thetadatadx 7.3.0 → 8.0.0

package/README.md

@@ -1,59 +1,115 @@
 # thetadatadx (Node.js / TypeScript)
 
-Node.js SDK for ThetaData market data, powered by the `thetadatadx` Rust crate via napi-rs.
+Node.js SDK for ThetaData market data, powered by compiled Rust via napi-rs. Pre-built native binaries for Linux x64, macOS Apple Silicon, and Windows x64 — no Rust toolchain required.
 
-Every call goes through compiled Rust -- gRPC, protobuf, zstd, FIT decoding, and TCP streaming all happen at native speed. Node.js is just the interface.
+Every call goes through compiled Rust — gRPC, protobuf, zstd, FIT decoding, and TCP streaming all happen at native speed. Node.js is just the interface.
 
-## Prerequisites
-
-- Node.js >= 18
-- Rust stable toolchain (for building from source)
-- `protoc` (Protocol Buffers compiler)
-
-## Build from source
+## Install
 
 ```bash
-cd sdks/typescript
-npm install
-npm run build          # release build -> thetadatadx.node
+npm install thetadatadx
 ```
 
+Pre-built binaries are downloaded automatically for your platform. Supported:
+- Linux x64 (glibc)
+- macOS arm64 (Apple Silicon)
+- Windows x64 (MSVC)
+
 ## Usage
 
 ```js
 const { ThetaDataDx } = require('thetadatadx');
 
-// Connect (requires ThetaData credentials)
-const tdx = await ThetaDataDx.connect('user@example.com', 'password');
-// Or from file: const tdx = await ThetaDataDx.connectFromFile('creds.txt');
+async function main() {
+  // Connect (requires ThetaData credentials)
+  const tdx = ThetaDataDx.connectFromFile('creds.txt');
+  // Or: const tdx = ThetaDataDx.connect('user@example.com', 'password');
+
+  // Historical endpoints return an array of typed tick objects
+  // (`OhlcTick[]`, `QuoteTick[]`, ...). Index into the array to
+  // read a per-row field.
+  const ohlc = tdx.stockHistoryOHLC('AAPL', '20240315', '60000');
+  console.log(ohlc.length, ohlc[0].close);
+
+  // With timeout
+  const snap = tdx.stockSnapshotQuote(['AAPL', 'MSFT'], null, null, 5000);
+
+  // Streaming — `nextEvent` is async; `await` it or you'll get a
+  // `Promise` object back and `event.kind` will be `undefined`.
+  tdx.startStreaming();
+  tdx.subscribeQuotes('AAPL');
+  const event = await tdx.nextEvent(1000); // poll with 1s timeout
+  if (event && event.kind === 'quote') {
+    console.log(event.quote.bid, event.quote.ask);
+  }
+  tdx.stopStreaming();
+}
+
+main().catch(console.error);
+```
 
-// Historical: returns columnar object { close: number[], volume: number[], ... }
-const ohlc = tdx.stockHistoryOHLC('AAPL', '20240315', '60000');
-console.log(ohlc.close);
+## TypeScript types
 
-// With timeout
-const snap = tdx.stockSnapshotQuote(['AAPL', 'MSFT'], null, null, 5000);
+Every tick type and FPSS event is emitted as a `#[napi(object)]` struct on
+the Rust side, so the full typed surface lives in `index.d.ts`
+(auto-generated by napi-rs). Import directly from the package:
 
-// Streaming
-tdx.startStreaming();
-tdx.subscribeQuotes('AAPL');
-const event = tdx.nextEvent(1000); // poll with 1s timeout
-tdx.stopStreaming();
+```ts
+import type { OhlcTick, GreeksTick, Quote, Trade, FpssEvent } from 'thetadatadx';
 ```
 
