npm - thetadatadx - Versions diffs - 8.0.10 → 8.0.11 - Mend

thetadatadx 8.0.10 → 8.0.11

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (4) hide show

package/README.md CHANGED Viewed

@@ -109,7 +109,7 @@ 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` for the complete method list with JSDoc comments.
+Every historical endpoint from `endpoint_surface.toml` is exposed as a camelCase method on `ThetaDataDx`. See `index.d.ts` for the complete method list with JSDoc comments.
 ## Docs

package/index.d.ts CHANGED Viewed

@@ -1,17 +1,5 @@
 /* auto-generated by NAPI-RS */
 /* eslint-disable */
-export type Right = 'call' | 'put' | 'both'
-export const Right: { readonly Call: 'call', readonly Put: 'put', readonly Both: 'both' }
-export type Venue = 'nqb' | 'utp_cta'
-export const Venue: { readonly Nqb: 'nqb', readonly UtpCta: 'utp_cta' }
-export type Interval = 'tick' | '10ms' | '100ms' | '500ms' | '1s' | '5s' | '10s' | '15s' | '30s' | '1m' | '5m' | '10m' | '15m' | '30m' | '1h'
-export const Interval: { readonly Tick: 'tick', readonly Ms10: '10ms', readonly Ms100: '100ms', readonly Ms500: '500ms', readonly S1: '1s', readonly S5: '5s', readonly S10: '10s', readonly S15: '15s', readonly S30: '30s', readonly M1: '1m', readonly M5: '5m', readonly M10: '10m', readonly M15: '15m', readonly M30: '30m', readonly H1: '1h' }
-export type RateType = 'sofr' | 'treasury_m1' | 'treasury_m3' | 'treasury_m6' | 'treasury_y1' | 'treasury_y2' | 'treasury_y3' | 'treasury_y5' | 'treasury_y7' | 'treasury_y10' | 'treasury_y20' | 'treasury_y30'
-export const RateType: { readonly Sofr: 'sofr', readonly TreasuryM1: 'treasury_m1', readonly TreasuryM3: 'treasury_m3', readonly TreasuryM6: 'treasury_m6', readonly TreasuryY1: 'treasury_y1', readonly TreasuryY2: 'treasury_y2', readonly TreasuryY3: 'treasury_y3', readonly TreasuryY5: 'treasury_y5', readonly TreasuryY7: 'treasury_y7', readonly TreasuryY10: 'treasury_y10', readonly TreasuryY20: 'treasury_y20', readonly TreasuryY30: 'treasury_y30' }
-export type RequestType = 'trade' | 'quote'
-export const RequestType: { readonly Trade: 'trade', readonly Quote: 'quote' }
-export type Version = 'latest' | '1'
-export const Version: { readonly Latest: 'latest', readonly V1: '1' }
 export declare class ThetaDataDx {
   /**
    * Connect to ThetaData. Historical (MDDS/gRPC) only; call startStreaming()
@@ -33,127 +21,744 @@ export declare class ThetaDataDx {
    * (Number would top out at 2^53).
    */
   droppedEvents(): bigint
-  /** List all available stock ticker symbols. */
+  /**
+   * List all available stock ticker symbols.
+   *
+   * A symbol can be defined as a unique identifier for a stock / underlying asset. Common terms also include: root, ticker, and underlying. This endpoint returns all traded symbols for stocks. This endpoint is updated overnight.
+   */
   stockListSymbols(timeoutMs?: number | undefined | null): Array<string>
-  /** List available dates for a stock by request type (EOD, TRADE, QUOTE, etc.). */
+  /**
+   * List available dates for a stock by request type (EOD, TRADE, QUOTE, etc.).
+   *
+   * Lists all dates of data that are available for a stock with a given request type and symbol. This endpoint is updated overnight.
+   */
   stockListDates(requestType: string, symbol: string, timeoutMs?: number | undefined | null): Array<string>
-  /** Get the latest OHLC snapshot for one or more stocks. */
+  /**
+   * Get the latest OHLC snapshot for one or more stocks.
+   *
+   * Provides a real-time Open, High, Low, Close for the current day.
+   * * Returns a real-time session OHLC from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * * Returns a 15-minute delayed session OHLC from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) if the account has the stocks value subscription.
+   * * Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
+   *
+   * Defaults (upstream):
+   * - `venue`: `"nqb"`
+   */
   stockSnapshotOHLC(symbols: string | Array<string>, venue?: string | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
-  /** Get the latest trade snapshot for one or more stocks. */
+  /**
+   * Get the latest trade snapshot for one or more stocks.
+   *
+   * Returns a real-time last trade from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   *
+   * - Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
+   *
+   * Defaults (upstream):
+   * - `venue`: `"nqb"`
+   */
   stockSnapshotTrade(symbols: string | Array<string>, venue?: string | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
-  /** Get the latest NBBO quote snapshot for one or more stocks. */
+  /**
+   * Get the latest NBBO quote snapshot for one or more stocks.
