@massive.com/client-js 10.3.0 → 10.4.0

package/dist/main.d.ts

@@ -7335,6 +7335,123 @@ interface GetFuturesVXProducts200ResponseResultsInner {
      */
     'unit_of_measure_qty'?: number;
 }
+/**
+ *
+ * @export
+ * @interface GetFuturesVXQuotesNew200Response
+ */
+interface GetFuturesVXQuotesNew200Response {
+    /**
+     * If present, this value can be used to fetch the next page.
+     * @type {string}
+     * @memberof GetFuturesVXQuotesNew200Response
+     */
+    'next_url'?: string;
+    /**
+     * A request id assigned by the server.
+     * @type {string}
+     * @memberof GetFuturesVXQuotesNew200Response
+     */
+    'request_id': string;
+    /**
+     * The results for this request.
+     * @type {Array<GetFuturesVXQuotesNew200ResponseResultsInner>}
+     * @memberof GetFuturesVXQuotesNew200Response
+     */
+    'results': Array<GetFuturesVXQuotesNew200ResponseResultsInner>;
+    /**
+     * The status of this request\'s response.
+     * @type {string}
+     * @memberof GetFuturesVXQuotesNew200Response
+     */
+    'status': GetFuturesVXQuotesNew200ResponseStatusEnum;
+}
+/**
+    * @export
+    * @enum {string}
+    */
+declare enum GetFuturesVXQuotesNew200ResponseStatusEnum {
+    Ok = "OK"
+}
+/**
+ *
+ * @export
+ * @interface GetFuturesVXQuotesNew200ResponseResultsInner
+ */
+interface GetFuturesVXQuotesNew200ResponseResultsInner {
+    /**
+     * The ask price.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'ask_price'?: number;
+    /**
+     * The ask size.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'ask_size'?: number;
+    /**
+     * The nanosecond accuracy Unix Timestamp when the ask price was submitted to the exchange.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'ask_timestamp'?: number;
+    /**
+     * The bid price.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'bid_price'?: number;
+    /**
+     * The bid size.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'bid_size'?: number;
+    /**
+     * The nanosecond accuracy Unix Timestamp when the bid price was submitted to the exchange.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'bid_timestamp'?: number;
+    /**
+     * The exchange ID. See <a href=\"https://massive.com/docs/rest/stocks/market-operations/exchanges\" alt=\"Exchanges\">Exchanges</a> for Massive\'s mapping of exchange IDs.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'exchange'?: number;
+    /**
+     * The report sequence number.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'report_sequence': number;
+    /**
+     * The sequence number represents the order in which quote events occurred for this ticker.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'sequence_number': number;
+    /**
+     * The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.
+     * @type {string}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'session_end_date': string;
+    /**
+     * The exchange symbol that this item is traded under.
+     * @type {string}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'ticker': string;
+    /**
+     * The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.
+     * @type {number}
+     * @memberof GetFuturesVXQuotesNew200ResponseResultsInner
+     */
+    'timestamp': number;
+}
 /**
  *
  * @export
@@ -7712,6 +7829,111 @@ interface GetFuturesVXSnapshot200ResponseResultsInnerSession {
      */
     'volume'?: number;
 }
+/**
+ *
+ * @export
+ * @interface GetFuturesVXTradesNew200Response
+ */
+interface GetFuturesVXTradesNew200Response {
+    /**
+     * If present, this value can be used to fetch the next page.
+     * @type {string}
+     * @memberof GetFuturesVXTradesNew200Response
+     */
+    'next_url'?: string;
+    /**
+     * A request id assigned by the server.
+     * @type {string}
+     * @memberof GetFuturesVXTradesNew200Response
+     */
+    'request_id': string;
+    /**
+     * The results for this request.
+     * @type {Array<GetFuturesVXTradesNew200ResponseResultsInner>}
+     * @memberof GetFuturesVXTradesNew200Response
+     */
+    'results': Array<GetFuturesVXTradesNew200ResponseResultsInner>;
+    /**
+     * The status of this request\'s response.
+     * @type {string}
+     * @memberof GetFuturesVXTradesNew200Response
+     */
+    'status': GetFuturesVXTradesNew200ResponseStatusEnum;
+}
+/**
+    * @export
+    * @enum {string}
+    */
+declare enum GetFuturesVXTradesNew200ResponseStatusEnum {
+    Ok = "OK"
+}
+/**
+ *
+ * @export
+ * @interface GetFuturesVXTradesNew200ResponseResultsInner
+ */
+interface GetFuturesVXTradesNew200ResponseResultsInner {
+    /**
+     * A list of condition codes.
+     * @type {Array<number>}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'conditions'?: Array<number>;
+    /**
+     * The trade correction indicator.
+     * @type {number}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'correction'?: number;
+    /**
+     * The exchange ID. See <a href=\"https://massive.com/docs/rest/stocks/market-operations/exchanges\" alt=\"Exchanges\">Exchanges</a> for Massive\'s mapping of exchange IDs.
+     * @type {number}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'exchange'?: number;
+    /**
+     * The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.
+     * @type {number}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'price': number;
+    /**
+     * The report sequence number.
+     * @type {number}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'report_sequence': number;
+    /**
+     * The sequence number represents the sequence in which trade events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.
+     * @type {number}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'sequence_number': number;
+    /**
+     * The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.
+     * @type {string}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'session_end_date': string;
+    /**
+     * The total number of contracts exchanged between buyers and sellers on a given trade.
+     * @type {number}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'size'?: number;
+    /**
+     * The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).
+     * @type {string}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'ticker': string;
+    /**
+     * The time when the trade was generated at the exchange to nanosecond precision.
+     * @type {number}
+     * @memberof GetFuturesVXTradesNew200ResponseResultsInner
+     */
+    'timestamp': number;
+}
 /**
  *
  * @export
@@ -8474,6 +8696,122 @@ interface GetLastStocksQuote200ResponseResults {
      */
     'z'?: number;
 }
+/**
+ *
+ * @export
+ * @interface GetLastStocksTrade200Response
+ */
+interface GetLastStocksTrade200Response {
+    /**
+     * A request id assigned by the server.
+     * @type {string}
+     * @memberof GetLastStocksTrade200Response
+     */
+    'request_id': string;
+    /**
+     *
+     * @type {GetLastStocksTrade200ResponseResults}
+     * @memberof GetLastStocksTrade200Response
+     */
+    'results'?: GetLastStocksTrade200ResponseResults;
+    /**
+     * The status of this request\'s response.
+     * @type {string}
+     * @memberof GetLastStocksTrade200Response
+     */
+    'status': string;
+}
+/**
+ *
+ * @export
+ * @interface GetLastStocksTrade200ResponseResults
+ */
+interface GetLastStocksTrade200ResponseResults {
+    /**
+     * The exchange symbol that this item is traded under.
+     * @type {string}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'T': string;
+    /**
+     * A list of condition codes.
+     * @type {Array<number>}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'c'?: Array<number>;
+    /**
+     * The size of the trade including the fractional component. This is represented as a decimal string.
+     * @type {string}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'ds': string;
+    /**
+     * The trade correction indicator.
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'e'?: number;
+    /**
+     * The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'f'?: number;
+    /**
+     * The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID.
+     * @type {string}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'i': string;
+    /**
+     * The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'p': number;
+    /**
+     * The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11).
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'q': number;
+    /**
+     * The ID for the Trade Reporting Facility where the trade took place.
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'r'?: number;
+    /**
+     * The size of a trade (also known as volume).
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    's'?: number;
+    /**
+     * The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    't': number;
+    /**
+     * The exchange ID. See <a href=\"https://massive.com/docs/rest/stocks/market-operations/exchanges\" alt=\"Exchanges\">Exchanges</a> for Massive\'s mapping of exchange IDs.
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'x': number;
+    /**
+     * The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'y': number;
+    /**
+     * There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. * Tape A is NYSE listed securities * Tape B is NYSE ARCA / NYSE American * Tape C is NASDAQ
+     * @type {number}
+     * @memberof GetLastStocksTrade200ResponseResults
+     */
+    'z'?: number;
+}
 /**
  *
  * @export
@@ -9918,6 +10256,12 @@ interface GetSnapshotSummary200ResponseResultsInnerSession {
      * @memberof GetSnapshotSummary200ResponseResultsInnerSession
      */
     'close': number;
+    /**
+     * The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots.
+     * @type {string}
+     * @memberof GetSnapshotSummary200ResponseResultsInnerSession
+     */
+    'decimal_volume'?: string;
     /**
      * Today\'s early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.
      * @type {number}
@@ -10272,6 +10616,12 @@ interface GetSnapshots200ResponseResultsInnerLastMinute {
      * @memberof GetSnapshots200ResponseResultsInnerLastMinute
      */
     'close': number;
+    /**
+     * The trading volume for the minute aggregate with decimal precision. This field provides support for fractional shares, representing volume as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots.
+     * @type {string}
+     * @memberof GetSnapshots200ResponseResultsInnerLastMinute
+     */
+    'decimal_volume'?: string;
     /**
      * The highest value for the minute aggregate.
      * @type {number}
@@ -10390,6 +10740,12 @@ interface GetSnapshots200ResponseResultsInnerLastTrade {
      * @memberof GetSnapshots200ResponseResultsInnerLastTrade
      */
     'conditions'?: Array<number>;
+    /**
+     * The size of a trade, including fractional shares, represented as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots.
+     * @type {string}
+     * @memberof GetSnapshots200ResponseResultsInnerLastTrade
+     */
+    'decimal_size'?: string;
     /**
      * The exchange ID. See <a href=\"https://massive.com/docs/rest/stocks/market-operations/exchanges\" alt=\"Exchanges\">Exchanges</a> for Massive\'s mapping of exchange IDs.
      * @type {number}
@@ -10701,6 +11057,93 @@ interface GetStocksFilings10KVXSections200ResponseResultsInner {
      */
     'ticker'?: string;
 }
+/**
+ *
+ * @export
+ * @interface GetStocksFilingsVXIndex200Response
+ */
+interface GetStocksFilingsVXIndex200Response {
+    /**
+     * If present, this value can be used to fetch the next page.
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200Response
+     */
+    'next_url'?: string;
+    /**
+     * A request id assigned by the server.
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200Response
+     */
+    'request_id': string;
+    /**
+     * The results for this request.
+     * @type {Array<GetStocksFilingsVXIndex200ResponseResultsInner>}
+     * @memberof GetStocksFilingsVXIndex200Response
+     */
+    'results': Array<GetStocksFilingsVXIndex200ResponseResultsInner>;
+    /**
+     * The status of this request\'s response.
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200Response
+     */
+    'status': GetStocksFilingsVXIndex200ResponseStatusEnum;
+}
+/**
+    * @export
+    * @enum {string}
+    */
+declare enum GetStocksFilingsVXIndex200ResponseStatusEnum {
+    Ok = "OK"
+}
+/**
+ *
+ * @export
+ * @interface GetStocksFilingsVXIndex200ResponseResultsInner
+ */
+interface GetStocksFilingsVXIndex200ResponseResultsInner {
+    /**
+     * SEC accession number uniquely identifying the filing (e.g., \'0000320193-24-000123\').
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200ResponseResultsInner
+     */
+    'accession_number'?: string;
+    /**
+     * SEC Central Index Key (CIK) identifying the filing entity.
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200ResponseResultsInner
+     */
+    'cik'?: string;
+    /**
+     * Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200ResponseResultsInner
+     */
+    'filing_date'?: string;
+    /**
+     * Direct URL to the filing on the SEC EDGAR website.
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200ResponseResultsInner
+     */
+    'filing_url'?: string;
+    /**
+     * SEC form type (e.g., \'10-K\', \'10-Q\', \'8-K\', \'S-1\', \'4\', etc.).
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200ResponseResultsInner
+     */
+    'form_type'?: string;
+    /**
+     * Name of the company or entity that submitted the filing.
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200ResponseResultsInner
+     */
+    'issuer_name'?: string;
+    /**
+     * Stock ticker symbol for the filing entity, if available.
+     * @type {string}
+     * @memberof GetStocksFilingsVXIndex200ResponseResultsInner
+     */
+    'ticker'?: string;
+}
 /**
  *
  * @export
@@ -11674,7 +12117,7 @@ interface GetStocksFinancialsV1Ratios200ResponseResultsInner {
      * @type {number}
      * @memberof GetStocksFinancialsV1Ratios200ResponseResultsInner
      */
-    'price': number;
+    'price'?: number;
     /**
      * Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value.
      * @type {number}
@@ -12061,6 +12504,12 @@ interface GetStocksSnapshotTickers200ResponseAllOfTickersInnerDay {
      * @memberof GetStocksSnapshotTickers200ResponseAllOfTickersInnerDay
      */
     'c': number;
+    /**
+     * The volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof GetStocksSnapshotTickers200ResponseAllOfTickersInnerDay
+     */
+    'dv'?: string;
     /**
      * The highest price for the symbol in the given time period.
      * @type {number}
@@ -12146,7 +12595,13 @@ interface GetStocksSnapshotTickers200ResponseAllOfTickersInnerLastTrade {
      * @type {Array<number>}
      * @memberof GetStocksSnapshotTickers200ResponseAllOfTickersInnerLastTrade
      */
-    'c': Array<number>;
+    'c': Array<number>;
+    /**
+     * The size of the trade including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof GetStocksSnapshotTickers200ResponseAllOfTickersInnerLastTrade
+     */
+    'ds': string;
     /**
      * The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID.
      * @type {string}
@@ -12196,6 +12651,18 @@ interface GetStocksSnapshotTickers200ResponseAllOfTickersInnerMin {
      * @memberof GetStocksSnapshotTickers200ResponseAllOfTickersInnerMin
      */
     'c': number;
+    /**
+     * The accumulated volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof GetStocksSnapshotTickers200ResponseAllOfTickersInnerMin
+     */
+    'dav': string;
+    /**
+     * The volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof GetStocksSnapshotTickers200ResponseAllOfTickersInnerMin
+     */
+    'dv'?: string;
     /**
      * The highest price for the symbol in the given time period.
      * @type {number}
@@ -12418,6 +12885,12 @@ interface GetStocksTrades200ResponseResultsInner {
      * @memberof GetStocksTrades200ResponseResultsInner
      */
     'correction'?: number;
+    /**
+     * The size of the trade including the fractional component. This is represented as a decimal string.
+     * @type {string}
+     * @memberof GetStocksTrades200ResponseResultsInner
+     */
+    'decimal_size': string;
     /**
      * The exchange ID. See <a href=\"https://massive.com/docs/rest/stocks/market-operations/exchanges\" alt=\"Exchanges\">Exchanges</a> for Massive\'s mapping of exchange IDs.
      * @type {number}
@@ -13447,6 +13920,171 @@ interface GetTmxV1CorporateEvents200ResponseResultsInner {
      */
     'url'?: string;
 }
+/**
+ *
+ * @export
+ * @interface GetV1ReferenceIpos200Response
+ */
+interface GetV1ReferenceIpos200Response {
+    /**
+     * If present, this value can be used to fetch the next page.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200Response
+     */
+    'next_url'?: string;
+    /**
+     * A request id assigned by the server.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200Response
+     */
+    'request_id': string;
+    /**
+     * The results for this request.
+     * @type {Array<GetV1ReferenceIpos200ResponseResultsInner>}
+     * @memberof GetV1ReferenceIpos200Response
+     */
+    'results': Array<GetV1ReferenceIpos200ResponseResultsInner>;
+    /**
+     * The status of this request\'s response.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200Response
+     */
+    'status': GetV1ReferenceIpos200ResponseStatusEnum;
+}
+/**
+    * @export
+    * @enum {string}
+    */
+declare enum GetV1ReferenceIpos200ResponseStatusEnum {
+    Ok = "OK"
+}
+/**
+ *
+ * @export
+ * @interface GetV1ReferenceIpos200ResponseResultsInner
+ */
+interface GetV1ReferenceIpos200ResponseResultsInner {
+    /**
+     * The date when the IPO event was announced.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'announced_date'?: number;
+    /**
+     * Underlying currency of the security.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'currency_code'?: string;
+    /**
+     * The price set by the company and its underwriters before the IPO goes live.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'final_issue_price'?: number;
+    /**
+     * The highest price within the IPO price range that the company might use to price the shares.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'highest_offer_price'?: number;
+    /**
+     * The status of the IPO.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'ipo_status'?: string;
+    /**
+     * International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'isin'?: string;
+    /**
+     * Name of issuer.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'issuer_name'?: string;
+    /**
+     * The date when the IPO event was last modified.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'last_updated'?: number;
+    /**
+     * First trading date for the newly listed entity.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'listing_date'?: number;
+    /**
+     * The minimum number of shares that an investor may apply for during an IPO.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'lot_size'?: number;
+    /**
+     * The lowest price within the IPO price range that the company is willing to offer its shares to investors.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'lowest_offer_price'?: number;
+    /**
+     * The upper limit of the shares that the company is offering to investors.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'max_shares_offered'?: number;
+    /**
+     * The lower limit of shares that the company is willing to sell in the IPO.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'min_shares_offered'?: number;
+    /**
+     * Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'primary_exchange'?: string;
+    /**
+     * A brief description of the security. e.g. Class A Shares
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'security_description'?: string;
+    /**
+     * The classification of the stock. For example, CS stands for Common Stock.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'security_type'?: string;
+    /**
+     * The total number of shares that the company has issued and are held by investors.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'shares_outstanding'?: number;
+    /**
+     * The ticker symbol of the IPO event.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'ticker'?: string;
+    /**
+     * The total amount raised by the company for IPO.
