sentisense 0.53.0 → 0.55.0

package/dist/index.d.ts

@@ -453,6 +453,26 @@ interface OptionsAggregate {
     /** Raw 25-delta call and put implied volatilities. */
     iv25c?: number;
     iv25p?: number;
+    /**
+     * Calibrated 90% expected move over 1 trading session, as a fraction of price, so `0.0407`
+     * is 4.07%. `k * atmIv * Math.sqrt(h / 252)` with an empirical `k` (1.48 here) fit on
+     * SentiSense's own stored option history. The 90% is a measured historical coverage rate,
+     * not a guarantee, and the range carries no direction and no price target.
+     */
+    expectedMove1d?: number;
+    /** The same calibrated 90% range over 5 trading sessions (`k` = 1.56). */
+    expectedMove5d?: number;
+    /** The same calibrated 90% range over 20 trading sessions (`k` = 1.56). */
+    expectedMove20d?: number;
+    /**
+     * One-sigma expected move over 1 trading session, `atmIv * Math.sqrt(h / 252)`: the industry
+     * convention, roughly 68% of moves, with no calibration applied.
+     */
+    expectedMove1s1d?: number;
+    /** One-sigma expected move over 5 trading sessions. */
+    expectedMove1s5d?: number;
+    /** One-sigma expected move over 20 trading sessions. */
+    expectedMove1s20d?: number;
     netDelta?: number;
     notionalVol?: number;
     contracts?: number;
@@ -600,6 +620,18 @@ interface OptionsOverviewRow {
     notionalVol?: number;
     /** Signed change of `atmIv` against its ~20-session mean. Rank "biggest IV moves" by absolute value. */
     ivMove20?: number;
+    /** Calibrated 90% expected move over 1 trading session, as a fraction of price. */
+    expectedMove1d?: number;
+    /** The same calibrated 90% range over 5 trading sessions. */
+    expectedMove5d?: number;
+    /** The same calibrated 90% range over 20 trading sessions. */
+    expectedMove20d?: number;
+    /** One-sigma expected move over 1 trading session: the industry convention, uncalibrated. */
+    expectedMove1s1d?: number;
+    /** One-sigma expected move over 5 trading sessions. */
+    expectedMove1s5d?: number;
+    /** One-sigma expected move over 20 trading sessions. */
+    expectedMove1s20d?: number;
     /** Trailing-1y observation count, which is what drives the building-baseline state. */
     observations1y?: number;
     /** Unusually-active contracts this session. */
@@ -657,8 +689,8 @@ interface OptionsOverview {
     /** Full ETF board size on a FREE response, mirroring what the envelope's `totalCount` does for stocks. */
     etfTotalCount?: number;
 }
-/** The six dimensions the composite is blended from, by stable `key`. */
-type RatingDimensionKey = "crowd" | "smart_money" | "options" | "analysts" | "fundamentals" | "earnings";
+/** The seven dimensions the composite is blended from, by stable `key`. */
+type RatingDimensionKey = "crowd" | "smart_money" | "options" | "analysts" | "fundamentals" | "earnings" | "technicals";
 /**
  * Why a stock has no grade.
  *
@@ -703,9 +735,9 @@ interface RatingSubLeg {
     unit: string;
 }
 /**
- * One of the six dimensions the composite is blended from.
+ * One of the seven dimensions the composite is blended from.
