Equibles MCP Server

Record a user-confirmed purchase or sale in the caller's portfolio. Never infer or guess the instrument, quantity, price or date. For stock, pass ticker; a listing on another exchange is its MIC:TICKER symbol (e.g. XPAR:AIR, as ScreenStocks returns it). For an option, pass both its underlying ticker (MIC:TICKER for a Canadian contract, e.g. XTSE:RY) and verified OCC symbol from GetOptionChain; unknown or expired contracts are rejected. quantity is signed: positive for long shares/contracts, negative for short stock or written options. costPerUnit is always the positive per-share price or option premium, never the per-contract total, in the currency the listing trades in and in major units (London prices in pounds, not pence). Identical retries within the duplicate window return the existing lot instead of adding another.

Work out the arithmetic of one to four proposed option legs: net debit or credit, payoff, breakevens and whole-position greeks. Long legs price at the ask and short legs at the bid; a leg without a usable quote falls back to its last trade, and the answer then says the result cannot be executed at. Legs in one expiration give a terminal payoff; legs in two give one result per path, since the back legs still carry time value at the front expiration. This is reference arithmetic, not a recommendation, and it states no probability of profit. Plus reads delayed indicative quotes, Pro real-time; the Free plan is answered with an upgrade note. US tickers only.

Record that the USER sold (or covered, or let expire) all or part of a lot, at a price and on a date. The lot moves out of the open positions and its realized profit is kept. Ask the user for the closing price and date; never guess them from a market quote. Closing PART of a lot splits it: the closed part keeps the original cost basis and the rest stays open on that same basis, so a later sale is still priced against what was actually paid. An option that expired worthless closes at a price of 0. An option that was exercised or assigned closes here too, and the resulting shares are a separate AddPortfolioLot.

Compare one financial concept across several companies for the same fiscal period — peer comparison. Returns one row per ticker with the latest-restated value; tickers with no data for the period are listed separately. Fiscal year/period follow each company's OWN fiscal calendar (e.g. NVDA's fiscal 2025 ended January 2025), so peer rows can cover very different calendar months — check the Period End column.

Compare two institutions' 13F portfolios on their latest common report date. Returns Jaccard and dollar-weighted overlap, portfolio totals, and shared or unique positions. Published values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. Resolve filer names with SearchInstitutions. For mutual-fund or ETF NPORT portfolios, use GetFundProfile.

Create a new, empty portfolio in the USER's own Equibles account, then add holdings to it with AddPortfolioLot. Ask the user before creating one, since it is their account. Names are unique within an account, and re-creating a name that already exists is rejected rather than merged. Totals are reported in the portfolio's currency; each holding stays in the currency its listing trades in.

Permanently delete one of the USER's own portfolios and every lot in it, open and closed. This cannot be undone and it destroys the recorded cost basis and realized-profit history. ALWAYS confirm with the user first, naming the portfolio and how many lots it holds. Call GetMyPortfolio if you do not already know.

Get every disclosed holder of a stock or ETF listing in one table: 13F institutions, Schedule 13D and 13G filers, insiders (Forms 3, 4, 5) and registered funds (N-PORT). The default view shows one row per holder from its freshest filing, with its other filings and the 13D/G, insider and fund disclosures its 13F report contains nested under it, matched by CIK and SEC reporting links, never by name. Shares are restated onto today's split basis, change is against the same holder's previous filing in the same source, and % Out is of shares outstanding. Funds are never summed: their shares sit inside their advisers' 13F reports. view=all lists every row flat, stale ones included; view=ultimate groups the summed holders under their ultimate parent and lists each parent's members with the link that put them there. Use GetOwnershipSummary for the totals.

Read analyst consensus forecasts for a company, including revenue, EPS, product, segment and operating metrics. Prefers consensus the company publishes itself through its investor-relations sources and falls back to a compiled consensus; every answer states which kind answered. Returns original units, accounting basis, mean/median/range/count labels, snapshot history and publication dates. Coverage varies by issuer. This reads stored verified data and never scrapes on demand.

Get a company's at-the-market (ATM) equity offering programs — original agreement date and stated precision, latest amendment, money and/or share capacity, cumulative sales, remaining availability with per-figure as-of dates, expiry, derived exhausted/expired status, and source filings. Bare table figures are normalized only from an exact grounded filing scale header. ATM programs have no tagged XBRL equivalent, so figures come from verified extractions of the company's own 10-K, 10-Q and 8-K filings; only filings from roughly the last 13 months are scanned, so an empty result means no program was captured there — not proof the company runs no ATM program. Nothing is estimated.

Average True Range (ATR) for a stock. Wilder's volatility measure built from the True Range (max of high-low, |high-prev_close|, |low-prev_close|) and smoothed recursively. Higher ATR means wider daily moves; commonly used for position sizing and stop placement. ATR is denominated in the stock's price units (USD for a US listing, the listing's own quote unit otherwise). The smoothing is warmed up on price history fetched before startDate, so values do not depend on the requested range's left edge.

Get the Schedule 13D and 13G beneficial-ownership record of a stock or ETF listing: each filer's latest 13D or 13G, its event date, the block's shares (restated onto today's split basis) and percent of class, the change since the filer's previous 13D or 13G, and every reporting person on the cover pages with their own amount, percent and sole or shared voting and dispositive power. Reporting persons on one filing each claim the same block, so never add them together. Largest block first.

Bollinger Bands for a stock. A middle band (simple moving average of close) with upper and lower bands set a number of standard deviations above and below it. Bands widen when volatility rises and contract when it falls; price touching the upper/lower band is a common overbought/oversold cue. Includes %B ((close-lower)/(upper-lower)) and bandwidth ((upper-lower)/middle) columns. The moving-average window is warmed up on price history fetched before startDate, so values do not depend on the requested range's left edge.

Get a company's share-repurchase (buyback) picture: tracked repurchase programs (announcement date, authorized total in money or shares, remaining availability, expiry, source filings), the latest program-authorization figures, and the repurchase history — cash spent, shares repurchased, and average price per fiscal year and recent quarters. Figures come from the company's own XBRL facts plus verified extractions of its filings' narrative text and its own press releases, including a Canadian normal course issuer bid's maximum number of shares; nothing is estimated, and figures a company stopped restating carry an explicit staleness label. For the dilution mirror-image — at-the-market (ATM) equity offering programs — use GetAtmPrograms.

Get the Canadian exchange-traded funds holding one Canadian listing, written MIC:TICKER (e.g. XTSE:RY), from each fund's own newest published portfolio, largest position first: the fund's ticker and name, the portfolio's date, shares, value and the position's percentage of the fund. Each fund states its own date, some daily and others monthly. Only funds with a machine-readable portfolio are covered, and a fund that holds other funds is left out so the same shares are never counted twice. For US registered funds use GetFundsHoldingStock; for Swedish funds use GetEuropeanFundHoldings.

Get the insider transactions filed on SEDI, Canada's insider disclosure system, for the issuer of one Canadian listing, written MIC:TICKER (e.g. XTSE:ATD, XTSX:..., XCNQ:..., NEOE:...), newest first. Each row gives the transaction date, the insider and their relationship to the issuer, the registered holder for indirect holdings, the SEDI transaction type, the security (options, share units and warrants included, with the underlying where filed), the signed amount (negative for a disposition) in units of that security, the price and its currency, the holding after the transaction and the filing date. An amended transaction appears once, at its newest amendment. Capture began with about the year before it first ran and grows daily, so older history is missing. For US Form 4 filings use GetInsiderTransactions; for European director dealings use GetEuropeanDirectorTransactions.

Get the aggregate short positions in one Canadian listing, written MIC:TICKER (e.g. XTSE:RY, XTSX:..., XCNQ:..., NEOE:...), from CIRO's Consolidated Short Position Report, newest first. CIRO, the Canadian Investment Regulatory Organization, publishes one report as of the 15th and one as of the last day of each month, a few days later. Each row gives the as-of date, the short position in shares, CIRO's net change since its previous report, and the listing's average daily volume over the trading days since the previous as-of date with the days to cover it implies, both from our own daily volume for that listing, and the shares CIRO reports sold short over the period with their percentage of all shares traded, with CIRO's later corrections applied. Capture began with the reports CIRO still served at its first read, about a year back. For US short interest use GetShortInterest; for European short positions use GetEuropeanShortPositions.

Get Commitments of Traders (COT) positioning data for a specific futures contract. Shows commercial and non-commercial positions over time. Values are contract counts from the legacy futures-only COT report (positions as of each Tuesday, published Friday). Use SearchCftcMarkets to find available market codes.

Get company-stated operational and non-GAAP KPIs extracted from written 8-K earnings releases and 10-K/10-Q MD&A, with period, filing date, source quote and exactly comparable year-over-year change. Omit metric for each series' latest reading; pass a company metric label for its full history. Values retain the company's stated scale. Earnings-call transcripts are not figure sources. A disclosed GAAP-to-non-GAAP reconciliation includes its stated bridge.

Get congressional securities transactions for a specific ticker (newest first, last year by default). Shows which members of Congress reported a purchase or sale, with transaction and filing dates; amounts are disclosed ranges, not exact values, and Asset identifies the filed instrument (such as stock, option, or bond). Use GetMemberTrades for one member's transactions across all tickers.

