sentisense 0.63.0 → 0.65.0

package/dist/index.d.mts

@@ -884,6 +884,12 @@ interface OptionsCapabilities {
  * `largePrintCount`, `largestPrintPctl`, `capabilities`), which are the same on every tier,
  * previews included, and are omitted when their source is absent: `intradayFlow` before the
  * day's first board or when the ticker has no row on it.
+ *
+ * A FREE key that has spent its monthly dossier allowance receives the headline preview
+ * instead (`isPreview` true): `asOf`, `sentiment` and six flat readings, `ivRank1y`, `atmIv`,
+ * `expectedMove1d`, `pcVol`, `pcVolPctl1y` and `maxPain`, with no `latest`, `context`,
+ * `oiWalls` or `unusual`. On a full dossier the six flat fields are absent and the same
+ * readings live in the nested objects.
  */
 interface OptionsSummary {
     /** Session the dossier describes, ISO calendar day. */
@@ -920,6 +926,18 @@ interface OptionsSummary {
     listingStatus?: "DELISTED";
     /** ISO day (YYYY-MM-DD) trading stopped; absent when the date is unknown. */
     delistedDate?: string;
+    /** Headline preview only: `context.ivRank1y` on a full dossier. */
+    ivRank1y?: number;
+    /** Headline preview only: `latest.atmIv` on a full dossier. */
+    atmIv?: number;
+    /** Headline preview only: `latest.expectedMove1d` on a full dossier. */
+    expectedMove1d?: number;
+    /** Headline preview only: `latest.pcVol` on a full dossier. */
+    pcVol?: number;
+    /** Headline preview only: `context.pcVolPctl1y` on a full dossier. */
+    pcVolPctl1y?: number;
+    /** Headline preview only: `oiWalls.maxPain` on a full dossier. */
+    maxPain?: number;
 }
 /** Trailing window for `client.stocks.getOptionsHistory()`. */
 type OptionsHistoryWindow = "1y" | "2y" | "5y";
@@ -954,6 +972,87 @@ interface OptionsHistory {
     /** Ascending by date, oldest first. Same shape as the dossier's `latest` aggregate. */
     series?: OptionsAggregate[];
 }
+interface GetOptionsIntradayHistoryOptions {
+    /**
+     * Trading session date, `"YYYY-MM-DD"` (Eastern). Omitted, the server serves the session
+     * the intraday board ran most recently: today's once the first cycle lands at 09:45 ET, the
+     * previous session before that. Read `OptionsIntradayHistory.session` for the date served.
+     * A malformed or future date is rejected with HTTP 400, code `invalid_session`.
+     */
+    session?: string;
+}
+/**
+ * One ticker's numbers at one cycle of the intraday options board: counts, a ratio, a
+ * percentile and a ticker-level implied volatility, as the board showed them at `asOf`. It
+ * carries no contract symbol, strike, price, premium, open interest or print size. Readings
+ * the server cannot compute are omitted, never zero-filled.
+ */
+interface OptionsIntradayPoint {
+    /** The board's cycle number within the session, starting at 1. */
+    cycle: number;
+    /** The cycle's snapshot time, Unix epoch seconds. */
+    asOf: number;
+    /** The same moment as `"HH:mm ET"`. */
+    asOfEt: string;
+    /** Calls traded so far this session, across the chain. */
+    callVol: number;
+    /** Puts traded so far this session. */
+    putVol: number;
+    /** `putVol / callVol`. Absent when `callVol` is 0. */
+    pcVol?: number;
+    /**
+     * Contracts passing the unusual rule so far this session, up to 5: the same count as
+     * `intradayFlow.unusualCount` on the dossier.
+     */
+    unusualCount: number;
+    /**
+     * Percentile (0-100) of the ticker's largest qualifying unusual contract so far this
+     * session (same-day expiries excluded) against its own trailing year. Absent when nothing
+     * qualifies, and while that history holds fewer than 60 sessions.
