@insightsentry/mcp 1.0.0

package/dist/resources.js

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+// AUTO-GENERATED by scripts/generate-docs.ts
+// Static resources (rest-api, workflows) are preserved from the previous version.
+// Extracted resources are regenerated from website TSX doc pages.
+// To regenerate: npm run generate:docs
+export const docResources = [
+    {
+        uri: "insightsentry://docs/rest-api",
+        name: "InsightSentry REST API Guide",
+        description: "Complete REST API reference: authentication, base URL, all endpoints with parameters and response formats",
+        mimeType: "text/markdown",
+        content: `# InsightSentry REST API Guide
+
+## Base URL
+\`\`\`
+https://api.insightsentry.com
+\`\`\`
+
+## Authentication
+All requests require a Bearer token obtained from the InsightSentry dashboard (https://insightsentry.com/dashboard).
+
+\`\`\`
+Authorization: Bearer <your-api-key>
+\`\`\`
+
+## Symbol Format
+Symbols use the \`EXCHANGE:SYMBOL\` format. Examples:
+- \`NASDAQ:AAPL\` — Apple on NASDAQ
+- \`NYSE:TSLA\` — Tesla on NYSE
+- \`BINANCE:BTCUSDT\` — Bitcoin/USDT on Binance
+- \`CME_MINI:NQ1!\` — E-mini NASDAQ continuous futures
+- \`COMEX:GC1!\` — Gold continuous futures
+- \`OPRA:AAPL260417P325.0\` — Apple put option
+
+Use the \`search_symbols\` tool to find symbol codes.
+
+## Endpoints Overview
+
+### Time Series & Historical Data
+- **GET /v3/symbols/{symbol}/series** — Recent OHLCV data (up to 30k bars) with real-time option
+  - Parameters: bar_type (tick/second/minute/hour/day/week/month), bar_interval (1-1440), dp (data points, 1-30000), extended (pre/post market), dadj (dividend adjustment), badj (back-adjustment), settlement, long_poll (wait for real-time), currency (convert to different currency)
+- **GET /v3/symbols/{symbol}/history** — Deep historical data (20+ years)
+  - Parameters: bar_type (second/minute/hour, required), bar_interval, start_date (YYYY-MM or YYYY-MM-DD, required), extended, dadj, badj, settlement
+  - Note: Returns data for the specified month. Iterate months for longer ranges.
+
+### Symbol Information
+- **GET /v3/symbols/{symbol}/info** — Detailed metadata: type, currency, sector, industry, CEO, market cap, P/E, dividends, splits, option chains, all-time high/low, etc.
+- **GET /v3/symbols/{symbol}/session** — Trading session details: holidays, trading hours, timezone, session corrections
+- **GET /v3/symbols/{symbol}/contracts** — Futures contract list with settlement dates
+
+### Quotes
+- **GET /v3/symbols/quotes?codes=...** — Real-time quotes for up to 10 symbols (comma-separated)
+  - Returns: last_price, change, change_percent, bid/ask, volume, market_cap, status (OPEN/CLOSED/PRE/POST)
+
+### Search
+- **GET /v3/symbols/search** — Search for symbols
+  - Parameters: query, type (stock/crypto/futures/forex/etf/bond/index/...), country (2-letter ISO), page
+  - Tip: Use \`query=NASDAQ:\` to list all NASDAQ symbols. Leave query empty with type filter to browse.
+
+### Fundamentals
+- **GET /v3/symbols/{symbol}/fundamentals** — Comprehensive fundamental data (valuation, profitability, balance sheet, income statement, cash flow)
+- **GET /v3/symbols/{symbol}/fundamentals/series?ids=...** — Historical fundamental indicators (max 5 IDs per request). Get available IDs from the fundamentals meta endpoint.
+- **GET /v3/symbols/fundamentals** — Metadata: available fundamental/technical indicator IDs and their names
+
+### Options
+- **GET /v3/options/list?code=...** — List available option contracts for a symbol
+- **GET /v3/options/expiration?code=...&expiration=YYYY-MM-DD** — Option chain by expiration date
+- **GET /v3/options/strike?code=...&strike=210** — Option chain by strike price
+- Both support sortBy (type/ask_price/bid_price/delta/gamma/implied_volatility/rho/strike_price/theta/vega) and sort (asc/desc)
+- Response includes Greeks: delta, gamma, theta, vega, rho, implied_volatility, bid_iv, ask_iv
+
+### Screeners
+- **GET /v3/screeners/{type}** — Get available fields, exchanges, countries for a screener type (stock/etf/bond/crypto)
+- **POST /v3/screeners/{type}** — Filter instruments with custom criteria
+  - Body: { fields: string[] (required, 1-10), exchanges?: string[], countries?: string[], page?: number, sortBy?: string, sortOrder?: "asc"|"desc", ignore_invalid?: boolean }
+  - Response: paginated data with requested fields, up to 1000 items per page
+  - Note: Crypto screener does not support country filtering
+
+### Calendar
+- **GET /v3/calendar/dividends** — Dividend calendar (w: week range, c: country codes)
+- **GET /v3/calendar/earnings** — Earnings calendar
+- **GET /v3/calendar/ipos** — IPO calendar
+- **GET /v3/calendar/events** — Economic events calendar
+
+### News
+- **GET /v3/newsfeed** — Financial news feed
+  - Parameters: keywords (comma-separated), limit (1-500, default 500), page
+
+### Documents (SEC Filings)
+- **GET /v3/documents?code=...** — List filings/transcripts/reports for a symbol
+- **GET /v3/documents/{id}?code=...** — Get document content (JSON for text, PDF binary for filings)
+
+## Response Format: OHLCV Time Series
+\`\`\`json
+{
+  "code": "NASDAQ:AAPL",
+  "bar_end": 1733432399.0,
+  "last_update": 1733432399820,
+  "bar_type": "1m",
+  "series": [
+    { "time": 1733432340.0, "open": 242.89, "high": 243.09, "low": 242.82, "close": 243.08, "volume": 533779.0 }
+  ]
+}
+\`\`\`
+
+## Response Format: Quote Data
+\`\`\`json
+{
+  "total_items": 1,
+  "data": [{
+    "code": "NASDAQ:AAPL",
+    "status": "OPEN",
+    "last_price": 239.42,
+    "change_percent": -0.15,
+    "change": -0.36,
+    "ask": 239.47,
+    "bid": 239.42,
+    "volume": 47549429.0,
+    "market_cap": 3558428648118.0,
+    "currency_code": "USD",
+    "delay_seconds": 0
+  }]
+}
+\`\`\`
+
+## Interactive Documentation & Examples
+- API Playground: https://insightsentry.com/docs
+- OpenAPI Spec: https://insightsentry.com/openapi.json
+`,
+    },
+    {
+        uri: "insightsentry://docs/workflows",
+        name: "InsightSentry Integration Workflows",
+        description: "Step-by-step workflows for common use cases: building trading apps, dashboards, screeners, and WebSocket integrations",
+        mimeType: "text/markdown",
+        content: `# InsightSentry Integration Workflows
+
+This guide helps you build applications that integrate with the InsightSentry API. Each workflow includes the recommended tool sequence, code patterns, and best practices.
+
+## Workflow 1: Build a Stock Dashboard
+
+### What you need
+A dashboard showing real-time quotes, charts, and company info for user-selected symbols.
+
+### REST API Setup
+\`\`\`
+1. search_symbols(query="apple") → Get symbol code "NASDAQ:AAPL"
+2. get_quotes(codes="NASDAQ:AAPL") → Current price, change, bid/ask
+3. get_symbol_series(symbol="NASDAQ:AAPL", bar_type="day", dp=365) → 1 year daily chart
+4. get_symbol_info(symbol="NASDAQ:AAPL") → Company details, sector, market cap
+5. get_symbol_fundamentals(symbol="NASDAQ:AAPL") → P/E, revenue, earnings
+\`\`\`
+
+### Add Real-Time Updates via WebSocket
+\`\`\`javascript
+// After initial REST load, connect WebSocket for live updates
+const ws = new WebSocket('wss://realtime.insightsentry.com/live');
+
+ws.onopen = () => {
+  ws.send(JSON.stringify({
+    api_key: API_KEY,
+    subscriptions: [
+      { code: 'NASDAQ:AAPL', type: 'quote' },                    // Live price updates
+      { code: 'NASDAQ:AAPL', type: 'series', bar_type: 'minute', bar_interval: 1 }  // Live chart
+    ]
+  }));
+  // Keep-alive
+  setInterval(() => ws.send('ping'), 25000);
+};
+
+ws.onmessage = (event) => {
+  const msg = event.data;
+  if (msg === 'pong') return;
+  const data = JSON.parse(msg);
+  if (data.server_time) return; // Heartbeat
+
+  if (data.data) {
+    // Quote update — data.data[0] has last_price, change, bid, ask, etc.