  *
- * **All six always arrive, in a fixed order, whether or not they had data.** An absent
+ * **All seven always arrive, in a fixed order, whether or not they had data.** An absent
  * dimension is a full row with `present` false and a `null` percentile; the server never
  * drops it, precisely so a client cannot mistake a gap for a five-dimension rating. Read
  * `present` before reading `percentile`, and never substitute zero for a `null`: zero is the
@@ -749,7 +781,7 @@ interface RatingBase {
     kbEntityId: string;
     /** The New York calendar day this answer describes, `"YYYY-MM-DD"`. */
     asOf: string;
-    /** Always all six, in a fixed order, absent ones with `present` false. */
+    /** Always all seven, in a fixed order, absent ones with `present` false. */
     dimensions: RatingDimension[];
     flags: RatingFlag[];
     /** The standard financial disclaimer. Display it alongside the grade. */
@@ -821,7 +853,7 @@ interface StockNotRated extends RatingBase {
     rated: false;
     /** Why there is no grade. */
     reason: RatingNotRatedReason;
-    /** How many of the six dimensions had data. */
+    /** How many of the seven dimensions had data. */
     dimensionsPresent?: number;
     /** Which dimensions had data, by `key`. */
     presentDimensions: RatingDimensionKey[];
@@ -1241,6 +1273,8 @@ interface InsiderTrade {
     transactionCode: string;
     transactionType: "BUY" | "SELL" | "EXERCISE" | "AWARD" | "GIFT" | "OTHER";
     securityTitle: string;
+    /** The security the row was filed in when it is not the US listing `ticker` names (e.g. "Common Shares (2330.TW)"); null on the ordinary case, and when set `pricePerShare` is null because the filed price is per foreign ordinary share. */
+    securityBasis?: string | null;
     sharesTransacted: number;
     pricePerShare: number | null;
     totalValue: number;
@@ -1557,6 +1591,169 @@ interface RecentEarningsEntry {
     /** Latest content written for this quarter, epoch seconds. */
     generatedAt: number;
 }
+/** One measured session move following an earnings announcement. */
+interface EarningsReaction {
+    /** Date the results were announced, ISO calendar day `"YYYY-MM-DD"`. */
+    reportDate: string;
+    /** Always present. `null` means the reacting session was inferred. */
+    timing: "AMC" | "BMO" | null;
+    /** Close immediately before the reaction session. */
+    priorClose: number;
+    /** Close of the reaction session. */
+    nextClose: number;
+    /** Signed percent change from `priorClose` to `nextClose`. */
+    movePct: number;
+}
+/** Up to twelve measured earnings reactions for one ticker, newest first. */
+interface EarningsReactionsResponse {
+    ticker: string;
+    /** Date the response was produced, ISO calendar day `"YYYY-MM-DD"`. */
+    asOf: string;
+    reactions: EarningsReaction[];
+}
+/** Calendar span covered by an earnings-statistics block. */
+interface EarningsStatisticsWindow {
+    /** Stable cache key for this span. */
+    key: string;
+    kind: string;
+    /** Inclusive first day, ISO `"YYYY-MM-DD"`. */
+    startDate: string;
+    /** Inclusive last day, ISO `"YYYY-MM-DD"`. */
+    endDate: string;
+}
+/** Counts, rates, and measured moves for one earnings outcome. */
+interface EarningsOutcomeStatistics {
+    count: number;
+    /** `count` divided by all classified events; `null` when the denominator is zero. */
+    rate: number | null;
+    withReaction: number;
+    fell: number;
+    rose: number;
+    flat: number;
+    /** `fell` divided by `withReaction`; `null` when the denominator is zero. */
+    fellRate: number | null;
+    /** Mean signed session move as a percent, or `null` when no move is available. */
+    averageMovePct: number | null;
+}
+/** Trailing comparison span for an earnings-statistics window. */
+interface EarningsStatisticsBaseline {
+    window: EarningsStatisticsWindow;
+    classifiedEvents: number;
+    completedReactions: number;
+    distinctTickers: number;
+    beatRate: number | null;
+    beatsFellRate: number | null;
+    coverageRatio: number | null;
+    sufficientData: boolean;
+}
+/** Signed differences from the trailing baseline. */
+interface EarningsStatisticsDeviation {
+    beatRate: number | null;
+    beatsFellRate: number | null;
+    beatRateIsMaterial: boolean;
+    beatsFellRateIsMaterial: boolean;
+}
+/** Publication and materiality thresholds used for the statistics. */
+interface EarningsStatisticsThresholds {
+    minClassifiedEvents: number;
+    minCoverageRatio: number;
+    baselineWeeks: number;
+    beatRateDeviation: number;
+    reactionDivergence: number;
+}
+/** Market-wide earnings outcomes and their realized price reactions. */
+interface EarningsStatistics {
+    calculationVersion: string;