+   *
+   * * Returns a real-time last BBO quote from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * * Returns a 15-minute delayed NBBO quote from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.
+   * - Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
+   *
+   * Defaults (upstream):
+   * - `venue`: `"nqb"`
+   */
   stockSnapshotQuote(symbols: string | Array<string>, venue?: string | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
-  /** Get the latest market value snapshot for one or more stocks. */
+  /**
+   * Get the latest market value snapshot for one or more stocks.
+   *
+   * * Returns a real-time market value derived from the last BBO quote from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * * Returns a 15-minute delayed market value derived from an NBBO quote from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) if the account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.
+   * - Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
+   *
+   * Defaults (upstream):
+   * - `venue`: `"nqb"`
+   */
   stockSnapshotMarketValue(symbols: string | Array<string>, venue?: string | undefined | null, minTime?: string | Date | 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. */
+  /**
+   * Fetch end-of-day stock data for a date range. Returns OHLCV + bid/ask per trading day.
+   *
+   * Since [the equity SIPs](/Articles/Data-And-Requests/The-SIPs.html) only generate a partial EOD report, Theta Data generates a national EOD report at 17:15 ET each day. ``created`` represents the datetime the report was generated and ``last_trade`` represents the datetime of the last trade. The quote in the response represents the last NBBO reported by [CTA or UTP](/Articles/Data-And-Requests/The-SIPs.html) at the time of report generation. You can read more about EOD & OHLC data [here](/Articles/Data-And-Requests/OHLC-EOD.html). Theta Data plans to avail SIP EOD reports in the near future.
+   */
   stockHistoryEOD(symbol: string, startDate: string | Date, endDate: string | Date, timeoutMs?: number | undefined | null): Array<EodTick>
-  /** Fetch intraday OHLC bars for a stock on a single date. */
+  /**
+   * Fetch intraday OHLC bars for a stock on a single date.
+   *
+   * - Aggregated OHLC bars that use [SIP rules](/Articles/Data-And-Requests/OHLC-EOD.html) for each bar. Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar:  ``bar time`` <= ``trade time`` < ``bar timestamp + ivl``, where ivl is the specified interval size in milliseconds.
+   * - Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `venue`: `"nqb"`
+   */
   stockHistoryOHLC(symbol: string, date: string | Date, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, venue?: string | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
-  /** Fetch all trades for a stock on a given date. */
+  /**
+   * Fetch all trades for a stock on a given date.
+   *
+   * Returns every trade reported by [UTP & CTA](/Articles/Data-And-Requests/The-SIPs). Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `venue`: `"nqb"`
+   */
   stockHistoryTrade(symbol: string, date: string | Date, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, venue?: string | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
-  /** Fetch NBBO quotes for a stock on a given date at a given interval. */
+  /**
+   * Fetch NBBO quotes for a stock on a given date at a given interval.
+   *
+   * - Returns every NBBO quote reported by [UTP and CTA](/Articles/Data-And-Requests/The-SIPs).
+   * - If the ``interval`` parameter is specified, the quote for each interval represents the last quote prior to the interval's timestamp.
+   * - Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `venue`: `"nqb"`
+   */
   stockHistoryQuote(symbol: string, date: string | Date, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, venue?: string | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
-  /** Fetch combined trade + quote ticks for a stock on a given date. Returns raw DataTable. */
+  /**
+   * Fetch combined trade + quote ticks for a stock on a given date. Returns raw DataTable.
+   *
+   * Returns every trade reported by [UTP & CTA](/Articles/Data-And-Requests/The-SIPs) paired with the last BBO quote reported by [UTP or CTA](/Articles/Data-And-Requests/The-SIPs) at the time of trade. A quote is matched with a trade if its timestamp ``<=`` the trade timestamp. If you prefer to match quotes with timestamps that are ``<`` the trade timestamp, specify the ``exclusive`` parameter to ``true``. Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `exclusive`: `true`
+   * - `venue`: `"nqb"`
+   */
   stockHistoryTradeQuote(symbol: string, date: string | Date, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, exclusive?: boolean | undefined | null, venue?: string | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<TradeQuoteTick>
-  /** Fetch the trade at a specific time of day across a date range. */
+  /**
+   * Fetch the trade at a specific time of day across a date range.
+   *
+   * #### Real-time request:
+   * - Returns a real-time session from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs.html#nasdaq-basic) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   * - Returns a 15-minute delayed session from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs.html#equities-cta-utp) account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.
+   *
+   * #### Historical request:
+   * Returns the last trade reported by [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs.html#equities-cta-utp) at a specified millisecond of the day.
+   * Trade condition mappings can be found [here](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html).
+   *
+   * Defaults (upstream):
+   * - `venue`: `"nqb"`
+   */
   stockAtTimeTrade(symbol: string, startDate: string | Date, endDate: string | Date, timeOfDay: string | Date, venue?: string | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
-  /** Fetch the quote at a specific time of day across a date range. */
+  /**
+   * Fetch the quote at a specific time of day across a date range.