Get the stocks whose daily price returns are most (or least) correlated with one stock — Pearson correlation of daily log returns on comparable raw closes (dividends excluded), computed over the trading days both stocks priced, never on raw price levels. Scope picks the candidate universe: Industry (default) ranks the subject's direct industry peers; Sector widens to sibling industries; Market ranges across the ~1,500 largest listed names and surfaces cross-industry relationships the classification misses (suppliers, commodity proxies). direction=Negative flips the ranking to the strongest inverse movers (hedge candidates). Candidates need a $100M market cap and enough overlapping trading days with the subject; each row reports the observation count behind its coefficient. Use GetStockPrices for the underlying series and the screener for fundamentals-based peer sets.

Get a company's customer-concentration risk disclosure — statements like "one customer accounted for 31% of revenue": each disclosed figure's basis (revenue or receivables), customer count, percentage, and period, with the source filing. Untagged disclosures come from verified narrative extraction with a verbatim quote; issuers that tag ConcentrationRiskPercentage in structured XBRL (e.g. NVDA, AAPL) return those customer-specific dimensioned facts directly. A miss is never a statement of no risk. Pass maxFilings > 1 to also see earlier filings' disclosures (the concentration trend).

Get one durable debt instrument by its Equibles identifier. Returns current balances, linked filing observation, verified covenant bullets, exact source quotes, and governing or amending SEC documents. History, covenants, and documents are independently paged. Use GetDebtProfile first to obtain the instrument identifier.

Get a company's source-linked reported debt balances, total debt history, and identified notes, loans, and revolving credit facilities. The latest annual report establishes the baseline; subsequent interim reports and event disclosures update durable instrument records instead of creating a new instrument from a similar-looking row. Results summarize each instrument and provide its ID; use GetDebtInstrument for paged covenants, filing observations, exact evidence, and governing SEC exhibits. Unmatched observations are disclosed and excluded.

Get the stored declared cash dividends of an exact stock or ETF listing, newest first. Each row gives the ex-dividend date and cash amount per share: in USD for a US listing, and in the listing's trading currency for a listing on another exchange (MIC:TICKER). Date filters apply to the ex-dividend date. Future ex-dates can appear after a dividend is declared. Each listing reports its own payments: a share class (BRK-A beside BRK-B) or a fund series sharing its trust's filer (SCHD beside FNDA) never inherits another listing's dividends.

Get the AI 'Earnings Brief' for a company's recent earnings calls — a verifier-approved TL;DR, bullish and bearish points, and verbatim pull-quotes, plus a deterministic narrative shift against the immediately older available approved brief. When available, it also shows company guidance issued at the call, how that range changed from management's prior update, and the reported quarter versus the operative company guidance that preceded it. This is company guidance, not analyst consensus; actual comparisons use filed GAAP XBRL facts, never estimates. The shift is derived from approved bullets and is not separately verifier-approved. Newest quarter first. Only calls with an approved brief appear, so quarters can be missing from the sequence.

Get the earnings-call event for a company's fiscal quarter: one record grouping the call's audio, transcript, slide deck and 8-K earnings release. Returns the event id, title, call date, status, each artefact's status (available, pending, notPublished, failed, notAttempted, noCallHeld) with its reason and capture times, the transcript and release document ids, and approved guidance rows from the 8-K. Omit the fiscal period for the latest call; read the transcript with GetEarningsCallTranscript.

Get the analyst questions asked in a call's Q&A, one entry per analyst turn at the microphone, follow-ups included: the analyst and firm, the full question text, who answered, the turn range to read the exchange with GetEarningsCallTranscript or GetInvestorEventTranscript, and audio offsets for calls transcribed from audio. Names appear only for trusted identity resolutions. Pass a ticker with an optional fiscal period, or an eventId.

Track how a company's earnings-call themes move quarter over quarter: a theme by fiscal-quarter table of mention counts and tone across its last scored calls, oldest first, with each theme's status on the latest call (new, recurring, dropped, or unknown where an unscored quarter sits between the calls compared). Themes are paired across calls by name or shared keywords. Verifier-approved reads only; GetEarningsCallToneAndThemes gives one call's scores and keywords.

Get the AI-scored insights for a company's recent earnings calls — the management-tone read (a net tone score and a hedging score) and the call's key themes with their computed mention counts and per-theme tone. Newest call first. Verifier-approved — only scored and approved calls appear, so quarters can be missing from the sequence (a gap note flags non-consecutive quarters). Use it to gauge how confident or guarded management sounded and what they talked about most.

Get the speaker-labelled transcript of a company's earnings call for a fiscal quarter — every speaker turn in order, attributed to the real person (executive or sell-side analyst) with their role at the time. Identities appear only when the resolution is trusted (auto-resolved or human-reviewed); unverified voices show as a role label (e.g. Operator) or a neutral speaker number. Use GetEarningsCallEvent first to check a transcript exists.

Get the economic release calendar — scheduled (upcoming) and recent publication dates of US and Canadian macro data releases, each row naming its market, with the FRED series each release updates and an importance tier per release (High = the tier-1 scheduled market movers: CPI, PPI, Employment Situation, GDP, PCE, retail sales; Medium = other genuine scheduled prints; Low = daily rate/market levels like SOFR or VIX). FOMC meetings are NOT included — FRED's release feed has no real FOMC meeting dates; use the Federal Reserve's published meeting calendar for those. Defaults to the next 30 days. Use minImportance=high to see only the market movers, and GetEconomicIndicator to fetch a series' data after it prints.

Get time series data for a FRED economic indicator. Returns historical observations for indicators like FEDFUNDS (fed funds rate), CPIAUCSL (CPI inflation), UNRATE (unemployment), GDP, T10Y2Y (yield spread), VIXCLS (VIX), SP500, MORTGAGE30US, M2SL (money supply), and more. Covers the curated set Equibles tracks, not the full FRED catalog, including Canadian series from the Bank of Canada (BOC-V39079 policy rate, CORRA, 2- and 10-year bond yields) and Statistics Canada (STATCAN-V41690973 CPI, CPI-trim and CPI-median, unemployment, employment, real GDP) — use SearchEconomicIndicators to find available series.

Get an ETF's stored portfolio holdings, largest position first: a US fund's latest SEC Form NPORT-P report (coverage full, partial, or unknown when counts are missing or inconsistent), or, for a fund on another exchange named MIC:TICKER, the fund sponsor's published portfolio file as of its stated date, every row as filed with its weight. Use offset to continue through broad portfolios.

Get ETF settled performance, SEC assets, allocation and top holdings. For this exact ETF ticker, use GetStockPrices or GetLatestClosingPrices for prices, GetLiveQuote for entitled intraday quotes, GetOptionExpirations/GetOptionChain/GetOptionContract/GetOptionContractHistory for options, GetShortInterest for reported short interest and days to cover, GetShortVolume/GetOffExchangeVolume/GetFailsToDeliver for trading and settlement data, GetTopHolders/GetInstitutionalOwnershipHistory/GetTopInstitutionalBuyersSellers for 13F institutional exposure, GetFundsHoldingStock for funds owning the ETF, GetDividendHistory for its own declared distributions, and GetCongressionalTrades for congressional trades. These are shared stock-and-ETF tools; GetEtfHoldings instead returns investments inside the ETF. ListFilings/SearchDocuments select the SEC registrant and may include sibling funds, not just this ETF series. Issuer-trained short-interest forecasts and squeeze scores are not ETF analytics.

Get the director and related-person (PDMR) transactions a regulator published for one listing outside the US, written MIC:TICKER (e.g. XSTO:VOLV-B). Coverage today is Sweden's Finansinspektionen register, matched by the issuer's LEI or the security's ISIN, so rows can include the issuer's other instruments. Each row gives the transaction date, the person and role, a related person where reported, the transaction type, the instrument and ISIN, volume, price and currency, and the source status including amendments. Only captured publication days are covered, and the register is not a complete insider-ownership record. For US Form 4 filings use GetInsiderTransactions.

Get the European investment funds reporting a position in one listing outside the US, written MIC:TICKER (e.g. XSTO:VOLV-B), matched by that security's ISIN. Coverage today is Swedish UCITS quarterly portfolios published by Finansinspektionen with about a two-month delay; special funds are excluded. Each row gives the fund, its manager, the reported quantity, the market value in SEK and the position's weight in the fund's assets, which is not a share of the company. Not comprehensive European ownership and not merged with SEC filings. For US registered funds use GetFundsHoldingStock.

Get the net short positions disclosed to European regulators for one listing outside the US, written MIC:TICKER (e.g. XPAR:UBI, XAMS:ASML), matched by that security's ISIN, or the issuer's LEI for issuer-level sources: individual holder disclosures from registers such as France's AMF, the Netherlands' AFM and the Spanish, German, Belgian, Irish, Polish, Finnish and Danish registers, plus published aggregates such as Norway's and Sweden's. Values are percentage points of issued share capital. Each register is listed separately and never summed; these are dated disclosures, not total short interest, current holdings or short volume, and a register without a row is not a zero position. Registers checked without a match, not captured yet or out of date are named at the end. For US listings use GetShortInterest.

Get a company's executive and director changes — CEO/CFO/officer/board appointments, resignations, terminations, and retirements — as disclosed in its 8-K Item 5.02 filings, newest filing first. Each change carries the person's name, the role text exactly as filed, a separate normalized role classification, the action, the effective date when stated, the verbatim disclosure, and the source filing (form + link). Changes are extracted from the filings' narrative text and verified before publication. Coverage is still back-filling: the output names the oldest covered filing date, and an empty answer distinguishes 'covered filings disclose no changes' from 'filings not yet processed'.