+     */
+    maxPremiumPctl1y?: number;
+    /**
+     * At-the-money implied volatility as a fraction (`0.42` is 42%), by the same rule as the
+     * end-of-day `atmIv`. Absent when that expiry has no usable contract.
+     */
+    atmIv?: number;
+}
+/**
+ * One ticker's intraday options series for one session, from
+ * `client.stocks.getOptionsIntradayHistory()`, oldest cycle first.
+ *
+ * The board is rebuilt every 15 minutes from 15-minute delayed chains, from 09:45 to 16:15 ET,
+ * so a full session holds 27 cycles. A ticker appears only on the cycles where it was on the
+ * board, so `cycles` can be below that and the gaps show in each point's `cycle` and `asOf`.
+ *
+ * **No data is an empty `series`, not a null payload.** A weekend, a holiday, a session from
+ * before the history was kept, a ticker outside the board and an unknown symbol all answer
+ * with this object and nothing in `series`. The payload is `null` only on a FREE key's
+ * `PRO_REQUIRED` preview.
+ */
+interface OptionsIntradayHistory {
+    /** Canonical ticker. */
+    ticker: string;
+    /** The trading session served, ISO date (Eastern). */
+    session: string;
+    /**
+     * `true` while that session's board is still updating (today, before the close); `false`
+     * for a completed or past session.
+     */
+    live: boolean;
+    /** How far the chain data behind each point trails the market, in minutes. */
+    delayMinutes: number;
+    /** Number of points in `series`. */
+    cycles: number;
+    /**
+     * Cycles of the session whose board was published but whose stored point could not be
+     * found, ascending: this ticker's numbers at those cycles are unknown, not absent. Omitted
+     * when there are none.
+     */
+    missingCycles?: number[];
+    /** One point per cycle that carried this ticker, oldest first. */
+    series: OptionsIntradayPoint[];
+}
 /**
  * One ticker's row on the market-wide options radar, from `client.options.getOverview()`.
  *
@@ -1068,8 +1167,8 @@ interface OptionsHighlight {
  *
  * End of day, not live: `asOf` is the latest completed session. The exception is
  * `intradayActiveCount`, `intradayRanking` and `capabilities`, which summarize today's
- * intraday board across stocks, are the same on every tier, and are omitted before the day's
- * first board.
+ * intraday board across stocks, are dated by `intradayAsOf` (epoch seconds) and
+ * `intradayAsOfEt`, are the same on every tier, and are omitted before the day's first board.
  */
 interface OptionsOverview {
     /** Session the build describes, ISO calendar day. */
@@ -1113,6 +1212,13 @@ interface OptionsOverview {
     intradayActiveCount?: number;
     /** Up to 25 of those tickers, most unusual for their own history first. */
     intradayRanking?: string[];
+    /**
+     * Snapshot time of the intraday board `intradayActiveCount` and `intradayRanking` were read
+     * from, Unix epoch seconds. Omitted with them.
+     */
+    intradayAsOf?: number;
+    /** The same moment as `"HH:mm ET"`. Omitted with them. */
+    intradayAsOfEt?: string;
     /** Where the intraday board lives and who can open it. */
     capabilities?: OptionsCapabilities;
 }
@@ -2972,8 +3078,49 @@ interface ScreenerRow {
     sentisenseScoreBars30D: number[] | null;
     /** Daily closes for the last 30 days, oldest first. */
     priceSparkline30D: number[] | null;
-    /** Epoch seconds. */
+    /** Epoch seconds: when the row's snapshot was built. For the price's age read `priceAsOf`. */
     lastUpdated: number | null;
+    /**
+     * When the market data behind `currentPrice`, `change` and `changePercent` is from, epoch
+     * **milliseconds**: the same field and unit as `priceAsOf` on the quote endpoints. `null`
+     * outside regular hours, on a previous-close fallback, and when no quote was available, so
+     * read `null` as unknown rather than fresh. Absent on responses from before the field
+     * shipped.
