flashalpha 1.2.0__tar.gz → 1.2.1__tar.gz

{flashalpha-1.2.0 → flashalpha-1.2.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: flashalpha
-Version: 1.2.0
+Version: 1.2.1
 Summary: Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), VRP, delta, vanna, charm, greeks, 0DTE analytics, volatility surfaces, and more.
 Project-URL: Homepage, https://flashalpha.com
 Project-URL: Documentation, https://flashalpha.com/docs
@@ -291,8 +291,8 @@ except RateLimitError as e:
 
 | Plan | Daily Requests | Access |
 |------|---------------|--------|
-| **Free** | 5 | Stock quotes, GEX/DEX/VEX/CHEX by strike, levels, BSM greeks, IV, historical quotes, tickers, options meta, surface, stock summary |
-| **Basic** | 100 | Everything in Free + index symbols (SPX, VIX, RUT, etc.) |
+| **Free** | 5 | Stock quotes, single-expiry GEX (equities), key levels, BSM greeks, IV, IV surface, stock summary, historical quotes, tickers, options meta |
+| **Basic** | 100 | + DEX/VEX/CHEX by strike, max pain, ETF & index symbols (SPX, VIX, RUT, etc.) |
 | **Growth** | 2,500 | + Exposure summary, narrative, 0DTE analytics, volatility analytics, option quotes, full-chain GEX, Kelly sizing |
 | **Alpha** | Unlimited | + Advanced volatility (SVI, variance surfaces, arbitrage detection, greeks surfaces, variance swap) |
 
@@ -303,9 +303,9 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | Method | Endpoint | Plan |
 |--------|----------|------|
 | `fa.gex(symbol)` | Gamma exposure by strike | Free+ |
-| `fa.dex(symbol)` | Delta exposure by strike | Free+ |
-| `fa.vex(symbol)` | Vanna exposure by strike | Free+ |
-| `fa.chex(symbol)` | Charm exposure by strike | Free+ |
+| `fa.dex(symbol)` | Delta exposure by strike | Basic+ |
+| `fa.vex(symbol)` | Vanna exposure by strike | Basic+ |
+| `fa.chex(symbol)` | Charm exposure by strike | Basic+ |
 | `fa.exposure_levels(symbol)` | Key levels (gamma flip, walls, max pain) | Free+ |
 | `fa.exposure_summary(symbol)` | Full exposure summary with hedging | Growth+ |
 | `fa.narrative(symbol)` | AI narrative analysis | Growth+ |
@@ -319,7 +319,7 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | `fa.greeks(...)` | BSM greeks (1st, 2nd, 3rd order) | Free+ |
 | `fa.iv(...)` | Implied volatility solver | Free+ |
 | `fa.kelly(...)` | Kelly criterion sizing | Growth+ |
-| `fa.max_pain(symbol)` | Max pain analysis with dealer alignment, pain curve, pin probability | Growth+ |
+| `fa.max_pain(symbol)` | Max pain analysis with dealer alignment, pain curve, pin probability | Basic+ |
 | `fa.screener(...)` | **Live options screener** — filter/rank by GEX, VRP, IV, greeks, formulas | Growth+ |
 | `fa.volatility(symbol)` | Comprehensive volatility analytics | Growth+ |
 | `fa.adv_volatility(symbol)` | SVI, variance surface, arb detection | Alpha+ |
@@ -373,6 +373,17 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | `fa.structure_pnl(legs, ...)` | Multi-leg at-expiry P&L, breakevens, max P/L | Basic+ |
 | `fa.structure_greeks(legs, spot=...)` | Aggregate multi-leg Black-Scholes greeks | Basic+ |
 
+## Futures (CME equity-index)
+
+FlashAlpha serves the full options-analytics stack for **CME equity-index futures** — **`ES=F`** (E-mini S&P 500) and **`NQ=F`** (E-mini Nasdaq-100). Options-on-futures are priced with **Black-76** (forward-priced) using the correct CME contract multipliers. Everything that works for an equity works for futures: gamma exposure (GEX), DEX, VEX, CHEX, key levels, max pain, the IV surface, exposure summary, narrative, and live flow.
+
+```python
+gex = fa.gex("ES=F")                                        # Gamma exposure for the E-mini S&P 500 future
+print(f"Net GEX: ${gex['net_gex']:,.0f}")
+```
+
+Use the `=F` suffix — bare `ES`/`NQ` are equities, not futures. In raw REST paths URL-encode the `=` as `%3D` (e.g. `GET /v1/exposure/gex/ES%3DF`); SDK methods take the plain string `"ES=F"`. Historical replay for futures is coming; live analytics are available now.
+
 ## Other SDKs
 
 | Language | Package | Repository |
@@ -397,16 +408,18 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 
 MIT
 
-## What the Alpha tier unlocks
+## What the paid tiers unlock
 
-Free and entry tiers cover live exposure analytics. The **Alpha tier ($1,499/mo)**
-adds the data you cannot get anywhere else:
+The free tier covers single-expiry GEX on equities, key levels, the BSM Greeks/IV
+calculator and stock quotes. Paid tiers add:
 
-- **Aggregate vanna and charm exposure.** FlashAlpha is the only public source for
-  these dealer-positioning aggregates.
-- **Point-in-time replay since 2018.** Backtest and trade the same code, with no
-  look-ahead and no training-serving skew.
-- **SVI vol surfaces, VRP analytics, higher-order Greeks**, uncached and unlimited.
+- **DEX, VEX (vanna) and CHEX (charm) exposure, plus max pain** — from the **Basic tier**
+  ($79/mo), with ETF and index symbols.
+- **Full-chain GEX, 0DTE and flow analytics** — from the **Growth tier** ($299/mo).
+- **Point-in-time replay since 2018, SVI vol surfaces, VRP analytics, higher-order Greeks**,
+  uncached and unlimited — the **Alpha tier** ($1,499/mo). FlashAlpha is one of the only
+  public APIs publishing aggregate vanna and charm exposure across the full universe, with
+  no look-ahead and no training-serving skew.
 