Get a company's named-executive compensation as disclosed in its DEF 14A proxy statements' Summary Compensation Table — salary, bonus, stock and option awards, non-equity incentive, other compensation, and the company-reported total per executive per fiscal year, newest year first. Figures are exactly as the company disclosed them; Total is the filer's own figure, never a recomputation. Coverage is limited to US DEF 14A filers (foreign private issuers file 20-F and are not covered) and is still back-filling: the output states the newest proxy on file next to the newest imported year, so stale coverage is visible.

Get fails-to-deliver (FTD) data for an exact listed stock or exchange-traded fund from the SEC's twice-monthly FTD files. Quantity is the aggregate net fail-to-deliver position OUTSTANDING on each settlement date — a balance, not that day's new fails, so never sum Quantity across dates. Price is the previous trading day's closing price (SEC file convention, not a settlement price) and Value = Quantity × Price. Within the covered window (the output names the earliest fully covered settlement date), dates absent from the table had no reported fails; earlier dates are only partially covered, so their absence is not evidence of no fails. The SEC publishes each half-month batch with roughly a two-week lag, so the newest rows trail today. High or persistent FTD balances may indicate naked short selling or settlement issues.

Get scheduled FDA advisory-committee (AdComm) meetings, sourced from the FDA.gov advisory-committee calendar, each with a link to its FDA meeting page. Defaults to meetings in the next 90 days; pass a date range to look further ahead. This is a forward-looking calendar of announced meetings, not a historical archive — coverage starts in late 2025 — and entries are the FDA's own listings, not linked to stock tickers.

Get a single financial concept (e.g. revenue, net income, diluted EPS, total assets, operating cash flow) over time for a company, sourced from SEC Company Facts (structured XBRL), or from the issuer's regulatory filings for a listing outside the US. Returns a time series using the latest restated value unless asOriginallyReported is set: one row per fiscal period for flows, one row per as-of date for balances and share counts. Each row carries its actual period start/end; fiscal years/quarters follow the company's own fiscal calendar. Warns when the selected alias ends materially before the company's other structured facts, which can indicate an XBRL tag change. Dimensioned disclosures such as customer concentration are outside this consolidated-series tool. For a full statement use GetFinancialStatement; to compare peers use CompareFinancialFact.

Get a company's income statement, balance sheet, or cash-flow statement for a given fiscal year and period, sourced from SEC Company Facts (structured XBRL), or from the issuer's regulatory filings for a listing outside the US. Returns the standard line items (e.g. revenue, net income, total assets, operating cash flow) with the latest-restated value for one exact statement period end. Quarterly flow rows are always discrete quarters: when the filer reports only cumulative year-to-date values in a currency, the quarter is derived by exact subtraction from the preceding cumulative period and marked Derived. Company-specific dimensional facts (e.g. product-segment revenue) are not included — use GetRevenueBreakdown for segment/geographic revenue, and GetFinancialFact or CompareFinancialFact for one line item across periods or across companies.

Get recent proposed insider sales for a stock from SEC Form 144 notices. Each Form 144 is an affiliate's declaration of intent to sell restricted or control securities, showing the seller, their relationship to the company, the number of shares and aggregate market value to be sold, the proposed sale as a share of the issuer's current shares outstanding, the approximate sale date, the broker, and the filer's remarks (including any stated 10b5-1 plan). Results are the most recent notices first and a note flags when more exist than were returned; use fromDate/toDate to scope a period (heavy 10b5-1 filers can flood the recency window with small daily notices). A proposal may never execute; a completed sale may later appear on Form 4 or 5 only when it is reportable there.

Get recent exempt securities offerings (private placements) for a company from SEC Form D notices. Each Form D reports a Regulation D offering, showing the issuer, the date of first sale, the total offering amount (a dollar figure or "Indefinite"), the amounts sold and remaining, the minimum investment, the number of investors, the claimed exemptions, whether the notice is an amendment (D/A), and its SEC accession number. Ongoing offerings are re-noticed through D/A amendments that RESTATE the same offering — group rows by first-sale date and offering amount and use only the latest notice of each chain, or capital raised will be counted several times over. Use this to track how a company is raising private capital alongside its public filings.

Get operational data for a registered investment company from its SEC Form N-CEN annual reports. Accepts an exchange-listed ticker or an exact fund identifier from SearchFunds, including a profile id, SEC series id, stored series ticker, or verified share-class alias. Each N-CEN shows the registrant's classification, Investment Company Act file number, reporting period, first/last-filing flags, latest service providers, and an exact filed-name provider history. N-CEN is filed at registrant level; this dataset currently ingests it through tracked issuer feeds, so a series inside an untracked multi-series trust can resolve correctly but still have no N-CEN report on record. Only registered funds file N-CEN; operating companies return no data.

Get a registered fund's profile and largest stored holdings from its latest SEC Form NPORT-P report. Accepts a profile ID, SEC series ID, stored ticker, or verified alias from SearchFunds. Returns registrant, series, assets, reported and stored holding counts, and the largest stored positions. Some multi-series trusts store only tracked-stock positions; reported counts and asset totals still describe the full filing. Use GetFundsHoldingStock for the inverse lookup.

Get the registered investment companies (mutual funds and ETFs) holding an exact stock or ETF listing, from SEC Form NPORT-P portfolio reports. The listed security's authoritative CUSIP (or, for a listing on another exchange written MIC:TICKER, its ISIN) is matched against the holding rows on each fund series' most recent report (series that stopped filing more than 18 months ago are excluded), so an exited position never shows as current. Returns the fund's registrant and series, the reporting period, the position size, its U.S.-dollar value, its share of the fund's net assets and the payoff profile (Long/Short), largest positions first. Report dates differ per fund series (each files on its own fiscal quarter), so values are as of each row's report date and cross-row totals mix as-of dates.

Get a company's going-concern doubt status: whether its latest examined SEC filing states substantial doubt about the company's ability to continue as a going concern, with the verbatim disclosure, the filing it came from, and the history of examined filings showing when doubt appeared, was alleviated, or cleared. Flags are extracted from each company's newest 10-K/10-Q narrative text and verified before publication; a filing without going-concern language counts as no doubt. Coverage starts when the extraction lane first examined the company — earlier filings are not analyzed, so absence from the history does not rule out prior doubt episodes.

Get federal government contract awards won by a specific public company: US federal awards (from USAspending.gov) or Government of Canada contracts (from its proactive publication of contracts over C$10,000). Shows the award (action) date, recipient named by the government, awarding agency or department, total value (US: obligated dollars plus unexercised ceiling; Canada: contract value including amendments, in Canadian dollars; never revenue received), outlays when reported, end date, and description. Coverage: US prime contract awards of $1M or more, and Canadian contracts reported from fiscal 2017-2018 (April 2017) whose vendor name exactly matches a company listed on a Canadian exchange, so sums understate government revenue. Use GetTopGovernmentContractors to rank companies market-wide.

Get company guidance from written Item 2.02 earnings releases and earnings-call transcripts, newest release first, with range, unit, GAAP basis, fiscal period and source provenance. Closed target periods are marked ended. Revenue and diluted-EPS guidance includes the reported actual and verdict once comparable XBRL facts exist; non-GAAP guidance is never compared with GAAP actuals. Coverage notes distinguish unprocessed documents from sources that state no guidance.

Who holds a stock or ETF listing, by kind of 13F filer, quarter by quarter: each bucket's share of 13F common shares, its like-for-like change, and new and exited filers. Split by holder type (regulatory records, never names), measured style, turnover, horizon, 13F book size, client base, private funds or location. Also gives the active holders' like-for-like change, which leaves index-like books out. The fundtype dimension instead splits registered funds' Form NPORT-P positions by their Form N-CEN fund type (index funds, index ETFs, active ETFs, active funds, unclassified) as a share of shares outstanding; fund positions sit inside their advisers' 13F reports, so they are never added to 13F totals.

Shareholder targeting for a stock: the 13F filers of the newest closed quarter that hold its holder-overlap peers (operating companies whose active holders overlap most, funds excluded) but hold no class of the stock itself, ranked by the money they have in those peers. A stock with no overlap peers falls back to its sector's largest operating-company 13F holdings; a fund has no targets. Each target shows its 13F book, the peers' share of it, the peers it holds most of, its measured style and its holder type from regulatory records.

Market-wide 13F money flows for a closed quarter by kind of filer: what each bucket bought and sold, net flow, net flow as % of its prior 13F book, and net buyers vs sellers. Buckets: holder type (regulatory records, never names), measured style, turnover, horizon, book size, client base, private funds or location. Optionally split by sector, with ETFs apart. Trades are priced at quarter-average prices; filers with no 13F the quarter before add no flow.

Get the companies that have joined or left a major US stock index, newest first. Changes are derived by comparing consecutive constituent lists from the funds that track the index, so each one is dated to the window between two reports rather than to an announcement: a daily holdings file dates a change to a day, a quarterly filing only to a quarter. Several funds track the same index and each records a change separately, so records for the same company and direction over overlapping windows are collapsed into the single event a reader should see, keeping the narrowest window. This is observed membership, not an announcement feed, so a change appears once a tracking fund has actually reported it. Each addition carries an estimate, not a record, of the index-fund buying it implied, in shares and days of volume.

Get the current constituent list of a major US or Canadian stock index: S&P 500, S&P MidCap 400, S&P SmallCap 600, Nasdaq-100, Russell 1000, Russell 2000, the Dow Jones Industrial Average, the S&P/TSX 60, S&P/TSX Composite, S&P/TSX Venture Composite and the S&P/TSX capped sector indexes. Each row carries the company's rank by weight, its ticker, and its share of the index. A US list is a full-replication tracking fund's own disclosed holdings, taken from an SEC Form N-PORT filing or from the holdings file the fund publishes daily; a Canadian list is the constituent list TMX Money publishes under the index's symbol; the answer names which source and which date it came from. A partial filing is never served as a shrunken index. Rows not matched to a tracked company keep the name the source reported instead of being dropped. Use GetIndexChanges for what has joined or left, and GetIndexForecast for who the published rules point to next.