+    /** When the figures were computed, epoch seconds. */
+    asOf: number;
+    window: EarningsStatisticsWindow;
+    eventsInWindow: number;
+    classifiedEvents: number;
+    unclassifiedEvents: number;
+    distinctTickers: number;
+    completedReactions: number;
+    pendingReactions: number;
+    /** Completed reactions divided by classified events. */
+    coverageRatio: number | null;
+    sufficientData: boolean;
+    /** Absent when `sufficientData` is true. */
+    insufficientDataReason?: "SAMPLE_BELOW_FLOOR" | "COVERAGE_BELOW_FLOOR";
+    beat: EarningsOutcomeStatistics;
+    miss: EarningsOutcomeStatistics;
+    inline: EarningsOutcomeStatistics;
+    /** Mean signed session move as a percent, or `null` when no move is available. */
+    averageMovePct: number | null;
+    /** Absent on `trailing_52w` and `all_time`. */
+    baseline?: EarningsStatisticsBaseline;
+    /** Absent when there is no baseline. */
+    deviation?: EarningsStatisticsDeviation;
+    thresholds: EarningsStatisticsThresholds;
+}
+/** One recently reported company in the earnings ranking. */
+interface RankedReportedEarnings {
+    ticker: string;
+    /** ISO calendar day `"YYYY-MM-DD"`. */
+    reportDate: string;
+    fiscalPeriod?: string;
+    headline?: string;
+    hasTranscriptSummary?: boolean;
+    estimateEps?: number;
+    actualEps?: number;
+    /** Signed percent. */
+    surprisePct?: number;
+    outcome: "BEAT" | "MISS" | "INLINE" | "UNCLASSIFIED";
+    /** Signed percent of the reacting session. */
+    movePct?: number;
+    reactionPending?: boolean;
+    /** Signed percent, present only while the reacting session is trading. */
+    liveReactionPct?: number;
+    awaitingConsensus?: boolean;
+    /** US dollars. */
+    marketCap?: number;
+    /** 7-day average SentiSense Score. Signed and unbounded. */
+    sentisenseScore7d?: number;
+    /** 7-day average Score minus the 30-day average, in signed score units. Positive means strengthening. */
+    scoreChange7d?: number;
+    /** Ranking importance from 0 to 1. */
+    importance: number;
+}
+/** One upcoming company in the earnings ranking. */
+interface RankedUpcomingEarnings {
+    ticker: string;
+    companyName: string;
+    /** ISO calendar day `"YYYY-MM-DD"`. */
+    earningsDate: string;
+    earningsTime: "before_open" | "after_close" | "during_market" | "unknown";
+    confirmed: boolean;
+    estimatedEps?: number;
+    /** US dollars. */
+    marketCap?: number;
+    /** 7-day average SentiSense Score. Signed and unbounded. */
+    sentisenseScore7d?: number;
+    /** 7-day average Score minus the 30-day average, in signed score units. Positive means strengthening. */
+    scoreChange7d?: number;
+    /** Ranking importance from 0 to 1. */
+    importance: number;
+}
+/** A ranked earnings window and the rows returned for it. */
+interface RankedEarningsSection<T> {
+    /** Inclusive first day, ISO `"YYYY-MM-DD"`. */
+    windowStart: string;
+    /** Inclusive last day, ISO `"YYYY-MM-DD"`. */
+    windowEnd: string;
+    /** Full event count before tier or limit truncation. */
+    totalInWindow: number;
+    rows: T[];
+}
+/** Recently reported and upcoming earnings ranked by importance. */
+interface RankedEarnings {
+    /** When the ranking was computed, epoch seconds. */
+    asOf: number;
+    /** Revision of the ordering rules. */
+    rankingVersion: string;
+    reported: RankedEarningsSection<RankedReportedEarnings>;
+    upcoming: RankedEarningsSection<RankedUpcomingEarnings>;
+}
 interface GetEarningsSummariesOptions {
     /**
      * Max quarters returned, 1 to 40. Omitted, the API applies its own default
@@ -1570,9 +1767,47 @@ interface GetRecentEarningsOptions {
     /** Max rows returned, 1 to 100. Omitted, the API applies its own default of 50. */
     limit?: number;
 }
+interface GetEarningsStatisticsOptions {
+    /** Statistics window. Omitted, the API uses `last_completed_week`. */
+    window?: "last_completed_week" | "week_to_date" | "trailing_52w" | "all_time";
+}
+interface GetRankedEarningsOptions {
+    /** Reported look-back window, 1 to 31. Omitted, the API uses 14. */
+    reportedDays?: number;
+    /** Maximum reported rows, 1 to 50. Omitted, the API uses 12. */
+    reportedLimit?: number;
+    /** Upcoming window, 1 to 31. Omitted, the API uses 7. */
+    upcomingDays?: number;
+    /** Maximum upcoming rows, 1 to 50. Omitted, the API uses 12. */
+    upcomingLimit?: number;
+}
+/**
+ * What lifts the gate on a preview response, in a form you can show a user directly.
+ *
+ * Present only when `isPreview` is `true`. Every field is optional: the copy and the
+ * offer are set server-side and can change without an SDK release, so read what is
+ * there rather than depending on any one field.