 Built for quants, prop desks, and vol funds. See the full picture and get a key:
 **[flashalpha.com/for-quant-teams](https://flashalpha.com/for-quant-teams?utm_source=github&utm_medium=readme&utm_campaign=repo-flashalpha-python)**

{flashalpha-1.2.0 → flashalpha-1.2.1}/README.md

@@ -259,8 +259,8 @@ except RateLimitError as e:
 
 | Plan | Daily Requests | Access |
 |------|---------------|--------|
-| **Free** | 5 | Stock quotes, GEX/DEX/VEX/CHEX by strike, levels, BSM greeks, IV, historical quotes, tickers, options meta, surface, stock summary |
-| **Basic** | 100 | Everything in Free + index symbols (SPX, VIX, RUT, etc.) |
+| **Free** | 5 | Stock quotes, single-expiry GEX (equities), key levels, BSM greeks, IV, IV surface, stock summary, historical quotes, tickers, options meta |
+| **Basic** | 100 | + DEX/VEX/CHEX by strike, max pain, ETF & index symbols (SPX, VIX, RUT, etc.) |
 | **Growth** | 2,500 | + Exposure summary, narrative, 0DTE analytics, volatility analytics, option quotes, full-chain GEX, Kelly sizing |
 | **Alpha** | Unlimited | + Advanced volatility (SVI, variance surfaces, arbitrage detection, greeks surfaces, variance swap) |
 
@@ -271,9 +271,9 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | Method | Endpoint | Plan |
 |--------|----------|------|
 | `fa.gex(symbol)` | Gamma exposure by strike | Free+ |
-| `fa.dex(symbol)` | Delta exposure by strike | Free+ |
-| `fa.vex(symbol)` | Vanna exposure by strike | Free+ |
-| `fa.chex(symbol)` | Charm exposure by strike | Free+ |
+| `fa.dex(symbol)` | Delta exposure by strike | Basic+ |
+| `fa.vex(symbol)` | Vanna exposure by strike | Basic+ |
+| `fa.chex(symbol)` | Charm exposure by strike | Basic+ |
 | `fa.exposure_levels(symbol)` | Key levels (gamma flip, walls, max pain) | Free+ |
 | `fa.exposure_summary(symbol)` | Full exposure summary with hedging | Growth+ |
 | `fa.narrative(symbol)` | AI narrative analysis | Growth+ |
@@ -287,7 +287,7 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | `fa.greeks(...)` | BSM greeks (1st, 2nd, 3rd order) | Free+ |
 | `fa.iv(...)` | Implied volatility solver | Free+ |
 | `fa.kelly(...)` | Kelly criterion sizing | Growth+ |
-| `fa.max_pain(symbol)` | Max pain analysis with dealer alignment, pain curve, pin probability | Growth+ |
+| `fa.max_pain(symbol)` | Max pain analysis with dealer alignment, pain curve, pin probability | Basic+ |
 | `fa.screener(...)` | **Live options screener** — filter/rank by GEX, VRP, IV, greeks, formulas | Growth+ |
 | `fa.volatility(symbol)` | Comprehensive volatility analytics | Growth+ |
 | `fa.adv_volatility(symbol)` | SVI, variance surface, arb detection | Alpha+ |
@@ -341,6 +341,17 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | `fa.structure_pnl(legs, ...)` | Multi-leg at-expiry P&L, breakevens, max P/L | Basic+ |
 | `fa.structure_greeks(legs, spot=...)` | Aggregate multi-leg Black-Scholes greeks | Basic+ |
 
+## Futures (CME equity-index)
+
+FlashAlpha serves the full options-analytics stack for **CME equity-index futures** — **`ES=F`** (E-mini S&P 500) and **`NQ=F`** (E-mini Nasdaq-100). Options-on-futures are priced with **Black-76** (forward-priced) using the correct CME contract multipliers. Everything that works for an equity works for futures: gamma exposure (GEX), DEX, VEX, CHEX, key levels, max pain, the IV surface, exposure summary, narrative, and live flow.
+
+```python
+gex = fa.gex("ES=F")                                        # Gamma exposure for the E-mini S&P 500 future
+print(f"Net GEX: ${gex['net_gex']:,.0f}")
+```
+
+Use the `=F` suffix — bare `ES`/`NQ` are equities, not futures. In raw REST paths URL-encode the `=` as `%3D` (e.g. `GET /v1/exposure/gex/ES%3DF`); SDK methods take the plain string `"ES=F"`. Historical replay for futures is coming; live analytics are available now.
+
 ## Other SDKs
 
 | Language | Package | Repository |
@@ -365,16 +376,18 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 
 MIT
 
-## What the Alpha tier unlocks
+## What the paid tiers unlock
 
-Free and entry tiers cover live exposure analytics. The **Alpha tier ($1,499/mo)**
-adds the data you cannot get anywhere else:
+The free tier covers single-expiry GEX on equities, key levels, the BSM Greeks/IV
+calculator and stock quotes. Paid tiers add:
 
-- **Aggregate vanna and charm exposure.** FlashAlpha is the only public source for
-  these dealer-positioning aggregates.
-- **Point-in-time replay since 2018.** Backtest and trade the same code, with no
-  look-ahead and no training-serving skew.
-- **SVI vol surfaces, VRP analytics, higher-order Greeks**, uncached and unlimited.
+- **DEX, VEX (vanna) and CHEX (charm) exposure, plus max pain** — from the **Basic tier**
+  ($79/mo), with ETF and index symbols.
+- **Full-chain GEX, 0DTE and flow analytics** — from the **Growth tier** ($299/mo).
+- **Point-in-time replay since 2018, SVI vol surfaces, VRP analytics, higher-order Greeks**,
+  uncached and unlimited — the **Alpha tier** ($1,499/mo). FlashAlpha is one of the only
+  public APIs publishing aggregate vanna and charm exposure across the full universe, with
+  no look-ahead and no training-serving skew.
 
 Built for quants, prop desks, and vol funds. See the full picture and get a key:
 **[flashalpha.com/for-quant-teams](https://flashalpha.com/for-quant-teams?utm_source=github&utm_medium=readme&utm_campaign=repo-flashalpha-python)**

{flashalpha-1.2.0 → flashalpha-1.2.1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "flashalpha"
-version = "1.2.0"
+version = "1.2.1"
 description = "Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), VRP, delta, vanna, charm, greeks, 0DTE analytics, volatility surfaces, and more."
 readme = "README.md"
 license = "MIT"