+    updateQuoteDisplay(data.data[0]);
+  } else if (data.series) {
+    // Series update — data.series has new OHLCV bars
+    updateChart(data.series);
+  }
+};
+\`\`\`
+
+### Python Equivalent
+\`\`\`python
+import asyncio, json, websockets, requests
+
+API_KEY = "your-api-key"
+BASE = "https://api.insightsentry.com"
+HEADERS = {"Authorization": f"Bearer {API_KEY}"}
+
+# Initial data load via REST
+quote = requests.get(f"{BASE}/v3/symbols/quotes", headers=HEADERS, params={"codes": "NASDAQ:AAPL"}).json()
+series = requests.get(f"{BASE}/v3/symbols/NASDAQ:AAPL/series", headers=HEADERS, params={"bar_type": "day", "dp": 365}).json()
+
+# Then stream updates via WebSocket
+async def stream():
+    async with websockets.connect("wss://realtime.insightsentry.com/live") as ws:
+        await ws.send(json.dumps({
+            "api_key": API_KEY,
+            "subscriptions": [
+                {"code": "NASDAQ:AAPL", "type": "quote"},
+                {"code": "NASDAQ:AAPL", "type": "series", "bar_type": "minute", "bar_interval": 1}
+            ]
+        }))
+        async for message in ws:
+            if message == "pong": continue
+            data = json.loads(message)
+            if "server_time" in data: continue
+            process_update(data)
+
+asyncio.run(stream())
+\`\`\`
+
+## Workflow 2: Build a Market Screener
+
+### Step-by-step
+\`\`\`
+1. get_stock_screener_params() → Discover available fields, exchanges, countries
+2. screen_stocks({ fields: ["close","change_percent","volume","market_cap"], sortBy: "market_cap", sortOrder: "desc", countries: ["US"] })
+3. For each result, optionally: get_quotes(codes="RESULT_CODE_1,RESULT_CODE_2,...") for live prices
+\`\`\`
+
+### Implementation Pattern
+\`\`\`python
+# 1. Discover fields
+params = requests.get(f"{BASE}/v3/screeners/stock", headers=HEADERS).json()
+print("Fields:", params["available_fields"][:20])
+print("Exchanges:", params["available_exchanges"])
+
+# 2. Run screener
+results = requests.post(f"{BASE}/v3/screeners/stock", headers=HEADERS, json={
+    "fields": ["close", "change_percent", "volume", "market_cap"],
+    "countries": ["US"],
+    "exchanges": ["NASDAQ", "NYSE"],
+    "sortBy": "market_cap",
+    "sortOrder": "desc",
+    "page": 1
+}).json()
+
+# 3. Paginate
+while results["hasNext"]:
+    next_page = results["current_page"] + 1
+    results = requests.post(f"{BASE}/v3/screeners/stock", headers=HEADERS, json={
+        "fields": ["close", "change_percent", "volume", "market_cap"],
+        "countries": ["US"],
+        "sortBy": "market_cap",
+        "sortOrder": "desc",
+        "page": next_page
+    }).json()
+\`\`\`
+
+## Workflow 3: Options Trading App
+
+### Step-by-step
+\`\`\`
+1. search_symbols(query="AAPL") → "NASDAQ:AAPL"
+2. get_symbol_info(symbol="NASDAQ:AAPL") → Check option_info for available expirations & strikes
+3. list_options(code="NASDAQ:AAPL") → All option contracts
+4. get_options_expiration(code="NASDAQ:AAPL", expiration="2027-06-17", sortBy="strike_price") → Chain with Greeks
+5. get_quotes(codes="OPRA:AAPL270617C200.0") → Real-time option price
+6. get_symbol_series(symbol="OPRA:AAPL270617C200.0", bar_type="day") → Historical option prices
+\`\`\`
+
+### Option Code Cheatsheet
+\`OPRA:AAPL260417P325.0\` = Exchange:Symbol + YYMMDD + C/P + Strike
+- OPRA = Options exchange
+- AAPL = Underlying
+- 260417 = Expires April 17, 2026
+- P = Put (C = Call)
+- 325.0 = Strike price
+
+## Workflow 4: News & Events Monitoring
+
+### REST polling
+\`\`\`
+1. get_newsfeed(keywords="earnings,fed", limit=50) → Latest news
+2. get_earnings(w=1, c="US") → This week's US earnings
+3. get_events(w=1) → Economic events this week
+\`\`\`
+
+### Real-time news via WebSocket
+\`\`\`javascript
+const ws = new WebSocket('wss://realtime.insightsentry.com/newsfeed');
+ws.onopen = () => {
+  ws.send(JSON.stringify({ api_key: API_KEY }));
+  // Server immediately sends 10 most recent news items
+  // Then pushes new items as they arrive
+};
+ws.onmessage = (event) => {
+  if (event.data === 'pong') return;
+  const news = JSON.parse(event.data);
+  displayNewsItem(news);
+};
+\`\`\`
+
+## Workflow 5: Historical Data Pipeline (Backtesting)
+
+### For recent data (up to 30k bars)
+\`\`\`
+get_symbol_series(symbol="NASDAQ:AAPL", bar_type="minute", bar_interval=5, dp=30000)
+\`\`\`
+
+### For deep history (20+ years, month by month)
+\`\`\`python
+# Iterate month by month
+for year in range(2020, 2026):
+    for month in range(1, 13):
+        start_date = f"{year}-{month:02d}"
+        data = requests.get(
+            f"{BASE}/v3/symbols/NASDAQ:AAPL/history",
+            headers=HEADERS,
+            params={"bar_type": "minute", "bar_interval": 1, "start_date": start_date}
+        ).json()
+        save_to_database(data)
+        time.sleep(1)  # Rate limit courtesy
+\`\`\`
+
+### For futures (specific contracts)
+\`\`\`python
+# 1. Find contracts
+contracts = requests.get(f"{BASE}/v3/symbols/COMEX:GC1!/contracts", headers=HEADERS).json()
+
+# 2. Fetch each contract's history
+for contract in contracts["contracts"]:
+    code = contract["code"]  # e.g., "COMEX:GCZ2024"
+    for month in ["2024-09", "2024-10", "2024-11", "2024-12"]:
+        data = requests.get(
+            f"{BASE}/v3/symbols/{code}/history",
+            headers=HEADERS,
+            params={"bar_type": "minute", "bar_interval": 1, "start_date": month}
+        ).json()
+        time.sleep(1)
+\`\`\`
+
+## WebSocket Best Practices
+
+### Connection Management
+- Always re-send subscription message in \`onOpen\` (handles reconnection)
+- Implement exponential backoff for reconnection (2s, 4s, 8s, max 30s)
+- Send \`"ping"\` every 25 seconds to keep connection alive
+- Set client timeout to at least 12 seconds
+
+### Subscription Management
+- Each new subscription message **replaces all** previous subscriptions
+- Include ALL symbols you want in every message
+- Don't send more than 300 messages per 5 minutes
+
+### Data Handling
+- Filter out \`"pong"\` string messages
+- Filter out heartbeats: \`{"server_time": ...}\`
+- Quote updates come in \`data\` array, series updates in \`series\` array
+
+## Rate Limiting Tips
+- REST API: Respect rate limits based on your plan tier
+- Run requests sequentially for historical data (concurrent may fail)
+- Screener returns up to 1000 items per page — use pagination
+- get_quotes supports up to 10 symbols per call
+- get_fundamentals_series supports up to 5 indicator IDs per call
+`,
+    },
+    {
+        uri: "insightsentry://docs/websocket",
+        name: "InsightSentry WebSocket API Guide",
+        description: "Complete WebSocket API documentation: connection, authentication, subscriptions, data formats, keepalive, error handling, and code examples",
+        mimeType: "text/markdown",
+        content: `# InsightSentry WebSocket API Guide
+
+Interactive examples: https://insightsentry.com/test/realtime and https://insightsentry.com/test/newsfeed
+
+## 1. Getting Started
+
+
+### Prerequisites
+
+          Before connecting to our WebSocket API, ensure you have the
+            following:
+
+
+
+            - WebSocket API Key - Get your unique key from the  /v2/websocket-key endpoint Note: This key is different from your REST API keys
+
+            - WebSocket Client Library - Choose one that supports automatic reconnection and retry logic
+
+            - Connection Settings - Configure appropriate timeouts and implement ping/pong for stability
+
+
+
+
+---
+
+
+### Connecting to the Server
+
+          Our WebSocket API provides two specialized endpoints for different
+            types of financial data.