+ */
+interface UpgradeHint {
+    /** Plan that lifts the gate, e.g. `"PRO"`. */
+    plan?: string;
+    /** One sentence naming what was withheld. Safe to show verbatim. */
+    message?: string;
+    /** Current price, including any active discount code. */
+    price?: string;
+    /** Where to complete the upgrade. */
+    url?: string;
+    /** What an automated caller should do with this object. */
+    relay?: string;
+}
 interface PreviewResponse<T> {
     isPreview: boolean;
     previewReason: "PRO_REQUIRED" | null;
+    /**
+     * How to lift the gate. Present only on a preview; absent from full responses.
+     * Surface `message` and `url` to your user rather than hard-coding a price.
+     */
+    upgrade?: UpgradeHint;
     /**
      * Size of the full result set, before any truncation your response went through.
      *
@@ -1927,6 +2162,8 @@ interface TrackerSnapshotResponse {
     previewReason: "PRO_REQUIRED" | null;
     /** Full row count before truncation. Only set on preview responses. */
     totalCount?: number;
+    /** How to lift the gate. Only set on preview responses. */
+    upgrade?: UpgradeHint;
     data: TrackerSnapshot;
 }
 /** Per-index discovery row returned by `client.indexes.list()`. */
@@ -2314,6 +2551,92 @@ interface AnalystConsensus {
     strongSell: number;
     updatedAt: string | null;
 }
+/** One daily observation of the analyst consensus, as observed on `snapshotDate`. */
+interface AnalystConsensusHistoryPoint {
+    /** Market-calendar date of the observation, `"YYYY-MM-DD"`. */
+    snapshotDate: string;
+    /** UTC observation instant, formatted as ISO-8601 with whole seconds. */
+    observedAt: string;
+    /** UTC observation instant in epoch seconds. */
+    observedAtEpoch: number;
+    source: string;
+    /**
+     * `false` when the vendor panel did not come back that day and the distribution
+     * counts are carried forward.
+     */
+    countsObserved: boolean;
+    currentPrice: number | null;
+    targetLow: number | null;
+    targetMean: number | null;
+    /** `null` in a free preview. */
+    targetMedian: number | null;
+    targetHigh: number | null;
+    numberOfAnalysts: number;
+    upsidePercent: number | null;
+    /** `null` in a free preview. */
+    recommendationMean: number | null;
+    /** `null` in a free preview. */
+    strongBuy: number | null;
+    /** `null` in a free preview. */
+    buy: number | null;
+    /** `null` in a free preview. */
+    hold: number | null;
+    /** `null` in a free preview. */
+    sell: number | null;
+    /** `null` in a free preview. */
+    strongSell: number | null;
+    consensusLabel: string | null;
+}
+interface AnalystConsensusHistory {
+    ticker: string;
+    /** Inclusive first date of the served window, `"YYYY-MM-DD"`. */
+    from: string;
+    /** Inclusive last date of the served window, `"YYYY-MM-DD"`. */
+    to: string;
+    /** Rows returned after the limit and any free-preview clipping. */
+    count: number;
+    /** Daily observations ordered by `snapshotDate` ascending. */
+    history: AnalystConsensusHistoryPoint[];
+}
+/** One recorded call associated with a stock move. */
+interface AnalystCalledItCall {
+    firm: string;
+    /** Always present; `null` when the publisher named nobody. */
+    analystName: string | null;
+    attribution: "firm" | "analyst";
+    priceTarget: number | null;
+    priorPriceTarget: number | null;
+    /** Publication date, `"YYYY-MM-DD"`. */
+    publishedOn: string;
+    daysBeforeMove: number;
+}
+/** Factual call history as recorded when a stock moved 20% or more over five sessions. */
+interface AnalystCalledItMove {
+    insightId: string;
+    /** When the observation was generated, in epoch seconds. */
+    generatedAt: number;
+    /** First session date, `"YYYY-MM-DD"`. */
+    moveStartDate: string;
+    /** Last session date, `"YYYY-MM-DD"`. */
+    moveEndDate: string;
+    movePct: number;
+    moveWindowSessions: number;
+    lookbackDays: number;
+    /** Move-level counts remain intact in a free preview. */
+    coveringFirms: number;
+    revisedWithMove: number;
+    revisedAgainstMove: number;
+    leftUnchanged: number;
+    /** PRO: all recorded calls. FREE: up to five on the newest move. */
+    calls: AnalystCalledItCall[];
+}
+interface GetAnalystCalledItOptions {
+    /**
+     * Maximum moves, newest first. Default 10; minimum 1, maximum 50.