+   *
+   * #### Real-time request:
+   *   - Subscription tier standard or higher will default to NQB.
+   *   - Real-time last BBO quote at-time_of_day-time from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs.html#nasdaq-basic) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
+   *   - 15-minute delayed NBBO quote at-time_of_day-time from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs.html#equities-cta-utp) account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.
+   *
+   * #### Historical request:
+   *   Returns the last NBBO quote reported by [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs.html#equities-cta-utp) at a specified millisecond of the day.
+   *
+   * Defaults (upstream):
+   * - `venue`: `"nqb"`
+   */
   stockAtTimeQuote(symbol: string, startDate: string | Date, endDate: string | Date, timeOfDay: string | Date, venue?: string | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
-  /** List all available option underlying symbols. */
+  /**
+   * List all available option underlying symbols.
+   *
+   * A symbol can be defined as a unique identifier for a stock / underlying asset. Common terms also include: root, ticker, and underlying. This endpoint returns all traded symbols for options. This endpoint is updated overnight.
+   */
   optionListSymbols(timeoutMs?: number | undefined | null): Array<string>
-  /** List available dates for an option contract by request type. */
+  /**
+   * List available dates for an option contract by request type.
+   *
+   * Lists all dates of data that are available for an option with a given symbol, request type, and expiration.
+   * This endpoint is updated overnight.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionListDates(requestType: string, symbol: string, expiration: string | Date, timeoutMs?: number | undefined | null): Array<string>
-  /** List available expiration dates for an option underlying. */
+  /**
+   * List available expiration dates for an option underlying.
+   *
+   * Lists all dates of expirations that are available for an option with a given symbol.
+   * This endpoint is updated overnight.
+   */
   optionListExpirations(symbol: string, timeoutMs?: number | undefined | null): Array<string>
-  /** List available strike prices for an option at a given expiration. */
+  /**
+   * List available strike prices for an option at a given expiration.
+   *
+   * Lists all strikes that are available for an option with a given symbol and expiration date.
+   * This endpoint is updated overnight.
+   */
   optionListStrikes(symbol: string, expiration: string | Date, timeoutMs?: number | undefined | null): Array<string>
-  /** List all option contracts for a symbol on a given date. */
+  /**
+   * List all option contracts for a symbol on a given date.
+   *
+   * Lists all contracts that were traded or quoted on a particular date.
+   *
+   * If the ``symbol`` parameter is specified, the returned contracts will be filtered to match the symbol.
+   * Multiple symbols can be specified by separating them with commas such as ``symbol=AAPL,SPY,AMD``
+   * This endpoint is updated real-time.
+   */
   optionListContracts(requestType: string, symbol: string, date: string | Date, maxDte?: number | undefined | null, timeoutMs?: number | undefined | null): Array<OptionContract>
-  /** Get the latest OHLC snapshot for an option contract. */
+  /**
+   * Get the latest OHLC snapshot for an option contract.
+   *
+   * - Retrieve a real-time last ohlc of an option contract for the trading day.
+   * - You might need to change the default expiration date to a different date if it is past the current date.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionSnapshotOHLC(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
-  /** Get the latest trade snapshot for an option contract. */
+  /**
+   * Get the latest trade snapshot for an option contract.
+   *
+   * - Retrieve the real-time last trade of an option contract.
+   * - You might need to change the default expiration date to a different date if it is past the current date.
+   * - This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionSnapshotTrade(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, strikeRange?: number | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
-  /** Get the latest NBBO quote snapshot for an option contract. */
+  /**
+   * Get the latest NBBO quote snapshot for an option contract.
+   *
+   * - Retrieve a real-time last NBBO quote of an option contract.
+   * - You might need to change the default expiration date to a different date if it is past the current date.
+   * - This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionSnapshotQuote(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
-  /** Get the latest open interest snapshot for an option contract. */
+  /**
+   * Get the latest open interest snapshot for an option contract.
+   *
+   * - Retrieve the last open interest message of an option contract.
+   * - Open interest is reported around 06:30 ET every morning by OPRA and reflects the open interest at the of the previous trading day.
+   * - You might need to change the default expiration date to a different date if it is past the current date.
+   * - This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionSnapshotOpenInterest(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OpenInterestTick>
-  /** Get the latest market value snapshot for an option contract. */
+  /**
+   * Get the latest market value snapshot for an option contract.
+   *
+   * * Returns a real-time market value derived from the last NBBO quote of an option contract.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionSnapshotMarketValue(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<MarketValueTick>
-  /** Get implied volatility snapshot for an option contract (from ThetaData server). */
+  /**
+   * Get implied volatility snapshot for an option contract (from ThetaData server).
+   *
+   * Returns implied volatilies calculated using the national best bid, mid, and ask price
+   * of the option respectively. The underlying price represents whatever the last underlying price was at the
+   * ``underlying_timestamp`` field. You can read more about how Theta Data calculates greeks
+   * [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   * - `use_market_value`: `false`
+   */
   optionSnapshotGreeksImpliedVolatility(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, 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 | Date | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<IvTick>
-  /** Get all Greeks snapshot for an option contract (from ThetaData server). */
+  /**
+   * Get all Greeks snapshot for an option contract (from ThetaData server).