Apply an index's published entry rules and return candidates with rule-by-rule evidence. S&P results are SCREENS because a committee chooses additions; the S&P 500 adds versioned 90-day empirical join probabilities for eligible candidates and exit probabilities for every member. They are estimates, not guarantees. Russell and Nasdaq-100 are PROJECTIONS decided by published rankings. A non-member with a missing figure has no entry verdict. An unmeasured member stays out of deterministic departure buckets, while the S&P 500 gives it the neutral exit baseline. The Dow has no quantitative rule or forecast. Each model revision is immutable. A model-version change may append a higher revision for the same trading day, and readers use the highest revision.

Get a summary of insider ownership for a stock, ranked by total shares held. Shares come from each insider's most recent SEC Form 3/4/5 filing: the filing's closing balance per security, held directly or through each indirect vehicle the filing names (a trust, partnership or LLC, told apart by its stated nature of ownership and by which balance each trade continues), actual shares only (options and other derivative holdings are excluded), summed into Direct and Indirect columns and restated onto today's split basis, so they can differ from the raw figures in older filings. A vehicle the newest filing does not list is not counted. Former insiders may linger with stale dates or zero shares. Returns at most maxResults insiders (default 30). Use this to understand the insider ownership structure of a company; use GetInsiderTransactions for the underlying trades.

Rank stocks by a peer-relative 0-100 insider-accumulation score over 90 days: net buyers, net shares bought as a percent of shares outstanding, and net buy value. It uses qualifying open-market Forms 4/5 purchases and sales by officers and directors (a holder that is only a 10% owner is excluded); Form 3 establishes initial ownership, and disclosed Rule 10b5-1 trades are excluded. Filter for cluster buys or liquidity, request the bottom ranking for distribution, or pass ticker for one stock's factors and universe rank. Filters never renumber the universe rank. Use GetInsiderTransactions for the filings.

Get recent insider trading transactions for a stock from SEC Forms 4 and 5, newest first. Form 3 supplies initial ownership rather than a transaction. The Type column carries the SEC transaction code meaning: 'Buy'/'Sell' are open-market purchases/sales only, while Award, Conversion, Exercise, Tax Payment, Expiration, Gift, Inheritance, Discretionary and Other are compensation or derivative mechanics — not conviction trades. The 10b5-1 column marks trades made under a pre-arranged Rule 10b5-1 plan ('-' = filing predates the 2023 checkbox). Per-row Shares/Price/Value are as filed; Owned After is the post-transaction balance restated onto today's split basis, tracked per security kind and ownership form. Supports optional date-range, transaction-type and insider-name filters to reach history beyond the newest rows. Use this to understand insider buying/selling activity.

Get the historical trend of aggregate reported 13F exposure for an exact stock or ETF listing across multiple quarters. The legacy Total Shares field sums reported quantities across common-share rows, put/call notional-underlying rows, and any tracked principal-denominated rows, so it is not a pure share-ownership measure. Shows total reported quantity, published position value, and filer count. Share Chg (QoQ) is like-for-like: it compares only filers with an observed 13F in both quarters, and each quarter notes how many filers and shares it excluded (the largest named), so missing filings and filer identity changes are not trades. Values normally use report-date closing prices, may fall back to filer values, and can include zero when unavailable. While the newest quarter's filing window is open, non-ETF primary stocks use a provisional combined view; ETF listings remain exact and as-filed because carry-forward is filer-wide.

Get the Schedule 13D and 13G stakes a named institution has disclosed: its latest filing on each listed security (13D or 13G, amendment or not) with the event and filing dates, accession, the shares (restated onto today's split basis) and percent of class, the change since the filer's previous filing on that security, a 13D's Item 4 purpose where described, and a status: current; unconfirmed (no filing in 24 months; a 13D or 13G stays in force until amended, so the stake is kept and never assumed sold); below 5% (the final amendment that ends the filer's duty to amend, not necessarily the holding); exited (no shares); or security retired (the issuer no longer trades in the US). Current and unconfirmed stakes list by default; includeHistory adds the rest. These are event-dated 5% stakes, not a quarter-end portfolio: GetInstitutionPortfolio covers the 13F book. Resolve exact CIKs with SearchInstitutions; a filer that files only 13D or 13G resolves too.

Backtest how cloning an institutional filer's reported 13F portfolio would have performed against a market benchmark, either over a trailing window (windowYears) or an explicit fromDate/toDate range. Reconstructs the filer's portfolio at each quarterly 13F snapshot, rebalances on the SEC filing lag, and values each exact listed security on raw closing prices. Returns price return (dividends excluded), CAGR, and max drawdown for the clone and benchmark, plus price-return alpha. Returns are unavailable when a held security or benchmark crosses a captured split without a certified price basis; the requested window is not shortened to hide it.

Combine 2-25 institutions' 13F portfolios on their latest common report date. Ranks stocks by holder count, then combined value. Published values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. Set minInstitutions to 2 or more for positions shared by multiple filers.

View the tracked stock positions of a specific institutional investor from an SEC 13F-HR filing. Shows the largest positions by published value (default 20, max 500), with share counts, value, percent of tracked 13F value, and position count. Values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. Coverage is limited to tracked U.S.-listed common stocks and related put/call positions; use position type before treating options as ownership. Use SearchInstitutions first when the name is ambiguous.

Get an institution's quarterly position-change activity — Initiated / Increased / Reduced / Exited stocks diffed against the immediately prior quarter. Common shares, put/call positions and principal amounts are separate rows labelled by Type. Returns the buckets as one markdown section per bucket, sorted by absolute Δ market-value desc (Δ Value includes price movement, not just trading). Use `bucket` to filter to a single bucket. Use this to answer 'what did this fund do this quarter?'

Get an institution's 13F portfolio allocation for a given report quarter (defaults to the latest), grouped by fine-grained industry (default) or rolled up by sector via `groupBy`. Returns a markdown table sorted by % of portfolio descending, with stocks lacking a classification collapsed into a single 'Unclassified' row at the end. Published values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. Use SearchInstitutions for an exact CIK; ambiguous partial names return candidates instead of selecting silently.

Get an institutional 13F filer's portfolio style quarter by quarter, measured from its filed common-share book: style band (index-like, systematic-like, concentrated, diversified active), turnover band, holding-horizon band, and the measurements behind them (equity value, stock count, active share against every 13F filer's combined book and against the closest benchmark among the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 and Dow Jones Industrial Average with its as-of date, sector active share, top 10 weight, effective positions, trailing annual turnover, value-weighted holding period), plus the newest quarter's active share against every benchmark. Bands are measurements with stated thresholds, never the firm's own description. Closed quarters only; the newest quarter is measured once its filing window closes.

Get the portfolio summary header for an institutional 13F filer — published tracked 13F value (not total firm AUM), position count, top-10 / top-25 concentration, QoQ turnover, and the latest / prior report dates with the count of quarters tracked, then the holder's profile from regulatory records: entity type and the record that decided it, Form ADV adviser facts (regulatory assets, client base, private funds, LEI) with roster history and dated Schedule D private funds, registered funds it advises, the parent 13F filer that reports its holdings, and earlier or later CIKs its 13F reports continue under, then any strategy the firm states in its own filed brochure (quoted, dated, linked), then its style, turnover and horizon bands measured from its filed book. Values use report-date closing prices, may fall back to filer values, and can be zero when unvalued. Resolve exact CIKs with SearchInstitutions; ambiguous partial names return candidates rather than selecting a filer silently.

Get the full Form ADV profile for a single SEC-registered or exempt reporting investment adviser by its Organization CRD number: legal and business names, SEC file number, main office, website, regulatory assets under management (discretionary, non-discretionary and total), employee count, and how the firm is compensated (fee structure); exempt reporting advisers do not report these Item 5 figures. Find CRD numbers with SearchInvestmentAdvisers.

Get metadata and access links for a captured investor-event slide deck by event id. Returns the same deck metadata as REST: event and ticker, call date, deck title and source, PDF versus image-slideshow kind, page count, capture time, MIME type, and either the deck's public PDF URL or its ordered public slide-image URLs, which open in a browser without an API key. The binary PDF/image contents are not embedded in the response. Get the event id from ListInvestorEvents or GetEarningsCallEvent.

Get the speaker-labelled transcript of a specific investor event (earnings call, conference, investor day) by its event id — every speaker turn in order, attributed to the real person (executive or analyst) with their role when the resolution is trusted; unverified voices show as a role label (e.g. Operator) or a neutral speaker number. Get the event id from ListInvestorEvents. Use this for conferences and other non-earnings events, which have no fiscal quarter to key on.

Get recent investor-relations press releases for a stock, scraped from the company's IR website; for a US company whose IR site has no news feed, the press releases it furnished as exhibits to its 8-K filings, each marked as such. Returns the most recent news items (headline, publish date, summary when the source provides one, and link) in reverse-chronological order. Use this to see a company's latest official announcements straight from its IR page, distinct from third-party news. Coverage is partial — only companies whose IR page has been discovered and content-scraped have items, so an empty answer may be a coverage gap rather than corporate silence; the response says which case applies.