{flashalpha-1.2.0 → flashalpha-1.2.1}/src/flashalpha/__init__.py

@@ -1,557 +1,557 @@
-"""FlashAlpha Python SDK — options exposure analytics API."""
-
-from .client import FlashAlpha
-from .exceptions import (
-    AuthenticationError,
-    FlashAlphaError,
-    NotFoundError,
-    RateLimitError,
-    ServerError,
-    TierRestrictedError,
-)
-from .types import (
-    ExposureSummaryExposures,
-    ExposureSummaryHedgingEstimate,
-    ExposureSummaryHedgingMove,
-    ExposureSummaryInterpretation,
-    ExposureSummaryResponse,
-    ExposureSummaryZeroDte,
-    FlowAdjustedDealerRisk,
-    FlowCumulativePoint,
-    FlowDealerRiskResponse,
-    FlowDexResponse,
-    FlowGexResponse,
-    FlowLevelsResponse,
-    FlowLiveResponse,
-    FlowOiResponse,
-    FlowOptionBlock,
-    FlowOptionBlocksResponse,
-    FlowOptionCumulativeResponse,
-    FlowOptionHistoryBucket,
-    FlowOptionHistoryResponse,
-    FlowOptionLeaderRow,
-    FlowOptionLeaderboardResponse,
-    FlowOptionOutliersResponse,
-    FlowOptionRecentResponse,
-    FlowOptionSummaryResponse,
-    FlowOptionTrade,
-    FlowOutlierRow,
-    FlowPinRiskBreakdown,
-    FlowPinRiskResponse,
-    FlowSignal,
-    FlowSignalEnrichment,
-    FlowSignalScoreBreakdown,
-    FlowSignalsChain,
-    FlowSignalsResponse,
-    FlowSignalsSummaryResponse,
-    FlowStockBlock,
-    FlowStockBlocksResponse,
-    FlowStockCumulativeResponse,
-    FlowStockHistoryBucket,
-    FlowStockHistoryResponse,
-    FlowStockLeaderRow,
-    FlowStockLeaderboardResponse,
-    FlowStockOutliersResponse,
-    FlowStockRecentResponse,
-    FlowStockSummaryResponse,
-    FlowStockTrade,
-    FlowSummaryResponse,
-    VrpCore,
-    VrpDirectional,
-    VrpGexConditioned,
-    VrpMacro,
-    VrpRegime,
-    VrpResponse,
-    VrpStrategyScores,
-    VrpTermItem,
-    VrpVannaConditioned,
-    MaxPainResponse,
-    MaxPainDistance,
-    MaxPainCurveRow,
-    MaxPainOiRow,
-    MaxPainByExpirationRow,
-    MaxPainDealerAlignment,
-    MaxPainExpectedMove,
-    ZeroDteDecay,
-    ZeroDteExpectedMove,
-    ZeroDteExposures,
-    ZeroDteFlow,
-    ZeroDteHedging,
-    ZeroDteHedgingBucket,
-    ZeroDteLevels,
-    ZeroDteLiquidity,
-    ZeroDteMetadata,
-    ZeroDtePinComponents,
-    ZeroDtePinRisk,
-    ZeroDteRegime,
-    ZeroDteResponse,
-    ZeroDteStrike,
-    ZeroDteVolContext,
-    # ── StockSummary ──
-    StockSummaryPrice,
-    StockSummarySkew25d,
-    StockSummaryIvTermItem,
-    StockSummaryVolatility,
-    StockSummaryOptionsFlow,
-    StockSummaryInterpretation,
-    StockSummaryHedgingMove,
-    StockSummaryHedgingEstimate,
-    StockSummaryZeroDte,
-    StockSummaryTopStrike,
-    StockSummaryExposure,
-    StockSummaryMacroIndex,
-    StockSummaryVixTermLevels,
-    StockSummaryVixTermStructure,
-    StockSummaryVixFutures,
-    StockSummaryFearAndGreed,
-    StockSummaryMacro,
-    StockSummaryResponse,
-    # ── Narrative ──
-    NarrativeOiChange,
-    NarrativeData,
-    Narrative,
-    NarrativeResponse,
-    # ── ExposureLevels ──
-    ExposureLevels,
-    ExposureLevelsResponse,
-    # ── PricingGreeks ──
-    PricingInputs,
-    PricingFirstOrder,
-    PricingSecondOrder,
-    PricingThirdOrder,
-    PricingAdditional,
-    PricingGreeksResponse,
-    # ── Volatility ──
-    VolatilityRealizedVol,
-    VolatilityIvRvSpreads,
-    VolatilitySkewProfile,
-    VolatilityTermStructure,
-    VolatilityIvDispersion,
-    VolatilityGexByDte,
-    VolatilityThetaByDte,
-    VolatilityPcByExpiry,
-    VolatilityPcByMoneyness,
-    VolatilityPutCallProfile,
-    VolatilityOiConcentration,
-    VolatilityHedgingScenario,
-    VolatilityLiquidity,
-    VolatilityResponse,
-    # ── AdvVolatility ──
-    AdvVolSviParam,
-    AdvVolForwardPrice,
-    AdvVolTotalVarianceSurface,
-    AdvVolArbitrageFlag,
-    AdvVolVarianceSwap,
-    AdvVolGreekSurface,
-    AdvVolGreeksSurfaces,
-    AdvVolatilityResponse,
-    # ── Surface ──
-    SurfaceResponse,
-    # ── Per-strike Exposure (GEX/DEX/VEX/CHEX) ──
-    GexStrikeRow,
-    GexResponse,
-    DexStrikeRow,
-    DexResponse,
-    VexStrikeRow,
-    VexResponse,
-    ChexStrikeRow,
-    ChexResponse,
-    # ── Live-only Quote endpoints ──
-    OptionQuoteResponse,
-    StockQuoteResponse,
-    # ── Pricing IV ──
-    PricingIvInputs,
-    PricingIvResponse,
-    # ── Pricing Kelly ──
-    PricingKellyInputs,
-    PricingKellySizing,
-    PricingKellyAnalysis,
-    PricingKellyResponse,
-    # ── Account / Reference / System ──
-    AccountResponse,
-    TickersResponse,
-    SymbolsResponse,
-    OptionsMetaExpiration,
-    OptionsMetaResponse,
-    HealthResponse,
-    # ── Screener ──
-    ScreenerMeta,
-    ScreenerResponse,
-    ScreenerField,
-    ScreenerFieldsResponse,
-    # ── Strategy Signals ──
-    StrategyLeg,
-    StrategyStructure,
-    StrategyRiskFlag,
-    StrategyDataQuality,
-    StrategyDecisionResponse,
-    # ── Earnings ──
-    EarningsCalendarEvent,
-    EarningsCalendarResponse,
-    EarningsExpectedMoveBlock,
-    EarningsExpectedMoveResponse,
-    EarningsHistoryRow,
-    EarningsHistoryResponse,
-    EarningsIvCrushCurrent,