+   *
+   * - Retrieve a real-time last greeks calculation for all option contracts that lie on a provided expiration.
+   * - You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.
+   * - Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.
+   * > This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   * - `use_market_value`: `false`
+   */
   optionSnapshotGreeksAll(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, 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 | Date | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Get first-order Greeks snapshot (delta, theta, rho) for an option contract. */
+  /**
+   * Get first-order Greeks snapshot (delta, theta, rho) for an option contract.
+   *
+   * - Retrieve a real-time last greeks calculation for all option contracts that lie on a provided expiration.
+   * - You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.
+   * - Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.
+   * > This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   * - `use_market_value`: `false`
+   */
   optionSnapshotGreeksFirstOrder(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, 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 | Date | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Get second-order Greeks snapshot (gamma, vanna, charm) for an option contract. */
+  /**
+   * Get second-order Greeks snapshot (gamma, vanna, charm) for an option contract.
+   *
+   * - Retrieve a real-time last second order greeks calculation for all option contracts that lie on a provided expiration.
+   * - You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.
+   * - Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.
+   * > This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   * - `use_market_value`: `false`
+   */
   optionSnapshotGreeksSecondOrder(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, 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 | Date | undefined | null, useMarketValue?: boolean | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Get third-order Greeks snapshot (speed, color, ultima) for an option contract. */
+  /**
+   * Get third-order Greeks snapshot (speed, color, ultima) for an option contract.
+   *
+   * - Retrieve a real-time last third order greeks calculation for all option contracts that lie on a provided expiration.
+   * - You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.
+   * - Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.
+   * > This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   * - `use_market_value`: `false`
+   */
   optionSnapshotGreeksThirdOrder(symbol: string, expiration: string | Date, strike?: string | undefined | null, right?: string | undefined | null, 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 | Date | 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. */
+  /**
+   * Fetch end-of-day option data for a contract over a date range.
+   *
+   * - Since [OPRA](/Articles/Data-And-Requests/The-SIPs.html) does not provide a national EOD report for options, Theta Data generates a national EOD report at 17:15 ET each day.
+   * - ``created`` represents the datetime the report was generated and ``last_trade`` represents the datetime of the last trade.
+   * - The quote in the response represents the last NBBO reported by OPRA at the time of report generation.
+   * - You can read more about EOD & OHLC data [here](/Articles/Data-And-Requests/OHLC-EOD.html).
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionHistoryEOD(symbol: string, expiration: string | Date, startDate: string | Date, endDate: string | Date, strike?: string | undefined | null, right?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, timeoutMs?: number | undefined | null): Array<EodTick>
-  /** Fetch intraday OHLC bars for an option contract. */
+  /**
+   * Fetch intraday OHLC bars for an option contract.
+   *
+   * - Aggregated OHLC bars that use [SIP rules](/Articles/Data-And-Requests/OHLC-EOD.html) for each bar.
+   * - Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar:  ``bar timestamp`` <= ``trade time`` < ``bar timestamp + interval``.
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   */
   optionHistoryOHLC(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
-  /** Fetch all trades for an option contract on a given date. */
+  /**
+   * Fetch all trades for an option contract on a given date.
+   *
+   * - Returns every trade reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html).
+   * - Trade condition mappings can be found [here](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html).
+   * - Extended trade conditions are not reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) for options, so they can be ignored.
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   */
   optionHistoryTrade(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<TradeTick>
-  /** Fetch NBBO quotes for an option contract on a given date. */
+  /**
+   * Fetch NBBO quotes for an option contract on a given date.
+   *
+   * - Returns every NBBO quote reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html).
+   * - If the ``interval`` parameter is specified, the quote for each interval represents the last quote at the interval's timestamp.
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   */
   optionHistoryQuote(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
-  /** Fetch combined trade + quote ticks for an option contract. */
+  /**
+   * Fetch combined trade + quote ticks for an option contract.
+   *
+   * - Returns every [trade](/operations/option_history_trade.html) reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) paired with the last NBBO quote reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) at the time of trade.
+   * - A quote is matched with a trade if its timestamp ``<=`` the trade timestamp.
+   * - To match trades with quotes timestamps that are ``<`` the trade timestamp, specify the ``exclusive``parameter to ``true``. After thorough testing, we have determined that using ``exclusive=true`` might yield better results for various applications.
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `exclusive`: `true`
+   */
   optionHistoryTradeQuote(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, exclusive?: boolean | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<TradeQuoteTick>
-  /** Fetch open interest history for an option contract. */
+  /**
+   * Fetch open interest history for an option contract.
+   *
+   * - Open Interest is normally reported once per day by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) at approximately 06:30 ET.
+   * - A new open interest message might not be sent by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) if there is no open interest for the option contract.