+     * @type {number}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'total_offer_size'?: number;
+    /**
+     * Nine-character alphanumeric code that uniquely identifies a financial security in North America.
+     * @type {string}
+     * @memberof GetV1ReferenceIpos200ResponseResultsInner
+     */
+    'us_code'?: string;
+}
 /**
  *
  * @export
@@ -15622,6 +16260,12 @@ interface SnapshotOHLCVVWOtc {
      * @memberof SnapshotOHLCVVWOtc
      */
     'c': number;
+    /**
+     * The volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof SnapshotOHLCVVWOtc
+     */
+    'dv'?: string;
     /**
      * The highest price for the symbol in the given time period.
      * @type {number}
@@ -15857,6 +16501,18 @@ interface StocksSnapshotMinute {
      * @memberof StocksSnapshotMinute
      */
     'c': number;
+    /**
+     * The accumulated volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof StocksSnapshotMinute
+     */
+    'dav': string;
+    /**
+     * The volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof StocksSnapshotMinute
+     */
+    'dv'?: string;
     /**
      * The highest price for the symbol in the given time period.
      * @type {number}
@@ -15918,6 +16574,18 @@ interface StocksSnapshotMinuteOTC {
      * @memberof StocksSnapshotMinuteOTC
      */
     'c': number;
+    /**
+     * The accumulated volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof StocksSnapshotMinuteOTC
+     */
+    'dav': string;
+    /**
+     * The volume including fractional shares, respresented as a string.
+     * @type {string}
+     * @memberof StocksSnapshotMinuteOTC
+     */
+    'dv'?: string;
     /**
      * The highest price for the symbol in the given time period.
      * @type {number}
@@ -15967,6 +16635,55 @@ interface StocksSnapshotMinuteOTC {
      */
     'vw': number;
 }
+/**
+ *
+ * @export
+ * @interface StocksSnapshotPrevDay
+ */
+interface StocksSnapshotPrevDay {
+    /**
+     * The close price for the symbol in the given time period.
+     * @type {number}
+     * @memberof StocksSnapshotPrevDay
+     */
+    'c': number;
+    /**
+     * The highest price for the symbol in the given time period.
+     * @type {number}
+     * @memberof StocksSnapshotPrevDay
+     */
+    'h': number;
+    /**
+     * The lowest price for the symbol in the given time period.
+     * @type {number}
+     * @memberof StocksSnapshotPrevDay
+     */
+    'l': number;
+    /**
+     * The open price for the symbol in the given time period.
+     * @type {number}
+     * @memberof StocksSnapshotPrevDay
+     */
+    'o': number;
+    /**
+     * Whether or not this aggregate is for an OTC ticker. This field will be left off if false.
+     * @type {boolean}
+     * @memberof StocksSnapshotPrevDay
+     */
+    'otc'?: boolean;
+    /**
+     * The trading volume of the symbol in the given time period.
+     * @type {number}
+     * @memberof StocksSnapshotPrevDay
+     */
+    'v': number;
+    /**
+     * The volume weighted average price.
+     * @type {number}
+     * @memberof StocksSnapshotPrevDay
+     */
+    'vw': number;
+}
 /**
  *
  * @export
@@ -17532,6 +18249,21 @@ declare const DefaultApiAxiosParamCreator: (configuration?: Configuration) => {
      * @throws {RequiredError}
      */
     getFuturesVXProducts: (name?: string, nameAnyOf?: string, nameGt?: string, nameGte?: string, nameLt?: string, nameLte?: string, productCode?: string, productCodeAnyOf?: string, productCodeGt?: string, productCodeGte?: string, productCodeLt?: string, productCodeLte?: string, date?: string, dateGt?: string, dateGte?: string, dateLt?: string, dateLte?: string, tradingVenue?: string, tradingVenueAnyOf?: string, tradingVenueGt?: string, tradingVenueGte?: string, tradingVenueLt?: string, tradingVenueLte?: string, sector?: GetFuturesVXProductsSectorEnum, sectorAnyOf?: GetFuturesVXProductsSectorAnyOfEnum, subSector?: GetFuturesVXProductsSubSectorEnum, subSectorAnyOf?: GetFuturesVXProductsSubSectorAnyOfEnum, assetClass?: GetFuturesVXProductsAssetClassEnum, assetClassAnyOf?: GetFuturesVXProductsAssetClassAnyOfEnum, assetSubClass?: GetFuturesVXProductsAssetSubClassEnum, assetSubClassAnyOf?: GetFuturesVXProductsAssetSubClassAnyOfEnum, type?: GetFuturesVXProductsTypeEnum, typeAnyOf?: GetFuturesVXProductsTypeAnyOfEnum, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
+    /**
+     *
+     * @param {string} ticker The exchange symbol that this item is traded under.
+     * @param {string} [timestamp] The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGt] Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGte] Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLt] Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLte] Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [sessionEndDate] The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;49999\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;timestamp\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXQuotesNew: (ticker: string, timestamp?: string, timestampGt?: string, timestampGte?: string, timestampLt?: string, timestampLte?: string, sessionEndDate?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
     /**
      * The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can request the full set of schedules for all products on a specific trading date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.  Use Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.
      * @summary Futures Schedules API
@@ -17580,6 +18312,42 @@ declare const DefaultApiAxiosParamCreator: (configuration?: Configuration) => {
      * @throws {RequiredError}
      */
     getFuturesVXSnapshot: (productCode?: string, productCodeAnyOf?: string, productCodeGt?: string, productCodeGte?: string, productCodeLt?: string, productCodeLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
+    /**
+     * Retrieve a snapshot of the most recent futures contract data.
+     * @summary futures_snapshot_v1 API
+     * @param {string} [productCode] The code for the contracts\&#39; underlying product.
+     * @param {string} [productCodeAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [productCodeGt] Filter greater than the value.
+     * @param {string} [productCodeGte] Filter greater than or equal to the value.
+     * @param {string} [productCodeLt] Filter less than the value.
+     * @param {string} [productCodeLte] Filter less than or equal to the value.
+     * @param {string} [ticker] The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&amp;P 500 E-mini contract).
+     * @param {string} [tickerAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [tickerGt] Filter greater than the value.
+     * @param {string} [tickerGte] Filter greater than or equal to the value.
+     * @param {string} [tickerLt] Filter less than the value.
+     * @param {string} [tickerLte] Filter less than or equal to the value.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;50000\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;ticker\&#39; if not specified. The sort order defaults to \&#39;asc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXSnapshotNative: (productCode?: string, productCodeAnyOf?: string, productCodeGt?: string, productCodeGte?: string, productCodeLt?: string, productCodeLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
+    /**
+     *
+     * @param {string} ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&amp;P 500 E-mini contract).
+     * @param {string} [timestamp] The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGt] Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGte] Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLt] Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLte] Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [sessionEndDate] The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;49999\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;timestamp\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXTradesNew: (ticker: string, timestamp?: string, timestampGt?: string, timestampGte?: string, timestampLt?: string, timestampLte?: string, sessionEndDate?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
     /**
      * Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.
      * @summary Grouped Daily (Bars)
@@ -18104,17 +18872,48 @@ declare const DefaultApiAxiosParamCreator: (configuration?: Configuration) => {
      * @param {string} [filingDateGte] Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @param {string} [filingDateLt] Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @param {string} [filingDateLte] Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
-     * @param {string} [periodEnd] Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
-     * @param {string} [periodEndGt] Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
-     * @param {string} [periodEndGte] Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
-     * @param {string} [periodEndLt] Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
-     * @param {string} [periodEndLte] Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
-     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;9999\&#39;.
-     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;period_end\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {string} [periodEnd] Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [periodEndGt] Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [periodEndGte] Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [periodEndLt] Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [periodEndLte] Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;9999\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;period_end\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getStocksFilings10KVXSections: (cik?: string, cikAnyOf?: string, cikGt?: string, cikGte?: string, cikLt?: string, cikLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, section?: GetStocksFilings10KVXSectionsSectionEnum, sectionAnyOf?: GetStocksFilings10KVXSectionsSectionAnyOfEnum, filingDate?: string, filingDateGt?: string, filingDateGte?: string, filingDateLt?: string, filingDateLte?: string, periodEnd?: string, periodEndGt?: string, periodEndGte?: string, periodEndLt?: string, periodEndLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
+    /**
+     * SEC EDGAR master index providing metadata for all SEC filings including form types, filing dates, and direct links to source documents.
+     * @param {string} [cik] SEC Central Index Key (CIK) identifying the filing entity.
+     * @param {string} [cikAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [cikGt] Filter greater than the value.
+     * @param {string} [cikGte] Filter greater than or equal to the value.
+     * @param {string} [cikLt] Filter less than the value.
+     * @param {string} [cikLte] Filter less than or equal to the value.
+     * @param {string} [ticker] Stock ticker symbol for the filing entity, if available.
+     * @param {string} [tickerAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [tickerGt] Filter greater than the value.
+     * @param {string} [tickerGte] Filter greater than or equal to the value.
+     * @param {string} [tickerLt] Filter less than the value.
+     * @param {string} [tickerLte] Filter less than or equal to the value.
+     * @param {string} [formType] SEC form type (e.g., \&#39;10-K\&#39;, \&#39;10-Q\&#39;, \&#39;8-K\&#39;, \&#39;S-1\&#39;, \&#39;4\&#39;, etc.).
+     * @param {string} [formTypeAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [formTypeGt] Filter greater than the value.
+     * @param {string} [formTypeGte] Filter greater than or equal to the value.
+     * @param {string} [formTypeLt] Filter less than the value.
+     * @param {string} [formTypeLte] Filter less than or equal to the value.
+     * @param {string} [filingDate] Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateGt] Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateGte] Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateLt] Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateLte] Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;1000\&#39; if not specified. The maximum allowed limit is \&#39;50000\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;filing_date\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
      * @param {*} [options] Override http request option.
      * @throws {RequiredError}
      */
-    getStocksFilings10KVXSections: (cik?: string, cikAnyOf?: string, cikGt?: string, cikGte?: string, cikLt?: string, cikLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, section?: GetStocksFilings10KVXSectionsSectionEnum, sectionAnyOf?: GetStocksFilings10KVXSectionsSectionAnyOfEnum, filingDate?: string, filingDateGt?: string, filingDateGte?: string, filingDateLt?: string, filingDateLte?: string, periodEnd?: string, periodEndGt?: string, periodEndGte?: string, periodEndLt?: string, periodEndLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
+    getStocksFilingsVXIndex: (cik?: string, cikAnyOf?: string, cikGt?: string, cikGte?: string, cikLt?: string, cikLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, formType?: string, formTypeAnyOf?: string, formTypeGt?: string, formTypeGte?: string, formTypeLt?: string, formTypeLte?: string, filingDate?: string, filingDateGt?: string, filingDateGte?: string, filingDateLt?: string, filingDateLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
     /**
      * The risk factors identified in companies\' 10K filings.
      * @param {string} [filingDate] Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).
@@ -18788,6 +19587,39 @@ declare const DefaultApiAxiosParamCreator: (configuration?: Configuration) => {
      * @throws {RequiredError}
      */
     getTmxV1CorporateEvents: (date?: string, dateAnyOf?: string, dateGt?: string, dateGte?: string, dateLt?: string, dateLte?: string, type?: string, typeAnyOf?: string, typeGt?: string, typeGte?: string, typeLt?: string, typeLte?: string, status?: string, statusAnyOf?: string, statusGt?: string, statusGte?: string, statusLt?: string, statusLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, isin?: string, isinAnyOf?: string, isinGt?: string, isinGte?: string, isinLt?: string, isinLte?: string, tradingVenue?: string, tradingVenueAnyOf?: string, tradingVenueGt?: string, tradingVenueGte?: string, tradingVenueLt?: string, tradingVenueLte?: string, tmxCompanyId?: number, tmxCompanyIdGt?: number, tmxCompanyIdGte?: number, tmxCompanyIdLt?: number, tmxCompanyIdLte?: number, tmxRecordId?: string, tmxRecordIdAnyOf?: string, tmxRecordIdGt?: string, tmxRecordIdGte?: string, tmxRecordIdLt?: string, tmxRecordIdLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
+    /**
+     * Contains comprehensive data about Initial Public Offerings (IPOs) and direct listings for US stocks, tracking both historical and pending offerings with detailed pricing, share, and timing information.
+     * @param {string} [ticker] The ticker symbol of the IPO event.
+     * @param {string} [tickerAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [tickerGt] Filter greater than the value.
+     * @param {string} [tickerGte] Filter greater than or equal to the value.
+     * @param {string} [tickerLt] Filter less than the value.
+     * @param {string} [tickerLte] Filter less than or equal to the value.
+     * @param {string} [usCode] Nine-character alphanumeric code that uniquely identifies a financial security in North America.
+     * @param {string} [usCodeAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [usCodeGt] Filter greater than the value.
+     * @param {string} [usCodeGte] Filter greater than or equal to the value.
+     * @param {string} [usCodeLt] Filter less than the value.
+     * @param {string} [usCodeLte] Filter less than or equal to the value.
+     * @param {string} [isin] International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.
+     * @param {string} [isinAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [isinGt] Filter greater than the value.
+     * @param {string} [isinGte] Filter greater than or equal to the value.
+     * @param {string} [isinLt] Filter less than the value.
+     * @param {string} [isinLte] Filter less than or equal to the value.
+     * @param {string} [listingDate] First trading date for the newly listed entity. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateGt] Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateGte] Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateLt] Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateLte] Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {GetV1ReferenceIposIpoStatusEnum} [ipoStatus] The status of the IPO.
+     * @param {GetV1ReferenceIposIpoStatusAnyOfEnum} [ipoStatusAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;1000\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;listing_date\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getV1ReferenceIpos: (ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, usCode?: string, usCodeAnyOf?: string, usCodeGt?: string, usCodeGte?: string, usCodeLt?: string, usCodeLte?: string, isin?: string, isinAnyOf?: string, isinGt?: string, isinGte?: string, isinLt?: string, isinLte?: string, listingDate?: string, listingDateGt?: string, listingDateGte?: string, listingDateLt?: string, listingDateLte?: string, ipoStatus?: GetV1ReferenceIposIpoStatusEnum, ipoStatusAnyOf?: GetV1ReferenceIposIpoStatusAnyOfEnum, limit?: number, sort?: string, options?: RawAxiosRequestConfig) => Promise<RequestArgs>;
     /**
      * List all conditions that Massive uses.
      * @summary Conditions
@@ -20132,6 +20964,21 @@ declare const DefaultApiFp: (configuration?: Configuration) => {
      * @throws {RequiredError}
      */
     getFuturesVXProducts(name?: string, nameAnyOf?: string, nameGt?: string, nameGte?: string, nameLt?: string, nameLte?: string, productCode?: string, productCodeAnyOf?: string, productCodeGt?: string, productCodeGte?: string, productCodeLt?: string, productCodeLte?: string, date?: string, dateGt?: string, dateGte?: string, dateLt?: string, dateLte?: string, tradingVenue?: string, tradingVenueAnyOf?: string, tradingVenueGt?: string, tradingVenueGte?: string, tradingVenueLt?: string, tradingVenueLte?: string, sector?: GetFuturesVXProductsSectorEnum, sectorAnyOf?: GetFuturesVXProductsSectorAnyOfEnum, subSector?: GetFuturesVXProductsSubSectorEnum, subSectorAnyOf?: GetFuturesVXProductsSubSectorAnyOfEnum, assetClass?: GetFuturesVXProductsAssetClassEnum, assetClassAnyOf?: GetFuturesVXProductsAssetClassAnyOfEnum, assetSubClass?: GetFuturesVXProductsAssetSubClassEnum, assetSubClassAnyOf?: GetFuturesVXProductsAssetSubClassAnyOfEnum, type?: GetFuturesVXProductsTypeEnum, typeAnyOf?: GetFuturesVXProductsTypeAnyOfEnum, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetFuturesVXProducts200Response>>;
+    /**
+     *
+     * @param {string} ticker The exchange symbol that this item is traded under.
+     * @param {string} [timestamp] The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGt] Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGte] Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLt] Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLte] Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [sessionEndDate] The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;49999\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;timestamp\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXQuotesNew(ticker: string, timestamp?: string, timestampGt?: string, timestampGte?: string, timestampLt?: string, timestampLte?: string, sessionEndDate?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetFuturesVXQuotesNew200Response>>;
     /**
      * The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can request the full set of schedules for all products on a specific trading date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.  Use Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.
      * @summary Futures Schedules API
@@ -20180,6 +21027,42 @@ declare const DefaultApiFp: (configuration?: Configuration) => {
      * @throws {RequiredError}
      */
     getFuturesVXSnapshot(productCode?: string, productCodeAnyOf?: string, productCodeGt?: string, productCodeGte?: string, productCodeLt?: string, productCodeLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetFuturesVXSnapshot200Response>>;
+    /**
+     * Retrieve a snapshot of the most recent futures contract data.
+     * @summary futures_snapshot_v1 API
+     * @param {string} [productCode] The code for the contracts\&#39; underlying product.