+     * The API rejects values below 1 and clamps values above 50.
+     */
+    limit?: number;
+}
 interface AnalystAction {
     ticker: string;
     actionDate: string;
@@ -2339,6 +2662,14 @@ interface GetAnalystActionsOptions {
     /** Days of history to return. Default 90. */
     lookbackDays?: number;
 }
+interface GetAnalystConsensusHistoryOptions {
+    /** First snapshot date, inclusive, as `"YYYY-MM-DD"`. */
+    from?: string;
+    /** Last snapshot date, inclusive, as `"YYYY-MM-DD"`. */
+    to?: string;
+    /** Maximum rows to return, 1 to 366. Omitted, the API uses 90. */
+    limit?: number;
+}
 interface GetAnalystMarketActivityOptions {
     /** Days of history to return. Default 30. */
     lookbackDays?: number;
@@ -2523,6 +2854,32 @@ declare class Analyst {
      * coverage exists.
      */
     consensus(ticker: string): Promise<PreviewResponse<AnalystConsensus>>;
+    /**
+     * Get daily consensus observations, ordered by `snapshotDate` ascending.
+     * Each row describes the target fields as observed on that date. When
+     * `countsObserved` is `false`, the vendor panel did not come back that day and the
+     * distribution counts are carried forward.
+     *
+     * A PRO key receives the requested window. A FREE key receives the last 30 days;
+     * `targetMedian`, `recommendationMean`, and the five distribution fields are `null`.
+     * The envelope's `totalCount` still sizes the full requested window.
+     */
+    consensusHistory(ticker: string, options?: GetAnalystConsensusHistoryOptions): Promise<PreviewResponse<AnalystConsensusHistory>>;
+    /**
+     * Get factual call history as recorded when a stock moved 20% or more over five
+     * sessions, newest move first by `moveEndDate`.
+     *
+     * PRO receives full moves and calls. FREE receives the newest move with up to five
+     * calls and all move-level counts intact. The envelope's `totalCount` counts all
+     * available moves before the limit. A known stock with no qualifying move returns
+     * an empty `moves` array. Each call includes `analystName`: it is `null`, never
+     * absent, when the publisher named nobody.
+     */
+    calledIt(ticker: string, options?: GetAnalystCalledItOptions): Promise<PreviewResponse<{
+        ticker: string;
+        count: number;
+        moves: AnalystCalledItMove[];
+    }>>;
     /**
      * Get recent analyst upgrade/downgrade actions for a ticker, newest first.
      * Free users receive the 3 most recent.
@@ -2701,6 +3058,44 @@ declare class Earnings {
      * forward-looking one.
      */
     getRecent(options?: GetRecentEarningsOptions): Promise<PreviewResponse<RecentEarningsEntry[]>>;
+    /**
+     * Measured price reactions to a ticker's last earnings reports, newest first.
+     *
+     * Use this after {@link getRecent} when you need one company's realized
+     * post-report history. `client.calendar.getEarnings()` is the forward-looking
+     * schedule instead. This endpoint returns its payload directly, without a
+     * preview envelope, and every API key receives the full series.
+     *
+     * `timing` is always present on each row and can be `null` when the reacting
+     * session was inferred rather than observed.
+     */
+    getReactions(ticker: string): Promise<EarningsReactionsResponse>;
+    /**
+     * Market-wide earnings outcomes and realized reaction statistics.
+     *
+     * Use this for aggregate beat, miss, inline, and post-report move rates.
+     * {@link getRecent} returns individual recent reports, while
+     * `client.calendar.getEarnings()` covers upcoming dates. The response uses
+     * the preview envelope, but every API key receives the full body and
+     * `isPreview` is always `false`.
+     *
+     * `baseline` and `deviation` are omitted for long-span windows, and rates can
+     * be `null` when their denominator is zero.
+     */
+    getStatistics(options?: GetEarningsStatisticsOptions): Promise<PreviewResponse<EarningsStatistics>>;
+    /**
+     * Important recently reported and upcoming earnings in one ranking.
+     *
+     * Use this to prioritize a cross-ticker sweep. Follow reported rows with
+     * {@link getReactions} for realized history; use {@link getRecent} for an
+     * unranked recent feed or `client.calendar.getEarnings()` for the broader
+     * forward schedule.