-## TypeScript types
-
-Generated interfaces for every tick type live in `src/types.ts`:
+Historical endpoints return `Tick[]`; `nextEvent()` is async and resolves
+to a discriminated `FpssEvent | null` union, narrowed on `event.kind`:
 
 ```ts
-import type { OhlcTickColumnar, GreeksTickColumnar } from 'thetadatadx/src/types';
+const event = await tdx.nextEvent(1000);
+if (!event) return; // timeout
+switch (event.kind) {
+  case 'quote':    /* event.quote is Quote */    break;
+  case 'trade':    /* event.trade is Trade */    break;
+  case 'ohlcvc':   /* event.ohlcvc is Ohlcvc */  break;
+  case 'open_interest': /* event.openInterest is OpenInterest */ break;
+  case 'simple':   /* event.simple is FpssSimplePayload */ break;
+  case 'raw_data': /* event.rawData is FpssRawDataPayload */ break;
+}
 ```
 
-Full type declarations for the `ThetaDataDx` class are in `index.d.ts` (auto-generated by napi-rs on build).
+The `kind` field is typed as the string-literal union
+`'ohlcvc' | 'open_interest' | 'quote' | 'trade' | 'simple' | 'raw_data'`
+— plain strings, not a TS `enum` (the previous `const enum FpssEventKind`
+was removed in #376 because it broke downstream consumers with
+`"isolatedModules": true`), so it works in every toolchain
+including Vite, esbuild, ts-jest, and Next.js.
+
+### `bigint` fields
+
+Anywhere a Rust `u64` or `i64` crosses the napi boundary it surfaces as
+JavaScript `bigint` (not `number`): `volume` and `count` on every
+OHLC / EOD tick, `droppedEvents()` on the streaming client, and
+`received_at_ns` on every FPSS event. Use `bigint` literal syntax
+(`42n`) for comparisons or widen to `Number(x)` at the point of
+display (watch for loss of precision beyond 2^53).
+
+`FpssSimplePayload.eventType` carries the concrete control-event name
+(`"login_success"`, `"contract_assigned"`, `"disconnected"`,
+`"market_open"`, `"market_close"`, ...). The wire tag set matches the
+Python SDK's `next_event` pyclasses byte-for-byte — both surfaces are
+generated from `fpss_event_schema.toml`, so consumer code ports between
+the two languages without a discriminator rewrite.
+
+## Building from source
+
+Only needed if your platform doesn't have a pre-built binary or you want to develop locally:
+
+```bash
+cd sdks/typescript
+npm install
+npm run build          # requires Rust stable + protoc
+```
 
 ## API reference
 
-All 61 endpoints from `endpoint_surface.toml` are exposed as camelCase methods on `ThetaDataDx`. See `index.d.ts` after building for the complete method list with JSDoc comments.
+All 61 endpoints from `endpoint_surface.toml` are exposed as camelCase methods on `ThetaDataDx`. See `index.d.ts` for the complete method list with JSDoc comments.
 
