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For a single politician, list trades that occurred within a window of days before or after the signing of an executive order affecting the traded sector. Each row contains the trade, the nearestEvent, daysDelta (negative = traded N days before EO signing, positive = traded N days after), matchBasis, and matchCount, plus a summary (totalFlags, totalEstimatedUsd, topSector). Defaults to trades 1-14 days BEFORE signing; same-day trades are always excluded (intraday ordering is unknowable). Unlike get_donor_trade_overlap, executive-branch (exec-) slugs return REAL data here: both congressional and executive trade sources feed the overlap computation. IMPORTANT: matches are sector-level co-occurrence — the official traded a stock in a sector the executive order affects, within a window of its signing date. Sector matches are broad and many trades will coincide with policy activity by chance; a match is a starting point for research, not evidence of foreknowledge. The matchBasis field describes match strength only ('sector' = broad sector match), never culpability, and matchCount shows how many EOs matched in the window (a noise indicator).

Which market SECTORS politicians have been trading in over a trailing window. Aggregates congressional + executive trades by sector and returns, per sector: trade count, total dollar volume, number of distinct politicians, and the top tickers. Use it to see where political trading activity is concentrating (e.g. "politicians piled into Energy this month"). Sort by count or dollar volume.

Get activity metrics for a politician broken down by period (30d, 90d, 1y, all-time). Includes buy/sell counts and values per period, most traded tickers (top 10), and transaction type breakdown. Useful for analyzing trading patterns over time.

Get committee assignments for a politician including committee name, chamber, role (Chair, Ranking Member, etc.), and subcommittee memberships. Use to correlate trading activity with committee oversight areas. Requires a politician slug (e.g. "sen-nancy-pelosi") -- use get_politicians first to find the slug.

Get the full profile for a politician including party, state, chamber, trade statistics, filing delay metrics, most traded sector, and their 10 most recent transactions. Use get_politicians first to find the slug (e.g. "sen-nancy-pelosi").

Get a bundled donor summary for a single politician: cycle totals (raised, spent, cash-on-hand, debts), donor count, top 10 individual donors, and top 10 PAC donors — all in one response. This is the right tool for "who funds <politician>" or "biggest donors to <politician>" style questions. For the full paginated list, use get_politician_donors.

Get the paginated list of campaign donors (individuals and PACs) for a single politician across one election cycle. Returns donor name, amount, type, employer/occupation (individuals), and committee details (PACs). Use this when a user asks "who donated to <politician>" or wants the full donor list. For a quick top-10 + cycle totals overview, use get_politician_donor_summary instead.

Get STOCK Act late filing violations -- trades where the disclosure was filed more than 45 days after the transaction (a legal violation). Sorted by filing delay descending. Useful for identifying politicians with poor disclosure compliance.

Get estimated realized + unrealized profit & loss for a politician. Methodology: each disclosed trade amount range is converted to an estimated share count using the stock's historical market price on the transaction date, then FIFO-matched on SHARES (realized = (sellPrice − buyPrice) × matched shares); open positions are marked to the current price for unrealized P&L. Works for Congress (sen-/rep-) AND executive branch (exec-) officials. Response includes a `totals` object (estimatedRealizedPnl, estimatedUnrealizedPnl, winRate, realizedTrades, tickersTraded) and a `byTicker[]` breakdown (estimatedShares, avgCostBasis, currentPrice, realizedPnl, unrealizedPnl, unrealizedPnlPercent) — byTicker open positions double as the estimated holdings. All figures are ESTIMATES (±25-40% from disclosure bracket width). Use get_politicians first to find the slug.

Get recent STOCK Act trades across all politicians. Each trade includes the senator info, ticker, transaction type, amount, and filing delay. Filter by direction (buy/sell) and lookback period. Useful for monitoring current congressional trading activity.

Get committee leadership roles (Chair, Ranking Member, etc.) for a politician. Use get_politicians first to find the slug.