+     * @param {string} [productCodeAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [productCodeGt] Filter greater than the value.
+     * @param {string} [productCodeGte] Filter greater than or equal to the value.
+     * @param {string} [productCodeLt] Filter less than the value.
+     * @param {string} [productCodeLte] Filter less than or equal to the value.
+     * @param {string} [ticker] The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&amp;P 500 E-mini contract).
+     * @param {string} [tickerAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [tickerGt] Filter greater than the value.
+     * @param {string} [tickerGte] Filter greater than or equal to the value.
+     * @param {string} [tickerLt] Filter less than the value.
+     * @param {string} [tickerLte] Filter less than or equal to the value.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;50000\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;ticker\&#39; if not specified. The sort order defaults to \&#39;asc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXSnapshotNative(productCode?: string, productCodeAnyOf?: string, productCodeGt?: string, productCodeGte?: string, productCodeLt?: string, productCodeLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetFuturesVXSnapshot200Response>>;
+    /**
+     *
+     * @param {string} ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&amp;P 500 E-mini contract).
+     * @param {string} [timestamp] The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGt] Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampGte] Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLt] Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [timestampLte] Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [sessionEndDate] The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;49999\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;timestamp\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXTradesNew(ticker: string, timestamp?: string, timestampGt?: string, timestampGte?: string, timestampLt?: string, timestampLte?: string, sessionEndDate?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetFuturesVXTradesNew200Response>>;
     /**
      * Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.
      * @summary Grouped Daily (Bars)
@@ -20370,7 +21253,7 @@ declare const DefaultApiFp: (configuration?: Configuration) => {
      * @param {*} [options] Override http request option.
      * @throws {RequiredError}
      */
-    getLastStocksTrade(stocksTicker: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetLastOptionsTrade200Response>>;
+    getLastStocksTrade(stocksTicker: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetLastStocksTrade200Response>>;
     /**
      * Get upcoming market holidays and their open/close times.
      * @summary Market Holidays
@@ -20715,6 +21598,37 @@ declare const DefaultApiFp: (configuration?: Configuration) => {
      * @throws {RequiredError}
      */
     getStocksFilings10KVXSections(cik?: string, cikAnyOf?: string, cikGt?: string, cikGte?: string, cikLt?: string, cikLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, section?: GetStocksFilings10KVXSectionsSectionEnum, sectionAnyOf?: GetStocksFilings10KVXSectionsSectionAnyOfEnum, filingDate?: string, filingDateGt?: string, filingDateGte?: string, filingDateLt?: string, filingDateLte?: string, periodEnd?: string, periodEndGt?: string, periodEndGte?: string, periodEndLt?: string, periodEndLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetStocksFilings10KVXSections200Response>>;
+    /**
+     * SEC EDGAR master index providing metadata for all SEC filings including form types, filing dates, and direct links to source documents.
+     * @param {string} [cik] SEC Central Index Key (CIK) identifying the filing entity.
+     * @param {string} [cikAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [cikGt] Filter greater than the value.
+     * @param {string} [cikGte] Filter greater than or equal to the value.
+     * @param {string} [cikLt] Filter less than the value.
+     * @param {string} [cikLte] Filter less than or equal to the value.
+     * @param {string} [ticker] Stock ticker symbol for the filing entity, if available.
+     * @param {string} [tickerAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [tickerGt] Filter greater than the value.
+     * @param {string} [tickerGte] Filter greater than or equal to the value.
+     * @param {string} [tickerLt] Filter less than the value.
+     * @param {string} [tickerLte] Filter less than or equal to the value.
+     * @param {string} [formType] SEC form type (e.g., \&#39;10-K\&#39;, \&#39;10-Q\&#39;, \&#39;8-K\&#39;, \&#39;S-1\&#39;, \&#39;4\&#39;, etc.).
+     * @param {string} [formTypeAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [formTypeGt] Filter greater than the value.
+     * @param {string} [formTypeGte] Filter greater than or equal to the value.
+     * @param {string} [formTypeLt] Filter less than the value.
+     * @param {string} [formTypeLte] Filter less than or equal to the value.
+     * @param {string} [filingDate] Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateGt] Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateGte] Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateLt] Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {string} [filingDateLte] Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;1000\&#39; if not specified. The maximum allowed limit is \&#39;50000\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;filing_date\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getStocksFilingsVXIndex(cik?: string, cikAnyOf?: string, cikGt?: string, cikGte?: string, cikLt?: string, cikLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, formType?: string, formTypeAnyOf?: string, formTypeGt?: string, formTypeGte?: string, formTypeLt?: string, formTypeLte?: string, filingDate?: string, filingDateGt?: string, filingDateGte?: string, filingDateLt?: string, filingDateLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetStocksFilingsVXIndex200Response>>;
     /**
      * The risk factors identified in companies\' 10K filings.
      * @param {string} [filingDate] Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).
@@ -21388,6 +22302,39 @@ declare const DefaultApiFp: (configuration?: Configuration) => {
      * @throws {RequiredError}
      */
     getTmxV1CorporateEvents(date?: string, dateAnyOf?: string, dateGt?: string, dateGte?: string, dateLt?: string, dateLte?: string, type?: string, typeAnyOf?: string, typeGt?: string, typeGte?: string, typeLt?: string, typeLte?: string, status?: string, statusAnyOf?: string, statusGt?: string, statusGte?: string, statusLt?: string, statusLte?: string, ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, isin?: string, isinAnyOf?: string, isinGt?: string, isinGte?: string, isinLt?: string, isinLte?: string, tradingVenue?: string, tradingVenueAnyOf?: string, tradingVenueGt?: string, tradingVenueGte?: string, tradingVenueLt?: string, tradingVenueLte?: string, tmxCompanyId?: number, tmxCompanyIdGt?: number, tmxCompanyIdGte?: number, tmxCompanyIdLt?: number, tmxCompanyIdLte?: number, tmxRecordId?: string, tmxRecordIdAnyOf?: string, tmxRecordIdGt?: string, tmxRecordIdGte?: string, tmxRecordIdLt?: string, tmxRecordIdLte?: string, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetTmxV1CorporateEvents200Response>>;
+    /**
+     * Contains comprehensive data about Initial Public Offerings (IPOs) and direct listings for US stocks, tracking both historical and pending offerings with detailed pricing, share, and timing information.
+     * @param {string} [ticker] The ticker symbol of the IPO event.
+     * @param {string} [tickerAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [tickerGt] Filter greater than the value.
+     * @param {string} [tickerGte] Filter greater than or equal to the value.
+     * @param {string} [tickerLt] Filter less than the value.
+     * @param {string} [tickerLte] Filter less than or equal to the value.
+     * @param {string} [usCode] Nine-character alphanumeric code that uniquely identifies a financial security in North America.
+     * @param {string} [usCodeAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [usCodeGt] Filter greater than the value.
+     * @param {string} [usCodeGte] Filter greater than or equal to the value.
+     * @param {string} [usCodeLt] Filter less than the value.
+     * @param {string} [usCodeLte] Filter less than or equal to the value.
+     * @param {string} [isin] International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.
+     * @param {string} [isinAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {string} [isinGt] Filter greater than the value.
+     * @param {string} [isinGte] Filter greater than or equal to the value.
+     * @param {string} [isinLt] Filter less than the value.
+     * @param {string} [isinLte] Filter less than or equal to the value.
+     * @param {string} [listingDate] First trading date for the newly listed entity. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateGt] Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateGte] Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateLt] Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {string} [listingDateLte] Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @param {GetV1ReferenceIposIpoStatusEnum} [ipoStatus] The status of the IPO.
+     * @param {GetV1ReferenceIposIpoStatusAnyOfEnum} [ipoStatusAnyOf] Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @param {number} [limit] Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;1000\&#39;.
+     * @param {string} [sort] A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;listing_date\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getV1ReferenceIpos(ticker?: string, tickerAnyOf?: string, tickerGt?: string, tickerGte?: string, tickerLt?: string, tickerLte?: string, usCode?: string, usCodeAnyOf?: string, usCodeGt?: string, usCodeGte?: string, usCodeLt?: string, usCodeLte?: string, isin?: string, isinAnyOf?: string, isinGt?: string, isinGte?: string, isinLt?: string, isinLte?: string, listingDate?: string, listingDateGt?: string, listingDateGte?: string, listingDateLt?: string, listingDateLte?: string, ipoStatus?: GetV1ReferenceIposIpoStatusEnum, ipoStatusAnyOf?: GetV1ReferenceIposIpoStatusAnyOfEnum, limit?: number, sort?: string, options?: RawAxiosRequestConfig): Promise<(axios?: AxiosInstance, basePath?: string) => Promise<GetV1ReferenceIpos200Response>>;
     /**
      * List all conditions that Massive uses.
      * @summary Conditions
@@ -22010,6 +22957,13 @@ declare const DefaultApiFactory: (configuration?: Configuration, basePath?: stri
      * @throws {RequiredError}
      */
     getFuturesVXProducts(requestParameters?: DefaultApiGetFuturesVXProductsRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXProducts200Response>;
+    /**
+     *
+     * @param {DefaultApiGetFuturesVXQuotesNewRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXQuotesNew(requestParameters: DefaultApiGetFuturesVXQuotesNewRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXQuotesNew200Response>;
     /**
      * The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can request the full set of schedules for all products on a specific trading date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.  Use Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.
      * @summary Futures Schedules API
@@ -22026,6 +22980,21 @@ declare const DefaultApiFactory: (configuration?: Configuration, basePath?: stri
      * @throws {RequiredError}
      */
     getFuturesVXSnapshot(requestParameters?: DefaultApiGetFuturesVXSnapshotRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXSnapshot200Response>;
+    /**
+     * Retrieve a snapshot of the most recent futures contract data.
+     * @summary futures_snapshot_v1 API
+     * @param {DefaultApiGetFuturesVXSnapshotNativeRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXSnapshotNative(requestParameters?: DefaultApiGetFuturesVXSnapshotNativeRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXSnapshot200Response>;
+    /**
+     *
+     * @param {DefaultApiGetFuturesVXTradesNewRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getFuturesVXTradesNew(requestParameters: DefaultApiGetFuturesVXTradesNewRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXTradesNew200Response>;
     /**
      * Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.
      * @summary Grouped Daily (Bars)
@@ -22145,7 +23114,7 @@ declare const DefaultApiFactory: (configuration?: Configuration, basePath?: stri
      * @param {*} [options] Override http request option.
      * @throws {RequiredError}
      */
-    getLastStocksTrade(requestParameters: DefaultApiGetLastStocksTradeRequest, options?: RawAxiosRequestConfig): Promise<GetLastOptionsTrade200Response>;
+    getLastStocksTrade(requestParameters: DefaultApiGetLastStocksTradeRequest, options?: RawAxiosRequestConfig): Promise<GetLastStocksTrade200Response>;
     /**
      * Get upcoming market holidays and their open/close times.
      * @summary Market Holidays
@@ -22342,6 +23311,13 @@ declare const DefaultApiFactory: (configuration?: Configuration, basePath?: stri
      * @throws {RequiredError}
      */
     getStocksFilings10KVXSections(requestParameters?: DefaultApiGetStocksFilings10KVXSectionsRequest, options?: RawAxiosRequestConfig): Promise<GetStocksFilings10KVXSections200Response>;
+    /**
+     * SEC EDGAR master index providing metadata for all SEC filings including form types, filing dates, and direct links to source documents.
+     * @param {DefaultApiGetStocksFilingsVXIndexRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getStocksFilingsVXIndex(requestParameters?: DefaultApiGetStocksFilingsVXIndexRequest, options?: RawAxiosRequestConfig): Promise<GetStocksFilingsVXIndex200Response>;
     /**
      * The risk factors identified in companies\' 10K filings.
      * @param {DefaultApiGetStocksFilingsVXRiskFactorsRequest} requestParameters Request parameters.
@@ -22513,6 +23489,13 @@ declare const DefaultApiFactory: (configuration?: Configuration, basePath?: stri
      * @throws {RequiredError}
      */
     getTmxV1CorporateEvents(requestParameters?: DefaultApiGetTmxV1CorporateEventsRequest, options?: RawAxiosRequestConfig): Promise<GetTmxV1CorporateEvents200Response>;
+    /**
+     * Contains comprehensive data about Initial Public Offerings (IPOs) and direct listings for US stocks, tracking both historical and pending offerings with detailed pricing, share, and timing information.
+     * @param {DefaultApiGetV1ReferenceIposRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     */
+    getV1ReferenceIpos(requestParameters?: DefaultApiGetV1ReferenceIposRequest, options?: RawAxiosRequestConfig): Promise<GetV1ReferenceIpos200Response>;
     /**
      * List all conditions that Massive uses.
      * @summary Conditions
@@ -27615,6 +28598,67 @@ interface DefaultApiGetFuturesVXProductsRequest {
      */
     readonly sort?: string;
 }
+/**
+ * Request parameters for getFuturesVXQuotesNew operation in DefaultApi.
+ * @export
+ * @interface DefaultApiGetFuturesVXQuotesNewRequest
+ */
+interface DefaultApiGetFuturesVXQuotesNewRequest {
+    /**
+     * The exchange symbol that this item is traded under.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly ticker: string;
+    /**
+     * The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly timestamp?: string;
+    /**
+     * Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly timestampGt?: string;
+    /**
+     * Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly timestampGte?: string;
+    /**
+     * Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly timestampLt?: string;
+    /**
+     * Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly timestampLte?: string;
+    /**
+     * The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly sessionEndDate?: string;
+    /**
+     * Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;49999\&#39;.
+     * @type {number}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly limit?: number;
+    /**
+     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;timestamp\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXQuotesNew
+     */
+    readonly sort?: string;
+}
 /**
  * Request parameters for getFuturesVXSchedules operation in DefaultApi.
  * @export
@@ -27694,142 +28738,294 @@ interface DefaultApiGetFuturesVXSchedulesRequest {
      */
     readonly sessionEndDateLte?: string;
     /**
-     * The trading venue (MIC) for the exchange on which this schedule\&#39;s product trades.
+     * The trading venue (MIC) for the exchange on which this schedule\&#39;s product trades.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly tradingVenue?: string;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly tradingVenueAnyOf?: string;
+    /**
+     * Filter greater than the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly tradingVenueGt?: string;
+    /**
+     * Filter greater than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly tradingVenueGte?: string;
+    /**
+     * Filter less than the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly tradingVenueLt?: string;
+    /**
+     * Filter less than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly tradingVenueLte?: string;
+    /**
+     * Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;1000\&#39;.
+     * @type {number}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly limit?: number;
+    /**
+     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;product_code\&#39; if not specified. The sort order defaults to \&#39;asc\&#39; if not specified.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSchedules
+     */
+    readonly sort?: string;
+}
+/**
+ * Request parameters for getFuturesVXSnapshot operation in DefaultApi.
+ * @export
+ * @interface DefaultApiGetFuturesVXSnapshotRequest
+ */
+interface DefaultApiGetFuturesVXSnapshotRequest {
+    /**
+     * The code for the contracts\&#39; underlying product.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSnapshot
+     */
+    readonly productCode?: string;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSnapshot
+     */
+    readonly productCodeAnyOf?: string;
+    /**
+     * Filter greater than the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSnapshot
+     */
+    readonly productCodeGt?: string;
+    /**
+     * Filter greater than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSnapshot
+     */
+    readonly productCodeGte?: string;
+    /**
+     * Filter less than the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSnapshot
+     */
+    readonly productCodeLt?: string;
+    /**
+     * Filter less than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXSnapshot
+     */
+    readonly productCodeLte?: string;
+    /**
+     * The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&amp;P 500 E-mini contract).
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
-    readonly tradingVenue?: string;
+    readonly ticker?: string;
     /**
      * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
-    readonly tradingVenueAnyOf?: string;
+    readonly tickerAnyOf?: string;
     /**
      * Filter greater than the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
-    readonly tradingVenueGt?: string;
+    readonly tickerGt?: string;
     /**
      * Filter greater than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
-    readonly tradingVenueGte?: string;
+    readonly tickerGte?: string;
     /**
      * Filter less than the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
-    readonly tradingVenueLt?: string;
+    readonly tickerLt?: string;
     /**
      * Filter less than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
-    readonly tradingVenueLte?: string;
+    readonly tickerLte?: string;
     /**
-     * Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;1000\&#39;.
+     * Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;50000\&#39;.
      * @type {number}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
     readonly limit?: number;
     /**
-     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;product_code\&#39; if not specified. The sort order defaults to \&#39;asc\&#39; if not specified.
+     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;ticker\&#39; if not specified. The sort order defaults to \&#39;asc\&#39; if not specified.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSchedules
+     * @memberof DefaultApiGetFuturesVXSnapshot
      */
     readonly sort?: string;
 }
 /**
- * Request parameters for getFuturesVXSnapshot operation in DefaultApi.
+ * Request parameters for getFuturesVXSnapshotNative operation in DefaultApi.