+
+
+
+
+#### Market Data
+
+
+              Real-time quotes, time series data, and tick data
+
+
+
+
+#### News Feed
+
+
+              Latest financial news and market updates
+
+
+
+
+
+### Authentication
+
+          Both endpoints require your WebSocket API key, but the
+            authentication format varies by endpoint.
+
+
+
+#### Market Data Authentication
+
+            Combine authentication with your subscription request (covered in
+              the next section).
+
+
+
+
+
+#### News Feed Authentication
+
+            Send only your API key in this simplified format:
+
+
+\`\`\`json
+{
+  "api_key": ""
+  // No subscriptions needed for news feed
+
+\`\`\`
+
+
+
+
+
+#### News Feed Instant Access
+
+            When you connect to \`/newsfeed\`, the server
+              automatically sends the 10 most recent news items. This gives you
+              immediate access to current news without additional requests.
+
+
+
+
+
+
+## 2. Subscribing to Data Feeds
+
+
+### Initial Subscription
+
+          After connecting to the market data endpoint, send a JSON message to
+            authenticate and subscribe to data feeds.
+
+          This single message handles both authentication and your initial
+            symbol subscriptions.
+
+          **Required Message Format:**
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    // Array of subscription objects
+
+\`\`\`
+
+
+#### Subscription Parameters
+
+          Each subscription object in the array can include these parameters:
+
+
+
+
+##### Required Parameters
+
+
+
+                - code - Symbol identifier (e.g.,  "NASDAQ:AAPL",  "BINANCE:BTCUSDT")
+
+
+
+
+
+
+
+##### Data Type Selection
+
+
+
+                - type - Data feed type:  "series" (default) or  "quote"
+
+
+
+              **Tip:** Since "series" is default, you
+                can omit this parameter for series data
+
+
+
+
+
+##### Series Data Parameters (when type="series")
+
+
+
+                - bar_type - Time interval:  "tick", "second", "minute", "hour", "day", or "week"
+
+                - bar_interval - Number of units per bar (e.g., 1, 5, 15)
+
+                - extended - Include extended hours (default: true) -  details below
+
+                - dadj - Apply dividend adjustment (default: false) -  details below
+
+                - badj - Apply back-adjustment for continuous futures contracts (default: false) -  details below
+
+                - max_dp - Number of initial historical data points to receive on connect/reconnect (1-30,000). Default: 1. Mega plan: up to 30,000. Other plans: up to 1,000. Values exceeding your plan's limit are clamped automatically.
+
+
+
+
+
+
+          **Example Subscription Message:**
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    {"code": "NASDAQ:AAPL", "type": "series", "bar_type": "minute", "bar_interval": 1, "max_dp": 100},
+    {"code": "NASDAQ:TSLA", "type": "quote"}
+
+\`\`\`
+
+
+---
+
+
+### Modifying Subscriptions
+
+          You can update your subscriptions without disconnecting from the
+            WebSocket.
+
+          Send a new subscription message with your complete desired list. The
+            server replaces all previous subscriptions with the new ones.
+
+
+
+#### Complete Replacement
+
+            Each new subscription message completely replaces your current
+              subscriptions. Include all symbols you want to continue receiving
+              data for.
+
+
+
+          **Example - Updating Subscriptions:**
+
+          To change from the previous example to track both minute bars and
+            quotes for AAPL:
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    {"code": "NASDAQ:AAPL", "type": "series", "bar_type": "minute", "bar_interval": 1, "max_dp": 100},
+    {"code": "NASDAQ:AAPL", "type": "quote"}
+    // NASDAQ:TSLA quote subscription is removed as it's not in the new list
+
+\`\`\`
+
+
+---
+
+
+### Subscription Rules & Limits
+
+          Follow these important guidelines when managing your subscriptions:
+
+
+
+
+#### Required Authentication
+
+              Every subscription message must include your valid
+                \`api_key\`.
+
+
+
+
+
+#### Rate Limiting
+
+              Don't send **300 messages per 5 minutes**. If
+                you exceed this limit, your messages will be ignored
+                temporarily.
+
+              **Note:** This only affects new messages you send.
+                Your existing data feed continues uninterrupted. Data you
+                receive has no rate limit or any restriction.
+
+
+
+
+
+#### Empty Subscriptions
+
+              You cannot send an empty \`subscriptions\` array. To
+                stop all data, disconnect the WebSocket and reconnect when
+                needed.
+
+
+
+
+
+#### Multiple Symbols
+
+              Subscribe to multiple symbols in one message by adding multiple
+                objects to the \`subscriptions\` array (subject to your
+                plan limits).
+
+
+
+
+
+
+
+## 3. Response Data Formats
+
+          The server sends real-time data updates as JSON messages. The format
+
+          For complete field descriptions, see the corresponding REST API
+            documentation: \`/symbols/:symbol/series\` or
+            \`/symbols/quotes\`.
+
+
+### Series Data (type: "series")
+
+          Series data provides OHLCV (Open, High, Low, Close, Volume) bar
+            information and tick data.
+
+
+
+
+
+
+#### Real-time Updates
+
+
+                  Regardless of your chosen \`bar_type\` and
+                    \`bar_interval\`, you receive updates whenever the
+                    close price or volume changes within the current bar period.
+
+                  **Example:** With
+                    \`bar_type: "hour"\`, you get real-time
+                    updates throughout the hour, not just once per hour.
+
+
+
+
+
+
+
+
+
+
+
+#### Update Frequency by Bar Type
+
+                Data delivery varies based on your \`bar_type\`
+                  subscription:
+
+
+
+                    **Tick Data** (
+                    \`bar_type: "tick"\`) - Data pushed for
+                    every individual trade
+
+
+                    **Second Intervals** (
+                    \`bar_type: "second"\`) - Data pushed
+                    only when close price or volume changes
+
+
+                    **Higher Timeframes** (
+                    \`bar_type: "minute"\` or above) - Data
+                    pushed when price/volume changes AND when new bar periods
+                    start
+
+
+
+
+
+
+
+\`\`\`json
+{
+        "code": "NASDAQ:AAPL",
+        "bar_end": 1733432399.0,
+        "last_update": 1733432399820,
+        "bar_type": "1m",
+        "series": [
+          {
+            "time": 1733432340.0,
+            "open": 242.89,
+            "high": 243.09,
+            "low": 242.82,
+            "close": 243.08,
+            "volume": 533779.0
+
+\`\`\`
+
+
+---
+
+
+### Quote Data (type: "quote")
+
+          Quote data provides real-time market information including current
+            prices, trading volume, and bid/ask spreads.
+
+          This data type is ideal for monitoring current market conditions and
+            building trading interfaces.
+
+
+\`\`\`json
+{
+        "last_update": 1757061265540,
+        "total_items": 1,
+        "data": [
+          {
+            "code": "NASDAQ:AAPL",
+            "status": "PRE",
+            "lp_time": 1757061117.0,
+            "volume": 47549429.0,
+            "last_price": 239.42,
+            "change_percent": -0.15,
+            "change": -0.36,
+            "ask": 239.47,
+            "bid": 239.42,
+            "ask_size": 2.0,
+            "bid_size": 1.0,
+            "prev_close_price": 238.47,
+            "open_price": 238.45,
+            "low_price": 236.74,
+            "high_price": 239.8999,
+            "market_cap": 3558428648118.0,
+            "currency_code": "USD",
+            "delay_seconds": 0
+
+\`\`\`
+
+
+
+
+
+
+#### Understanding delay_seconds
+
+
+                  The \`delay_seconds\` field indicates the data
+                    delay in seconds:
+
+
+
+                    - 0 - Real-time with no artificial delay
+
+                    - 900 - Data is delayed by 900 seconds
+
+                    - -1 - End-of-day (EOD)
+
+
+
+
+
+
+
+
+
+
+
+## 4. Additional Parameters
+
+          The WebSocket API supports several additional parameters for
+            fine-tuning your data feeds and customizing the response format.