Get paginated trade history for a specific politician. Returns individual STOCK Act disclosures with ticker, transaction type, amount range, filing delay, and late filing flag. Includes a summary with total buys/sells and net value.

Get voting records for a politician by slug. Returns congressional votes with bill info, position (Yea/Nay/Not Voting), and result. Useful for assessing alignment between a politician's votes and their trading positions. Requires Bioguide ID resolution.

List and search congressional politicians who have STOCK Act trading disclosures. Filter by party (D/R/I), state, or search by name. Returns paginated results with trade counts, last trade date, and net buy/sell direction over the trailing 12 months.

Discover the most active congressional traders ranked by trade count within a lookback period. Returns each politician with trade count, tickers traded, buy/sell values, and top tickers. Useful for identifying the most prolific political traders.

Rank politicians (Congress + executive branch) by estimated trading P&L across the universe. Sort by total P&L, win rate, or traded volume. P&L uses price-adjusted share estimation: disclosed amount ranges → estimated shares via historical price → FIFO on shares → open positions marked to current price. Figures are ESTIMATES (±25-40% from disclosure bracket width).

Get stocks that moved significantly after earnings reports on a given date. Returns pre-computed price changes with earnings surprise data in a single call — no need to chain get_earnings_calendar + get_historical_prices + get_quote per ticker. Includes preEarningsClose, currentPrice, changePct, EPS/revenue actuals vs estimates, and surprise percentages. Filter by minimum absolute % change threshold.

Historical MARKET-WIDE premarket scan for a single PAST trade date. For the requested ET date, returns every ticker with that day's premarket (default) session volume and its relative volume (RVOL) vs the trailing 90-day same-session baseline — the SAME RVOL math as get_rvol_history, but across the whole market for one date instead of one ticker across many dates. Filter by RVOL, market cap, price, and float to backtest screens like "sub-$500M tickers with premarket RVOL > 5 on 2026-07-20" in one call. Rows are ranked by RVOL descending. A future or non-trading date returns an empty list with an explanatory reason (not an error). Every row also reports "baselineState" (why its RVOL is or is not null), "advRatio" (volume ÷ trailing 30-session average FULL-DAY volume) and "advDays"; set includeNoHistory=true to surface high-volume tickers that have no computable RVOL at all, such as first-session new listings. Each row ALSO publishes the RVOL denominator itself as "baselineVolume" (shares) plus a "baselineThin" flag (true when that denominator is under 200 shares): a 90x RVOL off a 1-share baseline is arithmetically correct and analytically worthless. That is almost entirely an asOfTime-basis effect (0.1% of full-session rows vs ~38% at the 04:30 cutoff, falling to ~9% by 09:15) and it skews to LIQUID LARGE CAPS that simply do not trade early, NOT to microcaps. Screen it out with minBaselineVolume and/or minSessionVolume. The response "meta" also reports asOfApplied / asOfIgnored / asOfIgnoredReason, so a time-of-day request that could not be honoured is visible instead of quietly returning full-session numbers. Charged per your API tier.

Get the live premarket scanner board — the top premarket gainers and losers by absolute gap %, each row enriched with rvol, marketCap, floatShares, short interest, dilution, and news/catalyst flags. Off-hours it falls back to the last session. Use for premarket small-cap runner discovery. Set includePennyStocks=true to include sub-$1 names (separate cache slot). During the 04:00–09:30 ET premarket window rows also carry two LIVE volume metrics off the same live cumulative-volume numerator — they are DIFFERENT quantities and must not be substituted for each other or for "rvol": "liveRvol" = live cumulative premarket volume ÷ the trailing 90-session average cumulative volume AT THE SAME TIME OF MORNING (answers "is it busy for 08:00?"), with "liveRvolAsOf" giving the 15-minute ET grid cutoff that baseline came from — compare it to meta.asOf (when the live volume was sampled) to judge the small numerator/denominator time skew; and "premarketPaceRatio" = the same live volume ÷ the trailing 90-session average FULL premarket session (answers "what fraction of a typical entire premarket has it already done?", >1.0 = it already beat a normal premarket before the open). Both are null outside the premarket window or until the baseline is warm — never a fabricated ratio. Set universe="lowfloat" for the separate LOW-FLOAT board (float under 10M shares, no top-100 slice) instead of the default movers-derived board; that board is served from the aggregator snapshot and returns an empty rows array with a meta.reason when no snapshot is currently published (a normal off-hours state, not an error). Charged per your API tier.