  * @export
- * @interface DefaultApiGetFuturesVXSnapshotRequest
+ * @interface DefaultApiGetFuturesVXSnapshotNativeRequest
  */
-interface DefaultApiGetFuturesVXSnapshotRequest {
+interface DefaultApiGetFuturesVXSnapshotNativeRequest {
     /**
      * The code for the contracts\&#39; underlying product.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly productCode?: string;
     /**
      * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly productCodeAnyOf?: string;
     /**
      * Filter greater than the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly productCodeGt?: string;
     /**
      * Filter greater than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly productCodeGte?: string;
     /**
      * Filter less than the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly productCodeLt?: string;
     /**
      * Filter less than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly productCodeLte?: string;
     /**
      * The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&amp;P 500 E-mini contract).
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly ticker?: string;
     /**
      * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly tickerAnyOf?: string;
     /**
      * Filter greater than the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly tickerGt?: string;
     /**
      * Filter greater than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly tickerGte?: string;
     /**
      * Filter less than the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly tickerLt?: string;
     /**
      * Filter less than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly tickerLte?: string;
     /**
      * Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;50000\&#39;.
      * @type {number}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
      */
     readonly limit?: number;
     /**
      * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;ticker\&#39; if not specified. The sort order defaults to \&#39;asc\&#39; if not specified.
      * @type {string}
-     * @memberof DefaultApiGetFuturesVXSnapshot
+     * @memberof DefaultApiGetFuturesVXSnapshotNative
+     */
+    readonly sort?: string;
+}
+/**
+ * Request parameters for getFuturesVXTradesNew operation in DefaultApi.
+ * @export
+ * @interface DefaultApiGetFuturesVXTradesNewRequest
+ */
+interface DefaultApiGetFuturesVXTradesNewRequest {
+    /**
+     * The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&amp;P 500 E-mini contract).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly ticker: string;
+    /**
+     * The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly timestamp?: string;
+    /**
+     * Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly timestampGt?: string;
+    /**
+     * Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly timestampGte?: string;
+    /**
+     * Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly timestampLt?: string;
+    /**
+     * Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly timestampLte?: string;
+    /**
+     * The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly sessionEndDate?: string;
+    /**
+     * Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;49999\&#39;.
+     * @type {number}
+     * @memberof DefaultApiGetFuturesVXTradesNew
+     */
+    readonly limit?: number;
+    /**
+     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;timestamp\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @type {string}
+     * @memberof DefaultApiGetFuturesVXTradesNew
      */
     readonly sort?: string;
 }
@@ -29472,172 +30668,329 @@ interface DefaultApiGetStocksEMARequest {
      */
     readonly timestampLte?: string;
     /**
-     * Range by timestamp.
+     * Range by timestamp.
+     * @type {string}
+     * @memberof DefaultApiGetStocksEMA
+     */
+    readonly timestampLt?: string;
+}
+/**
+ * Request parameters for getStocksFilings10KVXSections operation in DefaultApi.
+ * @export
+ * @interface DefaultApiGetStocksFilings10KVXSectionsRequest
+ */
+interface DefaultApiGetStocksFilings10KVXSectionsRequest {
+    /**
+     * SEC Central Index Key (10 digits, zero-padded).
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly cik?: string;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly cikAnyOf?: string;
+    /**
+     * Filter greater than the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly cikGt?: string;
+    /**
+     * Filter greater than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly cikGte?: string;
+    /**
+     * Filter less than the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly cikLt?: string;
+    /**
+     * Filter less than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly cikLte?: string;
+    /**
+     * Stock ticker symbol for the company.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly ticker?: string;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly tickerAnyOf?: string;
+    /**
+     * Filter greater than the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly tickerGt?: string;
+    /**
+     * Filter greater than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly tickerGte?: string;
+    /**
+     * Filter less than the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly tickerLt?: string;
+    /**
+     * Filter less than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly tickerLte?: string;
+    /**
+     * Standardized section identifier from the filing (e.g. \&#39;business\&#39;, \&#39;risk_factors\&#39;, etc.).
+     * @type {'business' | 'risk_factors'}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly section?: GetStocksFilings10KVXSectionsSectionEnum;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {'business' | 'risk_factors'}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly sectionAnyOf?: GetStocksFilings10KVXSectionsSectionAnyOfEnum;
+    /**
+     * Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly filingDate?: string;
+    /**
+     * Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly filingDateGt?: string;
+    /**
+     * Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly filingDateGte?: string;
+    /**
+     * Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly filingDateLt?: string;
+    /**
+     * Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly filingDateLte?: string;
+    /**
+     * Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly periodEnd?: string;
+    /**
+     * Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly periodEndGt?: string;
+    /**
+     * Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly periodEndGte?: string;
+    /**
+     * Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly periodEndLt?: string;
+    /**
+     * Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly periodEndLte?: string;
+    /**
+     * Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;9999\&#39;.
+     * @type {number}
+     * @memberof DefaultApiGetStocksFilings10KVXSections
+     */
+    readonly limit?: number;
+    /**
+     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;period_end\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
      * @type {string}
-     * @memberof DefaultApiGetStocksEMA
+     * @memberof DefaultApiGetStocksFilings10KVXSections
      */
-    readonly timestampLt?: string;
+    readonly sort?: string;
 }
 /**
- * Request parameters for getStocksFilings10KVXSections operation in DefaultApi.
+ * Request parameters for getStocksFilingsVXIndex operation in DefaultApi.
  * @export
- * @interface DefaultApiGetStocksFilings10KVXSectionsRequest
+ * @interface DefaultApiGetStocksFilingsVXIndexRequest
  */
-interface DefaultApiGetStocksFilings10KVXSectionsRequest {
+interface DefaultApiGetStocksFilingsVXIndexRequest {
     /**
-     * SEC Central Index Key (10 digits, zero-padded).
+     * SEC Central Index Key (CIK) identifying the filing entity.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly cik?: string;
     /**
      * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly cikAnyOf?: string;
     /**
      * Filter greater than the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly cikGt?: string;
     /**
      * Filter greater than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly cikGte?: string;
     /**
      * Filter less than the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly cikLt?: string;
     /**
      * Filter less than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly cikLte?: string;
     /**
-     * Stock ticker symbol for the company.
+     * Stock ticker symbol for the filing entity, if available.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly ticker?: string;
     /**
      * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly tickerAnyOf?: string;
     /**
      * Filter greater than the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly tickerGt?: string;
     /**
      * Filter greater than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly tickerGte?: string;
     /**
      * Filter less than the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly tickerLt?: string;
     /**
      * Filter less than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly tickerLte?: string;
     /**
-     * Standardized section identifier from the filing (e.g. \&#39;business\&#39;, \&#39;risk_factors\&#39;, etc.).
-     * @type {'business' | 'risk_factors'}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * SEC form type (e.g., \&#39;10-K\&#39;, \&#39;10-Q\&#39;, \&#39;8-K\&#39;, \&#39;S-1\&#39;, \&#39;4\&#39;, etc.).
+     * @type {string}
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly section?: GetStocksFilings10KVXSectionsSectionEnum;
+    readonly formType?: string;
     /**
      * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
-     * @type {'business' | 'risk_factors'}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
-     */
-    readonly sectionAnyOf?: GetStocksFilings10KVXSectionsSectionAnyOfEnum;
-    /**
-     * Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly filingDate?: string;
+    readonly formTypeAnyOf?: string;
     /**
-     * Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * Filter greater than the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly filingDateGt?: string;
+    readonly formTypeGt?: string;
     /**
-     * Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * Filter greater than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly filingDateGte?: string;
+    readonly formTypeGte?: string;
     /**
-     * Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * Filter less than the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly filingDateLt?: string;
+    readonly formTypeLt?: string;
     /**
-     * Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * Filter less than or equal to the value.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly filingDateLte?: string;
+    readonly formTypeLte?: string;
     /**
-     * Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
+     * Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly periodEnd?: string;
+    readonly filingDate?: string;
     /**
      * Filter greater than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly periodEndGt?: string;
+    readonly filingDateGt?: string;
     /**
      * Filter greater than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly periodEndGte?: string;
+    readonly filingDateGte?: string;
     /**
      * Filter less than the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly periodEndLt?: string;
+    readonly filingDateLt?: string;
     /**
      * Filter less than or equal to the value. Value must be formatted \&#39;yyyy-mm-dd\&#39;.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
-    readonly periodEndLte?: string;
+    readonly filingDateLte?: string;
     /**
-     * Limit the maximum number of results returned. Defaults to \&#39;100\&#39; if not specified. The maximum allowed limit is \&#39;9999\&#39;.
+     * Limit the maximum number of results returned. Defaults to \&#39;1000\&#39; if not specified. The maximum allowed limit is \&#39;50000\&#39;.
      * @type {number}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly limit?: number;
     /**
-     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;period_end\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;filing_date\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
      * @type {string}
-     * @memberof DefaultApiGetStocksFilings10KVXSections
+     * @memberof DefaultApiGetStocksFilingsVXIndex
      */
     readonly sort?: string;
 }
@@ -32952,6 +34305,175 @@ interface DefaultApiGetTmxV1CorporateEventsRequest {
      */
     readonly sort?: string;
 }
+/**
+ * Request parameters for getV1ReferenceIpos operation in DefaultApi.
+ * @export
+ * @interface DefaultApiGetV1ReferenceIposRequest
+ */
+interface DefaultApiGetV1ReferenceIposRequest {
+    /**
+     * The ticker symbol of the IPO event.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly ticker?: string;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly tickerAnyOf?: string;
+    /**
+     * Filter greater than the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly tickerGt?: string;
+    /**
+     * Filter greater than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly tickerGte?: string;
+    /**
+     * Filter less than the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly tickerLt?: string;
+    /**
+     * Filter less than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly tickerLte?: string;
+    /**
+     * Nine-character alphanumeric code that uniquely identifies a financial security in North America.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly usCode?: string;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly usCodeAnyOf?: string;
+    /**
+     * Filter greater than the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly usCodeGt?: string;
+    /**
+     * Filter greater than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly usCodeGte?: string;
+    /**
+     * Filter less than the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly usCodeLt?: string;
+    /**
+     * Filter less than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly usCodeLte?: string;
+    /**
+     * International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly isin?: string;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly isinAnyOf?: string;
+    /**
+     * Filter greater than the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly isinGt?: string;
+    /**
+     * Filter greater than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly isinGte?: string;
+    /**
+     * Filter less than the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly isinLt?: string;
+    /**
+     * Filter less than or equal to the value.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly isinLte?: string;
+    /**
+     * First trading date for the newly listed entity. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly listingDate?: string;
+    /**
+     * Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly listingDateGt?: string;
+    /**
+     * Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly listingDateGte?: string;
+    /**
+     * Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly listingDateLt?: string;
+    /**
+     * Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted \&#39;yyyy-mm-dd\&#39;, or ISO 8601/RFC 3339 (e.g. \&#39;2024-05-28T20:27:41Z\&#39;).
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly listingDateLte?: string;
+    /**
+     * The status of the IPO.
+     * @type {'direct_listing_process' | 'history' | 'new' | 'pending' | 'postponed' | 'rumor' | 'withdrawn'}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly ipoStatus?: GetV1ReferenceIposIpoStatusEnum;
+    /**
+     * Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+     * @type {'direct_listing_process' | 'history' | 'new' | 'pending' | 'postponed' | 'rumor' | 'withdrawn'}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly ipoStatusAnyOf?: GetV1ReferenceIposIpoStatusAnyOfEnum;
+    /**
+     * Limit the maximum number of results returned. Defaults to \&#39;10\&#39; if not specified. The maximum allowed limit is \&#39;1000\&#39;.
+     * @type {number}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly limit?: number;
+    /**
+     * A comma separated list of sort columns. For each column, append \&#39;.asc\&#39; or \&#39;.desc\&#39; to specify the sort direction. The sort column defaults to \&#39;listing_date\&#39; if not specified. The sort order defaults to \&#39;desc\&#39; if not specified.
+     * @type {string}
+     * @memberof DefaultApiGetV1ReferenceIpos
+     */
+    readonly sort?: string;
+}
 /**
  * Request parameters for listConditions operation in DefaultApi.
  * @export
@@ -34343,6 +35865,14 @@ declare class DefaultApi extends BaseAPI {
      * @memberof DefaultApi
      */
     getFuturesVXProducts(requestParameters?: DefaultApiGetFuturesVXProductsRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXProducts200Response>;
+    /**
+     *
+     * @param {DefaultApiGetFuturesVXQuotesNewRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     * @memberof DefaultApi
+     */
+    getFuturesVXQuotesNew(requestParameters: DefaultApiGetFuturesVXQuotesNewRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXQuotesNew200Response>;
     /**
      * The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can request the full set of schedules for all products on a specific trading date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.  Use Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.
      * @summary Futures Schedules API
@@ -34361,6 +35891,23 @@ declare class DefaultApi extends BaseAPI {
      * @memberof DefaultApi
      */
     getFuturesVXSnapshot(requestParameters?: DefaultApiGetFuturesVXSnapshotRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXSnapshot200Response>;
+    /**
+     * Retrieve a snapshot of the most recent futures contract data.
+     * @summary futures_snapshot_v1 API
+     * @param {DefaultApiGetFuturesVXSnapshotNativeRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     * @memberof DefaultApi
+     */
+    getFuturesVXSnapshotNative(requestParameters?: DefaultApiGetFuturesVXSnapshotNativeRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXSnapshot200Response>;
+    /**
+     *
+     * @param {DefaultApiGetFuturesVXTradesNewRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     * @memberof DefaultApi
+     */
+    getFuturesVXTradesNew(requestParameters: DefaultApiGetFuturesVXTradesNewRequest, options?: RawAxiosRequestConfig): Promise<GetFuturesVXTradesNew200Response>;
     /**
      * Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.
      * @summary Grouped Daily (Bars)
@@ -34495,7 +36042,7 @@ declare class DefaultApi extends BaseAPI {
      * @throws {RequiredError}
      * @memberof DefaultApi
      */
-    getLastStocksTrade(requestParameters: DefaultApiGetLastStocksTradeRequest, options?: RawAxiosRequestConfig): Promise<GetLastOptionsTrade200Response>;
+    getLastStocksTrade(requestParameters: DefaultApiGetLastStocksTradeRequest, options?: RawAxiosRequestConfig): Promise<GetLastStocksTrade200Response>;
     /**
      * Get upcoming market holidays and their open/close times.
      * @summary Market Holidays
@@ -34717,6 +36264,14 @@ declare class DefaultApi extends BaseAPI {
      * @memberof DefaultApi
      */
     getStocksFilings10KVXSections(requestParameters?: DefaultApiGetStocksFilings10KVXSectionsRequest, options?: RawAxiosRequestConfig): Promise<GetStocksFilings10KVXSections200Response>;
+    /**
+     * SEC EDGAR master index providing metadata for all SEC filings including form types, filing dates, and direct links to source documents.
+     * @param {DefaultApiGetStocksFilingsVXIndexRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     * @memberof DefaultApi
+     */
+    getStocksFilingsVXIndex(requestParameters?: DefaultApiGetStocksFilingsVXIndexRequest, options?: RawAxiosRequestConfig): Promise<GetStocksFilingsVXIndex200Response>;
     /**
      * The risk factors identified in companies\' 10K filings.
      * @param {DefaultApiGetStocksFilingsVXRiskFactorsRequest} requestParameters Request parameters.
@@ -34911,6 +36466,14 @@ declare class DefaultApi extends BaseAPI {
      * @memberof DefaultApi
      */
     getTmxV1CorporateEvents(requestParameters?: DefaultApiGetTmxV1CorporateEventsRequest, options?: RawAxiosRequestConfig): Promise<GetTmxV1CorporateEvents200Response>;
+    /**
+     * Contains comprehensive data about Initial Public Offerings (IPOs) and direct listings for US stocks, tracking both historical and pending offerings with detailed pricing, share, and timing information.
+     * @param {DefaultApiGetV1ReferenceIposRequest} requestParameters Request parameters.
+     * @param {*} [options] Override http request option.
+     * @throws {RequiredError}
+     * @memberof DefaultApi
+     */
+    getV1ReferenceIpos(requestParameters?: DefaultApiGetV1ReferenceIposRequest, options?: RawAxiosRequestConfig): Promise<GetV1ReferenceIpos200Response>;
     /**
      * List all conditions that Massive uses.