+
+
+### Extended Market Hours (extended)
+
+          The \`extended\` parameter applies to many US and Global
+            stock markets.
+
+
+
+            - extended: true (default) - Includes pre-market and after-hours trading data where available. For US equities, this covers 4:00 AM - 9:30 AM ET (pre-market) and 4:00 PM - 8:00 PM ET (after-hours).
+
+            - extended: false - Only includes regular trading hours data.
+
+            - Note: Not all markets support extended hours trading. Setting extended: true for markets without extended hours will return only regular session data.
+
+
+
+          **Example:**
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    {"code": "NASDAQ:AAPL", "bar_type": "minute", "bar_interval": 1, "extended": false}
+
+\`\`\`
+
+
+---
+
+
+### Dividend Adjustment (dadj)
+
+          For equities data, you can request dividend-adjusted price series.
+
+
+
+            - dadj: true - Applies dividend adjustments to all price values.
+
+            - dadj: false (default) - Shows unadjusted prices.
+
+
+
+          **Example:**
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    {"code": "NASDAQ:AAPL", "bar_type": "day", "bar_interval": 1, "dadj": true}
+
+\`\`\`
+
+
+---
+
+
+### Back-Adjustment (badj)
+
+          For continuous futures contracts (e.g., ES1!, NQ1!), you can request
+            back-adjusted price series to remove price gaps between contract rollovers.
+
+
+
+            - badj: true - Applies back-adjustment to smooth price gaps at contract rollovers.
+
+            - badj: false (default) - Shows unadjusted prices with natural contract rollover gaps.
+
+
+
+          **Example:**
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    {"code": "CME_MINI:ES1!", "bar_type": "day", "bar_interval": 1, "badj": true}
+
+\`\`\`
+
+
+---
+
+
+### Settlement Price (settlement)
+
+          For futures and other applicable instruments, you can control
+            whether historical data uses settlement prices for the close value.
+
+
+
+            - settlement: true - Uses settlement prices as the close price where applicable.
+
+            - settlement: false (default) - Uses the regular close price (last traded price).
+
+
+
+          **Example:**
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    {"code": "CME_MINI:ES1!", "bar_type": "day", "bar_interval": 1, "settlement": false}
+
+\`\`\`
+
+
+### Initial Data Points (max_dp)
+
+          Control how many historical data points you receive when first
+            connecting or reconnecting to a symbol. Accepts a number from 1 to 30,000.
+            If not specified, defaults to **1** (only the current bar).
+
+          When you connect (or reconnect), the first message will contain the
+            most recent \`max_dp\` bars in the \`series\` property, followed
+            by real-time updates with single bars.
+
+
+
+            - Mega Plan (10+ symbol subscriptions): up to 30,000 data points.
+
+            - Other Plans: up to 1,000 data points.
+
+            - If you specify a value higher than your plan allows, it will be automatically clamped to your plan's maximum.
+
+
+
+          **Example:**
+
+
+\`\`\`json
+{
+  "api_key": "",
+  "subscriptions": [
+    {"code": "NASDAQ:AAPL", "bar_type": "minute", "bar_interval": 1, "max_dp": 5000}
+
+\`\`\`
+
+
+
+
+
+## 5. Maintaining Connection & Best Practices
+
+
+### Automatic Re-subscription
+
+
+
+
+
+
+#### Critical Implementation Detail
+
+                Configure your WebSocket client to automatically send your
+                  subscription message in the \`onOpen\` event handler.
+                  This ensures immediate re-subscription after any disconnection
+                  (network issues, server restarts).
+
+
+
+
+
+---
+
+
+### Server Heartbeat (Keep-Alive)
+
+          Our server automatically sends periodic timestamp messages
+            (approximately every 10 seconds) to maintain connection health and
+            allow connectivity verification.
+
+          **Heartbeat Message Format:**
+
+
+\`\`\`json
+{"server_time": 1741397070281}
+\`\`\`
+
+
+---
+
+
+### Preventing Connection Drops
+
+          Some WebSocket libraries drop connections during inactivity periods.
+            Implement a ping-pong mechanism for connection stability.
+
+
+
+#### Ping-Pong Implementation
+
+
+
+              - Send a 'ping' text message every 20-30 seconds
+
+              - Server responds with 'pong' to confirm connection
+
+              - Filter out 'pong' messages in your data handler
+
+
+
+
+
+
+
+#### Rate Limiting Warning
+
+            Don't send pings more than once every 15 seconds to avoid
+              triggering rate limits. This WebSocket rate limit is separate from
+              REST API limits.
+
+
+
+\`\`\`python
+import asyncio
+import websockets
+import json
+
+async def websocket_client():
+    uri = 'wss://realtime.insightsentry.com/live'
+
+    async with websockets.connect(uri) as websocket:
+        # Start ping task
+        ping_task = asyncio.create_task(send_ping(websocket))
+
+            async for message in websocket:
+
+                    print('Received pong from server')
+                    continue
+                # Handle other messages here
+
+        except websockets.exceptions.ConnectionClosed:
+            print('WebSocket connection closed')
+        finally:
+            ping_task.cancel()
+
+async def send_ping(websocket):
+    while True:
+
+            await asyncio.sleep(20)
+            await websocket.send('ping')
+        except asyncio.CancelledError:
+            break
+
+# Run the client
+asyncio.run(websocket_client())
+\`\`\`
+
+
+---
+
+
+### Client-Side Timeout
+
+          Configure your WebSocket library with an appropriate timeout value.
+            We recommend a minimum timeout of **12 seconds**. This
+            helps handle periods of low market activity (e.g., weekends,
+            holidays) where price updates might be infrequent, preventing
+            premature disconnection by the client.
+
+
+
+
+
+## 6. Error Handling
+
+          If you send an invalid request (e.g., incorrect format, invalid
+            symbol) or if a server-side error occurs related to your request,
+            the server will send a JSON-encoded error message:
+
+
+\`\`\`json
+{
+  "message": "Invalid Symbol Code"
+
+\`\`\`
+
+
+
+            - The WebSocket connection typically remains open after an error message is sent.
+
+            - However, processing for the invalid request will stop.
+
+            - Action Required: You should close the connection, correct the subscription request that caused the error, and then establish a new connection.
+
+            - Always validate symbol codes and message formats before sending subscription requests.
+
+
+
+
+
+
+
+## 7. API Key Rotation
+
+
+
+
+
+
+#### RapidAPI Users Only
+
+                This section applies only to RapidAPI subscribers. Native API
+                  Gateway users have persistent keys until manually refreshed in
+                  the portal.
+
+
+
+
+
+          WebSocket API keys can be rotated for enhanced security.
+            Understanding key expiration is crucial for maintaining
+            uninterrupted service.
+
+
+
+
+
+
+#### Automatic Expiration
+
+                WebSocket API keys expire automatically after
+                  **one week** from issuance for security purposes.
+
+
+
+
+
+### Key Rotation Process
+
+          Follow these steps to rotate your WebSocket API key:
+
+
+
+            - Request a new key from the /v2/websocket-key endpoint
+
+            - Your existing key is immediately invalidated when the new key is issued
+
+            - Update your application to use the new key for all connections
+
+            - The response includes the key and expiration timestamp (Unix epoch seconds)
+
+
+
+
+### API Key Response Format
+
+
+\`\`\`json
+{
+  "api_key": "your-websocket-api-key",
+  "expiration": 1747580931
+
+\`\`\`
+
+
+### Key Management Best Practices
+
+
+
+            - Refresh your key regularly - you can refresh it daily if desired, or at least once a week before expiration.
+
+            - Store the WebSocket API key in your database along with its expiration timestamp.
+
+            - Before using a stored key, check if it's expired or close to expiration.
+
+            - If the key is expired or close to expiration, automatically issue a new WebSocket API key and update your database.