Get analyst price target data for a ticker. By default returns the consensus / split-adjusted average price target. Set list=true to return the full per-analyst list of individual price targets instead.

Get the current stock quote for a company including price, volume, change, market cap, and other real-time market data. Use this when a user asks about a stock's current price or trading activity. Always includes halted/haltCode/haltReason/haltedAt/resumptionAt trading-halt fields (false/null when trading normally); a halted ticker returns the last-known quote instead of an error, or currentPrice:null + halted:true when nothing is recoverable.

Get recent congressional roll-call votes across all members, sourced from GovTrack (both chambers as available — currently Senate-heavy). Each vote includes member, bill info, position, and result.

Recent material 8-K filings (last 7 days) for the constituents of an index universe. By default returns the high-signal 8-K item codes (material agreements, M&A, executive changes, restructurings, etc.); pass `items` to filter to specific 8-K item codes. Choose the universe with `universe`.

Get the most recently introduced bills across all congressional sponsors. Each bill includes the sponsor block (bioguideId, fullName, party, state, politicianSlug) so persona agents can link directly to the sponsor detail page. politicianSlug is null when the sponsor is no longer in the active roster (typically ex-members). Requires CONGRESS_API_KEY on the backend.

Get the per-day relative-volume (RVOL) time series for a ticker, bucketed by trading session (premarket 04:00–09:30 ET, regular 09:30–16:00, afterhours 16:00–20:00, or all four). Each day's RVOL compares that session's volume to a trailing same-session baseline (90 days by default — configurable via "baselineDays"), so premarket volume is judged against premarket history (not a stale full-day figure). Use for spotting unusual premarket / session volume surges over the last N days. Each point also carries "baselineState" — "ready" (rvol is populated), "warming" (baseline not yet warm), "no-cutoff-history" (established ticker that never traded at this session/cutoff before) or "no-history" (new listing, no prior trading history at all) — so a null rvol is explained rather than silent. Points additionally carry "advRatio" (that day's volume ÷ the trailing 30-session average FULL-DAY volume, null when no full-day denominator exists) and "advDays" (its sample size), which give a magnitude to points RVOL cannot rate. advRatio is NOT an RVOL — it compares a partial session to a whole day, so it is typically well under 1 and must not be compared to rvol. Charged per your API tier.

Reverse lookup — find which politicians recently traded a given TICKER. Returns recent STOCK Act disclosures for that symbol with politician info, transaction type, and amount.

Get short interest data for a company including short volume, short ratio, days to cover, and short percent of float. Use when analyzing bearish sentiment or potential short squeeze setups.

Get stock split history for a company including forward and reverse splits with dates, ratios, type classification, and cumulative 2-year reverse split ratio. Relevant for NASDAQ/NYSE minimum bid-price compliance (1:250 cumulative reverse-split cap).

Get percentage price changes for a stock across multiple timeframes: 1D, 5D, 1M, 3M, 6M, YTD, 1Y, 3Y, 5Y, 10Y, and MAX. Use this for quick "how much is it up/down" answers without fetching full candle data.

Top stock movers — gainers (largest % up), losers (largest % down), or active (highest volume). Optional session window (premarket / regular / afterhours; regular default; not supported for active). Optional date (YYYY-MM-DD) returns a PAST trade date's gainers/losers on a historical daily close-to-close basis (computed from split-adjusted daily bars, NOT intraday) — session is rejected when date is set, date is not supported for direction=active, and a non-trade date (weekend/holiday) returns an empty list (not an error). Penny-stock artifacts are filtered by default — set includePennyStocks to include sub-$1 movers.