      * @summary Conditions
@@ -36213,6 +37776,32 @@ declare enum GetStocksV1SplitsAdjustmentTypeAnyOfEnum {
     ReverseSplit = "reverse_split",
     StockDividend = "stock_dividend"
 }
+/**
+  * @export
+  * @enum {string}
+  */
+declare enum GetV1ReferenceIposIpoStatusEnum {
+    DirectListingProcess = "direct_listing_process",
+    History = "history",
+    New = "new",
+    Pending = "pending",
+    Postponed = "postponed",
+    Rumor = "rumor",
+    Withdrawn = "withdrawn"
+}
+/**
+  * @export
+  * @enum {string}
+  */
+declare enum GetV1ReferenceIposIpoStatusAnyOfEnum {
+    DirectListingProcess = "direct_listing_process",
+    History = "history",
+    New = "new",
+    Pending = "pending",
+    Postponed = "postponed",
+    Rumor = "rumor",
+    Withdrawn = "withdrawn"
+}
 /**
   * @export
   * @enum {string}
@@ -36799,4 +38388,4 @@ declare const MassiveClient: (apiKey: string, restApiBase?: string, websocketApi
     pagination: boolean;
 }) => IMassiveClient;
 
-export { type Company, type ConditionTypeMap, Configuration, type ConfigurationParameters, type CryptoExchangeInner, type CryptoGroupedResults, type CryptoHistoricTrades, type CryptoLastTrade, type CryptoLastTradeLast, type CryptoOpenClose, type CryptoSnapshotMinute, type CryptoSnapshotTicker, type CryptoSnapshotTickerFullBook, type CryptoSnapshotTickers, type CryptoTick, DefaultApi, DefaultApiAxiosParamCreator, type DefaultApiDeprecatedGetCryptoSnapshotTickerBookRequest, type DefaultApiDeprecatedGetHistoricCryptoTradesRequest, type DefaultApiDeprecatedGetHistoricForexQuotesRequest, type DefaultApiDeprecatedGetHistoricStocksQuotesRequest, type DefaultApiDeprecatedGetHistoricStocksTradesRequest, DefaultApiFactory, DefaultApiFp, type DefaultApiGetBenzingaV1AnalystInsightsRequest, type DefaultApiGetBenzingaV1AnalystsRequest, type DefaultApiGetBenzingaV1BullsBearsSayRequest, type DefaultApiGetBenzingaV1ConsensusRatingsRequest, type DefaultApiGetBenzingaV1EarningsRequest, type DefaultApiGetBenzingaV1FirmsRequest, type DefaultApiGetBenzingaV1GuidanceRequest, type DefaultApiGetBenzingaV1RatingsRequest, type DefaultApiGetBenzingaV2NewsRequest, type DefaultApiGetCryptoAggregatesRequest, type DefaultApiGetCryptoEMARequest, type DefaultApiGetCryptoMACDRequest, type DefaultApiGetCryptoOpenCloseRequest, type DefaultApiGetCryptoRSIRequest, type DefaultApiGetCryptoSMARequest, type DefaultApiGetCryptoSnapshotDirectionRequest, type DefaultApiGetCryptoSnapshotTickerRequest, type DefaultApiGetCryptoSnapshotTickersRequest, type DefaultApiGetCryptoTradesRequest, type DefaultApiGetCryptoV1ExchangesRequest, type DefaultApiGetCurrencyConversionRequest, type DefaultApiGetEtfGlobalV1AnalyticsRequest, type DefaultApiGetEtfGlobalV1ConstituentsRequest, type DefaultApiGetEtfGlobalV1FundFlowsRequest, type DefaultApiGetEtfGlobalV1ProfilesRequest, type DefaultApiGetEtfGlobalV1TaxonomiesRequest, type DefaultApiGetEventsRequest, type DefaultApiGetFedV1InflationExpectationsRequest, type DefaultApiGetFedV1InflationRequest, type DefaultApiGetFedV1LaborMarketRequest, type DefaultApiGetFedV1TreasuryYieldsRequest, type DefaultApiGetForexAggregatesRequest, type DefaultApiGetForexEMARequest, type DefaultApiGetForexMACDRequest, type DefaultApiGetForexQuotesRequest, type DefaultApiGetForexRSIRequest, type DefaultApiGetForexSMARequest, type DefaultApiGetForexSnapshotDirectionRequest, type DefaultApiGetForexSnapshotTickerRequest, type DefaultApiGetForexSnapshotTickersRequest, type DefaultApiGetForexV1ExchangesRequest, type DefaultApiGetFuturesAggregatesRequest, type DefaultApiGetFuturesQuotesRequest, type DefaultApiGetFuturesTradesRequest, type DefaultApiGetFuturesVXContractsRequest, type DefaultApiGetFuturesVXExchangesRequest, type DefaultApiGetFuturesVXMarketStatusRequest, type DefaultApiGetFuturesVXProductsRequest, type DefaultApiGetFuturesVXSchedulesRequest, type DefaultApiGetFuturesVXSnapshotRequest, type DefaultApiGetGroupedCryptoAggregatesRequest, type DefaultApiGetGroupedForexAggregatesRequest, type DefaultApiGetGroupedStocksAggregatesRequest, type DefaultApiGetIndicesAggregatesRequest, type DefaultApiGetIndicesEMARequest, type DefaultApiGetIndicesMACDRequest, type DefaultApiGetIndicesOpenCloseRequest, type DefaultApiGetIndicesRSIRequest, type DefaultApiGetIndicesSMARequest, type DefaultApiGetIndicesSnapshotRequest, type DefaultApiGetLastCryptoTradeRequest, type DefaultApiGetLastCurrencyQuoteRequest, type DefaultApiGetLastOptionsTradeRequest, type DefaultApiGetLastStocksQuoteRequest, type DefaultApiGetLastStocksTradeRequest, type DefaultApiGetOptionContractRequest, type DefaultApiGetOptionsAggregatesRequest, type DefaultApiGetOptionsChainRequest, type DefaultApiGetOptionsContractRequest, type DefaultApiGetOptionsEMARequest, type DefaultApiGetOptionsMACDRequest, type DefaultApiGetOptionsOpenCloseRequest, type DefaultApiGetOptionsQuotesRequest, type DefaultApiGetOptionsRSIRequest, type DefaultApiGetOptionsSMARequest, type DefaultApiGetOptionsTradesRequest, type DefaultApiGetOptionsV1ExchangesRequest, type DefaultApiGetPreviousCryptoAggregatesRequest, type DefaultApiGetPreviousForexAggregatesRequest, type DefaultApiGetPreviousIndicesAggregatesRequest, type DefaultApiGetPreviousOptionsAggregatesRequest, type DefaultApiGetPreviousStocksAggregatesRequest, type DefaultApiGetRelatedCompaniesRequest, type DefaultApiGetSnapshotSummaryRequest, type DefaultApiGetSnapshotsRequest, type DefaultApiGetStocksAggregatesRequest, type DefaultApiGetStocksEMARequest, type DefaultApiGetStocksFilings10KVXSectionsRequest, type DefaultApiGetStocksFilingsVXRiskFactorsRequest, type DefaultApiGetStocksFinancialsV1BalanceSheetsRequest, type DefaultApiGetStocksFinancialsV1CashFlowStatementsRequest, type DefaultApiGetStocksFinancialsV1IncomeStatementsRequest, type DefaultApiGetStocksFinancialsV1RatiosRequest, type DefaultApiGetStocksMACDRequest, type DefaultApiGetStocksOpenCloseRequest, type DefaultApiGetStocksQuotesRequest, type DefaultApiGetStocksRSIRequest, type DefaultApiGetStocksSMARequest, type DefaultApiGetStocksSnapshotDirectionRequest, type DefaultApiGetStocksSnapshotTickerRequest, type DefaultApiGetStocksSnapshotTickersRequest, type DefaultApiGetStocksTaxonomiesVXRiskFactorsRequest, type DefaultApiGetStocksTradesRequest, type DefaultApiGetStocksV1DividendsRequest, type DefaultApiGetStocksV1ExchangesRequest, type DefaultApiGetStocksV1ShortInterestRequest, type DefaultApiGetStocksV1ShortVolumeRequest, type DefaultApiGetStocksV1SplitsRequest, type DefaultApiGetStocksVXFloatRequest, type DefaultApiGetTickerRequest, type DefaultApiGetTmxV1CorporateEventsRequest, type DefaultApiListConditionsRequest, type DefaultApiListDividendsRequest, type DefaultApiListExchangesRequest, type DefaultApiListFinancialsRequest, type DefaultApiListIPOsRequest, type DefaultApiListNewsRequest, type DefaultApiListOptionsContractsRequest, type DefaultApiListStockSplitsRequest, type DefaultApiListTickerTypesRequest, type DefaultApiListTickersRequest, type DeprecatedGetCryptoSnapshotTickerBook200Response, type DeprecatedGetCryptoSnapshotTickerBook200ResponseAllOfData, type DeprecatedGetCryptoSnapshotTickerBook200ResponseAllOfDataAsksInner, type DeprecatedGetHistoricCryptoTrades200Response, type DeprecatedGetHistoricCryptoTrades200ResponseAllOfTicksInner, type DeprecatedGetHistoricForexQuotes200Response, type DeprecatedGetHistoricForexQuotes200ResponseAllOfTicksInner, type DeprecatedGetHistoricStocksQuotes200Response, type DeprecatedGetHistoricStocksQuotes200ResponseAllOfResultsInner, type DeprecatedGetHistoricStocksTrades200Response, type DeprecatedGetHistoricStocksTrades200ResponseAllOfResultsInner, type ExchangeInner, type Financial, type Financials, FinancialsPeriodEnum, type ForexConversion, type ForexConversionLast, type ForexGroupedResults, type ForexHistoricTrades, type ForexPairLastQuote, type ForexPreviousClose, type ForexSnapshotLastQuote, type ForexSnapshotPrevDay, type ForexSnapshotTicker, type ForexSnapshotTickers, type ForexTickerResults, type GetBenzingaV1AnalystInsights200Response, type GetBenzingaV1AnalystInsights200ResponseResultsInner, GetBenzingaV1AnalystInsights200ResponseStatusEnum, type GetBenzingaV1AnalystInsights400Response, GetBenzingaV1AnalystInsights400ResponseStatusEnum, type GetBenzingaV1Analysts200Response, type GetBenzingaV1Analysts200ResponseResultsInner, GetBenzingaV1Analysts200ResponseStatusEnum, type GetBenzingaV1BullsBearsSay200Response, type GetBenzingaV1BullsBearsSay200ResponseResultsInner, GetBenzingaV1BullsBearsSay200ResponseStatusEnum, type GetBenzingaV1ConsensusRatings200Response, type GetBenzingaV1ConsensusRatings200ResponseResultsInner, GetBenzingaV1ConsensusRatings200ResponseStatusEnum, type GetBenzingaV1Earnings200Response, type GetBenzingaV1Earnings200ResponseResultsInner, GetBenzingaV1Earnings200ResponseStatusEnum, type GetBenzingaV1Firms200Response, type GetBenzingaV1Firms200ResponseResultsInner, GetBenzingaV1Firms200ResponseStatusEnum, type GetBenzingaV1Guidance200Response, type GetBenzingaV1Guidance200ResponseResultsInner, GetBenzingaV1Guidance200ResponseStatusEnum, type GetBenzingaV1Ratings200Response, type GetBenzingaV1Ratings200ResponseResultsInner, GetBenzingaV1Ratings200ResponseStatusEnum, type GetBenzingaV2News200Response, type GetBenzingaV2News200ResponseResultsInner, GetBenzingaV2News200ResponseStatusEnum, type GetCryptoAggregates200Response, type GetCryptoAggregates200ResponseAllOfResultsInner, GetCryptoAggregatesSortEnum, GetCryptoAggregatesTimespanEnum, type GetCryptoEMA200Response, type GetCryptoEMA200ResponseResults, type GetCryptoEMA200ResponseResultsUnderlying, type GetCryptoEMA200ResponseResultsUnderlyingAggregatesInner, type GetCryptoEMA200ResponseResultsValuesInner, GetCryptoEMAOrderEnum, GetCryptoEMASeriesTypeEnum, GetCryptoEMATimespanEnum, type GetCryptoMACD200Response, type GetCryptoMACD200ResponseResults, type GetCryptoMACD200ResponseResultsValuesInner, GetCryptoMACDOrderEnum, GetCryptoMACDSeriesTypeEnum, GetCryptoMACDTimespanEnum, type GetCryptoOpenClose200Response, type GetCryptoRSI200Response, type GetCryptoRSI200ResponseResults, GetCryptoRSIOrderEnum, GetCryptoRSISeriesTypeEnum, GetCryptoRSITimespanEnum, type GetCryptoSMA200Response, type GetCryptoSMA200ResponseResults, GetCryptoSMAOrderEnum, GetCryptoSMASeriesTypeEnum, GetCryptoSMATimespanEnum, type GetCryptoSnapshotDirection200Response, GetCryptoSnapshotDirectionDirectionEnum, type GetCryptoSnapshotTicker200Response, type GetCryptoSnapshotTicker200ResponseAllOfTicker, type GetCryptoSnapshotTickers200Response, type GetCryptoSnapshotTickers200ResponseAllOfTickersInner, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerDay, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerLastTrade, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerMin, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerPrevDay, type GetCryptoTrades200Response, type GetCryptoTrades200ResponseResultsInner, GetCryptoTradesOrderEnum, GetCryptoTradesSortEnum, type GetCryptoV1Exchanges200Response, type GetCryptoV1Exchanges200ResponseResultsInner, GetCryptoV1Exchanges200ResponseStatusEnum, type GetCurrencyConversion200Response, type GetCurrencyConversion200ResponseLast, GetCurrencyConversionPrecisionEnum, type GetEtfGlobalV1Analytics200Response, type GetEtfGlobalV1Analytics200ResponseResultsInner, GetEtfGlobalV1Analytics200ResponseStatusEnum, type GetEtfGlobalV1Constituents200Response, type GetEtfGlobalV1Constituents200ResponseResultsInner, GetEtfGlobalV1Constituents200ResponseStatusEnum, type GetEtfGlobalV1FundFlows200Response, type GetEtfGlobalV1FundFlows200ResponseResultsInner, GetEtfGlobalV1FundFlows200ResponseStatusEnum, type GetEtfGlobalV1Profiles200Response, type GetEtfGlobalV1Profiles200ResponseResultsInner, type GetEtfGlobalV1Profiles200ResponseResultsInnerCouponExposureInner, GetEtfGlobalV1Profiles200ResponseStatusEnum, type GetEtfGlobalV1Taxonomies200Response, type GetEtfGlobalV1Taxonomies200ResponseResultsInner, GetEtfGlobalV1Taxonomies200ResponseStatusEnum, type GetEvents200Response, type GetEvents200ResponseResults, type GetEvents200ResponseResultsEventsInner, type GetEvents200ResponseResultsEventsInnerOneOf, type GetEvents200ResponseResultsEventsInnerOneOfTickerChange, type GetFedV1Inflation200Response, type GetFedV1Inflation200ResponseResultsInner, GetFedV1Inflation200ResponseStatusEnum, type GetFedV1InflationExpectations200Response, type GetFedV1InflationExpectations200ResponseResultsInner, GetFedV1InflationExpectations200ResponseStatusEnum, type GetFedV1LaborMarket200Response, type GetFedV1LaborMarket200ResponseResultsInner, GetFedV1LaborMarket200ResponseStatusEnum, type GetFedV1TreasuryYields200Response, type GetFedV1TreasuryYields200ResponseResultsInner, GetFedV1TreasuryYields200ResponseStatusEnum, GetForexAggregatesSortEnum, GetForexAggregatesTimespanEnum, GetForexEMAOrderEnum, GetForexEMASeriesTypeEnum, GetForexEMATimespanEnum, GetForexMACDOrderEnum, GetForexMACDSeriesTypeEnum, GetForexMACDTimespanEnum, type GetForexQuotes200Response, type GetForexQuotes200ResponseResultsInner, GetForexQuotesOrderEnum, GetForexQuotesSortEnum, GetForexRSIOrderEnum, GetForexRSISeriesTypeEnum, GetForexRSITimespanEnum, GetForexSMAOrderEnum, GetForexSMASeriesTypeEnum, GetForexSMATimespanEnum, GetForexSnapshotDirectionDirectionEnum, type GetForexSnapshotTicker200Response, type GetForexSnapshotTicker200ResponseAllOfTicker, type GetForexSnapshotTickers200Response, type GetForexSnapshotTickers200ResponseAllOfTickersInner, type GetForexSnapshotTickers200ResponseAllOfTickersInnerDay, type GetForexSnapshotTickers200ResponseAllOfTickersInnerLastQuote, type GetForexSnapshotTickers200ResponseAllOfTickersInnerMin, type GetForexV1Exchanges200Response, type GetForexV1Exchanges200ResponseResultsInner, GetForexV1Exchanges200ResponseStatusEnum, type GetFuturesAggregates200Response, type GetFuturesAggregates200ResponseResultsInner, GetFuturesAggregatesSortEnum, type GetFuturesQuotes200Response, type GetFuturesQuotes200ResponseResultsInner, GetFuturesQuotesSortEnum, type GetFuturesTrades200Response, type GetFuturesTrades200ResponseResultsInner, GetFuturesTradesSortEnum, type GetFuturesVXContracts200Response, type GetFuturesVXContracts200ResponseResultsInner, GetFuturesVXContracts200ResponseStatusEnum, GetFuturesVXContractsTypeAnyOfEnum, GetFuturesVXContractsTypeEnum, type GetFuturesVXExchanges200Response, type