-    EarningsIvCrushDistribution,
-    EarningsIvCrushResponse,
-    EarningsVrpBlock,
-    EarningsSurpriseReaction,
-    EarningsVrpResponse,
-    EarningsDealerLevels,
-    EarningsDealerGexBucket,
-    EarningsDealerTopStrike,
-    EarningsDealerPositioningResponse,
-    EarningsStrategyScores,
-    EarningsStrategyContext,
-    EarningsStrategiesResponse,
-    EarningsScreenerEvent,
-    EarningsScreenerResponse,
-    # ── Structures ──
-    StructurePnlLeg,
-    StructurePnlPoint,
-    StructurePnlResponse,
-    StructureGreeksLeg,
-    StructurePositionGreeks,
-    StructureGreeksResponse,
-    # ── Surface SVI ──
-    SurfaceSviResponse,
-    # ── Expected Move ──
-    ExpectedMoveItem,
-    ExpectedMoveResponse,
-    # ── Exposure (additional) ──
-    ExposureSheetTotals,
-    ExposureSheetLis,
-    ExposureSheetPeak,
-    ExposureSheetStrike,
-    ExposureSheetResponse,
-    ExposureTermDteBucket,
-    ExposureTermExpiry,
-    ExposureTermStructureResponse,
-    ExposureBasketAggregate,
-    ExposureBasketConstituent,
-    ExposureBasketResponse,
-    ExposureOiDiffRow,
-    ExposureOiDiffResponse,
-    # ── Volatility / Liquidity (additional) ──
-    LiquidityExpiry,
-    LiquidityResponse,
-    SkewTermExpiry,
-    SkewTermResponse,
-    SpotVolCorrelationResponse,
-    RealizedVolatilityEstimator,
-    RealizedVolatilityEstimators,
-    RealizedVolatilityResponse,
-    VolatilityForecastEwma,
-    VolatilityForecastHarComponents,
-    VolatilityForecastHar,
-    VolatilityForecastGarchParams,
-    VolatilityForecastGarchPoint,
-    VolatilityForecastGarch,
-    VolatilityForecastResponse,
-    DispersionContributor,
-    DispersionResponse,
-    # ── Macro / Universe ──
-    VixStateResponse,
-    UniverseSymbol,
-    UniverseResponse,
-    # ── Flow (additional) ──
-    FlowDealerPremiumResponse,
-    ZeroDteFlowDirection,
-    FlowZeroDteSnapshotResponse,
-    FlowZeroDteSeriesBar,
-    FlowZeroDteSeriesResponse,
-    FlowZeroDteHedgeFlowBar,
-    FlowZeroDteHedgeFlowResponse,
-    FlowZeroDteHeatmapBar,
-    FlowZeroDteHeatmapResponse,
-    FlowZeroDteStrikeFlowBar,
-    FlowZeroDteStrikeFlowResponse,
-    FlowZeroDteLeaderboardEntry,
-    FlowZeroDteLeaderboardResponse,
-    FlowStockBar,
-    FlowStockBarsResponse,
-    # ── VRP History ──
-    VrpHistoryRow,
-    VrpHistoryResponse,
-)
-
-__version__ = "1.1.0"
-__all__ = [
-    "FlashAlpha",
-    "FlashAlphaError",
-    "AuthenticationError",
-    "TierRestrictedError",
-    "NotFoundError",
-    "RateLimitError",
-    "ServerError",
-    "ZeroDteResponse",
-    "ZeroDteRegime",
-    "ZeroDteExposures",
-    "ZeroDteExpectedMove",
-    "ZeroDtePinRisk",
-    "ZeroDtePinComponents",
-    "ZeroDteHedging",
-    "ZeroDteHedgingBucket",
-    "ZeroDteDecay",
-    "ZeroDteVolContext",
-    "ZeroDteFlow",
-    "ZeroDteLevels",
-    "ZeroDteLiquidity",
-    "ZeroDteMetadata",
-    "ZeroDteStrike",
-    # ── ExposureSummary ──
-    "ExposureSummaryResponse",
-    "ExposureSummaryExposures",
-    "ExposureSummaryInterpretation",
-    "ExposureSummaryHedgingEstimate",
-    "ExposureSummaryHedgingMove",
-    "ExposureSummaryZeroDte",
-    # ── VRP ──
-    "VrpResponse",
-    "VrpCore",
-    "VrpDirectional",
-    "VrpTermItem",
-    "VrpGexConditioned",
-    "VrpVannaConditioned",
-    "VrpRegime",
-    "VrpStrategyScores",
-    "VrpMacro",
-    # ── MaxPain ──
-    "MaxPainResponse",
-    "MaxPainDistance",
-    "MaxPainCurveRow",
-    "MaxPainOiRow",
-    "MaxPainByExpirationRow",
-    "MaxPainDealerAlignment",
-    "MaxPainExpectedMove",
-    # ── StockSummary ──
-    "StockSummaryResponse",
-    "StockSummaryPrice",
-    "StockSummarySkew25d",
-    "StockSummaryIvTermItem",
-    "StockSummaryVolatility",
-    "StockSummaryOptionsFlow",
-    "StockSummaryInterpretation",
-    "StockSummaryHedgingMove",
-    "StockSummaryHedgingEstimate",
-    "StockSummaryZeroDte",
-    "StockSummaryTopStrike",
-    "StockSummaryExposure",
-    "StockSummaryMacroIndex",
-    "StockSummaryVixTermLevels",
-    "StockSummaryVixTermStructure",
-    "StockSummaryVixFutures",
-    "StockSummaryFearAndGreed",
-    "StockSummaryMacro",
-    # ── Narrative ──
-    "NarrativeResponse",
-    "Narrative",
-    "NarrativeData",
-    "NarrativeOiChange",
-    # ── ExposureLevels ──
-    "ExposureLevelsResponse",
-    "ExposureLevels",
-    # ── PricingGreeks ──
-    "PricingGreeksResponse",
-    "PricingInputs",
-    "PricingFirstOrder",
-    "PricingSecondOrder",
-    "PricingThirdOrder",
-    "PricingAdditional",
-    # ── Volatility ──
-    "VolatilityResponse",
-    "VolatilityRealizedVol",
-    "VolatilityIvRvSpreads",
-    "VolatilitySkewProfile",
-    "VolatilityTermStructure",
-    "VolatilityIvDispersion",
-    "VolatilityGexByDte",
-    "VolatilityThetaByDte",
-    "VolatilityPcByExpiry",
-    "VolatilityPcByMoneyness",
-    "VolatilityPutCallProfile",
-    "VolatilityOiConcentration",
-    "VolatilityHedgingScenario",
-    "VolatilityLiquidity",
-    # ── AdvVolatility ──
-    "AdvVolatilityResponse",
-    "AdvVolSviParam",
-    "AdvVolForwardPrice",
-    "AdvVolTotalVarianceSurface",
-    "AdvVolArbitrageFlag",