+
+
+
+
+\`\`\`python
+import time
+import requests
+from typing import Optional, Dict, Any
+from dataclasses import dataclass
+
+BASE_URL = 'https://insightsentry.p.rapidapi.com'
+
+@dataclass
+class WebSocketKey:
+    key: str
+    expires_at: int
+
+async def get_valid_websocket_key() -> str:
+    stored_key = await database.get_websocket_key()
+
+    now = int(time.time())
+    buffer_time = 24 * 60 * 60  # 24 hours
+
+
+    response = requests.get(
+        f'{BASE_URL}/v2/websocket-key',
+        headers={
+            'x-rapidapi-key': 'YOUR_RAPID_API_KEY'
+
+    response.raise_for_status()
+    data = response.json()
+
+    await database.save_websocket_key(WebSocketKey(
+        key=data['api_key'],
+        expires_at=data['expiration']
+    ))
+
+\`\`\`
+
+
+
+
+
+## 8. Code Examples
+
+          The following examples demonstrate how to connect to our WebSocket
+            API and handle real-time data feeds using popular programming
+            languages.
+
+
+
+
+
+
+#### Before You Start
+
+                Replace \`\` or
+                  \`\` placeholders with your actual
+                  WebSocket API key in all examples.
+
+
+
+
+
+
+
+
+
+
+## FAQ
+
+
+
+### Q: WebSocket is disconnected frequently
+
+            There could be several causes. First, check if your main thread is
+              blocked due to heavy data processing. If the main thread is
+              blocked, the WebSocket library's internal ping mechanism may
+              fail to respond, which can lead to disconnection. This is one of
+              the most common causes. You can easily identify this by comparing
+              your machine's current time with the \`server_time\`
+              field in the messages sent from our servers. If
+              \`Time.inMilliseconds - server_time\` results in a
+              negative value, it indicates that your main thread is being
+              blocked.
+
+
+
+
+### Q: There are missing messages when using 'second' as
+              bar_type and 1 as bar_interval
+
+            For the 1-second time frame, a bar message is sent only when there
+              is a change in the close price or volume. This means you may not
+              receive a message every second. To handle missing bars, you can
+              normalize your data by filling in with the previous bar's
+              values when no update is received.`,
+    },
+    {
+        uri: "insightsentry://docs/screener",
+        name: "InsightSentry Screener API Guide",
+        description: "Screener API: discover available fields, filter stocks/ETFs/bonds/crypto with custom criteria",
+        mimeType: "text/markdown",
+        content: `# InsightSentry Screener API Guide
+
+Full documentation: https://insightsentry.com/docs
+
+## 1. Overview
+
+          The Screener API allows you to filter and retrieve financial
+            instruments across multiple asset classes including stocks, ETFs,
+            bonds, and cryptocurrencies. You can query data with custom field
+            selections, apply filters by exchange or country, and sort results.
+
+
+### Supported Asset Types
+
+
+
+              stock
+
+              Equities
+
+
+
+              etf
+
+              Exchange-Traded Funds
+
+
+
+              bond
+
+              Fixed Income
+
+
+
+              crypto
+
+              Cryptocurrencies
+
+
+
+
+
+### Base URL
+
+
+\`\`\`bash
+https://api.insightsentry.com/v3/screeners/{type}
+\`\`\`
+
+
+
+
+
+## 2. Available Options
+
+          Before querying the screener, you can discover available fields,
+            exchanges, and countries for each asset type using a GET request.
+
+
+### Endpoint
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/screeners/{type}
+\`\`\`
+
+
+### Example Request
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/screeners/stock
+\`\`\`
+
+
+### Response
+
+
+\`\`\`json
+{
+  "available_fields": [
+    "close",
+    "change",
+    "high",
+    "low",
+    "open",
+    "volume",
+    "market_cap",
+    "..."
+  ],
+  "available_exchanges": [
+    "NASDAQ",
+    "NYSE",
+    "AMEX",
+    "..."
+  ],
+  "available_countries": [
+    "US",
+    "CA",
+    "GB",
+    "..."
+  ],
+  "sortOrder": ["asc", "desc"]
+
+\`\`\`
+
+
+
+
+
+
+#### Asset Type Differences
+
+
+                  **Crypto**: Does not support country filtering
+
+                  **Bond**: Has different country codes specific
+                    to bond markets
+
+                  Each asset type has its own set of available fields tailored
+                    to that market
+
+
+
+
+
+
+
+
+
+## 3. Query Screener
+
+          Use a POST request to query the screener with your desired fields,
+            filters, and sorting options.
+
+
+### Endpoint
+
+
+\`\`\`bash
+POST https://api.insightsentry.com/v3/screeners/{type}
+\`\`\`
+
+
+### Request Body
+
+
+
+| Parameter      | Type     | Required | Description                                                                                                    |
+| -------------- | -------- | -------- | -------------------------------------------------------------------------------------------------------------- |
+| fields         | string[] | Yes      | Array of fields to retrieve (1-10 fields)                                                                      |
+| page           | number   | No       | Page number for pagination (default: 1)                                                                        |
+| sortBy         | string   | No       | Field to sort by, must be one of the requested fields or
+                    "name" (default: "name")          |
+| sortOrder      | string   | No       | "asc" or "desc" (default:
+                    "asc")                                                           |
+| exchanges      | string[] | No       | Filter by specific exchanges                                                                                   |
+| countries      | string[] | No       | Filter by country codes (not available for crypto)                                                             |
+| ignore_invalid | boolean  | No       | If true, invalid fields/exchanges/countries are filtered out
+                    instead of returning an error |
+
+
+
+
+### Example Request
+
+
+\`\`\`json
+POST https://api.insightsentry.com/v3/screeners/stock
+
+{
+  "fields": ["close", "change_percent", "volume", "market_cap"],
+  "page": 1,
+  "sortBy": "market_cap",
+  "sortOrder": "desc",
+  "exchanges": ["NASDAQ", "NYSE"],
+  "countries": ["US"]
+
+\`\`\`
+
+
+
+
+
+
+#### Field Validation
+
+
+
+                  - At least one field is required
+
+                  - Maximum of 10 fields per request
+
+                  - Up to 1000 items are returned per request
+
+                  - Field names are case-insensitive and will be normalized to lowercase
+
+                  - The sortBy field must be one of the requested fields or "name"
+
+
+
+
+
+
+
+
+
+
+## 4. Response Format
+
+          The screener returns paginated results with metadata about the
+            current page and total available data.
+
+
+### Response Structure
+
+
+\`\`\`json
+{
+  "hasNext": true,
+  "current_page": 1,
+  "total_page": 15,
+  "current_items": 1000,
+  "data": [
+    {
+      "symbol_code": "NASDAQ:AAPL",
+      "name": "Apple Inc.",
+      "close": 195.89,
+      "change_percent": 1.25,
+      "volume": 52436789,
+      "market_cap": 3050000000000,
+      "country": "US",
+      "currency": "USD",
+      "delay_seconds": 0,
+      "fundamental_currency": "USD"
+
+\`\`\`
+
+
+### Response Fields
+
+
+
+#### Pagination Metadata:
+
+
+
+              - hasNext: Boolean indicating if more pages are available
+
+              - current_page: Current page number
+
+              - total_page: Total number of pages
+
+              - current_items: Number of items in current response
+
+
+
+
+
+
+
+#### Common Fields in Data:
+
+
+
+              - symbol_code: Unique identifier (EXCHANGE:SYMBOL format)
+
+              - name: Description/name of the instrument
+
+              - country: Country code (not for crypto)
+
+              - currency: Trading currency
+
+              - delay_seconds: Data delay in seconds (0 = real-time)
+
+              - fundamental_currency: Currency for fundamental data
+
+
+
+
+
+
+
+
+
+
+## 5. Examples
+
+
+### Stock Screener
+
+          Find US stocks by market cap with price data:
+
+
+\`\`\`json
+POST https://api.insightsentry.com/v3/screeners/stock
+
+{
+  "fields": ["close", "change", "volume", "market_cap"],
+  "page": 1,
+  "sortBy": "market_cap",
+  "sortOrder": "desc",
+  "countries": ["US"]
+
+\`\`\`
+
+
+### ETF Screener
+
+          Query ETFs from specific exchanges:
+
+
+\`\`\`json
+POST https://api.insightsentry.com/v3/screeners/etf
+
+{
+  "fields": ["close", "volume", "change"],
+  "exchanges": ["NYSE", "NASDAQ"],
+  "sortBy": "volume",
+  "sortOrder": "desc"
+
+\`\`\`
+
+
+### Crypto Screener
+
+          Screen cryptocurrencies by volume:
+
+
+\`\`\`json
+POST https://api.insightsentry.com/v3/screeners/crypto
+
+{
+  "fields": ["close", "volume", "change"],
+  "sortBy": "volume",
+  "sortOrder": "desc"
+
+\`\`\`
+
+
+### Bond Screener
+
+          Query bonds from specific countries:
+
+
+\`\`\`json
+POST https://api.insightsentry.com/v3/screeners/bond
+
+{
+  "fields": ["close", "yield"],
+  "countries": ["US", "GB"],
+  "sortBy": "yield",
+  "sortOrder": "desc"
+
+\`\`\`
+
+
+### With ignore_invalid Flag
+
+          Use \`ignore_invalid\` when you want to attempt queries
+            with fields that might not exist:
+
+
+\`\`\`json
+POST https://api.insightsentry.com/v3/screeners/stock
+
+{
+  "fields": ["close", "volume", "some_unknown_field"],
+  "ignore_invalid": true
+
+\`\`\`
+
+          With \`ignore_invalid: true\`, the API will filter out
+            "some_unknown_field" and return results with only the
+            valid fields.`,
+    },
+    {
+        uri: "insightsentry://docs/options",
+        name: "InsightSentry Options API Guide",
+        description: "Options API: list options, option chains, Greeks, option code format, historical data",
+        mimeType: "text/markdown",
+        content: `# InsightSentry Options API Guide
+
+Full documentation: https://insightsentry.com/docs
+
+## 1. Symbol Search
+
+
+### Finding Symbols
+
+          Before working with options data, you need to identify the correct
+            symbol codes for the underlying assets.