+     *
+     * A PRO key receives the full ranking. A FREE key receives the first three
+     * rows in each section with `totalInWindow` left intact. Optional row fields
+     * are omitted when null, so check them before use.
+     */
+    getRanked(options?: GetRankedEarningsOptions): Promise<PreviewResponse<RankedEarnings>>;
 }
 
 declare class EntityMetrics {
@@ -2740,12 +3135,19 @@ interface EtfInfo {
     imageUrl: string | null;
 }
 interface EtfHolding {
+    /** The symbol as the issuer filed it. For an international fund this is the local exchange code, not a US ticker, so resolve stocks with `linkedTicker` instead. */
     ticker: string;
     name: string | null;
     /** Weight in the fund as a percentage (0-100). */
     weightPct: number;
     /** ISO date "YYYY-MM-DD". First date this holding appeared in the composition. */
     firstSeen: string | null;
+    /** Listing venue the issuer reported for this position, verbatim (e.g. "NYSE", "SIX Swiss Exchange"). Null when the source carries no venue column. */
+    exchange?: string | null;
+    /** The symbol as listed on `exchange`. Same value as `ticker`, named to make it clear the symbol is venue-local and may not identify a US company. */
+    localTicker?: string | null;
+    /** The US stock symbol this holding resolves to, or null when it cannot be resolved to one. */
+    linkedTicker?: string | null;
 }
 interface EtfHoldings {
     ticker: string;
@@ -3420,7 +3822,7 @@ declare class Stocks {
      * the full series. Returns 404 for tickers that do not yet have curated coverage.
      *
      * Coverage today: near-complete for the S&P 500 plus extended universe
-     * (~500 tickers). Use `listKpiCoverage()` to enumerate.
+     * (900+ tickers). Use `listKpiCoverage()` to enumerate.
      */
     getKpis(ticker: string): Promise<PreviewResponse<CompanyKpisData>>;
     /**
@@ -3673,10 +4075,23 @@ declare class RateLimitError extends SentiSenseError {
     retryAfter?: number;
     constructor(message: string, code?: string, retryAfter?: number);
 }
+declare class TemporarilyUnavailableError extends SentiSenseError {
+    /**
+     * Seconds the server asked us to wait, from its `Retry-After` header on a 503. Unclamped,
+     * because the point of this error is to hand you the server's real figure.
+     *
+     * The client honours short waits automatically, so you normally never see this. It is
+     * thrown only when the requested wait is longer than the client will sleep for, which lets
+     * a batch job keep the results it already has and resume later instead of retrying into a
+     * server that has told you it is not ready.
+     */
+    retryAfter?: number;
+    constructor(message: string, retryAfter?: number, code?: string);
+}
 declare class APIError extends SentiSenseError {
     constructor(message: string, status: number, code?: string);
 }
 
-declare const VERSION = "0.53.0";
+declare const VERSION = "0.55.0";
 
-export { type AISummary, APIError, type AnalystAction, type AnalystCall, type AnalystConsensus, type AnalystCoverage, type AnalystCoverageAnalyst, type AnalystCoverageBookEntry, type AnalystCoverageFirm, type AnalystEarningsSurprise, type AnalystEstimate, type AnalystEstimatesResponse, type AnalystFirmRating, type AnalystFirmTenure, type AnalystNote, type AnalystProfile, type AnalystRatingBuckets, type AssetMetadata, AuthenticationError, type CalendarMeta, type ChartData, type ChartDataPoint, type ClusterBuy, type CompanyKpisData, type CongressTrade, DeepHistoryUnavailableError, type Document, type DocumentSearchResponse, type DocumentSource, type EarningsCalendarResponse, type EarningsEvent, type EarningsKpiHighlight, type EarningsQuarter, type EarningsSource, type EntitySearchResult, type EntitySearchType, type EtfAggregateCoverage, type EtfAnalystAggregate, type EtfAnalystContributor, type EtfHolding, type EtfHoldings, type EtfInfo, type EtfInsiderAggregate, type EtfInsiderContributor, type EtfScreenerExecuteResponse, type EtfScreenerRow, type EtfSentimentAggregate, type EtfSentimentReading, type FeaturedScreen, type