Get one S-1/F-1 registration's full picture by the filer's SEC CIK (as listed by GetIpoFeed): lifecycle status, verified offering classification, effective-prospectus accession and EDGAR link, proposed ticker and exchange, the offer price range and shares offered with their verbatim prospectus quotes, what the company does, how it will use the proceeds, the underwriting banks in cover order, the key summary risk factors (each with its verbatim prospectus sentence), the annual pre-IPO financials from the filer's own XBRL-tagged statements, and the complete S-1/amendment/prospectus filing chain with EDGAR links. Underwriter and risk-factor availability distinguishes pending/rejected extraction from a completed read that stated none. Everything extracted is verified against the filing text and never estimated.

Get the US S-1/F-1 registration pipeline, newest filing activity first. Rows distinguish Primary, Resale, DirectListing, NonOffering and Unknown transactions; terms come from the newest effective prospectus or latest filing and never a superseded document. Results include lifecycle, proposed listing, applicable offer terms and latest annual XBRL financials in the filer's currency. Filter lifecycle or SEC-classified SPAC versus operating filers. Use a row's CIK with GetIpoDetails for the filing chain and extracted detail.

Get the exact listed securities, including ETFs, with the largest daily short sale volume for a single trading day (defaults to the latest available), from FINRA's daily short sale volume files, sorted by short volume descending. Short % is the share of that day's FINRA-facility (off-exchange/TRF) volume sold short — 40-50% is a normal market-making baseline — NOT short interest (the open short position; use GetShortInterest/GetShortInterestSnapshot for positions and GetShortSqueezeScores for operating-stock squeeze candidates; use GetShortVolume for one listed security's daily history). Pass sortBy=shortPercent with a minTotalVolume floor to rank by short intensity instead of raw size.

Get the latest COT positioning snapshot across all tracked futures contracts, grouped by category (Agriculture, Energy, Metals, Equity Indices, Interest Rates, Currencies). Shows commercial and non-commercial net positions in contract counts from the legacy futures-only COT report (positions as of each Tuesday, published Friday). Each row carries the market code accepted by GetCftcPositioning.

Get each ticker's newest traded, settled daily close (USD for US listings; a MIC:TICKER listing on another exchange in its own trading currency, named in a note), with one-session change, volume, and trailing 52-week closing range. Rows can have different dates while a session settles; use the Date column. Change is omitted when the immediately prior trading session is absent; for a MIC:TICKER row it compares with the previous traded close, omitted when that close is more than 12 days older or a stored session in between shows no trades. Split-limited or partial 52-week ranges are marked in the response. This is settled history, not an intraday quote.

Get the latest values for key economic indicators across categories: interest rates, yield spreads, inflation, employment, GDP, money supply, sentiment, housing, exchange rates, and market indicators. Each row shows a series' latest stored observation with its date, plus the previous observation and the change between them for direction — check the Latest Date column for freshness. Returns a snapshot of current macro conditions for one country: the United States by default, or Canada with country=CA.

Get the latest intraday reading for active U.S. listings (consolidated SIP: last trade, UTC time, session freshness, bid/ask) and for listings named MIC:TICKER on a Canadian exchange (XTSE, XTSX, XCNQ, NEOE; e.g. XTSE:RY) or Euronext (XPAR, XAMS, XBRU, XMSM, XOSL, MTAA, XLIS; e.g. XPAR:AIR), in the listing's currency. Needs a paid plan: for U.S. listings Pro is real time and Plus 15 minutes delayed; Canadian readings are real time on XTSE and XTSX and 15 minutes behind on XCNQ and NEOE, and Euronext readings are the last trade 15 minutes behind (Delayed=true). Free covers end-of-day data only and gets an upgrade note. Stale=true means the reading predates the session expected now and must not be reported as current. Missing readings are listed. For settled daily bars use GetLatestClosingPrices or GetStockPrices.

Get the major-holding notifications regulators outside the US publish for one listing, written MIC:TICKER (e.g. XLON:BARC): who crossed a voting-rights threshold, when, and the resulting position. Coverage: the UK FCA (TR-1 under DTR 5), the French AMF, the Dutch AFM (no publication date stated), the Spanish CNMV (significant holdings), Japan's EDINET (large-shareholding reports; a joint report states its holders' total ratio) and Canada's securities regulators (early warning and alternative monthly reports from 10%, as a percentage of the class). Each row is one notification by the obligated person: voting rights through shares (direct and indirect) and financial instruments, the total, the share of capital where stated, and the previous notified total. Dated notifications, not a register, never summed or merged with SEC 13F, 13D or 13G data; a correction replaces the version it corrects. For a US listing use GetBeneficialOwnership (13D and 13G) and GetTopHolders (13F).

List the US equity market holidays and early-close (1:00 p.m. ET) half days for a calendar year (NYSE/Nasdaq). Defaults to the current year. The calendar is curated for 2025 through 2027; a year outside that range reports so rather than guessing.

Get the current US equity market status (NYSE/Nasdaq), evaluated in America/New_York: whether the market is open, the current session (pre-market, regular, after-hours, or closed), whether today is a full-day holiday or a 1:00 p.m. ET early close, today's regular and extended (pre-market/after-hours) trading hours, and the next open and next close. Backed by the exchange's curated holiday and early-close calendar, not a heuristic.

Get the market-wide 13F leaderboards for a given quarter — which stocks were most bought, most sold, most initiated, or most exited across all 13F filers vs the prior quarter. The `bucket` argument selects one of: top-buys (Δ shares > 0 ranked by Δ value desc), top-sells (Δ shares < 0 ranked by Δ value asc), new-positions (stocks ranked by count of filers initiating a position), sold-out-positions (stocks ranked by count of filers exiting). Every board counts only filers with a 13F in both quarters. Δ Value is the change in published position value: values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. It includes price movement on held shares, so use Δ Shares to read the position change itself. The output publishes the first complete 13F report quarter and refuses comparisons that cross that corpus boundary. Use this to answer 'what's the consensus 13F move this quarter?'

Get the stocks members of Congress traded most over a trailing window, aggregated across EVERY member and ticker — 'what did Congress buy this week' without needing a ticker or a member name. The window is anchored on the DISCLOSURE (filing) date because the STOCK Act's general outside filing deadline is 45 days after a trade; late or amended records can arrive later. Each row aggregates one stock's disclosed trades: distinct members buying and selling, trade counts, estimated dollar flow per direction (each disclosed amount range's midpoint — members disclose a band, not an exact figure), the largest participants, and the latest filing and transaction dates. direction=buys ranks by estimated net buying, direction=sells by estimated net selling; chamber=senate/house narrows to one chamber. Use GetCongressionalTrades for one stock's underlying disclosures and GetMemberTrades for one member's.

Get a congress member's net worth history from their annual financial disclosures. Disclosed values are ranges, so every year is a band (minimum-maximum), never a point estimate. Only electronically filed reports are read: a missing year means no electronic filing, not zero net worth. Use SearchCongressMembers to find member names.

Get a congress member's disclosed securities transactions (newest first, last year by default). Shows tickers, transaction and filing dates, disclosed amount ranges, the filed Asset identifying the instrument (such as stock, option, or bond), and the member's party on the transaction date. Use SearchCongressMembers to find member names, and GetCongressionalTrades for all members' transactions in one ticker.

Get the cross-sectional ranking of stocks by institutional 13F breadth for a quarter. Rank by filer count (default), quarter-over-quarter filer-count change, total published position value, conviction (filers holding it among their ten largest positions) or crowding (high-turnover and private-fund adviser shares as % of shares outstanding), both among stocks 10+ filers hold. Conviction and crowding read the newest closed quarter measured across every 13F book (an open or unmeasured quarter snaps to it, noted). Values use report-date closing prices, may fall back to filer values, and can be zero when unvalued. Includes Δ filers, total value, Δ value, and share of the 13F universe. The first complete report quarter is published; earlier rankings and boundary-quarter deltas are unavailable. Only currently-held stocks rank; sold-out names use GetMarketWide13FActivity. During the newest quarter's open filing window, non-filers carry prior-quarter positions (noted in output).

Get the caller's saved portfolios, and those colleagues shared with the caller's organization, including stock and option lots, cost basis, realized and unrealized profit, and watched instruments. Omit portfolio to list portfolios; if exactly one exists it is returned in full. Pass its name to select one; a shared portfolio whose name is also taken is named "Name (Creator)" in the list. Quantities are signed; costs are the owner's per-share inputs and are never split-restated. Each position is in its listing's currency; totals are in the portfolio's currency at the official rates named in the answer. Every mark names its session. Unpriceable and expired positions have unknown value, never zero. Watched instruments are not positions and must not be counted as exposure. Returned lot ids address the update, close and remove tools. Use GetInstitutionPortfolio for 13F holdings.

Get a company's non-GAAP-to-GAAP reconciliations ('bridges') as extracted from its earnings releases and 10-K/10-Q periodic reports: for each stated non-GAAP measure (Adjusted EBITDA, adjusted EPS, adjusted operating income, FFO/AFFO, ...), the GAAP starting line, each stated adjustment in order, and the non-GAAP result, with the period, unit and the verbatim source quote. Verifier-approved, newest filing first. Use this to see exactly how a company builds its adjusted numbers; GetCompanyKpis carries the same bridge inline with a metric, this returns the reconciliations on their own.