+
+          The symbol search endpoint helps you discover available symbols and
+            their exact format required for options queries.
+
+
+### Search Endpoint
+
+          Use the \`/v3/symbols/search\` endpoint to find symbols:
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/symbols/search?query=apple
+\`\`\`
+
+
+
+
+
+## 2. Get Available Options
+
+
+### Options List Endpoint
+
+          Once you have the underlying symbol, retrieve all available option
+            contracts using the \`/v3/options/list\` endpoint.
+
+          This endpoint returns all available options for the specified
+            underlying symbol, including different expirations and strike
+            prices, excluding expired options.
+
+
+### Example
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/options/list?code=NASDAQ:AAPL
+\`\`\`
+
+          Response includes all available option contracts:
+
+
+\`\`\`json
+{
+            "last_update": 1756912027000,
+            "codes": [
+              "OPRA:AAPL260417P325.0",
+              "OPRA:AAPL260618C5.0"
+
+\`\`\`
+
+
+
+
+
+
+#### Futures Options
+
+                For futures options, you must use specific contract codes
+                  rather than continuous contracts:
+
+
+
+                  - Use: CME_MINI:NQU2025 (specific contract)
+
+                  - Not: CME_MINI:NQ1! (continuous contract)
+
+                  - Each futures contract has its own set of options
+
+                  - Options expire before the underlying futures contract
+
+
+
+
+
+
+
+
+
+
+## 3. Get Option Chain Info
+
+
+### Symbol Metadata
+
+          Before making requests to the expiration or strike filter endpoints,
+            you need to discover what option data is available for a symbol.
+
+          The \`/v3/symbols/:symbol/info\` endpoint provides
+            comprehensive metadata about a symbol, including the
+            \`option_info\` field which contains available expiration
+            dates and strike prices for all option series.
+
+
+### Endpoint
+
+          Get symbol information including option chain metadata:
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/symbols/CME_MINI:NQZ2025/info
+\`\`\`
+
+
+### Response Structure
+
+          The response includes basic symbol information and option chain data:
+
+
+\`\`\`json
+{
+  "code": "CME_MINI:NQZ2025",
+  "type": "FUTURES",
+  "description": "E-mini Nasdaq-100 Futures (Dec 2025)",
+  "currency_code": "USD",
+  "expiration": 20251219,
+  "option_info": [
+    {
+      "name": "E-mini Nasdaq-100 Options",
+      "type": "AMERICAN",
+      "series": [
+        {
+          "expiration_date": 20251219,
+          "underlying": "CME_MINI:NQZ2025",
+          "strikes": [2500.0, 3000.0, 3500.0, "...", 35500.0]
+
+    },
+    {
+      "name": "E-mini Nasdaq-100 Monday Weekly Options - Week 2",
+      "type": "EUROPEAN",
+      "series": [
+        {
+          "expiration_date": 20251013,
+          "underlying": "CME_MINI:NQZ2025",
+          "strikes": [17500.0, 18000.0, "...", 29000.0]
+
+\`\`\`
+
+
+
+#### Option Info Structure:
+
+
+
+              - name: Option series name (e.g., "E-mini Nasdaq-100 Options")
+
+              - type: Exercise style ("AMERICAN" or "EUROPEAN")
+
+              - series: Array of option series containing: expiration_date: YYYYMMDD format (e.g., 20251219)
+
+                  - underlying: The underlying contract code
+
+                  - strikes: Array of available strike prices
+
+
+
+
+
+
+
+
+
+
+
+
+
+#### Using Option Info Data
+
+
+                  Extract expiration dates from
+                    \`option_info.series[].expiration_date\`
+                    and use with the
+                    \`/options/expiration\`
+                    endpoint.
+
+                  Extract strike prices from
+                    \`option_info.series[].strikes\`
+                    and use with the
+                    \`/options/strike\`
+                    endpoint.
+
+                  Some symbols have multiple option series (weekly, monthly,
+                    EOM) - each with different expiration dates and strike
+                    ranges.
+
+
+
+
+
+
+
+
+
+
+
+#### Important Notes
+
+
+
+                  - Not all symbols have options data (check if  option_info field exists)
+
+                  - For futures options, you must use the specific futures contract code (e.g., CME_MINI:NQZ2025), not continuous contracts (e.g., CME_MINI:NQ1!)
+
+                  - The strikes array can contain hundreds of values - the example shows truncated data
+
+                  - Equity options typically have more standardized expiration dates and strikes
+
+
+
+
+
+
+
+
+### Practical Workflow
+
+          Here's how to use the symbol info endpoint to discover and filter
+            option data:
+
+
+
+#### Example 1: Filter by Expiration Date
+
+
+              1. Get symbol info:
+
+                  GET /v3/symbols/CME_MINI:NQZ2025/info
+
+              2. Extract an expiration date from response (e.g., 20251013)
+
+              3. Use with expiration endpoint:
+
+                  GET
+                  /v3/options/expiration?code=CME_MINI:NQZ2025&expiration=2025-10-13
+
+
+
+
+
+
+#### Example 2: Filter by Strike
+
+
+              1. Get symbol info:
+
+                  GET /v3/symbols/CME_MINI:NQZ2025/info
+
+              2. Extract a strike price from response (e.g., 25000.0)
+
+              3. Use with strike endpoint:
+
+                  GET /v3/options/strike?code=CME_MINI:NQZ2025&strike=25000
+
+
+
+
+
+
+
+## 4. Understanding Option Codes
+
+
+### Option Code Structure
+
+          Option codes contain embedded information about the option type,
+            expiration date, and strike price.
+
+          Understanding this structure helps you interpret and construct
+            option codes programmatically.
+
+
+### Code Format Breakdown
+
+
+
+| Exchange  | Symbol | Expiration | Type | Strike |
+| --------- | ------ | ---------- | ---- | ------ |
+| OPRA:     | AAPL   | 260417     | P    | 325.0  |
+| CME_MINI: | NQ     | 250919     | P    | 24450  |
+
+
+
+
+### Format Examples
+
+
+
+
+#### Equity Option (AAPL Put):
+
+              OPRA:AAPL260417P325.0
+
+
+
+                - OPRA: Options exchange
+
+                - AAPL: Apple Inc. stock
+
+                - 260417: Expires April 17, 2026 (YYMMDD)
+
+                - P: Put option
+
+                - 325.0: Strike price $325.00
+
+
+
+
+
+
+
+#### Futures Option (NASDAQ Mini Put):
+
+              CME_MINI:NQ250919P24450
+
+
+
+                - CME_MINI: CME futures exchange
+
+                - NQ: NASDAQ 100 E-mini futures
+
+                - 250919: Expires September 19, 2025 (YYMMDD)
+
+                - P: Put option
+
+                - 24450: Strike price 24,450 index points
+
+
+
+
+
+
+
+
+
+
+
+#### Option Type Codes
+
+
+                  **C** = Call option (right to buy)
+
+                  **P** = Put option (right to sell)
+
+
+
+
+
+
+
+
+
+## 5. Option Chains
+
+
+### Filtering Option Data
+
+          Option chains allow you to filter available options by specific
+            criteria such as expiration date or strike price.