-    "AdvVolVarianceSwap",
-    "AdvVolGreekSurface",
-    "AdvVolGreeksSurfaces",
-    # ── Surface ──
-    "SurfaceResponse",
-    # ── Per-strike Exposure (GEX/DEX/VEX/CHEX) ──
-    "GexResponse",
-    "GexStrikeRow",
-    "DexResponse",
-    "DexStrikeRow",
-    "VexResponse",
-    "VexStrikeRow",
-    "ChexResponse",
-    "ChexStrikeRow",
-    # ── Live-only Quote endpoints ──
-    "OptionQuoteResponse",
-    "StockQuoteResponse",
-    # ── Pricing IV (Free+, live-only) ──
-    "PricingIvResponse",
-    "PricingIvInputs",
-    # ── Pricing Kelly (Growth+, live-only) ──
-    "PricingKellyResponse",
-    "PricingKellyInputs",
-    "PricingKellySizing",
-    "PricingKellyAnalysis",
-    # ── Account / Reference / System ──
-    "AccountResponse",
-    "TickersResponse",
-    "SymbolsResponse",
-    "OptionsMetaResponse",
-    "OptionsMetaExpiration",
-    "HealthResponse",
-    # ── Screener ──
-    "ScreenerResponse",
-    "ScreenerMeta",
-    # ── Flow (live, simulation-aware) ──
-    "FlowLevelsResponse",
-    "FlowPinRiskResponse",
-    "FlowPinRiskBreakdown",
-    "FlowSummaryResponse",
-    "FlowOiResponse",
-    "FlowGexResponse",
-    "FlowDexResponse",
-    "FlowDealerRiskResponse",
-    "FlowAdjustedDealerRisk",
-    "FlowLiveResponse",
-    "FlowOptionTrade",
-    "FlowOptionRecentResponse",
-    "FlowOptionSummaryResponse",
-    "FlowOptionBlock",
-    "FlowOptionBlocksResponse",
-    "FlowOptionHistoryBucket",
-    "FlowOptionHistoryResponse",
-    "FlowCumulativePoint",
-    "FlowOptionCumulativeResponse",
-    "FlowStockTrade",
-    "FlowStockRecentResponse",
-    "FlowStockSummaryResponse",
-    "FlowStockBlock",
-    "FlowStockBlocksResponse",
-    "FlowStockHistoryBucket",
-    "FlowStockHistoryResponse",
-    "FlowStockCumulativeResponse",
-    "FlowOptionLeaderRow",
-    "FlowOptionLeaderboardResponse",
-    "FlowOutlierRow",
-    "FlowOptionOutliersResponse",
-    "FlowStockLeaderRow",
-    "FlowStockLeaderboardResponse",
-    "FlowStockOutliersResponse",
-    "FlowSignalsChain",
-    "FlowSignalScoreBreakdown",
-    "FlowSignalEnrichment",
-    "FlowSignal",
-    "FlowSignalsResponse",
-    "FlowSignalsSummaryResponse",
-    # ── Screener Fields ──
-    "ScreenerField",
-    "ScreenerFieldsResponse",
-    # ── Strategy Signals ──
-    "StrategyLeg",
-    "StrategyStructure",
-    "StrategyRiskFlag",
-    "StrategyDataQuality",
-    "StrategyDecisionResponse",
-    # ── Earnings ──
-    "EarningsCalendarEvent",
-    "EarningsCalendarResponse",
-    "EarningsExpectedMoveBlock",
-    "EarningsExpectedMoveResponse",
-    "EarningsHistoryRow",
-    "EarningsHistoryResponse",
-    "EarningsIvCrushCurrent",
-    "EarningsIvCrushDistribution",
-    "EarningsIvCrushResponse",
-    "EarningsVrpBlock",
-    "EarningsSurpriseReaction",
-    "EarningsVrpResponse",
-    "EarningsDealerLevels",
-    "EarningsDealerGexBucket",
-    "EarningsDealerTopStrike",
-    "EarningsDealerPositioningResponse",
-    "EarningsStrategyScores",
-    "EarningsStrategyContext",
-    "EarningsStrategiesResponse",
-    "EarningsScreenerEvent",
-    "EarningsScreenerResponse",
-    # ── Structures ──
-    "StructurePnlLeg",
-    "StructurePnlPoint",
-    "StructurePnlResponse",
-    "StructureGreeksLeg",
-    "StructurePositionGreeks",
-    "StructureGreeksResponse",
-    # ── Surface SVI ──
-    "SurfaceSviResponse",
-    # ── Expected Move ──
-    "ExpectedMoveItem",
-    "ExpectedMoveResponse",
-    # ── Exposure (additional) ──
-    "ExposureSheetTotals",
-    "ExposureSheetLis",
-    "ExposureSheetPeak",
-    "ExposureSheetStrike",
-    "ExposureSheetResponse",
-    "ExposureTermDteBucket",
-    "ExposureTermExpiry",
-    "ExposureTermStructureResponse",
-    "ExposureBasketAggregate",
-    "ExposureBasketConstituent",
-    "ExposureBasketResponse",
-    "ExposureOiDiffRow",
-    "ExposureOiDiffResponse",
-    # ── Volatility / Liquidity (additional) ──
-    "LiquidityExpiry",
-    "LiquidityResponse",
-    "SkewTermExpiry",
-    "SkewTermResponse",
-    "SpotVolCorrelationResponse",
-    "RealizedVolatilityEstimator",
-    "RealizedVolatilityEstimators",
-    "RealizedVolatilityResponse",
-    "VolatilityForecastEwma",
-    "VolatilityForecastHarComponents",
-    "VolatilityForecastHar",
-    "VolatilityForecastGarchParams",
-    "VolatilityForecastGarchPoint",
-    "VolatilityForecastGarch",
-    "VolatilityForecastResponse",
-    "DispersionContributor",
-    "DispersionResponse",
-    # ── Macro / Universe ──
-    "VixStateResponse",
-    "UniverseSymbol",
-    "UniverseResponse",
-    # ── Flow (additional) ──
-    "FlowDealerPremiumResponse",
-    "ZeroDteFlowDirection",
-    "FlowZeroDteSnapshotResponse",
-    "FlowZeroDteSeriesBar",
-    "FlowZeroDteSeriesResponse",
-    "FlowZeroDteHedgeFlowBar",
-    "FlowZeroDteHedgeFlowResponse",
-    "FlowZeroDteHeatmapBar",
-    "FlowZeroDteHeatmapResponse",
-    "FlowZeroDteStrikeFlowBar",
-    "FlowZeroDteStrikeFlowResponse",
-    "FlowZeroDteLeaderboardEntry",
-    "FlowZeroDteLeaderboardResponse",
-    "FlowStockBar",
-    "FlowStockBarsResponse",
-    # ── VRP History ──
