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Changelog

1.3.0 - 2026-08-25

Added

  • data_as_of response envelope. Every successful response now carries data_as_of, reporting when each upstream feed last delivered to the node that answered: equity and index spot, their option chains, futures and futures options, the classified trade tape, settled open interest, and the macro series, each reported separately because they arrive over different pipes and fail independently. endpoint_version identifies the deployment that produced the response.
  • DataAsOf interface exported from the package root and added to every *Response type, so the envelope is typed rather than an untyped passthrough. Both fields are optional, so this compiles against existing code unchanged.

Notes

  • Read each feed against its own cadence rather than against as_of. Settled open interest dated to the previous session's close is correct, since it is published once per session; an options feed an hour behind during the regular session is not.
  • A null means that node has not seen that feed, not that it is broken.
  • The field evidences that a feed delivered recently. It does not assert that every contract in a chain is equally current.
  • Endpoints returning a bare JSON array carry the same information in the X-Data-As-Of and X-Endpoint-Version response headers.

1.1.0 - 2026-06-08

Full API parity — adds typed client methods, response interfaces, and LLM-discoverable docs for every endpoint shipped since 1.0, plus two new optional parameters on existing endpoints.

Added

  • Strategy signals (×10) — strategyFlowAnomaly, strategyExpiryPositioning, strategyZeroDte, strategyDealerRegime, strategyVolCarry, strategyYieldEnhancement, strategySurfaceAnomaly, strategySkew, strategyTermStructure, strategyTailPricing. Each GETs /v1/strategies/{kind}/{symbol} and returns the shared StrategyDecisionResponse envelope (action, conviction, best structure with legs, risk flags, data quality). New option types StrategyExpiryOptions, StrategyExpiryPositioningOptions, StrategyZeroDteOptions, StrategyVolCarryOptions, StrategyYieldEnhancementOptions. Tiers vary (Basic+ / Growth+ / Alpha+).
  • Earnings (×8) — earningsCalendar (/v1/earnings/calendar), earningsExpectedMove, earningsHistory, earningsIvCrush, earningsVrp, earningsDealerPositioning, earningsStrategies, earningsScreener (/v1/earnings/screener). Implied-vs-actual move, IV crush, earnings VRP, dealer positioning into the print, strategy suitability scores, and a cross-sectional screener. Growth+ / Alpha+.
  • Structures (×2, POST, pure-math) — structurePnl (POST /v1/structures/pnl): at-expiry P&L curve, breakevens, max profit/loss for a multi-leg structure; structureGreeks (POST /v1/structures/greeks): aggregate BSM position Greeks. Basic+. New request/response types StructureLeg, StructurePnlRequest, StructurePnlResponse, StructureGreeksLeg, StructureGreeksRequest, StructureGreeksResponse.
  • Zero-DTE flow (×5) — flowZeroDteSnapshot, flowZeroDteSeries, flowZeroDteHedgeFlow, flowZeroDteHeatmap, flowZeroDteStrikeFlow under /v1/flow/zero-dte/*. Live 0DTE snapshot with flow-direction read, intraday series, dealer hedge-flow series, strike × time heatmap (gex/dex/vex/chex/oi/signed_flow), and per-strike signed flow. Growth+ / Alpha+.
  • dispersion (/v1/dispersion) — implied vs realized correlation / dispersion for an index basket. Alpha+.
  • liquidity (/v1/liquidity/{symbol}) — per-expiry execution/liquidity scores. Growth+.
  • skewTerm (/v1/volatility/skew-term/{symbol}) — skew term structure with vol-desk conventions (risk reversal, butterfly). Growth+.
  • spotVolCorrelation (/v1/volatility/spot-vol-correlation/{symbol}) — rolling 20d / 60d spot/vol correlation. Growth+.
  • vixState (/v1/macro/vix-state) — VIX overvixing / undervixing regime (VIX vs SPX realized vol). Growth+.
  • universe (/v1/universe) — curated queryable symbol directory. Public.
  • surfaceSvi (/v1/surface/svi/{symbol}) — live SVI-fitted volatility surface parameters per expiry. Alpha+.
  • expectedMove (/v1/expected-move/{symbol}) — straddle-implied expected move per expiry. Basic+.
  • vrpHistory (/v1/vrp/{symbol}/history) — daily VRP time series (ATM IV vs realized, straddle, expected move). Alpha+.
  • Exposure (additional) — exposureSheet (/v1/exposure/sheet/{symbol}, unified per-strike GEX/DEX/VEX/CHEX + DAG
    • OI), exposureTermStructure (/v1/exposure/term-structure/{symbol}, per-greek by DTE bucket and expiry), exposureBasket (/v1/exposure/basket, weighted cross-symbol aggregate), exposureOiDiff (/v1/exposure/oi-diff/{symbol}, day-over-day OI deltas). Growth+.
  • flowDealerPremium (/v1/flow/options/{symbol}/dealer-premium) — full-tape Net Dealer Premium (dealer buy vs write). Alpha+.
  • flowStockBars (/v1/flow/stocks/{symbol}/bars) — multi-resolution OHLCV+flow bars (1s / 1m / 5m / 15m / 30m / 1h / 4h). Alpha+.
  • screenerFields (/v1/screener/fields) — list the queryable screener fields and their types. Any authenticated tier.
  • Full TypeScript interfaces for every new response, plus all new option types, re-exported from the package root.

Changed

  • vrp(symbol, options?) now accepts { date } (YYYY-MM-DD), wired to ?date=, returning the persisted historical snapshot for that session. Omit it for the live read. New VrpOptions type.
  • zeroDte(symbol, options?) now accepts { expiry } (YYYY-MM-DD), wired to ?expiry=, to slice the analytics to a single expiration cycle.