 ## Docs
 

package/index.d.ts

@@ -0,0 +1,505 @@
+/* auto-generated by NAPI-RS */
+/* eslint-disable */
+export declare class ThetaDataDx {
+  /**
+   * Connect to ThetaData. Historical (MDDS/gRPC) only; call startStreaming()
+   * to begin FPSS real-time data.
+   */
+  static connect(email: string, password: string): ThetaDataDx
+  /** Connect with a credentials file (line 1 = email, line 2 = password). */
+  static connectFromFile(path: string): ThetaDataDx
+  /**
+   * Cumulative count of FPSS events dropped because the JS polling
+   * side disconnected before the FPSS callback could hand them off.
+   *
+   * Counter lives on the client instance (not inside the
+   * `start_streaming` / `reconnect` closures), so the value survives
+   * reconnect and is observable at any point — before streaming,
+   * during, or after `shutdown()`.
+   *
+   * Returned as `bigint` so it can represent the full `u64` range
+   * (Number would top out at 2^53).
+   */
+  droppedEvents(): bigint
+  /** List all available stock ticker symbols. */
+  stockListSymbols(timeoutMs?: number | undefined | null): Array<string>
+  /** List available dates for a stock by request type (EOD, TRADE, QUOTE, etc.). */
+  stockListDates(requestType: string, symbol: string, timeoutMs?: number | undefined | null): Array<string>
+  /** Get the latest OHLC snapshot for one or more stocks. */
+  stockSnapshotOHLC(symbols: Array<string>, venue?: string | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
+  /** Get the latest trade snapshot for one or more stocks. */
+  stockSnapshotTrade(symbols: Array<string>, venue?: string | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
+  /** Get the latest NBBO quote snapshot for one or more stocks. */
+  stockSnapshotQuote(symbols: Array<string>, venue?: string | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
+  /** Get the latest market value snapshot for one or more stocks. */
+  stockSnapshotMarketValue(symbols: Array<string>, venue?: string | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<MarketValueTick>
+  /** Fetch end-of-day stock data for a date range. Returns OHLCV + bid/ask per trading day. */
+  stockHistoryEOD(symbol: string, startDate: string, endDate: string, timeoutMs?: number | undefined | null): Array<EodTick>
+  /** Fetch intraday OHLC bars for a stock on a single date. */
+  stockHistoryOHLC(symbol: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, venue?: string | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
+  /** Fetch all trades for a stock on a given date. */
+  stockHistoryTrade(symbol: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, venue?: string | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
+  /** Fetch NBBO quotes for a stock on a given date at a given interval. */
+  stockHistoryQuote(symbol: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, venue?: string | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
+  /** Fetch combined trade + quote ticks for a stock on a given date. Returns raw DataTable. */
+  stockHistoryTradeQuote(symbol: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, exclusive?: boolean | undefined | null, venue?: string | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeQuoteTick>
+  /** Fetch the trade at a specific time of day across a date range. */
+  stockAtTimeTrade(symbol: string, startDate: string, endDate: string, timeOfDay: string, venue?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
+  /** Fetch the quote at a specific time of day across a date range. */
+  stockAtTimeQuote(symbol: string, startDate: string, endDate: string, timeOfDay: string, venue?: string | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
+  /** List all available option underlying symbols. */
+  optionListSymbols(timeoutMs?: number | undefined | null): Array<string>
+  /** List available dates for an option contract by request type. */
+  optionListDates(requestType: string, symbol: string, expiration: string, strike: string, right: string, timeoutMs?: number | undefined | null): Array<string>
+  /** List available expiration dates for an option underlying. */
+  optionListExpirations(symbol: string, timeoutMs?: number | undefined | null): Array<string>
+  /** List available strike prices for an option at a given expiration. */
+  optionListStrikes(symbol: string, expiration: string, timeoutMs?: number | undefined | null): Array<string>
+  /** List all option contracts for a symbol on a given date. */
+  optionListContracts(requestType: string, symbol: string, date: string, maxDte?: number | undefined | null, timeoutMs?: number | undefined | null): Array<OptionContract>
+  /** Get the latest OHLC snapshot for an option contract. */
+  optionSnapshotOHLC(symbol: string, expiration: string, strike: string, right: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
