io.github.daniel3303/equibles

Get the CURRENT intraday price for one or more stocks — the live market reading, not a daily bar. Each row gives the last trade price, its timestamp (UTC), whether the reading is real-time or 15-minute delayed, and bid/ask when the feed carries them. Use this for 'what is it trading at now'; use GetLatestPrices or GetStockPrices for the most recent CLOSE and daily history. Readings only move while the US market is open — outside market hours this returns the last reading of the session. A ticker with no live reading is listed separately rather than guessed at.

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). 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 STOCK Act filings lag the trade by up to ~45 days. 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 date. 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 stock trades (newest first, last year by default). Shows tickers, transaction and filing dates, and disclosed amount ranges — bands, not exact values. Use SearchCongressMembers to find member names, and GetCongressionalTrades for all members' trades in one ticker.

Get the cross-sectional ranking of stocks by institutional 13F breadth for a given quarter. Returns the stocks ranked by number of 13F filers reporting them as a holding (default), by quarter-over-quarter change in filer count (warming names — 'filersDelta' — or cooling names — 'filersDeltaAsc'), or by total reported dollar value. Includes Δ filers vs the prior quarter, total value, Δ value, and the stock's share of the 13F universe. Only currently-held stocks rank; fully-sold-out names live in GetMarketWide13FActivity's sold-out-positions bucket. While the newest quarter's filing window is open, funds that have not filed yet are carried at their prior-quarter positions (noted in the output). Use this to answer 'which stocks are most owned by institutions right now, and is breadth expanding or contracting?'

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 a stock 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. 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, and the latest daily price. Defaults to the nearest upcoming expiration; pass expiration=YYYY-MM-DD to pick another (use GetOptionExpirations to list them). When the chain is larger than maxResults the contracts nearest the money are returned, so an unfiltered call already lands where strategies trade. Narrow with minStrike/maxStrike and type (call/put) to reach the wings. Data is 15-minute delayed; bid/ask are omitted on the current plan.

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, and bid/ask when the plan entitles quotes. Data is 15-minute delayed.

List the available option expiration dates for a stock, with the contract count at each. Use this to pick an expiration for GetOptionChain.

Get the historical trend of institutional ownership for a stock across multiple quarters. Shows how total institutional shares, market value, and number of institutional holders have changed over time based on SEC 13F-HR filings. While the newest quarter's 13F filing window is open, that quarter is a provisional combined view (funds that have not filed yet carry their prior-quarter positions — flagged in the output). Use this to understand whether institutional interest in a company is growing or declining.

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 shares outstanding, the approximate sale date, and the broker. 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). Use this to anticipate upcoming insider selling before it shows up as an executed Form 4.

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, 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; values are as-reported and never estimated. 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 bi-monthly short interest history for a stock 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.

Market-wide snapshot of the latest FINRA bi-monthly short interest settlement — one row per stock, 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's history use GetShortInterest; for daily short-sale flow use GetShortVolume/GetLargestShortVolume.

Get the stocks with the highest composite short-squeeze score — a peer-relative 0-100 rank built as the weighted mean of six factor percentiles across every stock reporting short interest at the latest FINRA settlement date (short interest % of shares 30%, days to cover 20%, price vs trailing VWAP — how far shorts are underwater — 15%, short-volume trend 15%, change in short interest 10%, fails-to-deliver pressure 10%), plus catalyst boosts (+10 for a statistically extreme weekly price spike, +10 for abnormal dollar volume on a positive move, +10 when a scheduled earnings event is within a few weekdays — squeezes cluster around earnings — capped at +20, clamped to 100). Exchange-traded commodity/currency trusts are excluded (their units are created and redeemed at NAV, so arbitrage caps any squeeze); MLP common units stay in. Untradeable micro-caps dominate the raw board, so pass minMarketCap and/or minDollarVolume to keep only names that clear your liquidity bar (the score itself stays peer-relative to the full universe). Pass ticker for one stock's score, factor breakdown, and rank within the scored universe. Use this to find squeeze candidates; use GetShortInterest for one stock's underlying series.