GetFuturesVXExchanges200ResponseResultsInner, GetFuturesVXExchanges200ResponseStatusEnum, type GetFuturesVXMarketStatus200Response, type GetFuturesVXMarketStatus200ResponseResultsInner, GetFuturesVXMarketStatus200ResponseStatusEnum, type GetFuturesVXProducts200Response, type GetFuturesVXProducts200ResponseResultsInner, GetFuturesVXProducts200ResponseStatusEnum, GetFuturesVXProductsAssetClassAnyOfEnum, GetFuturesVXProductsAssetClassEnum, GetFuturesVXProductsAssetSubClassAnyOfEnum, GetFuturesVXProductsAssetSubClassEnum, GetFuturesVXProductsSectorAnyOfEnum, GetFuturesVXProductsSectorEnum, GetFuturesVXProductsSubSectorAnyOfEnum, GetFuturesVXProductsSubSectorEnum, GetFuturesVXProductsTypeAnyOfEnum, GetFuturesVXProductsTypeEnum, type GetFuturesVXSchedules200Response, type GetFuturesVXSchedules200ResponseResultsInner, GetFuturesVXSchedules200ResponseStatusEnum, type GetFuturesVXSnapshot200Response, type GetFuturesVXSnapshot200ResponseResultsInner, type GetFuturesVXSnapshot200ResponseResultsInnerDetails, type GetFuturesVXSnapshot200ResponseResultsInnerLastMinute, type GetFuturesVXSnapshot200ResponseResultsInnerLastQuote, type GetFuturesVXSnapshot200ResponseResultsInnerLastTrade, type GetFuturesVXSnapshot200ResponseResultsInnerSession, GetFuturesVXSnapshot200ResponseStatusEnum, type GetGroupedCryptoAggregates200Response, type GetGroupedCryptoAggregates200ResponseAllOfResultsInner, type GetGroupedStocksAggregates200Response, type GetGroupedStocksAggregates200ResponseAllOfResultsInner, GetIndicesAggregatesSortEnum, GetIndicesAggregatesTimespanEnum, GetIndicesEMAOrderEnum, GetIndicesEMASeriesTypeEnum, GetIndicesEMATimespanEnum, GetIndicesMACDOrderEnum, GetIndicesMACDSeriesTypeEnum, GetIndicesMACDTimespanEnum, type GetIndicesOpenClose200Response, GetIndicesRSIOrderEnum, GetIndicesRSISeriesTypeEnum, GetIndicesRSITimespanEnum, GetIndicesSMAOrderEnum, GetIndicesSMASeriesTypeEnum, GetIndicesSMATimespanEnum, type GetIndicesSnapshot200Response, type GetIndicesSnapshot200ResponseResultsInner, type GetIndicesSnapshot200ResponseResultsInnerSession, GetIndicesSnapshot200ResponseResultsInnerTimeframeEnum, GetIndicesSnapshot200ResponseResultsInnerTypeEnum, GetIndicesSnapshotOrderEnum, GetIndicesSnapshotSortEnum, type GetLastCryptoTrade200Response, type GetLastCryptoTrade200ResponseLast, type GetLastCurrencyQuote200Response, type GetLastOptionsTrade200Response, type GetLastOptionsTrade200ResponseResults, type GetLastStocksQuote200Response, type GetLastStocksQuote200ResponseResults, type GetMarketHolidays200ResponseInner, type GetMarketStatus200Response, type GetMarketStatus200ResponseCurrencies, type GetMarketStatus200ResponseExchanges, type GetMarketStatus200ResponseIndicesGroups, type GetOptionContract200Response, GetOptionsAggregatesSortEnum, GetOptionsAggregatesTimespanEnum, type GetOptionsChain200Response, type GetOptionsChain200ResponseResultsInner, type GetOptionsChain200ResponseResultsInnerDay, type GetOptionsChain200ResponseResultsInnerDetails, GetOptionsChain200ResponseResultsInnerDetailsContractTypeEnum, GetOptionsChain200ResponseResultsInnerDetailsExerciseStyleEnum, type GetOptionsChain200ResponseResultsInnerLastQuote, GetOptionsChain200ResponseResultsInnerLastQuoteTimeframeEnum, type GetOptionsChain200ResponseResultsInnerLastTrade, GetOptionsChain200ResponseResultsInnerLastTradeTimeframeEnum, GetOptionsChainContractTypeEnum, GetOptionsChainOrderEnum, GetOptionsChainSortEnum, type GetOptionsContract200Response, GetOptionsEMAOrderEnum, GetOptionsEMASeriesTypeEnum, GetOptionsEMATimespanEnum, GetOptionsMACDOrderEnum, GetOptionsMACDSeriesTypeEnum, GetOptionsMACDTimespanEnum, type GetOptionsOpenClose200Response, type GetOptionsQuotes200Response, type GetOptionsQuotes200ResponseResultsInner, GetOptionsQuotesOrderEnum, GetOptionsQuotesSortEnum, GetOptionsRSIOrderEnum, GetOptionsRSISeriesTypeEnum, GetOptionsRSITimespanEnum, GetOptionsSMAOrderEnum, GetOptionsSMASeriesTypeEnum, GetOptionsSMATimespanEnum, type GetOptionsTrades200Response, type GetOptionsTrades200ResponseResultsInner, GetOptionsTradesOrderEnum, GetOptionsTradesSortEnum, type GetOptionsV1Exchanges200Response, type GetOptionsV1Exchanges200ResponseResultsInner, GetOptionsV1Exchanges200ResponseStatusEnum, type GetPreviousCryptoAggregates200Response, type GetPreviousForexAggregates200Response, type GetPreviousForexAggregates200ResponseAllOfResultsInner, type GetPreviousIndicesAggregates200Response, type GetPreviousIndicesAggregates200ResponseAllOfResultsInner, type GetRelatedCompanies200Response, type GetRelatedCompanies200ResponseResultsInner, type GetSnapshotSummary200Response, type GetSnapshotSummary200ResponseResultsInner, type GetSnapshotSummary200ResponseResultsInnerBranding, type GetSnapshotSummary200ResponseResultsInnerOptions, GetSnapshotSummary200ResponseResultsInnerOptionsContractTypeEnum, GetSnapshotSummary200ResponseResultsInnerOptionsExerciseStyleEnum, type GetSnapshotSummary200ResponseResultsInnerSession, GetSnapshotSummary200ResponseResultsInnerTypeEnum, type GetSnapshots200Response, type GetSnapshots200ResponseResultsInner, type GetSnapshots200ResponseResultsInnerDetails, GetSnapshots200ResponseResultsInnerDetailsContractTypeEnum, GetSnapshots200ResponseResultsInnerDetailsExerciseStyleEnum, type GetSnapshots200ResponseResultsInnerGreeks, type GetSnapshots200ResponseResultsInnerLastMinute, type GetSnapshots200ResponseResultsInnerLastQuote, GetSnapshots200ResponseResultsInnerLastQuoteTimeframeEnum, type GetSnapshots200ResponseResultsInnerLastTrade, GetSnapshots200ResponseResultsInnerLastTradeTimeframeEnum, GetSnapshots200ResponseResultsInnerTimeframeEnum, GetSnapshots200ResponseResultsInnerTypeEnum, type GetSnapshots200ResponseResultsInnerUnderlyingAsset, GetSnapshots200ResponseResultsInnerUnderlyingAssetTimeframeEnum, GetSnapshotsOrderEnum, GetSnapshotsSortEnum, GetSnapshotsTypeEnum, type GetStocksAggregates200Response, type GetStocksAggregates200ResponseAllOfResultsInner, GetStocksAggregatesSortEnum, GetStocksAggregatesTimespanEnum, GetStocksEMAOrderEnum, GetStocksEMASeriesTypeEnum, GetStocksEMATimespanEnum, type GetStocksFilings10KVXSections200Response, type GetStocksFilings10KVXSections200ResponseResultsInner, GetStocksFilings10KVXSections200ResponseStatusEnum, GetStocksFilings10KVXSectionsSectionAnyOfEnum, GetStocksFilings10KVXSectionsSectionEnum, type GetStocksFilingsVXRiskFactors200Response, type GetStocksFilingsVXRiskFactors200ResponseResultsInner, GetStocksFilingsVXRiskFactors200ResponseStatusEnum, type GetStocksFinancialsV1BalanceSheets200Response, type GetStocksFinancialsV1BalanceSheets200ResponseResultsInner, GetStocksFinancialsV1BalanceSheets200ResponseStatusEnum, type GetStocksFinancialsV1CashFlowStatements200Response, type GetStocksFinancialsV1CashFlowStatements200ResponseResultsInner, GetStocksFinancialsV1CashFlowStatements200ResponseStatusEnum, type GetStocksFinancialsV1IncomeStatements200Response, type GetStocksFinancialsV1IncomeStatements200ResponseResultsInner, GetStocksFinancialsV1IncomeStatements200ResponseStatusEnum, type GetStocksFinancialsV1Ratios200Response, type GetStocksFinancialsV1Ratios200ResponseResultsInner, GetStocksFinancialsV1Ratios200ResponseStatusEnum, GetStocksMACDOrderEnum, GetStocksMACDSeriesTypeEnum, GetStocksMACDTimespanEnum, type GetStocksQuotes200Response, type GetStocksQuotes200ResponseResultsInner, GetStocksQuotesOrderEnum, GetStocksQuotesSortEnum, GetStocksRSIOrderEnum, GetStocksRSISeriesTypeEnum, GetStocksRSITimespanEnum, GetStocksSMAOrderEnum, GetStocksSMASeriesTypeEnum, GetStocksSMATimespanEnum, type GetStocksSnapshotDirection200Response, GetStocksSnapshotDirectionDirectionEnum, type GetStocksSnapshotTicker200Response, type GetStocksSnapshotTicker200ResponseAllOfTicker, type GetStocksSnapshotTickers200Response, type GetStocksSnapshotTickers200ResponseAllOfTickersInner, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerDay, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerLastQuote, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerLastTrade, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerMin, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerPrevDay, type GetStocksTaxonomiesVXRiskFactors200Response, type GetStocksTaxonomiesVXRiskFactors200ResponseResultsInner, GetStocksTaxonomiesVXRiskFactors200ResponseStatusEnum, type GetStocksTrades200Response, type GetStocksTrades200ResponseResultsInner, GetStocksTradesOrderEnum, GetStocksTradesSortEnum, type GetStocksV1Dividends200Response, type GetStocksV1Dividends200ResponseResultsInner, GetStocksV1Dividends200ResponseStatusEnum, GetStocksV1DividendsDistributionTypeAnyOfEnum, GetStocksV1DividendsDistributionTypeEnum, type GetStocksV1Exchanges200Response, type GetStocksV1Exchanges200ResponseResultsInner, GetStocksV1Exchanges200ResponseStatusEnum, type GetStocksV1ShortInterest200Response, type GetStocksV1ShortInterest200ResponseResultsInner, GetStocksV1ShortInterest200ResponseStatusEnum, type GetStocksV1ShortVolume200Response, type GetStocksV1ShortVolume200ResponseResultsInner, GetStocksV1ShortVolume200ResponseStatusEnum, type GetStocksV1Splits200Response, type GetStocksV1Splits200ResponseResultsInner, GetStocksV1Splits200ResponseStatusEnum, GetStocksV1SplitsAdjustmentTypeAnyOfEnum, GetStocksV1SplitsAdjustmentTypeEnum, type GetStocksVXFloat200Response, type GetStocksVXFloat200ResponseResultsInner, GetStocksVXFloat200ResponseStatusEnum, type GetTicker200Response, type GetTicker200ResponseResults, type GetTicker200ResponseResultsAddress, type GetTicker200ResponseResultsBranding, GetTicker200ResponseResultsLocaleEnum, GetTicker200ResponseResultsMarketEnum, type GetTmxV1CorporateEvents200Response, type GetTmxV1CorporateEvents200ResponseResultsInner, GetTmxV1CorporateEvents200ResponseStatusEnum, type IAggegateForexEvent, type IAggregateCryptoEvent, type IAggregateFuturesEvent, type IAggregateIndexEvent, type IAggregateOptionsEvent, type IAggregateStockEvent, type IFMVCryptoEvent, type IFMVForexEvent, type IFMVOptionsEvent, type IFMVStockEvent, type IIndexValueEvent, type ILULDStockEvent, type IMassiveClient, type INOIStockEvent, type IQuoteCryptoEvent, type IQuoteForexEvent, type IQuoteFuturesEvent, type IQuoteOptionsEvent, type IQuoteStockEvent, type ITradeCryptoEvent, type ITradeFuturesEvent, type ITradeOptionsEvent, type ITradeStockEvent, type IWebsocketClient, type IndexAggsBase, type IndicesGroupedResults, type IndicesOpenClose, type IndicesTickerResults, type IndicesTickerResultsResultsInner, type ListConditions200Response, type ListConditions200ResponseResultsInner, ListConditions200ResponseResultsInnerAssetClassEnum, ListConditions200ResponseResultsInnerDataTypesEnum, type ListConditions200ResponseResultsInnerSipMapping, ListConditions200ResponseResultsInnerTypeEnum, type ListConditions200ResponseResultsInnerUpdateRules, type ListConditions200ResponseResultsInnerUpdateRulesConsolidated, type ListConditions200ResponseResultsInnerUpdateRulesMarketCenter, type ListConditions400Response, ListConditionsAssetClassEnum, ListConditionsDataTypeEnum, ListConditionsOrderEnum, ListConditionsSipEnum, ListConditionsSortEnum, type ListDividends200Response, type ListDividends200ResponseResultsInner, ListDividends200ResponseResultsInnerDividendTypeEnum, ListDividendsDividendTypeEnum, ListDividendsFrequencyEnum, ListDividendsOrderEnum, ListDividendsSortEnum, type ListExchanges200Response, type ListExchanges200ResponseResultsInner, ListExchanges200ResponseResultsInnerAssetClassEnum, ListExchanges200ResponseResultsInnerLocaleEnum, ListExchanges200ResponseResultsInnerTypeEnum, type ListExchanges400Response, ListExchangesAssetClassEnum, ListExchangesLocaleEnum, type ListFinancials200Response, type ListFinancials200ResponseResultsInner, type ListFinancials200ResponseResultsInnerFinancials, type ListFinancials200ResponseResultsInnerFinancialsBalanceSheet, ListFinancialsOrderEnum, ListFinancialsSortEnum, ListFinancialsTimeframeEnum, type ListIPOs200Response, type ListIPOs200ResponseResultsInner, ListIPOs200ResponseResultsInnerIpoStatusEnum, ListIPOsIpoStatusEnum, ListIPOsOrderEnum, ListIPOsSortEnum, type ListNews200Response, type ListNews200ResponseResultsInner, type ListNews200ResponseResultsInnerInsightsInner, ListNews200ResponseResultsInnerInsightsInnerSentimentEnum, type ListNews200ResponseResultsInnerPublisher, ListNewsOrderEnum, type ListNewsPublishedUtcParameter, ListNewsSortEnum, type ListOptionsContracts200Response, type ListOptionsContracts200ResponseResultsInner, type ListOptionsContracts200ResponseResultsInnerAdditionalUnderlyingsInner, ListOptionsContracts200ResponseResultsInnerExerciseStyleEnum, ListOptionsContractsContractTypeEnum, ListOptionsContractsOrderEnum, ListOptionsContractsSortEnum, type ListStockSplits200Response, type ListStockSplits200ResponseResultsInner, ListStockSplitsOrderEnum, ListStockSplitsSortEnum, type ListTickerTypes200Response, type ListTickerTypes200ResponseResultsInner, ListTickerTypes200ResponseResultsInnerAssetClassEnum, ListTickerTypes200ResponseResultsInnerLocaleEnum, ListTickerTypesAssetClassEnum, ListTickerTypesLocaleEnum, type ListTickers200Response, type ListTickers200ResponseResultsInner, ListTickers200ResponseResultsInnerLocaleEnum, ListTickers200ResponseResultsInnerMarketEnum, ListTickersMarketEnum, ListTickersOrderEnum, ListTickersSortEnum, ListTickersTypeEnum, type Locales, type LocalesResultsInner, type MapKey, MapKeyTypeEnum, type MarketHolidayInner, type MarketStatus, type MarketStatusCurrencies, type MarketStatusExchanges, type Markets, type MarketsResultsInner, MassiveClient, type ModelDate, type ModelMap, type NewsInner, type PaginationHooksBase, type RatingSection, type RequestIdBase, type SnapshotMinOHLCV, type SnapshotOHLCV, type SnapshotOHLCVVW, type SnapshotOHLCVVWOtc, type StandardBase, type StatusBase, type StatusCountBase, type StocksGroupedResults, type StocksOpenClose, type StocksSnapshotLastQuote, type StocksSnapshotMinute, type StocksSnapshotMinuteOTC, type StocksSnapshotTicker, type StocksSnapshotTickers, type StocksTickerResultsOTC, type StocksV2Base, type StocksV2NBBO, type StocksV2NBBOs, type StocksV2Trade, type StocksV2Trades, type TickerBase, type TickerResults, type TradeDetailsMapItem, type V1LastBase, type V2AggsBase, type V2LastBase, type V2TicksBase, MassiveClient as default, getCryptoWebsocket, getForexWebsocket, getFuturesWebsocket, getIndicesWebsocket, getOptionsWebsocket, getStocksWebsocket, restClient, websocketClient };