+   * - The reported open interest represents the open interest at the end of the previous trading day.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionHistoryOpenInterest(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OpenInterestTick>
-  /** Fetch end-of-day Greeks history for an option contract. */
+  /**
+   * Fetch end-of-day Greeks history for an option contract.
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Uses Theta Data's EOD reports that get generated at 17:15 ET each day. The closing option price and closing underlying price are used for the greeks calculation.
+   * - **Set `expiration` to ``*`` if you want to retrieve data for every option that shares the same ``symbol``. (note: Any ``expiration=*`` must be requested day by day)**
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   * - `underlyer_use_nbbo`: `false`
+   */
   optionHistoryGreeksEOD(symbol: string, expiration: string | Date, startDate: string | Date, endDate: string | Date, strike?: string | undefined | null, right?: string | undefined | null, 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). */
+  /**
+   * Fetch all Greeks history for an option contract (intraday, sampled by interval).
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculated using the option and underlying midpoint price. If an interval size is specified (*highly recommended*), the option quote used in the calculation follows the same rules as the [quote](/operations/option_history_quote.html) endpoint.
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryGreeksAll(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch all Greeks on each trade for an option contract. */
+  /**
+   * Fetch all Greeks on each trade for an option contract.
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculates greeks for every trade reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html).
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryTradeGreeksAll(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | 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 | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch first-order Greeks history (intraday, sampled by interval). */
+  /**
+   * Fetch first-order Greeks history (intraday, sampled by interval).
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculated using the option and underlying midpoint price. If an interval size is specified (*highly recommended*), the option quote used in the calculation follows the same rules as the [quote](/operations/option_history_quote.html) endpoint.
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryGreeksFirstOrder(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch first-order Greeks on each trade for an option contract. */
+  /**
+   * Fetch first-order Greeks on each trade for an option contract.
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculates greeks for every trade reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html).
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryTradeGreeksFirstOrder(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | 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 | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch second-order Greeks history (intraday, sampled by interval). */
+  /**
+   * Fetch second-order Greeks history (intraday, sampled by interval).
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculated using the option and underlying midpoint price. If an interval size is specified (*highly recommended*), the option quote used in the calculation follows the same rules as the [quote](/operations/option_history_quote.html) endpoint.
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryGreeksSecondOrder(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch second-order Greeks on each trade for an option contract. */
+  /**
+   * Fetch second-order Greeks on each trade for an option contract.
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculates greeks for every trade reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html).
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryTradeGreeksSecondOrder(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | 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 | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch third-order Greeks history (intraday, sampled by interval). */
+  /**
+   * Fetch third-order Greeks history (intraday, sampled by interval).
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculated using the option and underlying midpoint price. If an interval size is specified (*highly recommended*), the option quote used in the calculation follows the same rules as the [quote](/operations/option_history_quote.html) endpoint.
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryGreeksThirdOrder(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch third-order Greeks on each trade for an option contract. */
+  /**
+   * Fetch third-order Greeks on each trade for an option contract.
+   *
+   * - Returns the data for all contracts that share the same provided symbol and expiration.
+   * - Calculates greeks for every trade reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html).
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryTradeGreeksThirdOrder(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | 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 | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<GreeksTick>
-  /** Fetch implied volatility history (intraday, sampled by interval). */
+  /**
+   * Fetch implied volatility history (intraday, sampled by interval).
+   *
+   * - Returns implied volatilies calculated using the national best bid, mid, and ask price of the option respectively.
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryGreeksImpliedVolatility(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, annualDividend?: number | undefined | null, rateType?: string | undefined | null, rateValue?: number | undefined | null, version?: string | undefined | null, strikeRange?: number | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<IvTick>
-  /** Fetch implied volatility on each trade for an option contract. */
+  /**
+   * Fetch implied volatility on each trade for an option contract.
+   *
+   * - Returns implied volatilies calculated using the trade reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html).
+   * - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
+   * - Multi-day requests are limited to 1 month of data, and must specify an expiration.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `rate_type`: `"sofr"`
+   * - `version`: `"latest"`
+   */
   optionHistoryTradeGreeksImpliedVolatility(symbol: string, expiration: string | Date, date: string | Date, strike?: string | undefined | null, right?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | 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 | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<IvTick>
-  /** Fetch the trade at a specific time of day across a date range for an option. */
+  /**
+   * Fetch the trade at a specific time of day across a date range for an option.
+   *
+   * - Returns the last trade reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) at a specified millisecond of the day.
+   * - Trade condition mappings can be found [here](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html).
+   * - Extended trade conditions are not reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) for options, so they can be ignored.
+   * - The ``time_of_day``parameter represents the 00:00:00.000 ET that the trade should be provided for.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionAtTimeTrade(symbol: string, expiration: string | Date, startDate: string | Date, endDate: string | Date, timeOfDay: string | Date, strike?: string | undefined | null, right?: string | undefined | null, 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. */
+  /**
+   * Fetch the quote at a specific time of day across a date range for an option.
+   *
+   * - Returns the last NBBO quote reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) at a specified millisecond of the day.