FloatInfo, type Fundamentals, type FundamentalsPeriod, type FundamentalsPeriodsResponse, type GetAnalystActionsOptions, type GetAnalystCallsOptions, type GetAnalystCoverageOptions, type GetAnalystMarketActivityOptions, type GetEarningsCalendarOptions, type GetEarningsSummariesOptions, type GetEtfInsiderAggregateOptions, type GetHoldersOptions, type GetInsiderOptions, type GetInsightsOptions, type GetLatestInsightsOptions, type GetOptionsHistoryOptions, type GetPoliticianActivityOptions, type GetPoliticianDirectoryOptions, type GetPoliticianMemberOptions, type GetPoliticiansOptions, type GetRecentEarningsOptions, type GetStockInsightsRangeOptions, type GetUserInsightsOptions, type Holder, type HolderNotableChanges, type IndexConstituent, type IndexHistoryPoint, type IndexHistoryResponse, type IndexListResponse, type IndexListing, type IndexSnapshot, type InsiderActivityResponse, type InsiderActivitySummary, type InsiderTrade, type Insight, type InsightPreviewResponse, type InstitutionList, type InstitutionListResponse, type InstitutionSummary, type InstitutionalFlow, type InstitutionalFlows, type InstitutionalFlowsResponse, type KBEntity, type KpiCoverageEntry, type KpiCoverageResponse, type KpiDataPoint, type KpiSeries, type KpiTypeEntry, type ListInstitutionsOptions, type LockedInsight, type MarketMood, type MarketStatus, type MarketSummary, type MetricDistribution, type MetricDistributionOptions, type MetricType, type MetricsBreakdown, type MetricsOptions, NotFoundError, type OptionsAggregate, type OptionsContext, type OptionsHistory, type OptionsHistoryWindow, type OptionsOiWalls, type OptionsOverview, type OptionsOverviewRow, type OptionsSummary, type OptionsUnusualContract, type OptionsWall, type PoliticianDetail, type PoliticianDirectory, type PoliticianDirectoryEntry, type PoliticianDirectoryResponse, type PoliticianSummary, type PreviewResponse, type Quarter, RateLimitError, type RatingBase, type RatingDimension, type RatingDimensionKey, type RatingFlag, type RatingNotRatedReason, type RatingSubLeg, type RecentEarningsEntry, type RiskAdjustment, type RiskCondition, type ScreenerExecuteOptions, type ScreenerExecuteResponse, type ScreenerFieldCatalog, type ScreenerFieldDescriptor, type ScreenerFieldOption, type ScreenerFilter, type ScreenerPlan, type ScreenerRow, type ScreenerScreensResponse, type ScreenerSort, type SearchEntitiesOptions, SentiSense, SentiSenseError, type SentiSenseOptions, type SentimentEntry, type ServingMetric, type ShortInterest, type ShortVolume, type SimilarStock, type StockDetail, type StockEntity, type StockImage, type StockNotRated, type StockPrice, type StockProfile, type StockQuote, type StockRating, type StockRatingResponse, type StockSocialDominance, type Story, type StoryCluster, type StoryTimelineEntry, type TickerHolders, type TrackerEvent, type TrackerGeoEntry, type TrackerHeadlineMetric, type TrackerListResponse, type TrackerListing, type TrackerMetricValue, type TrackerSignal, type TrackerSnapshot, type TrackerSnapshotResponse, type TrackerSourceRef, type TrackerTableRow, type TrackerTimeSeriesPoint, type TtmFundamentals, VERSION, type WeightedConsensus, type WeightedNetFlow, SentiSense as default };
+export { type AISummary, APIError, type AnalystAction, type AnalystCall, type AnalystCalledItCall, type AnalystCalledItMove, type AnalystConsensus, type AnalystConsensusHistory, type AnalystConsensusHistoryPoint, type AnalystCoverage, type AnalystCoverageAnalyst, type AnalystCoverageBookEntry, type AnalystCoverageFirm, type AnalystEarningsSurprise, type AnalystEstimate, type AnalystEstimatesResponse, type AnalystFirmRating, type AnalystFirmTenure, type AnalystNote, type AnalystProfile, type AnalystRatingBuckets, type AssetMetadata, AuthenticationError, type CalendarMeta, type ChartData, type ChartDataPoint, type ClusterBuy, type CompanyKpisData, type CongressTrade, DeepHistoryUnavailableError, type Document, type DocumentSearchResponse, type DocumentSource, type EarningsCalendarResponse, type EarningsEvent, type EarningsKpiHighlight, type EarningsOutcomeStatistics, type