+  /** Get the latest trade snapshot for an option contract. */
+  optionSnapshotTrade(symbol: string, expiration: string, strike: string, right: string, strikeRange?: number | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
+  /** Get the latest NBBO quote snapshot for an option contract. */
+  optionSnapshotQuote(symbol: string, expiration: string, strike: string, right: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
+  /** Get the latest open interest snapshot for an option contract. */
+  optionSnapshotOpenInterest(symbol: string, expiration: string, strike: string, right: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OpenInterestTick>
+  /** Get the latest market value snapshot for an option contract. */
+  optionSnapshotMarketValue(symbol: string, expiration: string, strike: string, right: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<MarketValueTick>
+  /** Get implied volatility snapshot for an option contract (from ThetaData server). */
+  optionSnapshotGreeksImpliedVolatility(symbol: string, expiration: string, strike: string, right: string, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, stockPrice?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<IvTick>
+  /** Get all Greeks snapshot for an option contract (from ThetaData server). */
+  optionSnapshotGreeksAll(symbol: string, expiration: string, strike: string, right: string, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, stockPrice?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Get first-order Greeks snapshot (delta, theta, rho) for an option contract. */
+  optionSnapshotGreeksFirstOrder(symbol: string, expiration: string, strike: string, right: string, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, stockPrice?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Get second-order Greeks snapshot (gamma, vanna, charm) for an option contract. */
+  optionSnapshotGreeksSecondOrder(symbol: string, expiration: string, strike: string, right: string, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, stockPrice?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Get third-order Greeks snapshot (speed, color, ultima) for an option contract. */
+  optionSnapshotGreeksThirdOrder(symbol: string, expiration: string, strike: string, right: string, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, stockPrice?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch end-of-day option data for a contract over a date range. */
+  optionHistoryEOD(symbol: string, expiration: string, strike: string, right: string, startDate: string, endDate: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, timeoutMs?: number | undefined | null): Array<EodTick>
+  /** Fetch intraday OHLC bars for an option contract. */
+  optionHistoryOHLC(symbol: string, expiration: string, strike: string, right: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
+  /** Fetch all trades for an option contract on a given date. */
+  optionHistoryTrade(symbol: string, expiration: string, strike: string, right: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
+  /** Fetch NBBO quotes for an option contract on a given date. */
+  optionHistoryQuote(symbol: string, expiration: string, strike: string, right: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
+  /** Fetch combined trade + quote ticks for an option contract. */
+  optionHistoryTradeQuote(symbol: string, expiration: string, strike: string, right: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, exclusive?: boolean | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeQuoteTick>
+  /** Fetch open interest history for an option contract. */
+  optionHistoryOpenInterest(symbol: string, expiration: string, strike: string, right: string, date: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OpenInterestTick>
+  /** Fetch end-of-day Greeks history for an option contract. */
+  optionHistoryGreeksEOD(symbol: string, expiration: string, strike: string, right: string, startDate: string, endDate: string, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, underlyerUseNbbo?: boolean | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch all Greeks history for an option contract (intraday, sampled by interval). */
+  optionHistoryGreeksAll(symbol: string, expiration: string, strike: string, right: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch all Greeks on each trade for an option contract. */
+  optionHistoryTradeGreeksAll(symbol: string, expiration: string, strike: string, right: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch first-order Greeks history (intraday, sampled by interval). */
+  optionHistoryGreeksFirstOrder(symbol: string, expiration: string, strike: string, right: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch first-order Greeks on each trade for an option contract. */