+   * - The ``time_of_day``parameter represents the 00:00:00.000 ET that the quote should be provided for.
+   *
+   * Defaults (upstream):
+   * - `strike`: `"*"`
+   * - `right`: `"both"`
+   */
   optionAtTimeQuote(symbol: string, expiration: string | Date, startDate: string | Date, endDate: string | Date, timeOfDay: string | Date, strike?: string | undefined | null, right?: string | undefined | null, maxDte?: number | undefined | null, strikeRange?: number | undefined | null, timeoutMs?: number | undefined | null): Array<QuoteTick>
-  /** List all available index symbols. */
+  /**
+   * List all available index symbols.
+   *
+   * A symbol can be defined as a unique identifier for a stock / underlying asset. Common terms also include: root, ticker, and underlying. This endpoint returns all traded symbols for options. This endpoint is updated overnight.
+   */
   indexListSymbols(timeoutMs?: number | undefined | null): Array<string>
-  /** List available dates for an index symbol. */
+  /**
+   * List available dates for an index symbol.
+   *
+   * Lists all dates of data that are available for a index with a given request type and symbol. This endpoint is updated overnight.
+   */
   indexListDates(symbol: string, timeoutMs?: number | undefined | null): Array<string>
-  /** Get the latest OHLC snapshot for one or more indices. */
+  /**
+   * Get the latest OHLC snapshot for one or more indices.
+   *
+   * - Retrieves the real-time current day OHLC.
+   * - [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.
+   */
   indexSnapshotOHLC(symbols: string | Array<string>, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
-  /** Get the latest price snapshot for one or more indices. */
+  /**
+   * Get the latest price snapshot for one or more indices.
+   *
+   * - Retrieves a real-time last index price.
+   * - [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.
+   */
   indexSnapshotPrice(symbols: string | Array<string>, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<PriceTick>
-  /** Get the latest market value snapshot for one or more indices. */
+  /**
+   * Get the latest market value snapshot for one or more indices.
+   *
+   * - Retrieves a real-time last index market value.
+   * - [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.
+   */
   indexSnapshotMarketValue(symbols: string | Array<string>, minTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<MarketValueTick>
-  /** Fetch end-of-day index data for a date range. */
+  /**
+   * Fetch end-of-day index data for a date range.
+   *
+   * - Since [the indices feeds](/Articles/Data-And-Requests/The-SIPs.html) do not provide a national EOD report, Theta Data generates a national EOD report at 17:15 each day.
+   */
   indexHistoryEOD(symbol: string, startDate: string | Date, endDate: string | Date, timeoutMs?: number | undefined | null): Array<EodTick>
-  /** Fetch intraday OHLC bars for an index. */
+  /**
+   * Fetch intraday OHLC bars for an index.
+   *
+   * - Aggregated OHLC bars that use [SIP rules](/Articles/Data-And-Requests/OHLC-EOD.html) for each bar.
+   * - Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar:  ``bar timestamp`` <= ``trade time`` < ``bar timestamp + interval``.
+   * - [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.
+   *
+   * Defaults (upstream):
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   */
   indexHistoryOHLC(symbol: string, startDate: string | Date, endDate: string | Date, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
-  /** Fetch intraday price history for an index. */
+  /**
+   * Fetch intraday price history for an index.
+   *
+   * - Retrieves historical indices price reports. [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.
+   * - When the ``interval`` parameter is specified, the returned data represents the price at the exact time of each timestamp. If the timestamp in the response is 10:30:00, the price field represents the price at that exact time of the day.
+   * - A price update from the exchange is omitted if the price remained the same from the previous update.
+   * - Multi-day requests are limited to 1 month of data.
+   *
+   * Defaults (upstream):
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   */
   indexHistoryPrice(symbol: string, date: string | Date, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, startDate?: string | Date | undefined | null, endDate?: string | Date | undefined | null, timeoutMs?: number | undefined | null): Array<PriceTick>
-  /** Fetch the index price at a specific time of day across a date range. */
+  /**
+   * Fetch the index price at a specific time of day across a date range.
+   *
+   * - Retrieves historical indices price reports. [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.
+   * - The ``time_of_day`` parameter represents the 00:00:00.000 ET that the price should be provided for.
+   */
   indexAtTimePrice(symbol: string, startDate: string | Date, endDate: string | Date, timeOfDay: string | Date, timeoutMs?: number | undefined | null): Array<PriceTick>
-  /** Check whether the market is open today. */
+  /**
+   * Check whether the market is open today.
+   *
+   * - Retrieves current day equity market schedule
+   * - *On days when the market closes early at 1:00 PM ET; eligible options will trade until 1:15 PM.
+   * - **Some NYSE exchanges will continue late trading until 5:00 PM ET on early close days.
+   */
   calendarOpenToday(timeoutMs?: number | undefined | null): Array<CalendarDay>
-  /** Get calendar information for a specific date. */
+  /**
+   * Get calendar information for a specific date.