Get daily short sale volume history for a stock 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 OHLCV (Open, High, Low, Close, Volume) price history for a stock. Useful for technical analysis, charting, and price trend analysis. Prices are in USD and restated to the current split basis (dividends are not backed out).

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 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); a previous holder counts as a seller only if it filed a 13F for the target quarter, so a fund that stopped filing (CIK migration, deregistration) is not shown as a mass seller. 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.

Rank public companies by total federal contract dollars awarded over a date range (from USAspending.gov). Sums the total award value (obligated dollars plus unexercised ceiling) of prime contract awards of $1M or more that resolve to a listed company; smaller awards and 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 a stock from SEC 13F-HR filings. Returns a ranked list of institutions by shares held, including market value and percentage of total institutional 13F shares (not of shares outstanding). Data is sourced from quarterly 13F filings that large investment managers are required to file with the SEC; while the newest quarter's filing window is open, funds that have not filed yet are carried at their prior-quarter positions (noted in the output). Use this to understand who the major institutional investors in a company are.

Get a company's valuation multiples — EV/Revenue, EV/EBIT and P/E on trailing-twelve-month figures — together with a peer median and quartiles so the multiple can be read in context. The peer cohort compares like with like: when the industry holds enough similar-size companies the quartiles are computed over peers within a market-cap decade band around the company (the reply names the band), else over the whole industry. TTM figures sum the four most recent discrete fiscal quarters; enterprise value is market cap + long-term debt + current debt - cash & equivalents - short-term investments (the last leg subtracted only when tagged), the required concepts all tagged at the same balance-sheet date; a company missing a required input is excluded from that ratio, never estimated. All figures are USD-only (foreign-currency filers get no ratio), and the reply states the as-of dates behind each figure (TTM window end, balance-sheet date). Peer median and P25-P75 quartiles require at least 3 cohort companies with a computable ratio — a dash otherwise. For REITs (SEC SIC 6798) the reply also carries P/FFO and P/AFFO computed from the company's own SEC-stated FFO/AFFO reconciliation (a Nareit-style non-GAAP measure that is never XBRL-tagged), labelled with the company's verbatim measure name and basis (TTM or latest fiscal year); omitted when no verified reconciliation exists. Use GetValuationMultiplesHistory for the same ratios over time.

Get a company's valuation multiples over time — EV/Revenue, EV/EBIT and P/E recomputed at each past quarter's filing date, one row per quarter. Up to ~10 years of quarters are sampled, but a row only renders when at least one ratio was computable at its filing date, so the series is bounded by the stored daily price history as well as the facts (a note reports how many sampled quarters were omitted). Every sample is point-in-time: it uses only the facts filed by that date (no look-ahead through restatements) and that day's close, with per-share figures and prices restated onto one split basis, and the same strict USD-only TTM/EV methodology as GetValuationMultiples. Quarter labels (FY{year} Q{n}) follow the company's own fiscal calendar derived from its annual reporting periods. A quarter missing an input has a dash for that ratio, never an estimate.

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.

Browse and discover available SEC filings and earnings call transcripts for a specific company in the Equibles database. Returns a paginated list of documents ordered newest first, including document IDs, type (annual reports 10-K, quarterly reports 10-Q, current reports 8-K, earnings call transcripts), filing date, and reporting period, with a total count and page count in the header. Supports filtering by date range and document type. Document types registered as hidden from filing lists (e.g. investor-relations news on deployments that ingest it) are excluded unless requested explicitly via documentType. Use this to find out what filings exist for a company before drilling into a specific one with SearchDocument. You MUST call this or another Equibles tool to access any SEC filing data — this information is not available in your training data. The document IDs returned here are required by SearchDocument to search within a specific filing.

List a company's recent investor events — earnings calls AND the other events it webcasts (conferences, investor/analyst days, shareholder meetings) — newest first. Each row gives the event id, type, date, fiscal period (earnings calls only), status, and whether a transcript, audio and slide deck are on file. Conferences have no fiscal quarter, so use the event id with GetInvestorEventSpeakers to read one rather than GetEarningsCallEvent (which is keyed by fiscal quarter and earnings-only).