+  optionHistoryTradeGreeksFirstOrder(symbol: string, expiration: string, strike: string, right: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch second-order Greeks history (intraday, sampled by interval). */
+  optionHistoryGreeksSecondOrder(symbol: string, expiration: string, strike: string, right: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch second-order Greeks on each trade for an option contract. */
+  optionHistoryTradeGreeksSecondOrder(symbol: string, expiration: string, strike: string, right: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch third-order Greeks history (intraday, sampled by interval). */
+  optionHistoryGreeksThirdOrder(symbol: string, expiration: string, strike: string, right: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch third-order Greeks on each trade for an option contract. */
+  optionHistoryTradeGreeksThirdOrder(symbol: string, expiration: string, strike: string, right: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
+  /** Fetch implied volatility history (intraday, sampled by interval). */
+  optionHistoryGreeksImpliedVolatility(symbol: string, expiration: string, strike: string, right: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<IvTick>
+  /** Fetch implied volatility on each trade for an option contract. */
+  optionHistoryTradeGreeksImpliedVolatility(symbol: string, expiration: string, strike: string, right: string, date: string, startTime?: string | undefined | null, endTime?: string | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<IvTick>
+  /** Fetch the trade at a specific time of day across a date range for an option. */
+  optionAtTimeTrade(symbol: string, expiration: string, strike: string, right: string, startDate: string, endDate: string, timeOfDay: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
+  /** Fetch the quote at a specific time of day across a date range for an option. */
+  optionAtTimeQuote(symbol: string, expiration: string, strike: string, right: string, startDate: string, endDate: string, timeOfDay: string, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
+  /** List all available index symbols. */
+  indexListSymbols(timeoutMs?: number | undefined | null): Array<string>
+  /** List available dates for an index symbol. */
+  indexListDates(symbol: string, timeoutMs?: number | undefined | null): Array<string>
+  /** Get the latest OHLC snapshot for one or more indices. */
+  indexSnapshotOHLC(symbols: Array<string>, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
+  /** Get the latest price snapshot for one or more indices. */
+  indexSnapshotPrice(symbols: Array<string>, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<PriceTick>
+  /** Get the latest market value snapshot for one or more indices. */
+  indexSnapshotMarketValue(symbols: Array<string>, minTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<MarketValueTick>
+  /** Fetch end-of-day index data for a date range. */
+  indexHistoryEOD(symbol: string, startDate: string, endDate: string, timeoutMs?: number | undefined | null): Array<EodTick>
+  /** Fetch intraday OHLC bars for an index. */
+  indexHistoryOHLC(symbol: string, startDate: string, endDate: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
+  /** Fetch intraday price history for an index. */
+  indexHistoryPrice(symbol: string, date: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, startDate?: string | undefined | null, endDate?: string | undefined | null, timeoutMs?: number | undefined | null): Array<PriceTick>
+  /** Fetch the index price at a specific time of day across a date range. */
+  indexAtTimePrice(symbol: string, startDate: string, endDate: string, timeOfDay: string, timeoutMs?: number | undefined | null): Array<PriceTick>
+  /** Check whether the market is open today. */
+  calendarOpenToday(timeoutMs?: number | undefined | null): Array<CalendarDay>
+  /** Get calendar information for a specific date. */
+  calendarOnDate(date: string, timeoutMs?: number | undefined | null): Array<CalendarDay>
+  /** Get calendar information for an entire year. */
+  calendarYear(year: string, timeoutMs?: number | undefined | null): Array<CalendarDay>
+  /** Fetch end-of-day interest rate history. */
+  interestRateHistoryEOD(symbol: string, startDate: string, endDate: string, timeoutMs?: number | undefined | null): Array<InterestRateTick>
+  /** Fetch intraday OHLC bars across a date range. */
+  stockHistoryOHLCRange(symbol: string, startDate: string, endDate: string, interval: string, startTime?: string | undefined | null, endTime?: string | undefined | null, venue?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
+  /** Start FPSS streaming. Events are buffered; poll with next_event(). */