+   *
+   * - Retrieves equity market schedule for a given date
+   * - Note: Holiday data is available 01/01/2012 through the end of the calendar year that immediately follows the current year
+   * - *On days when the market closes early at 1:00 PM ET; eligible options will trade until 1:15 PM.
+   * - **Some NYSE exchanges will continue late trading until 5:00 PM ET on early close days.
+   */
   calendarOnDate(date: string | Date, timeoutMs?: number | undefined | null): Array<CalendarDay>
-  /** Get calendar information for an entire year. */
+  /**
+   * Get calendar information for an entire year.
+   *
+   * - Retrieves equity market holidays for a given year
+   * - Note: Holiday data is available 01/01/2012 through the end of the calendar year that immediately follows the current year
+   * - *On days when the market closes early at 1:00 PM ET; eligible options will trade until 1:15 PM.
+   * - **Some NYSE exchanges will continue late trading until 5:00 PM ET on early close days.
+   */
   calendarYear(year: string, timeoutMs?: number | undefined | null): Array<CalendarDay>
-  /** Fetch end-of-day interest rate history. */
+  /**
+   * Fetch end-of-day interest rate history.
+   *
+   * - Returns the interest rate reported. Depending on the rate, reports can occur in the morning or the afternoon.
+   */
   interestRateHistoryEOD(symbol: string, startDate: string | Date, endDate: string | Date, timeoutMs?: number | undefined | null): Array<InterestRateTick>
-  /** Fetch intraday OHLC bars across a date range. */
+  /**
+   * Fetch intraday OHLC bars across a date range.
+   *
+   * Defaults (upstream):
+   * - `interval`: `"1s"`
+   * - `start_time`: `"09:30:00"`
+   * - `end_time`: `"16:00:00"`
+   * - `venue`: `"nqb"`
+   */
   stockHistoryOHLCRange(symbol: string, startDate: string | Date, endDate: string | Date, interval?: string | undefined | null, startTime?: string | Date | undefined | null, endTime?: string | Date | undefined | null, venue?: string | undefined | null, timeoutMs?: number | undefined | null): Array<OhlcTick>
   /** Start FPSS streaming. Events are buffered; poll with next_event(). */
   startStreaming(): void
@@ -334,6 +939,24 @@ export interface InterestRateTick {
   date: number
 }
+export declare const enum Interval {
+  Tick = 'tick',
+  Ms10 = '10ms',
+  Ms100 = '100ms',
+  Ms500 = '500ms',
+  S1 = '1s',
+  S5 = '5s',
+  S10 = '10s',
+  S15 = '15s',
+  S30 = '30s',
+  M1 = '1m',
+  M5 = '5m',
+  M10 = '10m',
+  M15 = '15m',
+  M30 = '30m',
+  H1 = '1h'
+}
 /** Implied volatility tick. */
 export interface IvTick {
   msOfDay: number
@@ -457,6 +1080,34 @@ export interface QuoteTick {
   right: string
 }
+export declare const enum RateType {
+  Sofr = 'sofr',
+  TreasuryM1 = 'treasury_m1',
+  TreasuryM3 = 'treasury_m3',
+  TreasuryM6 = 'treasury_m6',
+  TreasuryY1 = 'treasury_y1',
+  TreasuryY2 = 'treasury_y2',
+  TreasuryY3 = 'treasury_y3',
+  TreasuryY5 = 'treasury_y5',
+  TreasuryY7 = 'treasury_y7',
+  TreasuryY10 = 'treasury_y10',
+  TreasuryY20 = 'treasury_y20',
+  TreasuryY30 = 'treasury_y30'
+}
+export declare const enum RequestType {
+  Trade = 'trade',
+  Quote = 'quote',
+  Eod = 'eod',
+  Ohlc = 'ohlc'
+}
+export declare const enum Right {
+  Call = 'call',
+  Put = 'put',
+  Both = 'both'
+}
 /** FPSS Trade tick. Mirrors `FpssData::Trade`. */
 export interface Trade {
   contractId: number
@@ -531,3 +1182,13 @@ export interface TradeTick {
   strike: number
   right: string
 }
+export declare const enum Venue {
+  Nqb = 'nqb',
+  UtpCta = 'utp_cta'
+}
+export declare const enum Version {
+  Latest = 'latest',
+  V1 = '1'
+}

package/index.js CHANGED Viewed

@@ -77,8 +77,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-android-arm64')
         const bindingPackageVersion = require('thetadatadx-android-arm64/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -93,8 +93,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-android-arm-eabi')
         const bindingPackageVersion = require('thetadatadx-android-arm-eabi/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -114,8 +114,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-win32-x64-gnu')
         const bindingPackageVersion = require('thetadatadx-win32-x64-gnu/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -130,8 +130,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-win32-x64-msvc')
         const bindingPackageVersion = require('thetadatadx-win32-x64-msvc/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -147,8 +147,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-win32-ia32-msvc')
         const bindingPackageVersion = require('thetadatadx-win32-ia32-msvc/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -163,8 +163,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-win32-arm64-msvc')
         const bindingPackageVersion = require('thetadatadx-win32-arm64-msvc/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -182,8 +182,8 @@ function requireNative() {
     try {
       const binding = require('thetadatadx-darwin-universal')
       const bindingPackageVersion = require('thetadatadx-darwin-universal/package.json').version
-      if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-        throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+      if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+        throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
       }
       return binding
     } catch (e) {
@@ -198,8 +198,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-darwin-x64')
         const bindingPackageVersion = require('thetadatadx-darwin-x64/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -214,8 +214,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-darwin-arm64')
