO and Rule 3210 list:
http://www.nasdaqtrader.com/trader.aspx?id=RegSHOThreshold

Regulation SHO Threshold Data Field Definitions:
http://www.nasdaqtrader.com/Trader.aspx?id=RegShoDefs#note1

If you're new to NasdaqTrader, it's basically a data and info repository for NASDAQ members and information providers.

Good luck on the learning curve. Bring aspirin, education and a healthy dose of blank-page thinking to many (most?) of the posts you'll see on the subject.