Equibles

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 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.