+
+          These endpoints are useful when you need to focus on options with
+            specific characteristics rather than retrieving all available
+            contracts.
+
+
+### Filter by Expiration Date
+
+          Use the \`/v3/options/expiration\` endpoint to get options
+            expiring on a specific date:
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/options/expiration?code=NASDAQ:AAPL&expiration=2027-06-17
+\`\`\`
+
+
+#### Sorting Options
+
+          You can sort the results using \`sortBy\` and
+            \`sort\` parameters:
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/options/expiration?code=NASDAQ:AAPL&expiration=2027-06-17&sortBy=strike_price&sort=asc
+\`\`\`
+
+
+
+##### Available Sort Fields (sortBy):
+
+
+              type
+              ask_price
+              bid_price
+              delta
+              gamma
+              expiration
+              implied_volatility
+              rho
+              strike_price
+              theoretical_price
+              theta
+              vega
+
+            **sort:** Use \`asc\` (ascending) or
+              \`desc\` (descending). Default is \`asc\`.
+
+
+
+          Returns option chain data for the specified expiration date:
+
+
+\`\`\`json
+{
+  "underlying_code": "NASDAQ:AAPL",
+  "last_update": 1756912027000,
+  "data": [
+    {
+      "code": "OPRA:AAPL270617C150.0",
+      "ask_price": 12.5,
+      "bid_price": 12.0,
+      "delta": 0.65,
+      "gamma": 0.02,
+      "implied_volatility": 0.25,
+      "type": "CALL",
+      "rho": 0.08,
+      "strike_price": 150,
+      "theoretical_price": 12.25,
+      "theta": -0.05,
+      "vega": 0.15,
+      "bid_iv": 0.24,
+      "ask_iv": 0.26,
+      "expiration": 20270617
+    },
+    {
+      "code": "OPRA:AAPL270617P150.0",
+      "ask_price": 8.2,
+      "bid_price": 7.8,
+      "delta": -0.35,
+      "gamma": 0.02,
+      "implied_volatility": 0.23,
+      "type": "PUT",
+      "rho": -0.06,
+      "strike_price": 150,
+      "theoretical_price": 8.0,
+      "theta": -0.04,
+      "vega": 0.15,
+      "bid_iv": 0.22,
+      "ask_iv": 0.24,
+      "expiration": 20270617
+
+\`\`\`
+
+
+### Filter by Strike Price
+
+          Use the \`/v3/options/strike\` endpoint to get options at a
+            specific strike price:
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/options/strike?code=NASDAQ:AAPL&strike=210
+\`\`\`
+
+          You can also sort by any of the available fields (same as expiration
+            endpoint):
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/options/strike?code=NASDAQ:AAPL&strike=210&sortBy=expiration&sort=asc
+\`\`\`
+
+          Returns option chain data for the specified strike price:
+
+
+\`\`\`json
+{
+  "underlying_code": "NASDAQ:AAPL",
+  "last_update": 1756912027000,
+  "data": [
+    {
+      "code": "OPRA:AAPL270617C210.0",
+      "ask_price": 8.5,
+      "bid_price": 8.0,
+      "delta": 0.45,
+      "gamma": 0.018,
+      "implied_volatility": 0.28,
+      "type": "CALL",
+      "rho": 0.06,
+      "strike_price": 210,
+      "theoretical_price": 8.25,
+      "theta": -0.08,
+      "vega": 0.18,
+      "bid_iv": 0.27,
+      "ask_iv": 0.29,
+      "expiration": 20270617
+    },
+    {
+      "code": "OPRA:AAPL280115C210.0",
+      "ask_price": 15.2,
+      "bid_price": 14.8,
+      "delta": 0.52,
+      "gamma": 0.015,
+      "implied_volatility": 0.26,
+      "type": "CALL",
+      "rho": 0.09,
+      "strike_price": 210,
+      "theoretical_price": 15.0,
+      "theta": -0.06,
+      "vega": 0.22,
+      "bid_iv": 0.25,
+      "ask_iv": 0.27,
+      "expiration": 20280115
+
+\`\`\`
+
+
+
+
+
+
+#### Option Chain Data Fields
+
+
+
+
+                      Pricing:
+
+
+
+                        - ask_price ,  bid_price
+
+                        - theoretical_price - Fair value estimate
+
+                        - bid_iv ,  ask_iv - Implied volatility at bid/ask
+
+
+
+
+
+                      Greeks:
+
+
+
+                        - delta - Price sensitivity to underlying
+
+                        - gamma - Delta change rate
+
+                        - theta - Time decay
+
+                        - vega
+
+                        - rho
+
+
+
+
+
+
+                    \`expiration\`
+                      : Date in YYYYMMDD format (e.g., 20270617)
+
+                    \`type\`
+                      : "CALL" or "PUT"
+
+
+
+
+
+
+
+
+
+#### When to Use Each Endpoint
+
+
+
+
+##### Expiration Filter
+
+                Perfect for analyzing options expiring on earnings
+                  announcements or other specific events. Sort by strike_price
+                  to see the full options chain for a specific expiration.
+
+
+
+
+##### Strike Filter
+
+                Ideal for comparing options at the same strike across
+                  different expiration dates. Sort by expiration to see time
+                  decay effects.
+
+
+
+
+
+
+
+
+## 6. Real-time Quotes
+
+
+### Getting Real-time Option Prices
+
+          Once you have option codes, retrieve real-time pricing and volume
+            data using the \`/v3/symbols/quotes\` endpoint.
+
+          This endpoint provides current bid/ask prices, last trade
+            information, and trading volume for option contracts.
+
+
+### Multiple Option Quotes
+
+          Request quotes for multiple options (up to 10) by separating codes
+            with commas:
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/symbols/quotes?codes=OPRA:AAPL271217P370.0,OPRA:AAPL251219C145.0,OPRA:AAPL261218P50.0
+\`\`\`
+
+          Response includes real-time data for each option:
+
+
+\`\`\`json
+{
+        "last_update": 1756978199901,
+        "_ct": 1756978199796,
+        "total_items": 3,
+        "data": [
+        {
+          "code": "OPRA:AAPL271217P370.0",
+          "status": "CLOSED",
+          "lp_time": 1750065411.0,
+          "volume": 0.0,
+          "last_price": 166.14,
+          "ask": 133.55,
+          "bid": 129.75,
+          "ask_size": 107.0,
+          "bid_size": 107.0,
+          "open_price": 166.14,
+          "low_price": 166.14,
+          "high_price": 166.14,
+          "delay_seconds": 0
+        },
+        {
+          "code": "OPRA:AAPL251219C145.0",
+          "status": "CLOSED",
+          "lp_time": 1756918904.0,
+          "volume": 6.0,
+          "last_price": 94.2,
+          "change_percent": 10.02,
+          "change": 8.6,
+          "ask": 96.15,
+          "bid": 94.4,
+          "ask_size": 195.0,
+          "bid_size": 258.0,
+          "prev_close_price": 85.62,
+          "open_price": 93.1,
+          "low_price": 93.1,
+          "high_price": 94.28,
+          "delay_seconds": 0
+        },
+        {
+          "code": "OPRA:AAPL261218P50.0",
+          "status": "CLOSED",
+          "lp_time": 1756910857.0,
+          "volume": 1.0,
+          "last_price": 0.09,
+          "change_percent": -18.18,
+          "change": -0.02,
+          "ask": 0.12,
+          "bid": 0.07,
+          "ask_size": 111.0,
+          "bid_size": 98.0,
+          "prev_close_price": 0.11,
+          "open_price": 0.09,
+          "low_price": 0.09,
+          "high_price": 0.09,
+          "delay_seconds": 0
+
+\`\`\`
+
+
+### Request Limits
+
+
+
+#### Multiple Symbol Guidelines:
+
+
+
+              - Maximum 10 symbols per request
+
+              - Separate codes with commas (no spaces)
+
+              - All codes must be valid symbols (options, stocks, futures, etc.)