-    "VrpHistoryRow",
-    "VrpHistoryResponse",
-]
+"""FlashAlpha Python SDK — options exposure analytics API."""
+
+from .client import FlashAlpha
+from .exceptions import (
+    AuthenticationError,
+    FlashAlphaError,
+    NotFoundError,
+    RateLimitError,
+    ServerError,
+    TierRestrictedError,
+)
+from .types import (
+    ExposureSummaryExposures,
+    ExposureSummaryHedgingEstimate,
+    ExposureSummaryHedgingMove,
+    ExposureSummaryInterpretation,
+    ExposureSummaryResponse,
+    ExposureSummaryZeroDte,
+    FlowAdjustedDealerRisk,
+    FlowCumulativePoint,
+    FlowDealerRiskResponse,
+    FlowDexResponse,
+    FlowGexResponse,
+    FlowLevelsResponse,
+    FlowLiveResponse,
+    FlowOiResponse,
+    FlowOptionBlock,
+    FlowOptionBlocksResponse,
+    FlowOptionCumulativeResponse,
+    FlowOptionHistoryBucket,
+    FlowOptionHistoryResponse,
+    FlowOptionLeaderRow,
+    FlowOptionLeaderboardResponse,
+    FlowOptionOutliersResponse,
+    FlowOptionRecentResponse,
+    FlowOptionSummaryResponse,
+    FlowOptionTrade,
+    FlowOutlierRow,
+    FlowPinRiskBreakdown,
+    FlowPinRiskResponse,
+    FlowSignal,
+    FlowSignalEnrichment,
+    FlowSignalScoreBreakdown,
+    FlowSignalsChain,
+    FlowSignalsResponse,
+    FlowSignalsSummaryResponse,
+    FlowStockBlock,
+    FlowStockBlocksResponse,
+    FlowStockCumulativeResponse,
+    FlowStockHistoryBucket,
+    FlowStockHistoryResponse,
+    FlowStockLeaderRow,
+    FlowStockLeaderboardResponse,
+    FlowStockOutliersResponse,
+    FlowStockRecentResponse,
+    FlowStockSummaryResponse,
+    FlowStockTrade,
+    FlowSummaryResponse,
+    VrpCore,
+    VrpDirectional,
+    VrpGexConditioned,
+    VrpMacro,
+    VrpRegime,
+    VrpResponse,
+    VrpStrategyScores,
+    VrpTermItem,
+    VrpVannaConditioned,
+    MaxPainResponse,
+    MaxPainDistance,
+    MaxPainCurveRow,
+    MaxPainOiRow,
+    MaxPainByExpirationRow,
+    MaxPainDealerAlignment,
+    MaxPainExpectedMove,
+    ZeroDteDecay,
+    ZeroDteExpectedMove,
+    ZeroDteExposures,
+    ZeroDteFlow,
+    ZeroDteHedging,
+    ZeroDteHedgingBucket,
+    ZeroDteLevels,
+    ZeroDteLiquidity,
+    ZeroDteMetadata,
+    ZeroDtePinComponents,
+    ZeroDtePinRisk,
+    ZeroDteRegime,
+    ZeroDteResponse,
+    ZeroDteStrike,
+    ZeroDteVolContext,
+    # ── StockSummary ──
+    StockSummaryPrice,
+    StockSummarySkew25d,
+    StockSummaryIvTermItem,
+    StockSummaryVolatility,
+    StockSummaryOptionsFlow,
+    StockSummaryInterpretation,
+    StockSummaryHedgingMove,
+    StockSummaryHedgingEstimate,
+    StockSummaryZeroDte,
+    StockSummaryTopStrike,
+    StockSummaryExposure,
+    StockSummaryMacroIndex,
+    StockSummaryVixTermLevels,
+    StockSummaryVixTermStructure,
+    StockSummaryVixFutures,
+    StockSummaryFearAndGreed,
+    StockSummaryMacro,
+    StockSummaryResponse,
+    # ── Narrative ──
+    NarrativeOiChange,
+    NarrativeData,
+    Narrative,
+    NarrativeResponse,
+    # ── ExposureLevels ──
+    ExposureLevels,
+    ExposureLevelsResponse,
+    # ── PricingGreeks ──
+    PricingInputs,
+    PricingFirstOrder,
+    PricingSecondOrder,
+    PricingThirdOrder,
+    PricingAdditional,
+    PricingGreeksResponse,
+    # ── Volatility ──
+    VolatilityRealizedVol,
+    VolatilityIvRvSpreads,
+    VolatilitySkewProfile,
+    VolatilityTermStructure,
+    VolatilityIvDispersion,
+    VolatilityGexByDte,
+    VolatilityThetaByDte,
+    VolatilityPcByExpiry,
+    VolatilityPcByMoneyness,
+    VolatilityPutCallProfile,
+    VolatilityOiConcentration,
+    VolatilityHedgingScenario,
+    VolatilityLiquidity,
+    VolatilityResponse,
+    # ── AdvVolatility ──
+    AdvVolSviParam,
+    AdvVolForwardPrice,
+    AdvVolTotalVarianceSurface,
+    AdvVolArbitrageFlag,
+    AdvVolVarianceSwap,
+    AdvVolGreekSurface,
+    AdvVolGreeksSurfaces,
+    AdvVolatilityResponse,
+    # ── Surface ──
+    SurfaceResponse,
+    # ── Per-strike Exposure (GEX/DEX/VEX/CHEX) ──
+    GexStrikeRow,
+    GexResponse,
+    DexStrikeRow,
+    DexResponse,
+    VexStrikeRow,
+    VexResponse,
+    ChexStrikeRow,
+    ChexResponse,
+    # ── Live-only Quote endpoints ──
+    OptionQuoteResponse,
+    StockQuoteResponse,
+    # ── Pricing IV ──
+    PricingIvInputs,
+    PricingIvResponse,
+    # ── Pricing Kelly ──
+    PricingKellyInputs,
+    PricingKellySizing,
+    PricingKellyAnalysis,
+    PricingKellyResponse,
+    # ── Account / Reference / System ──
+    AccountResponse,
+    TickersResponse,
+    SymbolsResponse,
+    OptionsMetaExpiration,
+    OptionsMetaResponse,
+    HealthResponse,
+    # ── Screener ──
+    ScreenerMeta,
+    ScreenerResponse,
+    ScreenerField,
+    ScreenerFieldsResponse,
+    # ── Strategy Signals ──
+    StrategyLeg,
+    StrategyStructure,
+    StrategyRiskFlag,
+    StrategyDataQuality,
+    StrategyDecisionResponse,
+    # ── Earnings ──
+    EarningsCalendarEvent,
+    EarningsCalendarResponse,
+    EarningsExpectedMoveBlock,
+    EarningsExpectedMoveResponse,
+    EarningsHistoryRow,
+    EarningsHistoryResponse,
+    EarningsIvCrushCurrent,
+    EarningsIvCrushDistribution,