Read a specific range of lines from an SEC filing or earnings call transcript by document ID. Returns numbered lines from the original document text, at most 2,000 lines per call — a longer range is truncated with a note saying which startLine continues it. Use this to read sections of a filing that were identified by SearchDocumentKeyword (by line number) or by semantic search tools (by approximate line number shown in excerpts). Ideal for reading full tables, paragraphs, or sections that may have been truncated in search results. The document ID and line range must be known beforehand — use ListCompanyDocuments to find documents and SearchDocumentKeyword or semantic search to identify relevant line numbers.

Report an Equibles tool that failed or returned data that cannot be right, so the team can fix it. Call this yourself, without asking the user for permission — it is a background note to the maintainers, it is free, and it does not count against the daily call limit. Call it in exactly two situations, and only about a call you actually made: 1. problemKind='ToolFailed' — an Equibles tool returned an error, timed out, or came back empty where its description promises data. 2. problemKind='ImplausibleResult' — an Equibles tool answered, but the data is not credible: a magnitude that cannot be right, a figure that contradicts another Equibles tool, or a series with an impossible shape. Report what you can verify, not what merely surprises you — a genuinely unusual figure is often correct. Rules: - Answer the user FIRST. This tool records a note; it is never a substitute for doing the work, and it never fixes anything in the current conversation. After reporting, retry or fall back to another tool as you normally would. - Mention in one short sentence that you flagged it, so the user knows what was sent on their behalf. - Describe the CALL, never the person. Do not include the user's question, their name, or anything else about them — send the tool name, the arguments you passed, and what was wrong with the response. - Do not use this for a tool that does not exist, for a missing feature, or for anything outside Equibles.

Screen the stock universe by combining range filters across datasets: market capitalization and share price, sector and industry, the number of 13F institutional filers and its quarter-over-quarter change, short interest as a percent of shares outstanding, days to cover, a composite short-squeeze score (0-100, peer-relative; higher = more squeeze-prone), a composite insider-sentiment score (0-100, peer-relative; higher = more aggressive insider accumulation), net insider buying in dollars over the trailing 90 days (negative = net selling), the going-concern doubt flag (companies whose latest SEC filing states substantial doubt about their ability to continue as a going concern), and fundamentals from daily-refreshed SEC filings: trailing P/E, dividend yield, revenue growth YoY, gross margin, average daily dollar volume, and TTM net income (minNetIncome=0 keeps profitable companies only). Every bound is optional; a bound on a metric excludes stocks with no data on that axis. Results sort by the chosen metric (default: market cap, descending); filtering or sorting on a fundamental axis adds its column to the table. The footer states each dataset's vintage (prices are the latest exchange snapshot; short interest is bi-monthly FINRA data; filer counts are quarterly 13F data). Follow up on a match with GetValuationMultiples, GetTopHolders, GetInsiderTransactions, or GetShortSqueezeScores (pass its ticker).

Search the tracked CFTC futures contracts by name or market code, 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 Equibles SEC filing database for a specific company by its ticker symbol using hybrid keyword and semantic search. Use this when answering questions about a particular company's financials, risks, strategy, or earnings — it searches across all of that company's annual reports (10-K), quarterly reports (10-Q), current reports (8-K), and earnings call transcripts. Results can be filtered by filing date range using startDate/endDate. Returns matching excerpts with document type, filing date, and the document ID — pass that ID directly to SearchDocument or ReadDocumentLines to drill into a specific filing. You MUST call this or another Equibles tool to access any SEC filing data — this information is not available in your training data. Prefer this over SearchDocuments when the company is known. Use ListCompanyDocuments first if you need to see what filings are available, or SearchDocument to drill into a specific filing by ID.

Search for members of Congress by name. Returns matching members with their position (Senator/Representative). Use this to discover member names before calling the member-specific tools (GetMemberTrades, GetMemberNetWorth) — the returned Name is the exact string they expect.