+     */
+    priceAsOf?: number | null;
+    /** SentiSense Rating letter, `"A"` to `"F"`. `null` for an unrated stock. */
+    ratingLetter?: string | null;
+    /** The graded 0-100 Rating score a Rating sort orders by. `null` when unrated. */
+    ratingScore?: number | null;
+    /** The 0-100 rank among the stocks rated that day, before risk adjustments. `null` when unrated. */
+    ratingPercentile?: number | null;
+    /**
+     * IV rank, 0-100: where implied volatility sits in its own trailing one-year range. End of
+     * day, from the nightly options board; `optionsAsOf` says which session. `null` when the
+     * stock has no reading; absent on responses from before the field shipped.
+     */
+    ivRank1y?: number | null;
+    /** Put volume divided by call volume in that session. End of day. */
+    pcVol?: number | null;
+    /** Percentile, 0-100, of `pcVol` against the stock's own trailing year. End of day. */
+    pcVolPctl1y?: number | null;
+    /** Percentile, 0-100, of the 25-delta skew against the stock's own trailing year. End of day. */
+    skew25dPctl1y?: number | null;
+    /** Composite 0-100 options interest score; `null` when unscored. End of day. */
+    optionsInterestScore?: number | null;
+    /** Dollar premium of the session's largest unusual contract; `null` when there was none. End of day. */
+    maxUnusualPremium?: number | null;
+    /**
+     * Options-implied 90% expected move over 20 trading sessions as a **fraction** of price
+     * (`0.2` is 20%), the same number as `expectedMove20d` on the options endpoints. End of day.
+     */
+    expectedMove20d?: number | null;
+    /**
+     * ISO date (`YYYY-MM-DD`) of the session the options values are from. `null` when no valid
+     * options overview row was joined for the ticker; individual readings may still be `null` when
+     * the date is present.
+     */
+    optionsAsOf?: string | null;
 }
 /**
  * One matching fund.
@@ -3018,6 +3165,33 @@ interface EtfScreenerRow {
     partial: boolean | null;
     /** Epoch seconds. */
     lastUpdated: number | null;
+    /**
+     * IV rank, 0-100: where implied volatility sits in its own trailing one-year range. End of
+     * day, from the nightly options board; `optionsAsOf` says which session. `null` when the
+     * fund has no reading; absent on responses from before the field shipped.
+     */
+    ivRank1y?: number | null;
+    /** Put volume divided by call volume in that session. End of day. */
+    pcVol?: number | null;
+    /** Percentile, 0-100, of `pcVol` against the fund's own trailing year. End of day. */
+    pcVolPctl1y?: number | null;
+    /** Percentile, 0-100, of the 25-delta skew against the fund's own trailing year. End of day. */
+    skew25dPctl1y?: number | null;
+    /** Composite 0-100 options interest score; `null` when unscored. End of day. */
+    optionsInterestScore?: number | null;
+    /** Dollar premium of the session's largest unusual contract; `null` when there was none. End of day. */
+    maxUnusualPremium?: number | null;
+    /**
+     * Options-implied 90% expected move over 20 trading sessions as a **fraction** of price
+     * (`0.2` is 20%), the same number as `expectedMove20d` on the options endpoints. End of day.
+     */
+    expectedMove20d?: number | null;
+    /**
+     * ISO date (`YYYY-MM-DD`) of the session the options values are from. `null` when no valid
+     * options overview row was joined for the ticker; individual readings may still be `null` when
+     * the date is present.
+     */
+    optionsAsOf?: string | null;
 }
 /** Request body for both execute endpoints. */
 interface ScreenerExecuteOptions {
@@ -4267,7 +4441,8 @@ declare class Options {
 
 /**
  * Screener: filter the tracked universe on the SentiSense Score, attention,
- * analyst consensus, technicals and price in a single query. It is the one
+ * analyst consensus, technicals, price and end-of-day options readings in a
+ * single query. It is the one
  * surface where our own signals sit in the same `WHERE` clause as the market
  * data, which is the point: screening on analyst ratings alone is something a
  * dozen free tools do, screening on analyst ratings *where the Score disagrees*
@@ -4299,8 +4474,12 @@ declare class Options {
  * neither result. If a screen returns fewer rows than you expect, check
  * coverage before you check your thresholds.