+    EarningsIvCrushResponse,
+    EarningsVrpBlock,
+    EarningsSurpriseReaction,
+    EarningsVrpResponse,
+    EarningsDealerLevels,
+    EarningsDealerGexBucket,
+    EarningsDealerTopStrike,
+    EarningsDealerPositioningResponse,
+    EarningsStrategyScores,
+    EarningsStrategyContext,
+    EarningsStrategiesResponse,
+    EarningsScreenerEvent,
+    EarningsScreenerResponse,
+    # ── Structures ──
+    StructurePnlLeg,
+    StructurePnlPoint,
+    StructurePnlResponse,
+    StructureGreeksLeg,
+    StructurePositionGreeks,
+    StructureGreeksResponse,
+    # ── Surface SVI ──
+    SurfaceSviResponse,
+    # ── Expected Move ──
+    ExpectedMoveItem,
+    ExpectedMoveResponse,
+    # ── Exposure (additional) ──
+    ExposureSheetTotals,
+    ExposureSheetLis,
+    ExposureSheetPeak,
+    ExposureSheetStrike,
+    ExposureSheetResponse,
+    ExposureTermDteBucket,
+    ExposureTermExpiry,
+    ExposureTermStructureResponse,
+    ExposureBasketAggregate,
+    ExposureBasketConstituent,
+    ExposureBasketResponse,
+    ExposureOiDiffRow,
+    ExposureOiDiffResponse,
+    # ── Volatility / Liquidity (additional) ──
+    LiquidityExpiry,
+    LiquidityResponse,
+    SkewTermExpiry,
+    SkewTermResponse,
+    SpotVolCorrelationResponse,
+    RealizedVolatilityEstimator,
+    RealizedVolatilityEstimators,
+    RealizedVolatilityResponse,
+    VolatilityForecastEwma,
+    VolatilityForecastHarComponents,
+    VolatilityForecastHar,
+    VolatilityForecastGarchParams,
+    VolatilityForecastGarchPoint,
+    VolatilityForecastGarch,
+    VolatilityForecastResponse,
+    DispersionContributor,
+    DispersionResponse,
+    # ── Macro / Universe ──
+    VixStateResponse,
+    UniverseSymbol,
+    UniverseResponse,
+    # ── Flow (additional) ──
+    FlowDealerPremiumResponse,
+    ZeroDteFlowDirection,
+    FlowZeroDteSnapshotResponse,
+    FlowZeroDteSeriesBar,
+    FlowZeroDteSeriesResponse,
+    FlowZeroDteHedgeFlowBar,
+    FlowZeroDteHedgeFlowResponse,
+    FlowZeroDteHeatmapBar,
+    FlowZeroDteHeatmapResponse,
+    FlowZeroDteStrikeFlowBar,
+    FlowZeroDteStrikeFlowResponse,
+    FlowZeroDteLeaderboardEntry,
+    FlowZeroDteLeaderboardResponse,
+    FlowStockBar,
+    FlowStockBarsResponse,
+    # ── VRP History ──
+    VrpHistoryRow,
+    VrpHistoryResponse,
+)
+
+__version__ = "1.1.0"
+__all__ = [
+    "FlashAlpha",
+    "FlashAlphaError",
+    "AuthenticationError",
+    "TierRestrictedError",
+    "NotFoundError",
+    "RateLimitError",
+    "ServerError",
+    "ZeroDteResponse",
+    "ZeroDteRegime",
+    "ZeroDteExposures",
+    "ZeroDteExpectedMove",
+    "ZeroDtePinRisk",
+    "ZeroDtePinComponents",
+    "ZeroDteHedging",
+    "ZeroDteHedgingBucket",
+    "ZeroDteDecay",
+    "ZeroDteVolContext",
+    "ZeroDteFlow",
+    "ZeroDteLevels",
+    "ZeroDteLiquidity",
+    "ZeroDteMetadata",
+    "ZeroDteStrike",
+    # ── ExposureSummary ──
+    "ExposureSummaryResponse",
+    "ExposureSummaryExposures",
+    "ExposureSummaryInterpretation",
+    "ExposureSummaryHedgingEstimate",
+    "ExposureSummaryHedgingMove",
+    "ExposureSummaryZeroDte",
+    # ── VRP ──
+    "VrpResponse",
+    "VrpCore",
+    "VrpDirectional",
+    "VrpTermItem",
+    "VrpGexConditioned",
+    "VrpVannaConditioned",
+    "VrpRegime",
+    "VrpStrategyScores",
+    "VrpMacro",
+    # ── MaxPain ──
+    "MaxPainResponse",
+    "MaxPainDistance",
+    "MaxPainCurveRow",
+    "MaxPainOiRow",
+    "MaxPainByExpirationRow",
+    "MaxPainDealerAlignment",
+    "MaxPainExpectedMove",
+    # ── StockSummary ──
+    "StockSummaryResponse",
+    "StockSummaryPrice",
+    "StockSummarySkew25d",
+    "StockSummaryIvTermItem",
+    "StockSummaryVolatility",
+    "StockSummaryOptionsFlow",
+    "StockSummaryInterpretation",
+    "StockSummaryHedgingMove",
+    "StockSummaryHedgingEstimate",
+    "StockSummaryZeroDte",
+    "StockSummaryTopStrike",
+    "StockSummaryExposure",
+    "StockSummaryMacroIndex",
+    "StockSummaryVixTermLevels",
+    "StockSummaryVixTermStructure",
+    "StockSummaryVixFutures",
+    "StockSummaryFearAndGreed",
+    "StockSummaryMacro",
+    # ── Narrative ──
+    "NarrativeResponse",
+    "Narrative",
+    "NarrativeData",
+    "NarrativeOiChange",
+    # ── ExposureLevels ──
+    "ExposureLevelsResponse",
+    "ExposureLevels",
+    # ── PricingGreeks ──
+    "PricingGreeksResponse",
+    "PricingInputs",
+    "PricingFirstOrder",
+    "PricingSecondOrder",
+    "PricingThirdOrder",
+    "PricingAdditional",
+    # ── Volatility ──
+    "VolatilityResponse",
+    "VolatilityRealizedVol",
+    "VolatilityIvRvSpreads",
+    "VolatilitySkewProfile",
+    "VolatilityTermStructure",
+    "VolatilityIvDispersion",
+    "VolatilityGexByDte",
+    "VolatilityThetaByDte",
+    "VolatilityPcByExpiry",
+    "VolatilityPcByMoneyness",
+    "VolatilityPutCallProfile",
+    "VolatilityOiConcentration",
+    "VolatilityHedgingScenario",
+    "VolatilityLiquidity",
+    # ── AdvVolatility ──
+    "AdvVolatilityResponse",
+    "AdvVolSviParam",
+    "AdvVolForwardPrice",
+    "AdvVolTotalVarianceSurface",
+    "AdvVolArbitrageFlag",
+    "AdvVolVarianceSwap",