Get weekly off-exchange (dark pool / OTC) trading volume for an exact stock or ETF listing from the FINRA OTC/ATS Transparency data. Each week shows ATS (alternative trading system / dark pool) volume and trade count, non-ATS OTC volume and trade count, and the total off-exchange volume (ATS + non-ATS OTC). The FINRA file does not include consolidated tape volume, so the off-exchange share of total market volume is not reported here; compute that share elsewhere against a consolidated-volume source. Weeks before 2025-08-11 may include volume from a case-variant sibling security because they predate the ordinal FINRA symbol-map fix and can no longer be re-imported from FINRA's rolling source window. FINRA publishes each week on a delay (2 weeks for Tier 1 NMS stocks, longer for other tiers), so the latest week lags today.

On-Balance Volume (OBV) for a stock. Running cumulative volume that adds the bar's volume on up-closes, subtracts on down-closes, and stays flat on equal closes. Useful for confirming or diverging from price trends with volume flow. OBV is anchored at 0 on the first bar of the requested range, so absolute values shift with startDate and are not comparable across calls - read the slope and divergences, not the level.

Get the option chain (calls and puts) for a stock for ONE expiration: strike, greeks (delta/gamma/theta/vega), implied volatility, open interest, the latest daily price and the previous traded session's volume. Defaults to the nearest upcoming expiration; pass expiration=YYYY-MM-DD for another (GetOptionExpirations lists them). A chain larger than maxResults returns the contracts nearest the money; narrow with minStrike/maxStrike and type to reach the wings. Each row dates its daily figures by session and its open interest by its own date, or marks either unknown; implied volatility and greeks are model values computed at fetch time. Daily figures are not live quotes. Bid/ask use real-time OPRA on Pro and a 15-minute delayed indicative feed on Plus; Free covers end-of-day data only. For a Canadian listing on XTSE or XTSX pass MIC:TICKER, e.g. XTSE:RY. Its chain carries the exchange's real-time bid/ask, implied volatility and open interest in CAD on Plus and Pro, plus computed greeks.

Get one session's bars across one expiration, by strike: open, high, low, close, volume, VWAP and trades for every contract, active or expired. Use it for how a chain traded on a past date; GetOptionExpirations with expired=true lists past expirations. A larger expiration returns the strikes nearest that session's stock close; narrow with minStrike/maxStrike and type. History begins in early 2024. Plus can read a session 30 minutes after the stock close; the Free plan is answered with an upgrade note. Open interest, greeks and bid/ask have no history; implied volatility history is GetOptionVolatilityHistory. US tickers only.

Get one expiration's positioning from the live chain: open interest and volume by side with put/call ratios, max pain, at-the-money implied volatility, the at-the-money straddle's mid as a market-implied expected move, 25-delta skew, the strikes with the most unsigned gamma, and the contracts trading heaviest against their open interest. Defaults to the nearest upcoming expiration. A figure that needs the whole chain or one open-interest date is withheld. Nothing here is a forecast, and gamma carries no dealer sign. Plus reads delayed indicative quotes, Pro real-time; the Free plan is answered with an upgrade note. US tickers only.

Get the full snapshot for ONE option contract by its OCC symbol (e.g. O:AAPL260724C00110000): greeks, implied volatility, open interest, the latest daily price, the previous traded session, the latest print, and bid/ask with sizes and exchanges when the plan entitles quotes. Last, day range and volume name the provider's trading-session timestamp when supplied and otherwise mark it unknown; open interest names its separate effective date when supplied; implied volatility and greeks are the provider's model values computed at fetch time and can differ slightly from a chain response. Bid/ask use consolidated real-time OPRA on Pro and a 15-minute delayed indicative feed on Plus; the Free plan covers end-of-day data only and is answered with an upgrade note. For a Canadian listing on XTSE or XTSX pass MIC:TICKER, e.g. XTSE:RY. Its chain carries the exchange's real-time bid/ask, implied volatility and open interest in CAD on Plus and Pro, plus computed greeks.

Get past price and volume bars for ONE option contract by its OCC symbol, active or expired, newest first: open, high, low, close, volume, VWAP and trades. A period without trades has no bar. timeframe is day (default, last 90 days), hour (last 7 days) or minute (last 4 days); startDate and endDate set another window, and history begins in early 2024. Plus receives bars 15 minutes after they end, Pro as they form; the Free plan is answered with an upgrade note. Open interest, greeks and bid/ask have no history; implied volatility history is GetOptionVolatilityHistory. US tickers only.

List the available option expiration dates for a stock, with the contract count at each. Use this to pick an expiration for GetOptionChain. Pass expired=true for past expirations (US tickers), to pick one for GetOptionChainSession. For a Canadian listing on XTSE or XTSX pass MIC:TICKER, e.g. XTSE:RY.

Compare the nearest upcoming expirations side by side: at-the-money implied volatility, the at-the-money straddle's mid as a market-implied expected move, put/call ratios and max pain for each. An expiration that could not be read stays in the table, marked. Nothing here is a forecast. Plus reads delayed indicative quotes, Pro real-time; the Free plan is answered with an upgrade note. US tickers only.

Get the trade tape for ONE option contract by its OCC symbol, active or expired, newest first: time, price, size, exchange and condition. A cancelled print stays in the tape, marked, so read volume from the bars, not a sum of prints. Defaults to the last 4 days; startDate and endDate set another window, and history begins in early 2024. A cut answer names the endTime that continues it. Plus receives trades 15 minutes after they print, Pro as they print; the Free plan is answered with an upgrade note. US tickers only.

Get a stock's daily implied volatility history, newest first: constant-30-day implied volatility (IV30), IV rank and IV percentile over the trailing year, the at-the-money IV of the near and far expirations, and 30-day realized (historical) volatility. Use it for historical IV, IV rank, IV percentile, implied versus realized volatility, and whether volatility is high or low against its own past. Two bases are stated apart and never blended: derived, our model on each session's at-the-money option closes (ranked, from 2024-01-18), and quoted, the source's model captured in the session's last quarter hour (from launch, unranked); each row carries its contract and trade counts. A stock the backfill has not reached is queued on the first ask and answers with what it has. startDate and endDate set the window (default: the last year). Plus and Pro read it; the Free plan is answered with an upgrade note. US tickers only.

Get an organization no market we cover lists, such as the U.S. Government, a federal agency or an unlisted company: its kind, country, LEI, parent and parts, the listed companies whose 10-K reports name it or one of its parts with the verbatim sentence, and for a federal agency the listed companies it awarded the most contract value in the last 12 months. Names from 10-K reports require the Pro plan.

Who holds a stock and how, measured across every 13F book of the newest closed quarter, beside the quarter before: conviction (filers holding it among their ten largest positions, its weight in their books), crowding (shares held by high-turnover filers and private-fund advisers as % of shares outstanding, with its percentile among stocks at least 10 filers hold), institutional ownership of the estimated free float, holder concentration (Herfindahl, largest ten holders), how long holders have held it, the holders' estimated average cost per share and the share of 13F value held at a loss, active holders' like-for-like change, top-scored managers' net buying, Schedule 13D and 13G filers on record, holder-overlap peers (operating companies whose active holders overlap most, one row per company, funds excluded), and the filers with the highest weight in it. Cost is an estimate from quarter average prices, never a filed figure.

Get who owns a stock, as shares and % of shares outstanding: 13F institutions, insiders (Forms 3, 4, 5, single-class issuers only), 13D/13G blocks no 13F report already holds, and the remaining float, flagged rather than clipped when negative. Registered funds are shown but never summed, since their shares sit inside their advisers' 13F reports. Each holder counts once: insiders who file 13Fs, holders a 13F filer reports, and the filers and persons of any 13D or 13G that names a 13F filer, directly or through filings naming one another, are left out of the other lines, by CIK and SEC reporting links, never by name. A foreign private issuer's count is in ordinary shares, a different unit, so it gets no % or remainder. Also splits the 13F shares by holder type, style and location. view=ultimate adds the largest ultimate parents.

Get CBOE put/call ratio data showing market sentiment. Available types: Total (all exchange), Equity, Index, Vix, Etp. High ratios (>1.0) indicate bearish sentiment; low ratios (<0.7) indicate bullish sentiment. Volumes are contract counts. Data available from November 2006 to present (the Vix type from October 2019); pre-2013 history is sampled roughly weekly rather than daily.

Get a company's revenue disaggregated by business segment, geography and product/service — plus operating income by segment when the issuer tags it, so segment profitability and margins are answerable — from the dimensional XBRL facts the issuer tags in its own filings. Annual fiscal years only, latest restated values, one table per axis the company reports; source values are as-reported and never estimated, while segment operating margin is derived as operating income divided by revenue for the same folded raw member QName and exact period. Rows within one table can OVERLAP when the issuer tags several granularities on the same axis (a parent segment alongside its components), so never sum rows to derive total revenue — use the consolidated total row each table carries. For consolidated figures use GetFinancialStatement or GetFinancialFact.

Get a company's shareholder meeting vote results from its SEC 8-K Item 5.07 filings, latest meeting first: for each matter (each director nominee on its own row) the For, Against, Abstain, Withheld and broker non-vote counts as printed, the stated outcome and its quote, and the source filing. An 8-K/A replaces the 8-K only if it restates every matter; else both are shown. Only verified readings are shown; an empty answer says whether no vote filing is on file or one still awaits extraction.

Get bi-monthly short interest history for an exact stock or ETF listing from FINRA. Shows the reported short position, change from the previous settlement, average daily volume, and days to cover per settlement date. Share counts are restated onto today's split basis so the series stays continuous across stock splits; days to cover is as reported (FINRA caps it at 999.99). High days-to-cover (>5) suggests a potential short squeeze — for short interest as a % of shares outstanding and an actual squeeze-candidate ranking use GetShortSqueezeScores; for the market-wide latest settlement use GetShortInterestSnapshot. For primary operating-company stocks only, the answer may also carry a model estimate of the settlement FINRA has not published yet; it appears BELOW the table and must never be presented as a FINRA figure.

