flashalpha 1.2.1__tar.gz → 1.2.3__tar.gz

{flashalpha-1.2.1 → flashalpha-1.2.3}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.4
+Metadata-Version: 2.5
 Name: flashalpha
-Version: 1.2.1
+Version: 1.2.3
 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
@@ -292,7 +292,7 @@ except RateLimitError as e:
 | Plan | Daily Requests | Access |
 |------|---------------|--------|
 | **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.) |
+| **Basic** | 250 | + 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) |
 
@@ -373,16 +373,16 @@ 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)
+## Futures (CME)
 
-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.
+FlashAlpha serves the full options-analytics stack for **CME futures** across six complexes - equity index (`ES=F`, `NQ=F`, `RTY=F`, `YM=F`, `MES=F`, `MNQ=F`), metals (`GC=F` gold, `SI=F` silver), energy (`CL=F` crude oil, `NG=F` natural gas), the Treasury curve (`ZT=F`, `ZF=F`, `ZN=F`, `TN=F`, `ZB=F`, `UB=F`), grains (`ZC=F` corn, `ZS=F` soybeans, `ZW=F` wheat) and crypto (`BTC=F` bitcoin). Options-on-futures are priced with **Black-76** (forward-priced) and each root carries its own CME contract multiplier, so notionals and dollar gamma are in real dollars. Note the quote conventions: Treasuries are quoted in points of par and grains in cents, so their multipliers are the contract size divided by 100. 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.
+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/GC%3DF`); SDK methods take the plain string `"GC=F"`. Futures symbols require the Growth plan or higher. Historical replay for futures is coming; live analytics are available now.
 
 ## Other SDKs
 

{flashalpha-1.2.1 → flashalpha-1.2.3}/README.md

@@ -260,7 +260,7 @@ except RateLimitError as e:
 | Plan | Daily Requests | Access |
 |------|---------------|--------|
 | **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.) |
+| **Basic** | 250 | + 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) |
 
@@ -341,16 +341,16 @@ 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)
+## Futures (CME)
 
-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.
+FlashAlpha serves the full options-analytics stack for **CME futures** across six complexes - equity index (`ES=F`, `NQ=F`, `RTY=F`, `YM=F`, `MES=F`, `MNQ=F`), metals (`GC=F` gold, `SI=F` silver), energy (`CL=F` crude oil, `NG=F` natural gas), the Treasury curve (`ZT=F`, `ZF=F`, `ZN=F`, `TN=F`, `ZB=F`, `UB=F`), grains (`ZC=F` corn, `ZS=F` soybeans, `ZW=F` wheat) and crypto (`BTC=F` bitcoin). Options-on-futures are priced with **Black-76** (forward-priced) and each root carries its own CME contract multiplier, so notionals and dollar gamma are in real dollars. Note the quote conventions: Treasuries are quoted in points of par and grains in cents, so their multipliers are the contract size divided by 100. 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.
+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/GC%3DF`); SDK methods take the plain string `"GC=F"`. Futures symbols require the Growth plan or higher. Historical replay for futures is coming; live analytics are available now.
 
 ## Other SDKs
 

{flashalpha-1.2.1 → flashalpha-1.2.3}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "flashalpha"
-version = "1.2.1"
+version = "1.2.3"
 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-1.2.1 → flashalpha-1.2.3}/src/flashalpha/__init__.py

@@ -276,7 +276,7 @@ from .types import (
     VrpHistoryResponse,
 )
 
-__version__ = "1.1.0"
+__version__ = "1.2.3"
 __all__ = [
     "FlashAlpha",
     "FlashAlphaError",