+export { type Company, type ConditionTypeMap, Configuration, type ConfigurationParameters, type CryptoExchangeInner, type CryptoGroupedResults, type CryptoHistoricTrades, type CryptoLastTrade, type CryptoLastTradeLast, type CryptoOpenClose, type CryptoSnapshotMinute, type CryptoSnapshotTicker, type CryptoSnapshotTickerFullBook, type CryptoSnapshotTickers, type CryptoTick, DefaultApi, DefaultApiAxiosParamCreator, type DefaultApiDeprecatedGetCryptoSnapshotTickerBookRequest, type DefaultApiDeprecatedGetHistoricCryptoTradesRequest, type DefaultApiDeprecatedGetHistoricForexQuotesRequest, type DefaultApiDeprecatedGetHistoricStocksQuotesRequest, type DefaultApiDeprecatedGetHistoricStocksTradesRequest, DefaultApiFactory, DefaultApiFp, type DefaultApiGetBenzingaV1AnalystInsightsRequest, type DefaultApiGetBenzingaV1AnalystsRequest, type DefaultApiGetBenzingaV1BullsBearsSayRequest, type DefaultApiGetBenzingaV1ConsensusRatingsRequest, type DefaultApiGetBenzingaV1EarningsRequest, type DefaultApiGetBenzingaV1FirmsRequest, type DefaultApiGetBenzingaV1GuidanceRequest, type DefaultApiGetBenzingaV1RatingsRequest, type DefaultApiGetBenzingaV2NewsRequest, type DefaultApiGetCryptoAggregatesRequest, type DefaultApiGetCryptoEMARequest, type DefaultApiGetCryptoMACDRequest, type DefaultApiGetCryptoOpenCloseRequest, type DefaultApiGetCryptoRSIRequest, type DefaultApiGetCryptoSMARequest, type DefaultApiGetCryptoSnapshotDirectionRequest, type DefaultApiGetCryptoSnapshotTickerRequest, type DefaultApiGetCryptoSnapshotTickersRequest, type DefaultApiGetCryptoTradesRequest, type DefaultApiGetCryptoV1ExchangesRequest, type DefaultApiGetCurrencyConversionRequest, type DefaultApiGetEtfGlobalV1AnalyticsRequest, type DefaultApiGetEtfGlobalV1ConstituentsRequest, type DefaultApiGetEtfGlobalV1FundFlowsRequest, type DefaultApiGetEtfGlobalV1ProfilesRequest, type DefaultApiGetEtfGlobalV1TaxonomiesRequest, type DefaultApiGetEventsRequest, type DefaultApiGetFedV1InflationExpectationsRequest, type DefaultApiGetFedV1InflationRequest, type DefaultApiGetFedV1LaborMarketRequest, type DefaultApiGetFedV1TreasuryYieldsRequest, type DefaultApiGetForexAggregatesRequest, type DefaultApiGetForexEMARequest, type DefaultApiGetForexMACDRequest, type DefaultApiGetForexQuotesRequest, type DefaultApiGetForexRSIRequest, type DefaultApiGetForexSMARequest, type DefaultApiGetForexSnapshotDirectionRequest, type DefaultApiGetForexSnapshotTickerRequest, type DefaultApiGetForexSnapshotTickersRequest, type DefaultApiGetForexV1ExchangesRequest, type DefaultApiGetFuturesAggregatesRequest, type DefaultApiGetFuturesQuotesRequest, type DefaultApiGetFuturesTradesRequest, type DefaultApiGetFuturesVXContractsRequest, type DefaultApiGetFuturesVXExchangesRequest, type DefaultApiGetFuturesVXMarketStatusRequest, type DefaultApiGetFuturesVXProductsRequest, type DefaultApiGetFuturesVXQuotesNewRequest, type DefaultApiGetFuturesVXSchedulesRequest, type DefaultApiGetFuturesVXSnapshotNativeRequest, type DefaultApiGetFuturesVXSnapshotRequest, type DefaultApiGetFuturesVXTradesNewRequest, type DefaultApiGetGroupedCryptoAggregatesRequest, type DefaultApiGetGroupedForexAggregatesRequest, type DefaultApiGetGroupedStocksAggregatesRequest, type DefaultApiGetIndicesAggregatesRequest, type DefaultApiGetIndicesEMARequest, type DefaultApiGetIndicesMACDRequest, type DefaultApiGetIndicesOpenCloseRequest, type DefaultApiGetIndicesRSIRequest, type DefaultApiGetIndicesSMARequest, type DefaultApiGetIndicesSnapshotRequest, type DefaultApiGetLastCryptoTradeRequest, type DefaultApiGetLastCurrencyQuoteRequest, type DefaultApiGetLastOptionsTradeRequest, type DefaultApiGetLastStocksQuoteRequest, type DefaultApiGetLastStocksTradeRequest, type DefaultApiGetOptionContractRequest, type DefaultApiGetOptionsAggregatesRequest, type DefaultApiGetOptionsChainRequest, type DefaultApiGetOptionsContractRequest, type DefaultApiGetOptionsEMARequest, type DefaultApiGetOptionsMACDRequest, type DefaultApiGetOptionsOpenCloseRequest, type DefaultApiGetOptionsQuotesRequest, type DefaultApiGetOptionsRSIRequest, type DefaultApiGetOptionsSMARequest, type DefaultApiGetOptionsTradesRequest, type DefaultApiGetOptionsV1ExchangesRequest, type DefaultApiGetPreviousCryptoAggregatesRequest, type DefaultApiGetPreviousForexAggregatesRequest, type DefaultApiGetPreviousIndicesAggregatesRequest, type DefaultApiGetPreviousOptionsAggregatesRequest, type DefaultApiGetPreviousStocksAggregatesRequest, type DefaultApiGetRelatedCompaniesRequest, type DefaultApiGetSnapshotSummaryRequest, type DefaultApiGetSnapshotsRequest, type DefaultApiGetStocksAggregatesRequest, type DefaultApiGetStocksEMARequest, type DefaultApiGetStocksFilings10KVXSectionsRequest, type DefaultApiGetStocksFilingsVXIndexRequest, type DefaultApiGetStocksFilingsVXRiskFactorsRequest, type DefaultApiGetStocksFinancialsV1BalanceSheetsRequest, type DefaultApiGetStocksFinancialsV1CashFlowStatementsRequest, type DefaultApiGetStocksFinancialsV1IncomeStatementsRequest, type DefaultApiGetStocksFinancialsV1RatiosRequest, type DefaultApiGetStocksMACDRequest, type DefaultApiGetStocksOpenCloseRequest, type DefaultApiGetStocksQuotesRequest, type DefaultApiGetStocksRSIRequest, type DefaultApiGetStocksSMARequest, type DefaultApiGetStocksSnapshotDirectionRequest, type DefaultApiGetStocksSnapshotTickerRequest, type DefaultApiGetStocksSnapshotTickersRequest, type DefaultApiGetStocksTaxonomiesVXRiskFactorsRequest, type DefaultApiGetStocksTradesRequest, type DefaultApiGetStocksV1DividendsRequest, type DefaultApiGetStocksV1ExchangesRequest, type DefaultApiGetStocksV1ShortInterestRequest, type DefaultApiGetStocksV1ShortVolumeRequest, type DefaultApiGetStocksV1SplitsRequest, type DefaultApiGetStocksVXFloatRequest, type DefaultApiGetTickerRequest, type DefaultApiGetTmxV1CorporateEventsRequest, type DefaultApiGetV1ReferenceIposRequest, type DefaultApiListConditionsRequest, type DefaultApiListDividendsRequest, type DefaultApiListExchangesRequest, type DefaultApiListFinancialsRequest, type DefaultApiListIPOsRequest, type DefaultApiListNewsRequest, type DefaultApiListOptionsContractsRequest, type DefaultApiListStockSplitsRequest, type DefaultApiListTickerTypesRequest, type DefaultApiListTickersRequest, type DeprecatedGetCryptoSnapshotTickerBook200Response, type DeprecatedGetCryptoSnapshotTickerBook200ResponseAllOfData, type DeprecatedGetCryptoSnapshotTickerBook200ResponseAllOfDataAsksInner, type DeprecatedGetHistoricCryptoTrades200Response, type DeprecatedGetHistoricCryptoTrades200ResponseAllOfTicksInner, type DeprecatedGetHistoricForexQuotes200Response, type DeprecatedGetHistoricForexQuotes200ResponseAllOfTicksInner, type DeprecatedGetHistoricStocksQuotes200Response, type DeprecatedGetHistoricStocksQuotes200ResponseAllOfResultsInner, type DeprecatedGetHistoricStocksTrades200Response, type DeprecatedGetHistoricStocksTrades200ResponseAllOfResultsInner, type ExchangeInner, type Financial, type Financials, FinancialsPeriodEnum, type ForexConversion, type ForexConversionLast, type ForexGroupedResults, type ForexHistoricTrades, type ForexPairLastQuote, type ForexPreviousClose, type ForexSnapshotLastQuote, type ForexSnapshotPrevDay, type ForexSnapshotTicker, type ForexSnapshotTickers, type ForexTickerResults, type GetBenzingaV1AnalystInsights200Response, type GetBenzingaV1AnalystInsights200ResponseResultsInner, GetBenzingaV1AnalystInsights200ResponseStatusEnum, type GetBenzingaV1AnalystInsights400Response, GetBenzingaV1AnalystInsights400ResponseStatusEnum, type GetBenzingaV1Analysts200Response, type GetBenzingaV1Analysts200ResponseResultsInner, GetBenzingaV1Analysts200ResponseStatusEnum, type GetBenzingaV1BullsBearsSay200Response, type GetBenzingaV1BullsBearsSay200ResponseResultsInner, GetBenzingaV1BullsBearsSay200ResponseStatusEnum, type GetBenzingaV1ConsensusRatings200Response, type GetBenzingaV1ConsensusRatings200ResponseResultsInner, GetBenzingaV1ConsensusRatings200ResponseStatusEnum, type GetBenzingaV1Earnings200Response, type GetBenzingaV1Earnings200ResponseResultsInner, GetBenzingaV1Earnings200ResponseStatusEnum, type GetBenzingaV1Firms200Response, type GetBenzingaV1Firms200ResponseResultsInner, GetBenzingaV1Firms200ResponseStatusEnum, type GetBenzingaV1Guidance200Response, type GetBenzingaV1Guidance200ResponseResultsInner, GetBenzingaV1Guidance200ResponseStatusEnum, type GetBenzingaV1Ratings200Response, type GetBenzingaV1Ratings200ResponseResultsInner, GetBenzingaV1Ratings200ResponseStatusEnum, type GetBenzingaV2News200Response, type GetBenzingaV2News200ResponseResultsInner, GetBenzingaV2News200ResponseStatusEnum, type GetCryptoAggregates200Response, type GetCryptoAggregates200ResponseAllOfResultsInner, GetCryptoAggregatesSortEnum, GetCryptoAggregatesTimespanEnum, type GetCryptoEMA200Response, type GetCryptoEMA200ResponseResults, type GetCryptoEMA200ResponseResultsUnderlying, type GetCryptoEMA200ResponseResultsUnderlyingAggregatesInner, type GetCryptoEMA200ResponseResultsValuesInner, GetCryptoEMAOrderEnum, GetCryptoEMASeriesTypeEnum, GetCryptoEMATimespanEnum, type GetCryptoMACD200Response, type GetCryptoMACD200ResponseResults, type GetCryptoMACD200ResponseResultsValuesInner, GetCryptoMACDOrderEnum, GetCryptoMACDSeriesTypeEnum, GetCryptoMACDTimespanEnum, type GetCryptoOpenClose200Response, type GetCryptoRSI200Response, type GetCryptoRSI200ResponseResults, GetCryptoRSIOrderEnum, GetCryptoRSISeriesTypeEnum, GetCryptoRSITimespanEnum, type GetCryptoSMA200Response, type GetCryptoSMA200ResponseResults, GetCryptoSMAOrderEnum, GetCryptoSMASeriesTypeEnum, GetCryptoSMATimespanEnum, type GetCryptoSnapshotDirection200Response, GetCryptoSnapshotDirectionDirectionEnum, type GetCryptoSnapshotTicker200Response, type GetCryptoSnapshotTicker200ResponseAllOfTicker, type GetCryptoSnapshotTickers200Response, type GetCryptoSnapshotTickers200ResponseAllOfTickersInner, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerDay, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerLastTrade, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerMin, type GetCryptoSnapshotTickers200ResponseAllOfTickersInnerPrevDay, type GetCryptoTrades200Response, type GetCryptoTrades200ResponseResultsInner, GetCryptoTradesOrderEnum, GetCryptoTradesSortEnum, type GetCryptoV1Exchanges200Response, type GetCryptoV1Exchanges200ResponseResultsInner, GetCryptoV1Exchanges200ResponseStatusEnum, type GetCurrencyConversion200Response, type GetCurrencyConversion200ResponseLast, GetCurrencyConversionPrecisionEnum, type GetEtfGlobalV1Analytics200Response, type GetEtfGlobalV1Analytics200ResponseResultsInner, GetEtfGlobalV1Analytics200ResponseStatusEnum, type GetEtfGlobalV1Constituents200Response, type GetEtfGlobalV1Constituents200ResponseResultsInner, GetEtfGlobalV1Constituents200ResponseStatusEnum, type GetEtfGlobalV1FundFlows200Response, type GetEtfGlobalV1FundFlows200ResponseResultsInner, GetEtfGlobalV1FundFlows200ResponseStatusEnum, type GetEtfGlobalV1Profiles200Response, type GetEtfGlobalV1Profiles200ResponseResultsInner, type GetEtfGlobalV1Profiles200ResponseResultsInnerCouponExposureInner, GetEtfGlobalV1Profiles200ResponseStatusEnum, type GetEtfGlobalV1Taxonomies200Response, type GetEtfGlobalV1Taxonomies200ResponseResultsInner, GetEtfGlobalV1Taxonomies200ResponseStatusEnum, type GetEvents200Response, type GetEvents200ResponseResults, type GetEvents200ResponseResultsEventsInner, type GetEvents200ResponseResultsEventsInnerOneOf, type GetEvents200ResponseResultsEventsInnerOneOfTickerChange, type GetFedV1Inflation200Response, type GetFedV1Inflation200ResponseResultsInner, GetFedV1Inflation200ResponseStatusEnum, type GetFedV1InflationExpectations200Response, type GetFedV1InflationExpectations200ResponseResultsInner, GetFedV1InflationExpectations200ResponseStatusEnum, type GetFedV1LaborMarket200Response, type GetFedV1LaborMarket200ResponseResultsInner, GetFedV1LaborMarket200ResponseStatusEnum, type GetFedV1TreasuryYields200Response, type GetFedV1TreasuryYields200ResponseResultsInner, GetFedV1TreasuryYields200ResponseStatusEnum, GetForexAggregatesSortEnum, GetForexAggregatesTimespanEnum, GetForexEMAOrderEnum, GetForexEMASeriesTypeEnum, GetForexEMATimespanEnum, GetForexMACDOrderEnum, GetForexMACDSeriesTypeEnum, GetForexMACDTimespanEnum, type GetForexQuotes200Response, type GetForexQuotes200ResponseResultsInner, GetForexQuotesOrderEnum, GetForexQuotesSortEnum, GetForexRSIOrderEnum, GetForexRSISeriesTypeEnum, GetForexRSITimespanEnum, GetForexSMAOrderEnum, GetForexSMASeriesTypeEnum, GetForexSMATimespanEnum, GetForexSnapshotDirectionDirectionEnum, type GetForexSnapshotTicker200Response, type GetForexSnapshotTicker200ResponseAllOfTicker, type GetForexSnapshotTickers200Response, type GetForexSnapshotTickers200ResponseAllOfTickersInner, type GetForexSnapshotTickers200ResponseAllOfTickersInnerDay, type GetForexSnapshotTickers200ResponseAllOfTickersInnerLastQuote, type GetForexSnapshotTickers200ResponseAllOfTickersInnerMin, type GetForexV1Exchanges200Response, type GetForexV1Exchanges200ResponseResultsInner, GetForexV1Exchanges200ResponseStatusEnum, type GetFuturesAggregates200Response, type GetFuturesAggregates200ResponseResultsInner, GetFuturesAggregatesSortEnum, type GetFuturesQuotes200Response, type GetFuturesQuotes200ResponseResultsInner, GetFuturesQuotesSortEnum, type GetFuturesTrades200Response, type GetFuturesTrades200ResponseResultsInner, GetFuturesTradesSortEnum, type GetFuturesVXContracts200Response, type GetFuturesVXContracts200ResponseResultsInner, GetFuturesVXContracts200ResponseStatusEnum, GetFuturesVXContractsTypeAnyOfEnum, GetFuturesVXContractsTypeEnum, type GetFuturesVXExchanges200Response, type GetFuturesVXExchanges200ResponseResultsInner, GetFuturesVXExchanges200ResponseStatusEnum, type GetFuturesVXMarketStatus200Response, type GetFuturesVXMarketStatus200ResponseResultsInner, GetFuturesVXMarketStatus200ResponseStatusEnum, type GetFuturesVXProducts200Response, type GetFuturesVXProducts200ResponseResultsInner, GetFuturesVXProducts200ResponseStatusEnum, GetFuturesVXProductsAssetClassAnyOfEnum, GetFuturesVXProductsAssetClassEnum, GetFuturesVXProductsAssetSubClassAnyOfEnum, GetFuturesVXProductsAssetSubClassEnum, GetFuturesVXProductsSectorAnyOfEnum, GetFuturesVXProductsSectorEnum, GetFuturesVXProductsSubSectorAnyOfEnum, GetFuturesVXProductsSubSectorEnum, GetFuturesVXProductsTypeAnyOfEnum, GetFuturesVXProductsTypeEnum, type GetFuturesVXQuotesNew200Response, type