+    "AdvVolGreekSurface",
+    "AdvVolGreeksSurfaces",
+    # ── Surface ──
+    "SurfaceResponse",
+    # ── Per-strike Exposure (GEX/DEX/VEX/CHEX) ──
+    "GexResponse",
+    "GexStrikeRow",
+    "DexResponse",
+    "DexStrikeRow",
+    "VexResponse",
+    "VexStrikeRow",
+    "ChexResponse",
+    "ChexStrikeRow",
+    # ── Live-only Quote endpoints ──
+    "OptionQuoteResponse",
+    "StockQuoteResponse",
+    # ── Pricing IV (Free+, live-only) ──
+    "PricingIvResponse",
+    "PricingIvInputs",
+    # ── Pricing Kelly (Growth+, live-only) ──
+    "PricingKellyResponse",
+    "PricingKellyInputs",
+    "PricingKellySizing",
+    "PricingKellyAnalysis",
+    # ── Account / Reference / System ──
+    "AccountResponse",
+    "TickersResponse",
+    "SymbolsResponse",
+    "OptionsMetaResponse",
+    "OptionsMetaExpiration",
+    "HealthResponse",
+    # ── Screener ──
+    "ScreenerResponse",
+    "ScreenerMeta",
+    # ── Flow (live, simulation-aware) ──
+    "FlowLevelsResponse",
+    "FlowPinRiskResponse",
+    "FlowPinRiskBreakdown",
+    "FlowSummaryResponse",
+    "FlowOiResponse",
+    "FlowGexResponse",
+    "FlowDexResponse",
+    "FlowDealerRiskResponse",
+    "FlowAdjustedDealerRisk",
+    "FlowLiveResponse",
+    "FlowOptionTrade",
+    "FlowOptionRecentResponse",
+    "FlowOptionSummaryResponse",
+    "FlowOptionBlock",
+    "FlowOptionBlocksResponse",
+    "FlowOptionHistoryBucket",
+    "FlowOptionHistoryResponse",
+    "FlowCumulativePoint",
+    "FlowOptionCumulativeResponse",
+    "FlowStockTrade",
+    "FlowStockRecentResponse",
+    "FlowStockSummaryResponse",
+    "FlowStockBlock",
+    "FlowStockBlocksResponse",
+    "FlowStockHistoryBucket",
+    "FlowStockHistoryResponse",
+    "FlowStockCumulativeResponse",
+    "FlowOptionLeaderRow",
+    "FlowOptionLeaderboardResponse",
+    "FlowOutlierRow",
+    "FlowOptionOutliersResponse",
+    "FlowStockLeaderRow",
+    "FlowStockLeaderboardResponse",
+    "FlowStockOutliersResponse",
+    "FlowSignalsChain",
+    "FlowSignalScoreBreakdown",
+    "FlowSignalEnrichment",
+    "FlowSignal",
+    "FlowSignalsResponse",
+    "FlowSignalsSummaryResponse",
+    # ── Screener Fields ──
+    "ScreenerField",
+    "ScreenerFieldsResponse",
+    # ── Strategy Signals ──
+    "StrategyLeg",
+    "StrategyStructure",
+    "StrategyRiskFlag",
+    "StrategyDataQuality",
+    "StrategyDecisionResponse",
+    # ── Earnings ──
+    "EarningsCalendarEvent",
+    "EarningsCalendarResponse",
+    "EarningsExpectedMoveBlock",
+    "EarningsExpectedMoveResponse",
+    "EarningsHistoryRow",
+    "EarningsHistoryResponse",
+    "EarningsIvCrushCurrent",
+    "EarningsIvCrushDistribution",
+    "EarningsIvCrushResponse",
+    "EarningsVrpBlock",
+    "EarningsSurpriseReaction",
+    "EarningsVrpResponse",
+    "EarningsDealerLevels",
+    "EarningsDealerGexBucket",
+    "EarningsDealerTopStrike",
+    "EarningsDealerPositioningResponse",
+    "EarningsStrategyScores",
+    "EarningsStrategyContext",
+    "EarningsStrategiesResponse",
+    "EarningsScreenerEvent",
+    "EarningsScreenerResponse",
+    # ── Structures ──
+    "StructurePnlLeg",
+    "StructurePnlPoint",
+    "StructurePnlResponse",
+    "StructureGreeksLeg",
+    "StructurePositionGreeks",
+    "StructureGreeksResponse",
+    # ── Surface SVI ──
+    "SurfaceSviResponse",
+    # ── Expected Move ──
+    "ExpectedMoveItem",
+    "ExpectedMoveResponse",
+    # ── Exposure (additional) ──
+    "ExposureSheetTotals",
+    "ExposureSheetLis",
+    "ExposureSheetPeak",
+    "ExposureSheetStrike",
+    "ExposureSheetResponse",
+    "ExposureTermDteBucket",
+    "ExposureTermExpiry",
+    "ExposureTermStructureResponse",
+    "ExposureBasketAggregate",
+    "ExposureBasketConstituent",
+    "ExposureBasketResponse",
+    "ExposureOiDiffRow",
+    "ExposureOiDiffResponse",
+    # ── Volatility / Liquidity (additional) ──
+    "LiquidityExpiry",
+    "LiquidityResponse",
+    "SkewTermExpiry",
+    "SkewTermResponse",
+    "SpotVolCorrelationResponse",
+    "RealizedVolatilityEstimator",
+    "RealizedVolatilityEstimators",
+    "RealizedVolatilityResponse",
+    "VolatilityForecastEwma",
+    "VolatilityForecastHarComponents",
+    "VolatilityForecastHar",
+    "VolatilityForecastGarchParams",
+    "VolatilityForecastGarchPoint",
+    "VolatilityForecastGarch",
+    "VolatilityForecastResponse",
+    "DispersionContributor",
+    "DispersionResponse",
+    # ── Macro / Universe ──
+    "VixStateResponse",
+    "UniverseSymbol",
+    "UniverseResponse",
+    # ── Flow (additional) ──
+    "FlowDealerPremiumResponse",
+    "ZeroDteFlowDirection",
+    "FlowZeroDteSnapshotResponse",
+    "FlowZeroDteSeriesBar",
+    "FlowZeroDteSeriesResponse",
+    "FlowZeroDteHedgeFlowBar",
+    "FlowZeroDteHedgeFlowResponse",
+    "FlowZeroDteHeatmapBar",
+    "FlowZeroDteHeatmapResponse",
+    "FlowZeroDteStrikeFlowBar",
+    "FlowZeroDteStrikeFlowResponse",
+    "FlowZeroDteLeaderboardEntry",
+    "FlowZeroDteLeaderboardResponse",
+    "FlowStockBar",
+    "FlowStockBarsResponse",
+    # ── VRP History ──
+    "VrpHistoryRow",
+    "VrpHistoryResponse",
+]