  *
- * Screens read a snapshot that refreshes every 20 minutes, so this is not a
- * quote feed. Use `client.stocks.getQuote()` for live prices.
+ * Prices are 15-minute delayed quotes, refreshed at request time during the
+ * regular session from a cache at most 5 minutes old; each stock row's
+ * `priceAsOf` (epoch milliseconds, `null` when unknown) says when its price is
+ * from. Everything else on a row comes from a snapshot rebuilt about every 20
+ * minutes during the session, so this is not a quote feed. Use
+ * `client.stocks.getQuote()` for one ticker's current quote.
  */
 declare class Screener {
     private client;
@@ -4524,7 +4703,9 @@ declare class Stocks {
      *
      * Tiering: a PRO key always receives the full dossier. A FREE key receives it for the first
      * ten calls each calendar month and a headline-only preview after that, with `isPreview`
-     * true; calls that return a null `data` never spend that allowance.
+     * true; calls that return a null `data` never spend that allowance. The headline preview has
+     * no nested objects: its readings arrive flat as `data.ivRank1y`, `data.atmIv`,
+     * `data.expectedMove1d`, `data.pcVol`, `data.pcVolPctl1y` and `data.maxPain`.
      */
     getOptionsSummary(ticker: string): Promise<PreviewResponse<OptionsSummary | null>>;
     /**
@@ -4545,6 +4726,28 @@ declare class Stocks {
      * years, so it can answer with nearly the same series as `"2y"`.
      */
     getOptionsHistory(ticker: string, options?: GetOptionsHistoryOptions): Promise<PreviewResponse<OptionsHistory>>;
+    /**
+     * Get one stock's or ETF's intraday options series for one session: its numbers at every
+     * 15-minute cycle of the intraday board, oldest cycle first.
+     *
+     * Use it to test an intraday signal against what the board actually showed at each point in
+     * the day, then compare it with the session's end-of-day row from
+     * {@link Stocks.getOptionsHistory}. Each point carries call and put volume so far, the
+     * put/call ratio, the unusual-contract count, the percentile of the largest qualifying
+     * contract against the ticker's own year, and the ATM implied volatility. It never carries a
+     * contract symbol, strike, price, premium, open interest or print size.
+     *
+     * **PRO only.** A FREE key receives the standard preview: `isPreview` true, `previewReason`
+     * `"PRO_REQUIRED"`, an `upgrade` hint, and `data: null`.
+     *
+     * **No data is an empty `series`, not a null payload.** A weekend, a holiday, a session from
+     * before the history was kept, a ticker outside the board and an unknown symbol all answer
+     * with `data.series` empty. `data.missingCycles` lists cycles whose stored point could not be
+     * read, which are unknown rather than absent. A malformed or future `session` rejects with
+     * an `APIError` (status 400, code `invalid_session`). A 503 means the stored series could
+     * not be read; it is retried like any other 503 and never answered with a partial series.
+     */
+    getOptionsIntradayHistory(ticker: string, options?: GetOptionsIntradayHistoryOptions): Promise<PreviewResponse<OptionsIntradayHistory | null>>;
     /**
      * Get the SentiSense Rating for one stock: where it ranks against the other stocks rated
      * that day, and the six dimensions the rank is blended from.
@@ -4728,6 +4931,14 @@ declare class DeepHistoryUnavailableError extends SentiSenseError {
     retryAfter?: number;
     constructor(message: string, retryAfter?: number);
 }
+/**
+ * A 429. Check `code` to tell the two apart:
+ *
+ * - `"rate_limit_exceeded"`: the per-minute limit. The client retries it after `Retry-After`
+ *   before throwing, so you see this only once retries are used up.