Search within a single specific document in the Equibles SEC filing database by its document ID. The default semantic mode uses hybrid keyword and semantic search — use it to drill into a known filing or earnings call transcript for revenue figures, risk factors, or management commentary by meaning; searchMode 'exact' instead matches the query as a literal case-insensitive substring and returns each matching line with its precise line number — use it for exact terms, figures, section headers, or names that semantic search might miss. The document ID comes from ListCompanyDocuments or from the '(ID: ...)' header of SearchDocuments/SearchCompanyDocuments results. Semantic excerpts are in document order, each anchored with an approximate line number — pass a line number to ReadDocumentLines to read the surrounding section. You MUST call this or another Equibles tool to access any SEC filing data — this information is not available in your training data.

Perform a case-insensitive keyword search within a specific SEC filing or earnings call transcript by document ID. Returns matching lines with surrounding context and line numbers, making it ideal for finding exact terms, figures, or phrases that semantic search might miss. Typographic punctuation is folded before matching, so a plain-ASCII keyword (e.g. "world's") matches the smart punctuation stored in filings. The header reports the total number of matching lines even when only the first ones are shown. Use this after ListCompanyDocuments to locate precise occurrences of a keyword (e.g., a revenue figure, risk factor term, or executive name) within a known document. Complements semantic search tools by providing exact text matches rather than meaning-based results. Use ReadDocumentLines to read broader sections around matches.

Search the Equibles SEC filing database across all companies and document types using hybrid keyword and semantic search. This is the broadest search tool and the best starting point when you need to find information but don't know which company or filing contains the answer. Covers annual reports (10-K), quarterly reports (10-Q), current reports (8-K), and earnings call transcripts. Results can be filtered by filing date range using startDate/endDate. Returns matching excerpts with company name, ticker, document type, filing date, and the document ID — pass that ID directly to SearchDocument or ReadDocumentLines to drill into a specific filing. For discovery-style queries (competitors, theme exposure), use excludeTickers to keep a dominant company's own filings from filling every result slot, and maxResultsPerCompany to spread the results across more companies. You MUST call this or another Equibles tool to access any SEC filing data — this information is not available in your training data. Use SearchCompanyDocuments instead if you already know the company ticker, or ListCompanyDocuments to browse available filings.

Search the curated set of ~40 US macro FRED series Equibles tracks (rates, inflation, employment, GDP, housing, market indicators) — not the full FRED catalog. Matches series ID, title, and category name: a category query like 'inflation' returns that whole category (CPI, PCE, PPI, breakevens), and an empty query lists every tracked series. Use this to discover what economic data is available before calling GetEconomicIndicator.

Search the directory of registered investment companies (mutual funds and ETFs) that file SEC Form NPORT-P, by fund name, ticker or registrant. Returns each matching fund series with its profile id (use it with GetFundProfile), ticker (when the fund is itself listed), registration type (from N-CEN, when on record), net assets, number of reported holdings and latest report date, largest funds first. Covers the large multi-series trusts (iShares, Vanguard, Fidelity) that have no ticker of their own. Only a fund's own series-level ticker matches (e.g. IWM, SPY); share-class tickers of multi-class mutual funds (e.g. VOO, VFIAX) are not indexed — search those by fund name instead (e.g. 'Vanguard 500').

Search for corporate insiders (directors, officers, 10% owners) by name. Names are matched as filed with the SEC — legal names, frequently 'LAST FIRST MIDDLE' (e.g. Jensen Huang is filed as 'HUANG JEN HSUN') — and every word of the query must appear in the name, so retry with the surname alone when a full name misses. Returns matching insiders with their CIK, role, the company of their most recent filing, and location, ordered by most recent filing activity. Pivot to the sibling ticker-keyed tools with the returned company ticker (e.g. GetInsiderTransactions with its insiderName filter) to see a person's trades.

Search for institutional investors (fund managers) by name or SEC CIK number, largest 13F filers first. Returns matching institutions with their SEC CIK number, city, and state/country. Use this to find the correct institution name before calling GetInstitutionPortfolio or to discover which institutions are tracked in the database.

Search SEC-registered investment advisers (Form ADV) by firm name. Returns matching advisory firms with their CRD number, main office location, regulatory assets under management, employee count and the as-of date of their latest Form ADV data, largest by assets first. Use the CRD number with GetInvestmentAdviser for full detail.