+  startStreaming(): void
+  /** Whether the streaming connection is active. */
+  isStreaming(): boolean
+  /** Subscribe to real-time quote data for a stock symbol. */
+  subscribeQuotes(symbol: string): void
+  /** Subscribe to real-time trade data for a stock symbol. */
+  subscribeTrades(symbol: string): void
+  /** Subscribe to open interest data for a stock symbol. */
+  subscribeOpenInterest(symbol: string): void
+  /** Subscribe to quote data for an option contract. */
+  subscribeOptionQuotes(symbol: string, expiration: string, strike: string, right: string): void
+  /** Subscribe to trade data for an option contract. */
+  subscribeOptionTrades(symbol: string, expiration: string, strike: string, right: string): void
+  /** Subscribe to open interest data for an option contract. */
+  subscribeOptionOpenInterest(symbol: string, expiration: string, strike: string, right: string): void
+  /** Subscribe to all trades for a security type. */
+  subscribeFullTrades(secType: string): void
+  /** Subscribe to all open interest for a security type. */
+  subscribeFullOpenInterest(secType: string): void
+  /** Unsubscribe from quote data for a stock symbol. */
+  unsubscribeQuotes(symbol: string): void
+  /** Unsubscribe from trade data for a stock symbol. */
+  unsubscribeTrades(symbol: string): void
+  /** Unsubscribe from open interest data for a stock symbol. */
+  unsubscribeOpenInterest(symbol: string): void
+  /** Unsubscribe from quote data for an option contract. */
+  unsubscribeOptionQuotes(symbol: string, expiration: string, strike: string, right: string): void
+  /** Unsubscribe from trade data for an option contract. */
+  unsubscribeOptionTrades(symbol: string, expiration: string, strike: string, right: string): void
+  /** Unsubscribe from open interest data for an option contract. */
+  unsubscribeOptionOpenInterest(symbol: string, expiration: string, strike: string, right: string): void
+  /** Unsubscribe from all trades for a security type. */
+  unsubscribeFullTrades(secType: string): void
+  /** Unsubscribe from all open interest for a security type. */
+  unsubscribeFullOpenInterest(secType: string): void
+  /** Get the current contract map keyed by server-assigned contract ID. */
+  contractMap(): Record<string, string>
+  /** Look up a single contract by its server-assigned ID. */
+  contractLookup(id: number): string | null
+  /** Get a snapshot of currently active subscriptions. */
+  activeSubscriptions(): any
+  /** Poll for the next FPSS event. */
+  nextEvent(timeoutMs: number): Promise<({ kind: 'ohlcvc'; ohlcvc: Ohlcvc } | { kind: 'open_interest'; openInterest: OpenInterest } | { kind: 'quote'; quote: Quote } | { kind: 'trade'; trade: Trade } | { kind: 'simple'; simple: FpssSimplePayload } | { kind: 'raw_data'; rawData: FpssRawDataPayload }) | null>
+  /** Reconnect streaming and re-subscribe all previous subscriptions. */
+  reconnect(): void
+  /** Stop streaming while keeping the historical client usable. */
+  stopStreaming(): void
+  /** Shut down the FPSS streaming connection. */
+  shutdown(): void
+}
+
+/** Calendar day. Market open/close schedule. */
+export interface CalendarDay {
+  date: number
+  isOpen: number
+  openTime: number
+  closeTime: number
+  status: number
+}
+
+/** End-of-day tick. Full EOD snapshot with OHLC + quote. */
+export interface EodTick {
+  msOfDay: number
+  msOfDay2: number
+  open: number
+  high: number
+  low: number
+  close: number
+  volume: bigint
+  count: bigint
+  bidSize: number
+  bidExchange: number
+  bid: number
+  bidCondition: number
+  askSize: number
+  askExchange: number
+  ask: number
+  askCondition: number
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/**
+ * A single FPSS event surfaced to JS/TS.
+ *
+ * `kind` is the discriminator — switch on it and read the matching
+ * payload field. The shape is stable and every payload is typed, so
+ * consumers never fall back to untyped `any`.
+ */
+export interface FpssEvent {
+  /**
+   * Discriminator matching one of the typed payload fields below.
+   * Narrowed to a literal union in TS so `switch (event.kind)`
+   * correctly narrows the optional payload fields.
+   */
+  kind: 'ohlcvc' | 'open_interest' | 'quote' | 'raw_data' | 'simple' | 'trade'
+  ohlcvc?: Ohlcvc
+  openInterest?: OpenInterest
+  quote?: Quote
+  trade?: Trade
+  simple?: FpssSimplePayload
+  rawData?: FpssRawDataPayload
+}
+
+/** FPSS raw-bytes payload for frames the decoder did not recognise. */
+export interface FpssRawDataPayload {
+  code: number
+  payload: Array<number>
+}
+
+/**
+ * FPSS simple / diagnostic payload (login, disconnect, market open,
+ * unknown-data fallback, ...). Mirrors `BufferedEvent::Simple`.
+ */
+export interface FpssSimplePayload {
+  /**