GetFuturesVXQuotesNew200ResponseResultsInner, GetFuturesVXQuotesNew200ResponseStatusEnum, type GetFuturesVXSchedules200Response, type GetFuturesVXSchedules200ResponseResultsInner, GetFuturesVXSchedules200ResponseStatusEnum, type GetFuturesVXSnapshot200Response, type GetFuturesVXSnapshot200ResponseResultsInner, type GetFuturesVXSnapshot200ResponseResultsInnerDetails, type GetFuturesVXSnapshot200ResponseResultsInnerLastMinute, type GetFuturesVXSnapshot200ResponseResultsInnerLastQuote, type GetFuturesVXSnapshot200ResponseResultsInnerLastTrade, type GetFuturesVXSnapshot200ResponseResultsInnerSession, GetFuturesVXSnapshot200ResponseStatusEnum, type GetFuturesVXTradesNew200Response, type GetFuturesVXTradesNew200ResponseResultsInner, GetFuturesVXTradesNew200ResponseStatusEnum, type GetGroupedCryptoAggregates200Response, type GetGroupedCryptoAggregates200ResponseAllOfResultsInner, type GetGroupedStocksAggregates200Response, type GetGroupedStocksAggregates200ResponseAllOfResultsInner, GetIndicesAggregatesSortEnum, GetIndicesAggregatesTimespanEnum, GetIndicesEMAOrderEnum, GetIndicesEMASeriesTypeEnum, GetIndicesEMATimespanEnum, GetIndicesMACDOrderEnum, GetIndicesMACDSeriesTypeEnum, GetIndicesMACDTimespanEnum, type GetIndicesOpenClose200Response, GetIndicesRSIOrderEnum, GetIndicesRSISeriesTypeEnum, GetIndicesRSITimespanEnum, GetIndicesSMAOrderEnum, GetIndicesSMASeriesTypeEnum, GetIndicesSMATimespanEnum, type GetIndicesSnapshot200Response, type GetIndicesSnapshot200ResponseResultsInner, type GetIndicesSnapshot200ResponseResultsInnerSession, GetIndicesSnapshot200ResponseResultsInnerTimeframeEnum, GetIndicesSnapshot200ResponseResultsInnerTypeEnum, GetIndicesSnapshotOrderEnum, GetIndicesSnapshotSortEnum, type GetLastCryptoTrade200Response, type GetLastCryptoTrade200ResponseLast, type GetLastCurrencyQuote200Response, type GetLastOptionsTrade200Response, type GetLastOptionsTrade200ResponseResults, type GetLastStocksQuote200Response, type GetLastStocksQuote200ResponseResults, type GetLastStocksTrade200Response, type GetLastStocksTrade200ResponseResults, type GetMarketHolidays200ResponseInner, type GetMarketStatus200Response, type GetMarketStatus200ResponseCurrencies, type GetMarketStatus200ResponseExchanges, type GetMarketStatus200ResponseIndicesGroups, type GetOptionContract200Response, GetOptionsAggregatesSortEnum, GetOptionsAggregatesTimespanEnum, type GetOptionsChain200Response, type GetOptionsChain200ResponseResultsInner, type GetOptionsChain200ResponseResultsInnerDay, type GetOptionsChain200ResponseResultsInnerDetails, GetOptionsChain200ResponseResultsInnerDetailsContractTypeEnum, GetOptionsChain200ResponseResultsInnerDetailsExerciseStyleEnum, type GetOptionsChain200ResponseResultsInnerLastQuote, GetOptionsChain200ResponseResultsInnerLastQuoteTimeframeEnum, type GetOptionsChain200ResponseResultsInnerLastTrade, GetOptionsChain200ResponseResultsInnerLastTradeTimeframeEnum, GetOptionsChainContractTypeEnum, GetOptionsChainOrderEnum, GetOptionsChainSortEnum, type GetOptionsContract200Response, GetOptionsEMAOrderEnum, GetOptionsEMASeriesTypeEnum, GetOptionsEMATimespanEnum, GetOptionsMACDOrderEnum, GetOptionsMACDSeriesTypeEnum, GetOptionsMACDTimespanEnum, type GetOptionsOpenClose200Response, type GetOptionsQuotes200Response, type GetOptionsQuotes200ResponseResultsInner, GetOptionsQuotesOrderEnum, GetOptionsQuotesSortEnum, GetOptionsRSIOrderEnum, GetOptionsRSISeriesTypeEnum, GetOptionsRSITimespanEnum, GetOptionsSMAOrderEnum, GetOptionsSMASeriesTypeEnum, GetOptionsSMATimespanEnum, type GetOptionsTrades200Response, type GetOptionsTrades200ResponseResultsInner, GetOptionsTradesOrderEnum, GetOptionsTradesSortEnum, type GetOptionsV1Exchanges200Response, type GetOptionsV1Exchanges200ResponseResultsInner, GetOptionsV1Exchanges200ResponseStatusEnum, type GetPreviousCryptoAggregates200Response, type GetPreviousForexAggregates200Response, type GetPreviousForexAggregates200ResponseAllOfResultsInner, type GetPreviousIndicesAggregates200Response, type GetPreviousIndicesAggregates200ResponseAllOfResultsInner, type GetRelatedCompanies200Response, type GetRelatedCompanies200ResponseResultsInner, type GetSnapshotSummary200Response, type GetSnapshotSummary200ResponseResultsInner, type GetSnapshotSummary200ResponseResultsInnerBranding, type GetSnapshotSummary200ResponseResultsInnerOptions, GetSnapshotSummary200ResponseResultsInnerOptionsContractTypeEnum, GetSnapshotSummary200ResponseResultsInnerOptionsExerciseStyleEnum, type GetSnapshotSummary200ResponseResultsInnerSession, GetSnapshotSummary200ResponseResultsInnerTypeEnum, type GetSnapshots200Response, type GetSnapshots200ResponseResultsInner, type GetSnapshots200ResponseResultsInnerDetails, GetSnapshots200ResponseResultsInnerDetailsContractTypeEnum, GetSnapshots200ResponseResultsInnerDetailsExerciseStyleEnum, type GetSnapshots200ResponseResultsInnerGreeks, type GetSnapshots200ResponseResultsInnerLastMinute, type GetSnapshots200ResponseResultsInnerLastQuote, GetSnapshots200ResponseResultsInnerLastQuoteTimeframeEnum, type GetSnapshots200ResponseResultsInnerLastTrade, GetSnapshots200ResponseResultsInnerLastTradeTimeframeEnum, GetSnapshots200ResponseResultsInnerTimeframeEnum, GetSnapshots200ResponseResultsInnerTypeEnum, type GetSnapshots200ResponseResultsInnerUnderlyingAsset, GetSnapshots200ResponseResultsInnerUnderlyingAssetTimeframeEnum, GetSnapshotsOrderEnum, GetSnapshotsSortEnum, GetSnapshotsTypeEnum, type GetStocksAggregates200Response, type GetStocksAggregates200ResponseAllOfResultsInner, GetStocksAggregatesSortEnum, GetStocksAggregatesTimespanEnum, GetStocksEMAOrderEnum, GetStocksEMASeriesTypeEnum, GetStocksEMATimespanEnum, type GetStocksFilings10KVXSections200Response, type GetStocksFilings10KVXSections200ResponseResultsInner, GetStocksFilings10KVXSections200ResponseStatusEnum, GetStocksFilings10KVXSectionsSectionAnyOfEnum, GetStocksFilings10KVXSectionsSectionEnum, type GetStocksFilingsVXIndex200Response, type GetStocksFilingsVXIndex200ResponseResultsInner, GetStocksFilingsVXIndex200ResponseStatusEnum, type GetStocksFilingsVXRiskFactors200Response, type GetStocksFilingsVXRiskFactors200ResponseResultsInner, GetStocksFilingsVXRiskFactors200ResponseStatusEnum, type GetStocksFinancialsV1BalanceSheets200Response, type GetStocksFinancialsV1BalanceSheets200ResponseResultsInner, GetStocksFinancialsV1BalanceSheets200ResponseStatusEnum, type GetStocksFinancialsV1CashFlowStatements200Response, type GetStocksFinancialsV1CashFlowStatements200ResponseResultsInner, GetStocksFinancialsV1CashFlowStatements200ResponseStatusEnum, type GetStocksFinancialsV1IncomeStatements200Response, type GetStocksFinancialsV1IncomeStatements200ResponseResultsInner, GetStocksFinancialsV1IncomeStatements200ResponseStatusEnum, type GetStocksFinancialsV1Ratios200Response, type GetStocksFinancialsV1Ratios200ResponseResultsInner, GetStocksFinancialsV1Ratios200ResponseStatusEnum, GetStocksMACDOrderEnum, GetStocksMACDSeriesTypeEnum, GetStocksMACDTimespanEnum, type GetStocksQuotes200Response, type GetStocksQuotes200ResponseResultsInner, GetStocksQuotesOrderEnum, GetStocksQuotesSortEnum, GetStocksRSIOrderEnum, GetStocksRSISeriesTypeEnum, GetStocksRSITimespanEnum, GetStocksSMAOrderEnum, GetStocksSMASeriesTypeEnum, GetStocksSMATimespanEnum, type GetStocksSnapshotDirection200Response, GetStocksSnapshotDirectionDirectionEnum, type GetStocksSnapshotTicker200Response, type GetStocksSnapshotTicker200ResponseAllOfTicker, type GetStocksSnapshotTickers200Response, type GetStocksSnapshotTickers200ResponseAllOfTickersInner, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerDay, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerLastQuote, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerLastTrade, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerMin, type GetStocksSnapshotTickers200ResponseAllOfTickersInnerPrevDay, type GetStocksTaxonomiesVXRiskFactors200Response, type GetStocksTaxonomiesVXRiskFactors200ResponseResultsInner, GetStocksTaxonomiesVXRiskFactors200ResponseStatusEnum, type GetStocksTrades200Response, type GetStocksTrades200ResponseResultsInner, GetStocksTradesOrderEnum, GetStocksTradesSortEnum, type GetStocksV1Dividends200Response, type GetStocksV1Dividends200ResponseResultsInner, GetStocksV1Dividends200ResponseStatusEnum, GetStocksV1DividendsDistributionTypeAnyOfEnum, GetStocksV1DividendsDistributionTypeEnum, type GetStocksV1Exchanges200Response, type GetStocksV1Exchanges200ResponseResultsInner, GetStocksV1Exchanges200ResponseStatusEnum, type GetStocksV1ShortInterest200Response, type GetStocksV1ShortInterest200ResponseResultsInner, GetStocksV1ShortInterest200ResponseStatusEnum, type GetStocksV1ShortVolume200Response, type GetStocksV1ShortVolume200ResponseResultsInner, GetStocksV1ShortVolume200ResponseStatusEnum, type GetStocksV1Splits200Response, type GetStocksV1Splits200ResponseResultsInner, GetStocksV1Splits200ResponseStatusEnum, GetStocksV1SplitsAdjustmentTypeAnyOfEnum, GetStocksV1SplitsAdjustmentTypeEnum, type GetStocksVXFloat200Response, type GetStocksVXFloat200ResponseResultsInner, GetStocksVXFloat200ResponseStatusEnum, type GetTicker200Response, type GetTicker200ResponseResults, type GetTicker200ResponseResultsAddress, type GetTicker200ResponseResultsBranding, GetTicker200ResponseResultsLocaleEnum, GetTicker200ResponseResultsMarketEnum, type GetTmxV1CorporateEvents200Response, type GetTmxV1CorporateEvents200ResponseResultsInner, GetTmxV1CorporateEvents200ResponseStatusEnum, type GetV1ReferenceIpos200Response, type GetV1ReferenceIpos200ResponseResultsInner, GetV1ReferenceIpos200ResponseStatusEnum, GetV1ReferenceIposIpoStatusAnyOfEnum, GetV1ReferenceIposIpoStatusEnum, type IAggegateForexEvent, type IAggregateCryptoEvent, type IAggregateFuturesEvent, type IAggregateIndexEvent, type IAggregateOptionsEvent, type IAggregateStockEvent, type IFMVCryptoEvent, type IFMVForexEvent, type IFMVOptionsEvent, type IFMVStockEvent, type IIndexValueEvent, type ILULDStockEvent, type IMassiveClient, type INOIStockEvent, type IQuoteCryptoEvent, type IQuoteForexEvent, type IQuoteFuturesEvent, type IQuoteOptionsEvent, type IQuoteStockEvent, type ITradeCryptoEvent, type ITradeFuturesEvent, type ITradeOptionsEvent, type ITradeStockEvent, type IWebsocketClient, type IndexAggsBase, type IndicesGroupedResults, type IndicesOpenClose, type IndicesTickerResults, type IndicesTickerResultsResultsInner, type ListConditions200Response, type ListConditions200ResponseResultsInner, ListConditions200ResponseResultsInnerAssetClassEnum, ListConditions200ResponseResultsInnerDataTypesEnum, type ListConditions200ResponseResultsInnerSipMapping, ListConditions200ResponseResultsInnerTypeEnum, type ListConditions200ResponseResultsInnerUpdateRules, type ListConditions200ResponseResultsInnerUpdateRulesConsolidated, type ListConditions200ResponseResultsInnerUpdateRulesMarketCenter, type ListConditions400Response, ListConditionsAssetClassEnum, ListConditionsDataTypeEnum, ListConditionsOrderEnum, ListConditionsSipEnum, ListConditionsSortEnum, type ListDividends200Response, type ListDividends200ResponseResultsInner, ListDividends200ResponseResultsInnerDividendTypeEnum, ListDividendsDividendTypeEnum, ListDividendsFrequencyEnum, ListDividendsOrderEnum, ListDividendsSortEnum, type ListExchanges200Response, type ListExchanges200ResponseResultsInner, ListExchanges200ResponseResultsInnerAssetClassEnum, ListExchanges200ResponseResultsInnerLocaleEnum, ListExchanges200ResponseResultsInnerTypeEnum, type ListExchanges400Response, ListExchangesAssetClassEnum, ListExchangesLocaleEnum, type ListFinancials200Response, type ListFinancials200ResponseResultsInner, type ListFinancials200ResponseResultsInnerFinancials, type ListFinancials200ResponseResultsInnerFinancialsBalanceSheet, ListFinancialsOrderEnum, ListFinancialsSortEnum, ListFinancialsTimeframeEnum, type ListIPOs200Response, type ListIPOs200ResponseResultsInner, ListIPOs200ResponseResultsInnerIpoStatusEnum, ListIPOsIpoStatusEnum, ListIPOsOrderEnum, ListIPOsSortEnum, type ListNews200Response, type ListNews200ResponseResultsInner, type ListNews200ResponseResultsInnerInsightsInner, ListNews200ResponseResultsInnerInsightsInnerSentimentEnum, type ListNews200ResponseResultsInnerPublisher, ListNewsOrderEnum, type ListNewsPublishedUtcParameter, ListNewsSortEnum, type ListOptionsContracts200Response, type ListOptionsContracts200ResponseResultsInner, type ListOptionsContracts200ResponseResultsInnerAdditionalUnderlyingsInner, ListOptionsContracts200ResponseResultsInnerExerciseStyleEnum, ListOptionsContractsContractTypeEnum, ListOptionsContractsOrderEnum, ListOptionsContractsSortEnum, type ListStockSplits200Response, type ListStockSplits200ResponseResultsInner, ListStockSplitsOrderEnum, ListStockSplitsSortEnum, type ListTickerTypes200Response, type ListTickerTypes200ResponseResultsInner, ListTickerTypes200ResponseResultsInnerAssetClassEnum, ListTickerTypes200ResponseResultsInnerLocaleEnum, ListTickerTypesAssetClassEnum, ListTickerTypesLocaleEnum, type ListTickers200Response, type ListTickers200ResponseResultsInner, ListTickers200ResponseResultsInnerLocaleEnum, ListTickers200ResponseResultsInnerMarketEnum, ListTickersMarketEnum, ListTickersOrderEnum, ListTickersSortEnum, ListTickersTypeEnum, type Locales, type LocalesResultsInner, type MapKey, MapKeyTypeEnum, type MarketHolidayInner, type MarketStatus, type MarketStatusCurrencies, type MarketStatusExchanges, type Markets, type MarketsResultsInner, MassiveClient, type ModelDate, type ModelMap, type NewsInner, type PaginationHooksBase, type RatingSection, type RequestIdBase, type SnapshotMinOHLCV, type SnapshotOHLCV, type SnapshotOHLCVVW, type SnapshotOHLCVVWOtc, type StandardBase, type StatusBase, type StatusCountBase, type StocksGroupedResults, type StocksOpenClose, type StocksSnapshotLastQuote, type StocksSnapshotMinute, type StocksSnapshotMinuteOTC, type StocksSnapshotPrevDay, type StocksSnapshotTicker, type StocksSnapshotTickers, type StocksTickerResultsOTC, type StocksV2Base, type StocksV2NBBO, type StocksV2NBBOs, type StocksV2Trade, type StocksV2Trades, type TickerBase, type TickerResults, type TradeDetailsMapItem, type V1LastBase, type V2AggsBase, type V2LastBase, type V2TicksBase, MassiveClient as default, getCryptoWebsocket, getForexWebsocket, getFuturesWebsocket, getIndicesWebsocket, getOptionsWebsocket, getStocksWebsocket, restClient, websocketClient };