+
+              - Mixed asset types are supported
+
+
+
+
+
+
+
+
+## 7. Historical Option Data
+
+
+### Historical OHLCV Data
+
+          Retrieve historical price (up to 30k data points) and volume data
+            for option contracts using the
+            \`/v3/symbols/:symbol/series\` endpoint.
+
+          This endpoint provides OHLCV (Open, High, Low, Close, Volume) data
+            for analyzing option price movements over time.
+
+
+
+
+
+
+#### Important Limitations
+
+                Historical options data has the following restrictions:
+
+
+
+                  - Expired options are NOT supported
+
+                  - Futures options are NOT supported
+
+                  - Only equity options are currently available
+
+                  - Options must still be active and trading
+
+
+
+
+
+
+
+
+### Historical Data Request
+
+          Get daily historical data for an option contract:
+
+
+\`\`\`bash
+GET https://api.insightsentry.com/v3/symbols/OPRA:AAPL271217P205.0/series?bar_type=day&bar_interval=1&dp=20000
+\`\`\`
+
+          You can also request different time intervals:
+
+
+\`\`\`bash
+# Hourly data
+GET https://api.insightsentry.com/v3/symbols/OPRA:AAPL271217P205.0/series?bar_type=hour&bar_interval=1&dp=20000
+
+# 5-minute data
+GET https://api.insightsentry.com/v3/symbols/OPRA:AAPL271217P205.0/series?bar_type=minute&bar_interval=5&dp=20000
+\`\`\`
+
+          Response provides OHLCV data with timestamps:
+
+
+\`\`\`json
+{
+  "code": "OPRA:AAPL271217P205.0",
+  "bar_end": 1733432340.0,
+  "last_update": 1733432400000,
+  "_ct": 1733432401234,
+  "bar_type": "1D",
+  "series": [
+    {
+      "time": 1704153600.0,
+      "open": 82.50,
+      "high": 84.75,
+      "low": 81.25,
+      "close": 83.80,
+      "volume": 1450
+    },
+    {
+      "time": 1704240000.0,
+      "open": 84.00,
+      "high": 86.25,
+      "low": 83.50,
+      "close": 85.90,
+      "volume": 2100
+    },
+    {
+      "time": 1704326400.0,
+      "open": 85.75,
+      "high": 87.20,
+      "low": 84.90,
+      "close": 86.45,
+      "volume": 1890
+
+\`\`\`
+
+
+### Request Parameters
+
+
+
+#### Available Parameters:
+
+
+
+              - code (required): Option code from /v3/options/list endpoint
+
+              - bar_type (optional): tick, second, minute, hour, day, week, month (default: day)
+
+              - bar_interval (optional): Number of bars (default: 1)
+
+              - extended (optional): Include extended hours data (default: true)
+
+              - dadj (optional): Dividend adjustment for equities (default: false)
+
+              - badj (optional): Back-adjustment for continuous futures (default: true)
+
+
+
+
+
+
+
+## Try the API Playground
+
+
+### Interactive REST API Demo
+
+            You can experiment with all our endpoints using the interactive
+
+                API playground
+
+              .
+
+
+
+
+
+
+#### How to Use
+
+
+
+                    - Choose an endpoint and fill in parameters
+
+                    - Submit requests and view responses
+
+                    - Copy cURL and convert it to your code using AI or other tools`,
+    },
+    {
+        uri: "insightsentry://docs/futures-history",
+        name: "InsightSentry Futures History Guide",
+        description: "How to fetch extensive historical data for futures contracts, including contract month logic",
+        mimeType: "text/markdown",
+        content: `# Futures Historical Data Guide
+
+Full documentation: https://insightsentry.com/docs
+
+## 1. Overview
+
+          This guide demonstrates how to fetch historical data for Futures contracts.
+            The example below uses NASDAQ Futures (NQ) to illustrate how to handle contract month logic, date ranges, and pagination.
+
+          Note that continuous futures do not support more than 1 year of historical data. Therefore, for extensive Futures history, you must use specific contracts. This guide explains how to fetch data for each individual contract.
+
+
+
+
+
+
+#### Important Caution
+
+                Currently, concurrent requests are not encouraged and may fail.
+                  Please run requests sequentially as demonstrated in this script.
+                  This code is for demonstration purposes and provides a basic implementation.
+
+
+
+
+
+
+
+
+
+
+## 2. Implementation
+
+
+
+          The following Python script demonstrates how to iterate through contract months and fetch minute-level data.
+            While this example targets NASDAQ Futures, the same logic applies to other futures contracts with appropriate adjustments to contract months and symbols.
+
+          The script will create a \`data\` directory and save JSON files organized by symbol and date.
+            You can also store the data in SQL database or in different format.
+
+
+
+              \`import os
+import json
+import time
+import requests
+from datetime import datetime
+
+BASE_URL = 'https://api.insightsentry.com'
+START_YEAR = 2025
+BASE_SYMBOL_PREFIX = 'CME_MINI:NQ'
+BASE_CONTRACTS = ['H', 'M', 'U', 'Z']
+API_KEY = 'YOUR_KEY'
+
+def get_contract_months(contract, year):
+
+            datetime(year - 1, 12, 1),
+            datetime(year, 1, 1),
+            datetime(year, 2, 1),
+            datetime(year, 3, 1),
+
+    elif contract == 'M':
+
+            datetime(year, 3, 1),
+            datetime(year, 4, 1),
+            datetime(year, 5, 1),
+            datetime(year, 6, 1),
+
+    elif contract == 'U':
+
+            datetime(year, 6, 1),
+            datetime(year, 7, 1),
+            datetime(year, 8, 1),
+            datetime(year, 9, 1),
+
+    elif contract == 'Z':
+
+            datetime(year, 9, 1),
+            datetime(year, 10, 1),
+            datetime(year, 11, 1),
+            datetime(year, 12, 1),
+
+def fetch_and_save(symbol_code, start_date):
+    base_dir = f'./data/{BASE_SYMBOL_PREFIX}'
+    date_str = start_date.strftime('%Y-%m-%d')
+    file_path = f'{base_dir}/{symbol_code}/{date_str}.json'
+
+        print(f'Already exists: {date_str}')
+
+    os.makedirs(os.path.dirname(file_path), exist_ok=True)
+
+    data = get_ohlcv(symbol_code, start_date)
+
+        series_len = len(data.get('series', []))
+        print(f"Symbol: {symbol_code} | Date: {start_date} | Bars: {series_len} bars")
+        with open(file_path, 'w') as f:
+            json.dump(data, f)
+
+def get_ohlcv(symbol_code, start_date):
+    # timeformat is YYYY-MM for minute and hour
+    formatted_start_date_str = start_date.strftime('%Y-%m')
+
+    retry_counter = 0
+    while retry_counter < 5:
+        result = _fetch(symbol_code, formatted_start_date_str)
+
+        print(f'Failed to fetch data for {symbol_code} | Date: {start_date} | Retrying... ({retry_counter}) ')
+        retry_counter += 1
+        time.sleep(retry_counter * 0.5)
+
+def _fetch(symbol_code, formatted_start_date_str):
+
+        url = f'{BASE_URL}/v3/symbols/{symbol_code}/history'
+        params = {
+            'bar_interval': '1',
+            'bar_type': 'minute',
+            'start_date': formatted_start_date_str,
+
+        headers = {
+            'Authorization': f'Bearer {API_KEY}',
+            'Content-Type': 'application/json'
+
+        response = requests.get(url, params=params, headers=headers, timeout=120)
+
+                print(response.text)
+                response.raise_for_status()
+
+            data = response.json()
+
+                print(data)
+                raise Exception(data.get('message') or data.get('error'))
+
+            print(response.text)
+
+    except requests.exceptions.RequestException as e:
+
+                raise e
+        print(e)
+
+    except Exception as e:
+        print(e)
+
+def main():
+    current_year = datetime.now().year
+
+    for year in range(START_YEAR, current_year + 1):
+        for contract in BASE_CONTRACTS:
+            symbol_code = f'{BASE_SYMBOL_PREFIX}{contract}{year}'
+            months = get_contract_months(contract, year)
+
+            for start_date in months:
+
+                    continue
+
+                print(f"Fetching data for {symbol_code} for {start_date.strftime('%Y-%m-%d')}")
+                fetch_and_save(symbol_code, start_date)
+
+    main()\``,
+    }
+];
+//# sourceMappingURL=resources.js.map