         const bindingPackageVersion = require('thetadatadx-darwin-arm64/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -234,8 +234,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-freebsd-x64')
         const bindingPackageVersion = require('thetadatadx-freebsd-x64/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -250,8 +250,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-freebsd-arm64')
         const bindingPackageVersion = require('thetadatadx-freebsd-arm64/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -271,8 +271,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-x64-musl')
           const bindingPackageVersion = require('thetadatadx-linux-x64-musl/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -287,8 +287,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-x64-gnu')
           const bindingPackageVersion = require('thetadatadx-linux-x64-gnu/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -305,8 +305,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-arm64-musl')
           const bindingPackageVersion = require('thetadatadx-linux-arm64-musl/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -321,8 +321,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-arm64-gnu')
           const bindingPackageVersion = require('thetadatadx-linux-arm64-gnu/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -339,8 +339,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-arm-musleabihf')
           const bindingPackageVersion = require('thetadatadx-linux-arm-musleabihf/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -355,8 +355,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-arm-gnueabihf')
           const bindingPackageVersion = require('thetadatadx-linux-arm-gnueabihf/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -373,8 +373,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-loong64-musl')
           const bindingPackageVersion = require('thetadatadx-linux-loong64-musl/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -389,8 +389,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-loong64-gnu')
           const bindingPackageVersion = require('thetadatadx-linux-loong64-gnu/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -407,8 +407,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-riscv64-musl')
           const bindingPackageVersion = require('thetadatadx-linux-riscv64-musl/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -423,8 +423,8 @@ function requireNative() {
         try {
           const binding = require('thetadatadx-linux-riscv64-gnu')
           const bindingPackageVersion = require('thetadatadx-linux-riscv64-gnu/package.json').version
-          if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-            throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+          if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+            throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
           }
           return binding
         } catch (e) {
@@ -440,8 +440,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-linux-ppc64-gnu')
         const bindingPackageVersion = require('thetadatadx-linux-ppc64-gnu/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -456,8 +456,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-linux-s390x-gnu')
         const bindingPackageVersion = require('thetadatadx-linux-s390x-gnu/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -476,8 +476,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-openharmony-arm64')
         const bindingPackageVersion = require('thetadatadx-openharmony-arm64/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -492,8 +492,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-openharmony-x64')
         const bindingPackageVersion = require('thetadatadx-openharmony-x64/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -508,8 +508,8 @@ function requireNative() {
       try {
         const binding = require('thetadatadx-openharmony-arm')
         const bindingPackageVersion = require('thetadatadx-openharmony-arm/package.json').version
-        if (bindingPackageVersion !== '8.0.10' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
-          throw new Error(`Native binding package version mismatch, expected 8.0.10 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
+        if (bindingPackageVersion !== '8.0.11' && process.env.NAPI_RS_ENFORCE_VERSION_CHECK && process.env.NAPI_RS_ENFORCE_VERSION_CHECK !== '0') {
+          throw new Error(`Native binding package version mismatch, expected 8.0.11 but got ${bindingPackageVersion}. You can reinstall dependencies to fix this issue.`)
         }
         return binding
       } catch (e) {
@@ -577,3 +577,9 @@ if (!nativeBinding) {
 module.exports = nativeBinding
 module.exports.ThetaDataDx = nativeBinding.ThetaDataDx
+module.exports.Interval = nativeBinding.Interval
+module.exports.RateType = nativeBinding.RateType
+module.exports.RequestType = nativeBinding.RequestType
+module.exports.Right = nativeBinding.Right
+module.exports.Venue = nativeBinding.Venue
+module.exports.Version = nativeBinding.Version

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "thetadatadx",
-  "version": "8.0.10",
+  "version": "8.0.11",
   "description": "Native ThetaData SDK for Node.js — powered by Rust via napi-rs",
   "license": "Apache-2.0",
   "repository": {
@@ -30,9 +30,9 @@
     "@napi-rs/cli": "^3.6.2"
   },
   "optionalDependencies": {
-    "thetadatadx-linux-x64-gnu": "8.0.10",
-    "thetadatadx-darwin-arm64": "8.0.10",
-    "thetadatadx-win32-x64-msvc": "8.0.10"
+    "thetadatadx-linux-x64-gnu": "8.0.11",
+    "thetadatadx-darwin-arm64": "8.0.11",
+    "thetadatadx-win32-x64-msvc": "8.0.11"
   },
   "engines": {
     "node": ">= 20"