List currently-active trading halts across NASDAQ/NYSE/AMEX (from the consolidated Nasdaq Trader halt feed). Each halt includes ticker, market, haltCode (T1/T2/T12/LUDP/H10/...), human-readable reason, haltedAt, and the scheduled resumptionAt when one is set. An EMPTY list is a normal state (no active halts right now), not an error. Halts are tradeable catalysts — use this to discover halted names, then get_quote for the frozen last price.

Get volume distribution across price levels for a single trading day. Returns price buckets with volume, Point of Control (highest volume level), and Value Area (price range containing 70% of volume). Use for identifying support/resistance and high-volume price nodes.

Look up a filing or exhibit by its SEC accession number. Supports both dashed format (e.g., "0001193125-22-010026") and compact 18-digit format. Returns filing metadata including company name, form type, filing date, and exhibit count. If the filing is in the local database, returns full metadata; if only found on SEC EDGAR, returns basic metadata with an isInDatabase: false flag.

Screen companies by price range, volume, cash runway, float, shares outstanding, market cap, industry, listing exchange (NASDAQ/NYSE/AMEX), and float data source. Sort results by any sortable column. Returns matching companies with key metrics and pagination. Each row carries live trading-halt status (halted/haltCode/haltedAt; false/null when trading normally); pass excludeHalted=true to drop currently-halted tickers from the results.

Find companies with imminent capital raise needs based on estimated cash runway. Defaults to companies with less than 6 months of cash remaining, sorted by urgency (lowest runway first). Useful for identifying distressed companies, imminent dilution situations, or potential financing catalysts. Runway is estimated from current burn rate.

Screen SEC filings across all companies with company-level filters (sector, industry, market cap, exchange) combined with filing-level filters (form type, date range). Returns filings enriched with company metadata: ticker, sector, industry, exchange, market cap, and price. Use this to answer questions like "find all S-1 filings from biotech companies under $500M market cap" or "show me recent 8-K filings from Technology sector companies". This is the most powerful filing DISCOVERY tool for filings — use search_sec_filings only when you already know the specific CIK. This tool returns FILINGS, not a company universe: to enumerate or COUNT companies by market cap / price / float (e.g. "find all companies under $300M market cap"), use screen_companies instead — it supports minMarketCapComputed / maxMarketCapComputed and returns a real total COUNT.

Analyze stock price performance after SEC filings. Returns individual filing records with pre-computed price returns at +1 day, +3 days, +7 days, and +30 days after the filing date, plus aggregate statistics (average, median, % negative, best, worst) across all matching filings. Combine company-level filters (sector, industry, market cap, exchange) with filing filters (form type, date range). Use this to answer questions like "how do biotech stocks perform after S-1 filings?" or "what is the average 7-day return after 8-K filings from companies under $500M market cap?".

Search clinical trials market-wide (cross-company). Distinct from get_clinical_trials, which is scoped to a single ticker. Filter by phase, indication, sponsor, status, and date window; sort and paginate the results.

Search for companies by name or ticker symbol in the Signal8 database. Returns matching companies with their ticker, name, CIK, and exchange. Use this as the first step to find a company before calling other tools.

Full-text substring search across all SEC filing exhibit content. Returns matching snippets with context around each match. Powerful for finding specific clauses like "change of control", "anti-dilution", "right of first refusal", or any specific language across filings. Optionally filter by company (CIK), filing, accession number, or form type.

Search institutional investors (13F filers) by name. Returns matching institutions with CIK, name, AUM, holdings count, and latest filing period. Use this to find a specific fund or investment manager when you know part of their name (e.g., "Vanguard", "BlackRock", "Citadel"). Results are ranked by AUM descending.

Search and list SEC filings with filtering by company (CIK), form type, and date range. Returns paginated results with filing metadata including form type, filing date, company name, and accession number. Use this to find filings before reading their content with get_filing_document or get_filing_exhibits.