+   * Concrete event kind (e.g. "login_success", "disconnected",
+   * "unknown_data", "unknown_control").
+   */
+  eventType: string
+  /** Free-form diagnostic detail; empty when the event carries no payload. */
+  detail?: string
+  /** Optional event id (req_id for ReqResponse, contract id for ContractAssigned). */
+  id?: number
+}
+
+/** Greeks tick. Full set of option greeks. */
+export interface GreeksTick {
+  msOfDay: number
+  impliedVolatility: number
+  delta: number
+  gamma: number
+  theta: number
+  vega: number
+  rho: number
+  ivError: number
+  vanna: number
+  charm: number
+  vomma: number
+  veta: number
+  speed: number
+  zomma: number
+  color: number
+  ultima: number
+  d1: number
+  d2: number
+  dualDelta: number
+  dualGamma: number
+  epsilon: number
+  lambda: number
+  vera: number
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** Interest rate tick. End-of-day interest rate. */
+export interface InterestRateTick {
+  msOfDay: number
+  rate: number
+  date: number
+}
+
+/** Implied volatility tick. */
+export interface IvTick {
+  msOfDay: number
+  impliedVolatility: number
+  ivError: number
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** Market value tick -- quoted bid/ask/price for a symbol. */
+export interface MarketValueTick {
+  msOfDay: number
+  marketBid: number
+  marketAsk: number
+  marketPrice: number
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** OHLC tick. Aggregated bar data. */
+export interface OhlcTick {
+  msOfDay: number
+  open: number
+  high: number
+  low: number
+  close: number
+  volume: bigint
+  count: bigint
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** FPSS OHLCVC bar. Mirrors `FpssData::Ohlcvc`. */
+export interface Ohlcvc {
+  contractId: number
+  msOfDay: number
+  open: number
+  high: number
+  low: number
+  close: number
+  volume: bigint
+  count: bigint
+  date: number
+  receivedAtNs: bigint
+}
+
+/** FPSS OpenInterest tick. Mirrors `FpssData::OpenInterest`. */
+export interface OpenInterest {
+  contractId: number
+  msOfDay: number
+  openInterest: number
+  date: number
+  receivedAtNs: bigint
+}
+
+/** Open interest tick. */
+export interface OpenInterestTick {
+  msOfDay: number
+  openInterest: number
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** Option contract. Contract specification. */
+export interface OptionContract {
+  root: string
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** Price tick. Generic price data point. */
+export interface PriceTick {
+  msOfDay: number
+  price: number
+  date: number
+}
+
+/** FPSS Quote tick. Mirrors `FpssData::Quote` (symbol-less — `contract_id` is the stable key). */
+export interface Quote {
+  contractId: number
+  msOfDay: number
+  bidSize: number
+  bidExchange: number
+  bid: number
+  bidCondition: number
+  askSize: number
+  askExchange: number
+  ask: number
+  askCondition: number
+  date: number
+  receivedAtNs: bigint
+}
+
+/** Quote tick. NBBO quote data. */
+export interface QuoteTick {
+  msOfDay: number
+  bidSize: number
+  bidExchange: number
+  bid: number
+  bidCondition: number
+  askSize: number
+  askExchange: number
+  ask: number
+  askCondition: number
+  date: number
+  midpoint: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** FPSS Trade tick. Mirrors `FpssData::Trade`. */
+export interface Trade {
+  contractId: number
+  msOfDay: number
+  sequence: number
+  extCondition1: number
+  extCondition2: number
+  extCondition3: number
+  extCondition4: number
+  condition: number
+  size: number
+  exchange: number
+  price: number
+  conditionFlags: number
+  priceFlags: number
+  volumeType: number
+  recordsBack: number
+  date: number
+  receivedAtNs: bigint
+}
+
+/** Combined trade + quote tick. */
+export interface TradeQuoteTick {
+  msOfDay: number
+  sequence: number
+  extCondition1: number
+  extCondition2: number
+  extCondition3: number
+  extCondition4: number
+  condition: number
+  size: number
+  exchange: number
+  price: number
+  conditionFlags: number
+  priceFlags: number
+  volumeType: number
+  recordsBack: number
+  quoteMsOfDay: number
+  bidSize: number
+  bidExchange: number
+  bid: number
+  bidCondition: number
+  askSize: number
+  askExchange: number
+  ask: number
+  askCondition: number
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}
+
+/** Trade tick. Core unit of trade data. */
+export interface TradeTick {
+  msOfDay: number
+  sequence: number
+  extCondition1: number
+  extCondition2: number
+  extCondition3: number
+  extCondition4: number
+  condition: number
+  size: number
+  exchange: number
+  price: number
+  conditionFlags: number
+  priceFlags: number
+  volumeType: number
+  recordsBack: number
+  date: number
+  expiration: number
+  strike: number
+  right: string
+}