EarningsQuarter, type EarningsReaction, type EarningsReactionsResponse, type EarningsSource, type EarningsStatistics, type EarningsStatisticsBaseline, type EarningsStatisticsDeviation, type EarningsStatisticsThresholds, type EarningsStatisticsWindow, type EntitySearchResult, type EntitySearchType, type EtfAggregateCoverage, type EtfAnalystAggregate, type EtfAnalystContributor, type EtfHolding, type EtfHoldings, type EtfInfo, type EtfInsiderAggregate, type EtfInsiderContributor, type EtfScreenerExecuteResponse, type EtfScreenerRow, type EtfSentimentAggregate, type EtfSentimentReading, type FeaturedScreen, type FloatInfo, type Fundamentals, type FundamentalsPeriod, type FundamentalsPeriodsResponse, type GetAnalystActionsOptions, type GetAnalystCalledItOptions, type GetAnalystCallsOptions, type GetAnalystConsensusHistoryOptions, type GetAnalystCoverageOptions, type GetAnalystMarketActivityOptions, type GetEarningsCalendarOptions, type GetEarningsStatisticsOptions, type GetEarningsSummariesOptions, type GetEtfInsiderAggregateOptions, type GetHoldersOptions, type GetInsiderOptions, type GetInsightsOptions, type GetLatestInsightsOptions, type GetOptionsHistoryOptions, type GetPoliticianActivityOptions, type GetPoliticianDirectoryOptions, type GetPoliticianMemberOptions, type GetPoliticiansOptions, type GetRankedEarningsOptions, type GetRecentEarningsOptions, type GetStockInsightsRangeOptions, type GetUserInsightsOptions, type Holder, type HolderNotableChanges, type IndexConstituent, type IndexHistoryPoint, type IndexHistoryResponse, type IndexListResponse, type IndexListing, type IndexSnapshot, type InsiderActivityResponse, type InsiderActivitySummary, type InsiderTrade, type Insight, type InsightPreviewResponse, type InstitutionList, type InstitutionListResponse, type InstitutionSummary, type InstitutionalFlow, type InstitutionalFlows, type InstitutionalFlowsResponse, type KBEntity, type KpiCoverageEntry, type KpiCoverageResponse, type KpiDataPoint, type KpiSeries, type KpiTypeEntry, type ListInstitutionsOptions, type LockedInsight, type MarketMood, type MarketStatus, type MarketSummary, type MetricDistribution, type MetricDistributionOptions, type MetricType, type MetricsBreakdown, type MetricsOptions, NotFoundError, type OptionsAggregate, type OptionsContext, type OptionsHistory, type OptionsHistoryWindow, type OptionsOiWalls, type OptionsOverview, type OptionsOverviewRow, type OptionsSummary, type OptionsUnusualContract, type OptionsWall, type PoliticianDetail, type PoliticianDirectory, type PoliticianDirectoryEntry, type PoliticianDirectoryResponse, type PoliticianSummary, type PreviewResponse, type Quarter, type RankedEarnings, type RankedEarningsSection, type RankedReportedEarnings, type RankedUpcomingEarnings, RateLimitError, type RatingBase, type RatingDimension, type RatingDimensionKey, type RatingFlag, type RatingNotRatedReason, type RatingSubLeg, type RecentEarningsEntry, type RiskAdjustment, type RiskCondition, type ScreenerExecuteOptions, type ScreenerExecuteResponse, type ScreenerFieldCatalog, type ScreenerFieldDescriptor, type ScreenerFieldOption, type ScreenerFilter, type ScreenerPlan, type ScreenerRow, type ScreenerScreensResponse, type ScreenerSort, type SearchEntitiesOptions, SentiSense, SentiSenseError, type SentiSenseOptions, type SentimentEntry, type ServingMetric, type ShortInterest, type ShortVolume, type SimilarStock, type StockDetail, type StockEntity, type StockImage, type StockNotRated, type StockPrice, type StockProfile, type StockQuote, type StockRating, type StockRatingResponse, type StockSocialDominance, type Story, type StoryCluster, type StoryTimelineEntry, TemporarilyUnavailableError, type TickerHolders, type TrackerEvent, type TrackerGeoEntry, type TrackerHeadlineMetric, type TrackerListResponse, type TrackerListing, type TrackerMetricValue, type TrackerSignal, type TrackerSnapshot, type TrackerSnapshotResponse, type TrackerSourceRef, type TrackerTableRow, type TrackerTimeSeriesPoint, type TtmFundamentals, VERSION, type WeightedConsensus, type WeightedNetFlow, SentiSense as default };