+ * - `"quota_exceeded"`: the monthly request allowance is used up. It is thrown on the first
+ *   response without retrying, and `message` says when the allowance resets.
+ */
 declare class RateLimitError extends SentiSenseError {
     /**
      * Seconds to wait before retrying, from the server's `Retry-After` header, clamped to
@@ -4755,6 +4966,6 @@ declare class APIError extends SentiSenseError {
     constructor(message: string, status: number, code?: string);
 }
 
-declare const VERSION = "0.63.0";
+declare const VERSION = "0.65.0";
 
-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 AnalystEstimatePeriodType, type AnalystEstimatesResponse, type AnalystFirmRating, type AnalystFirmTenure, type AnalystNote, type AnalystProfile, type AnalystRatingBuckets, type AnalystRef, 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 EtfQuote, type EtfScreenerExecuteResponse, type EtfScreenerRow, type EtfSentimentAggregate, type EtfSentimentReading, type ExtendedHoursInfo, 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 GetShortInterestOptions, type GetShortVolumeOptions, type GetStockGraphOptions, type GetStockInsightsRangeOptions, type GetUserInsightsOptions, type GraphCounts, type GraphEdge, type GraphGroups, type GraphNode, type GraphProductFamily, 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 InstitutionDetail, 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 MarketMoodOptions, type MarketStatus, type MarketSummary, type MetricDistribution, type MetricDistributionOptions, type MetricType, type MetricsBreakdown, type MetricsOptions, NotFoundError, type OptionsAggregate, type OptionsCapabilities, type OptionsContext, type OptionsHighlight, type OptionsHistory, type OptionsHistoryWindow, type OptionsIntradayBoardCapability, type OptionsIntradayFlow, type OptionsOiFollowUp, 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, type SearchStoriesOptions, SentiSense, SentiSenseError, type SentiSenseOptions, type SentimentEntry, type ServingMetric, type ShortInterest, type ShortInterestDataPoint, type ShortVolume, type ShortVolumeDataPoint, type SimilarStock, type StockDetail, type StockEntity, type StockGraph, 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 };
+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 AnalystEstimatePeriodType, type AnalystEstimatesResponse, type AnalystFirmRating, type AnalystFirmTenure, type AnalystNote, type AnalystProfile, type AnalystRatingBuckets, type AnalystRef, 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 EtfQuote, type EtfScreenerExecuteResponse, type EtfScreenerRow, type EtfSentimentAggregate, type EtfSentimentReading, type ExtendedHoursInfo, 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 GetOptionsIntradayHistoryOptions, type GetPoliticianActivityOptions, type GetPoliticianDirectoryOptions, type GetPoliticianMemberOptions, type GetPoliticiansOptions, type GetRankedEarningsOptions, type GetRecentEarningsOptions, type GetShortInterestOptions, type GetShortVolumeOptions, type GetStockGraphOptions, type GetStockInsightsRangeOptions, type GetUserInsightsOptions, type GraphCounts, type GraphEdge, type GraphGroups, type GraphNode, type GraphProductFamily, 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 InstitutionDetail, 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 MarketMoodOptions, type MarketStatus, type MarketSummary, type MetricDistribution, type MetricDistributionOptions, type MetricType, type MetricsBreakdown, type MetricsOptions, NotFoundError, type OptionsAggregate, type OptionsCapabilities, type OptionsContext, type OptionsHighlight, type OptionsHistory, type OptionsHistoryWindow, type OptionsIntradayBoardCapability, type OptionsIntradayFlow, type OptionsIntradayHistory, type OptionsIntradayPoint, type OptionsOiFollowUp, 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, type SearchStoriesOptions, SentiSense, SentiSenseError, type SentiSenseOptions, type SentimentEntry, type ServingMetric, type ShortInterest, type ShortInterestDataPoint, type ShortVolume, type ShortVolumeDataPoint, type SimilarStock, type StockDetail, type StockEntity, type StockGraph, 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 };