Market-wide snapshot of the latest FINRA bi-monthly short interest settlement — one row per exact listed security, sorted by days to cover (descending) by default. FINRA caps days to cover at 999.99: capped rows are a sentinel (almost always illiquid names with a tiny average-daily-volume denominator) and are ranked after real readings; pass minAvgDailyVolume (e.g. 100000) to drop illiquid names entirely. This is the raw FINRA snapshot — for genuine short-squeeze candidate ranking use GetShortSqueezeScores; for one stock or ETF's history use GetShortInterest; for daily short-sale flow use GetShortVolume/GetLargestShortVolume.

Rank primary operating-company stocks by a peer-relative 0-100 short-squeeze score using short interest, capped days to cover, price versus trailing VWAP, short-volume trend, short-interest change, fails-to-deliver pressure, and bounded price/volume/earnings catalyst boosts. Optional liquidity floors filter the board without changing scores. Pass ticker for one stock's factor breakdown and universe rank. Exchange-traded products are excluded because issuer shares outstanding and earnings are not product-level facts; use GetShortInterest for an ETF's exact FINRA series.

Get daily short sale volume history for an exact stock or ETF listing from FINRA's short sale volume files. Shows short volume, short-exempt volume, total volume, and short volume percentage per trading day. Volumes cover trades reported to FINRA facilities (off-exchange/TRF) only — NOT consolidated tape volume — and a 40-50% Short % is the normal baseline from market-maker liquidity provision, so it must not be quoted as a share of the stock's total traded volume. This daily flow metric is distinct from bi-monthly short interest positions: use GetShortInterest for positions, GetLargestShortVolume for a market-wide single-day ranking, and GetShortSqueezeScores for squeeze candidates.

Stochastic Oscillator (%K and %D) for a stock. %K measures the close relative to the high/low range over the lookback window; %D is the smoothed signal line (simple moving average of %K). Useful for spotting overbought (>80) and oversold (<20) conditions. The lookback window is warmed up on price history fetched before startDate, so values do not depend on the requested range's left edge.

Get daily, weekly or monthly OHLCV (Open, High, Low, Close, Volume) price history for a stock. Useful for technical analysis, charting, and price trend analysis. Weekly (ISO week) and monthly bars roll up the daily rows: first open, highest high, lowest low, last close, summed volume, dated by their last session; a week or month the date range cuts is marked partial. A US listing is quoted in USD; a listing on another exchange (MIC:TICKER) is quoted in its own trading currency, which the output names. An Adj Close column shows the provider's split- and cash-dividend-adjusted close when it differs from Close. Captured corporate-action changes trigger a full-history refresh of the exact listed series, but the stored rows do not certify which split basis the provider returned. Do not treat reconciliation status alone as proof that a window is a consistent total-return series. Zero-volume carry-forward candles are excluded because they do not establish a traded market price.

Get one listing's profile: the company's description, website, sector and industry, SEC CIK, LEI and fiscal year end, the security's ISIN and type, and the company's other listings on every covered exchange with the symbol each is read by. Pass a bare ticker for a US listing or MIC:TICKER (e.g. XETR:SIE) for one on another exchange.

Get the captured stock splits and reverse splits of an exact stock or ETF listing, newest effective date first, and whether its stored daily prices are confirmed restated onto the post-split share basis across each. A restated split needs no further adjustment of GetStockPrices bars; an unconfirmed one (always so for a listing outside the US) is a break in the price and volume series, never to be restated from the ratio alone. Announced splits can appear before their effective date. Each listing reports its own splits: a share class never inherits another listing's.

Get the curated superinvestor directory — a hand-picked list of well-known value investors and fund managers (Buffett, Ackman, Burry, Klarman and more), each with their 13F filer CIK and latest reported portfolio value, position count, quarter-over-quarter change, and report date. Portfolio value covers long US-listed 13F positions only, not total firm AUM; as-of dates vary by filer, and rows lagging the group's latest quarter are marked (stale). Use the returned CIK with GetInstitutionPortfolio for a manager's full holdings, or GetInstitutionQuarterlyActivity for their latest buys and sells.

Get a company's supply chain: the customers, suppliers, competitors and partners named in annual 10-K reports, its own and those of other listed companies that name it, with any stated revenue or receivables share, a revenue share in dollars from the same filing, the verbatim sentence and the source filing. A share belongs to the filing that states it. Names the filings never state are not inferred, so a missing company is not evidence of no relationship. Requires the Pro plan.

Get which of a company's suppliers and customers also supply or buy from its competitors, as 10-K filings name them: each one with the listed competitors it also serves, or, with vs, the company against one competitor (both, only the company, only the competitor). A competitor whose own 10-K is not read yet is marked, since other filings alone can miss what it uses. Requires the Pro plan.

Rank public companies by total federal contract dollars awarded over a date range, one country at a time: US (default, from USAspending.gov; total award value of prime contract awards of $1M or more) or CA (Government of Canada contracts over C$10,000, contract value including amendments, in Canadian dollars, for vendors whose name exactly matches a company listed on a Canadian exchange). Unlisted recipients are excluded. Answers questions like 'which public companies won the most federal contracts last quarter'. Use GetGovernmentContracts for one company's individual awards.

Get the top institutional holders (fund managers) of an exact stock or ETF listing from SEC 13F-HR filings. Returns a ranked list by shares held, including published position value and percentage of total institutional 13F shares (not of shares outstanding). Values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. During the newest quarter's filing window, non-ETF primary stocks carry non-filers' prior-quarter positions; ETF listings remain exact and as-filed because carry-forward is filer-wide. Use position type before treating put/call rows as ownership. Each holder shows its entity type from regulatory records (Form ADV, SEC filer profile, 13D/13G, N-CEN), filtered by holderTypes, and its style band measured from its filed book, filtered by styles.

Get the institutions that moved the needle the most on a stock this quarter — biggest absolute share additions (Top Buyers) and biggest absolute share reductions (Top Sellers) versus the previous 13F report date. Includes new positions (Δ = full position) and sold-out positions (Δ = −prior position); entries and exits require observed 13F filings in both compared quarters, so missing filings cannot become a full-position buy or sale; a filer that continues under one new CIK with a matching 13F book is compared through that successor, and one split across several new CIKs is left out; the output counts the filers and shares left out and names the largest. While the newest quarter's filing window is open, results cover only the funds that have already filed (noted in the output). Returns a markdown table with two sections. Use this to surface the most actionable quarterly signal from 13F filings.

Count how often a word or phrase comes up on a company's last earnings calls, oldest first: mentions per call, the rate per 10,000 words, the split between prepared remarks and Q&A where the call states its hand-off to questions, and one or two short quotes. Whole-word and case-insensitive, so "AI" never matches "said"; spellings that differ by a hyphen or a join count together ("copilot" also finds "co-pilot"), and the calls list which spelling they used. A call with no transcript text, or one in Chinese, Japanese or Korean, is flagged, never zero. Use it to follow a product, risk or initiative across quarters.

Get upcoming investor-relations events for a stock — earnings webcasts, conference appearances, presentations, and shareholder meetings — scraped from the company's IR website. Returns events scheduled from now onward, soonest first, optionally filtered by event type. Also states the next earnings call when one is known beyond the listed events: a scheduled call, or an estimate projected from the company's past call dates and labelled as one. Coverage is partial — an empty answer distinguishes a coverage gap from a genuinely empty calendar. Only future events are returned; for past events and their transcripts use ListInvestorEvents / GetInvestorEventTranscript.

Get current EV/Revenue, EV/EBIT, P/E, Price/Sales and Price/Book with peer median, quartiles and sample size; REITs add verified company-stated P/FFO and P/AFFO, and a filer with a verified reconciliation adds EV over its stated Adjusted EBITDA. TTM flows use four discrete fiscal quarters or an exact annual-plus-YTD bridge; annual-only figures are not TTM. P/E uses validated diluted EPS or income available to common, with the basis named. Enterprise value uses same-date reported debt, cash and tagged short-term investments. Price/Sales and Price/Book use market cap over TTM revenue and latest tagged equity. Inputs must reconcile, share one split basis and be in USD; missing inputs are never estimated; a company without a provable ratio still lists its figures. The peer cohort excludes the company and uses similar-size industry peers when sufficient, else the full industry. The response dates every figure and names its cohort basis. Use GetValuationMultiplesHistory for history.

Get up to ~10 years of quarterly EV/Revenue, EV/EBIT, EV/EBITDA, P/E, Price/Sales and Price/Book, with P/FFO and P/AFFO for REITs and EV/Adjusted EBITDA for verified filers. Each row is recomputed at its filing date from facts then available and that day's raw close; non-GAAP cells name their TTM or fiscal-year basis. Completed exact-primary split reconciliation preserves older samples; anchors before an unresolved split are omitted. The reply reports omissions and missing EV inputs by cause. Uses the strict USD-only TTM/EV methodology of GetValuationMultiples on one effective split basis. Missing or unproved inputs are dashes, never estimates.

Get CBOE Volatility Index (VIX) historical daily OHLC data. VIX measures expected 30-day S&P 500 volatility. Below 15 = low volatility/complacency, above 30 = high fear/uncertainty. Data available from 1990 to present.

Get the latest independently verified stored result for one of the caller's trackers, or the latest retained result at or before a requested timestamp. This is read-only, never triggers a live run, and preserves the last good result after a newer failure. To create or manage a tracker, tell the user to open the Equibles Portal and choose Dashboard → Trackers: https://www.equibles.com/trackers

List the markets listings are covered on: the US directory and each exchange outside the US, with the exchange codes its listings are written under (MIC:TICKER), its country code, trading currency, session hours and listing count. Use a code as SearchListings exchange or market.

List stored SEC filings and earnings-call transcripts newest first. Omit ticker for a market-wide feed or provide one ticker for a company-specific list. Returns company identity, document IDs, types, filing and reporting dates, SEC item numbers, line counts, EDGAR accession numbers and acceptance times (UTC; blank for filings stored before October 2026), and page totals. Supports date, document-type, and exact SEC item-number filters. Hidden document types remain excluded unless explicitly requested. When the deployment summarizes documents, each row adds a one- or two-sentence summary of what the document says, and when it has a public document viewer, each row adds the filing's page URL to share with the user. Pass a returned ID to SearchDocument or ReadDocumentLines.

List a company's investor events, newest first: earnings calls plus conferences, investor days and shareholder meetings. Each row gives the event id, type, UTC start, title, fiscal period (earnings calls only), status, and each material's status (available, pending, notPublished, failed, notAttempted, noCallHeld) for transcript, audio and slides. Read a conference by event id with GetInvestorEventTranscript; GetEarningsCallEvent is keyed by fiscal quarter.

List the caller's own trackers (recurring, verified website data collections), with schedule, state, visibility, and most recent run. This is read-only and never contacts a source website. To create or manage one, tell the user to open the Equibles Portal and choose Dashboard → Trackers: https://www.equibles.com/trackers

Read numbered lines from one SEC filing or earnings-call transcript. Use line numbers returned by SearchDocument or request a known range. Returns at most 2,000 lines and identifies the next startLine when truncated.

Permanently delete a lot from the USER's portfolio, as if it had never been recorded. This is for a lot entered by mistake. It is NOT how a sale is recorded: deleting a lot that was sold destroys its realized profit; use ClosePortfolioLot for that. This cannot be undone, so confirm with the user first, naming the lot.

Report an Equibles tool call you actually made when it failed, timed out, was unexpectedly empty (ToolFailed), or returned verifiably impossible or contradictory data (ImplausibleResult). Answer the user first, then retry or use a fallback; this report does not fix the current call. Report the call and response, never the person or their question. Omit private or user-provided argument values or replace them with [redacted]. Mention briefly that you flagged it. Do not report surprising-but-plausible data, missing tools, feature requests, or non-Equibles tools.

Screen listed stocks with optional min/max bounds for price, market cap, institutional ownership, 13F holder signals (conviction, crowding, private-fund adviser ownership, active holders' share change, holder tenure and price versus the holders' estimated cost), short data, insider activity, valuation, growth, margins, liquidity and earnings. Exact sector, industry, covered-index membership and going-concern filters are also available. A stock missing a bounded metric is excluded. Results use the requested sort (market cap descending by default), are paged, and include each dataset's vintage. Filtering or sorting on a fundamental metric adds that metric to the result table. US listings by default; pass market to screen European, Chinese, Hong Kong, Japanese or Canadian listings.

Search the tracked CFTC futures contracts by name, market code, common contract name, or standard futures symbol, or omit the query to list every tracked contract. Coverage is a curated set of ~35 major contracts across Agriculture, Energy, Metals, Equity Indices, Interest Rates, and Currencies - markets outside this set have no COT data here. Returns matching contracts with their codes and categories; use this to discover market codes before calling GetCftcPositioning.

Search the tracked congressional roster by name. Search first requires every punctuation-independent query word anywhere in the filed name, then broadens to any word only when no strict row matches. Verified public-name aliases such as Dan Crenshaw resolve to the roster name. Returns each match with its position, seat and current party (from the latest term); pass the returned exact Name to GetMemberTrades or GetMemberNetWorth.

Search one SEC filing or earnings-call transcript by document ID. semantic mode uses hybrid relevance and returns excerpts in document order with approximate line numbers. exact mode performs a literal case-insensitive substring match and returns precise matching lines. Get document IDs from SearchDocuments or ListFilings; use ReadDocumentLines for surrounding text.

Search SEC filings and earnings-call transcripts with hybrid keyword and semantic retrieval, or with match 'phrase' for only the excerpts containing an exact phrase. Omit ticker to search every company, or provide one ticker to search only that company. Returns excerpts with document IDs for SearchDocument or ReadDocumentLines. Use excludeTickers and maxResultsPerCompany only for market-wide discovery; use ListFilings to browse filings newest first without a text query.

Search the curated set of US macro series from FRED and Canadian series from FRED, the Bank of Canada and Statistics Canada that Equibles tracks (rates, inflation, employment, GDP, housing, market indicators) — not the full FRED catalog. Search first requires every punctuation-independent query word anywhere across the series ID, title, or category, then broadens to any word only when that strict search has no rows. Standard names such as fed funds rate, jobless claims, payrolls, yield curve, and core CPI are recognized. An empty query lists every tracked series. Results include seasonal adjustment, the latest observation date, and the UTC time Equibles last synced the series.

Search active exchange-traded funds and products by ticker, fund name, sponsor, or ISIN, US and other exchanges. US ETF identity comes from the authoritative security-type reference directory, with assets and holdings from the linked SEC Form NPORT-P fund series when available; a fund listed on another exchange is named MIC:TICKER (for example XETR:SXR8) with its currency and ISIN. US matches come first. Use GetEtfProfile for analysis, GetStockPrices for a fund's price history, or GetEtfHoldings for the portfolio.

Search the tracked SEC Form NPORT-P fund directory by fund name, ticker, SEC series ID, or registrant. Returns one canonical profile per series with ticker, registration type, latest report date, assets, and reported-versus-stored holding counts. Exact stored tickers outrank verified share-class aliases. Use the profile ID with GetFundProfile. The directory covers NPORT-P filers; a miss is a dataset-coverage result, not proof that a fund does not exist.

Search the tracked SEC corporate-insider set (directors, officers, 10% owners) by name. Search first requires every punctuation-independent whole query word in the filed legal name, then broadens to any whole word only when no strict row matches; a token inside a different word is not a match. Verified public-name aliases such as Jensen Huang resolve to the SEC owner identity. Returns CIK, role, latest filing company, and location, ordered by recent filing activity.

Search the tracked 13F filer set by institution name or SEC CIK. Search first requires every punctuation-independent query word anywhere in the filed name, then broadens to any word only when no strict row matches. Verified brand aliases such as Fidelity, Vanguard, and BlackRock include their current flagship CIK. Results are largest within the recently-active filing bucket first and include latest report date, tracked 13F position value, and position count so same-name filers can be compared before calling an institution tool. Values use report-date closing prices, may fall back to filer values, and can be zero when unvalued. Scoped institution tools remain strict and never discard an unmatched word. Each result shows its entity type from regulatory records, and holderTypes filters by it.

Search the tracked SEC Form ADV adviser set by firm name. Search first requires every punctuation-independent query word anywhere in the legal or business name, then broadens to any word only when no strict row matches. Returns CRD, main office, regulatory assets under management, employee count and as-of date, largest by assets first. Use the CRD with GetInvestmentAdviser.

Find exchange listings by company name or ticker (query), by ISIN (isin), or list every listing of one exchange or country, across the US and other exchanges. Each row gives the symbol other tools accept (a bare ticker for a US listing, MIC:TICKER such as XETR:SIE for another exchange), the company, country, trading currency, ISIN, security type and whether it is the company's main listing. An ISIN returns every listing of that security, each in its own currency; a US or Canadian ISIN also matches a US listing by its CUSIP. Use ListExchanges for the exchange and country codes.

Suggest the smallest actionable contract improvement to an existing Equibles tool you actually called when it worked as documented but lacked a useful operation, filter, parameter or output option. Answer the user first; this records a future improvement and does not change the current call. Describe the call, never the person or their question. Omit private or user-provided argument values or replace them with [redacted]. Mention briefly that you suggested it. Use ReportProblem for wrong data; do not request new tools, duplicate existing options, or report non-Equibles ideas.

Remove a stock or an option contract from one of the USER's portfolio watchlists. This only removes the watch entry: it never touches a holding, so a stock the portfolio also owns stays exactly as recorded. Confirm with the user before removing. Address the instrument the way it appears in GetMyPortfolio's Watching section: the symbol shown for a stock (MIC:TICKER for another exchange, e.g. XPAR:AIR), or the OCC symbol in optionContract for an option.

Correct a lot the USER already recorded: a mistyped quantity, price, trade date, note or exchange rate. Only the fields you pass change; the rest are left alone. The instrument itself cannot be edited: a lot on the wrong stock or the wrong contract is a different holding, so remove it with RemovePortfolioLot and add the right one. To record a sale, use ClosePortfolioLot rather than editing the quantity down, because editing it away loses the realized profit.

Put a stock or an option contract on one of the USER's portfolio watchlists, without recording any position. A watched instrument shows up in GetMyPortfolio's 'Watching (not held)' section with a current mark and nothing else - no quantity, no cost, no value. For a stock, pass its ticker, or MIC:TICKER for another exchange (e.g. XPAR:AIR). For an option, pass BOTH the underlying ticker and the OCC symbol in optionContract, exactly as AddPortfolioLot takes them; the contract is verified against the live options data before anything is stored. Watching something the portfolio already holds is allowed - the page shows one row, and selling out later keeps the instrument on the list.