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JavaScript/TypeScript SDK for the SentiSense market intelligence API","maintainers":[{"name":"sentisense","email":"support@sentisense.ai"}],"readme":"# sentisense\n\n[![npm version](https://img.shields.io/npm/v/sentisense.svg)](https://www.npmjs.com/package/sentisense)\n[![License: MIT](https://img.shields.io/badge/License-MIT-blue.svg)](https://opensource.org/licenses/MIT)\n\nOfficial JavaScript/TypeScript SDK and CLI for the [SentiSense](https://sentisense.ai) market intelligence API: stock prices, news and social sentiment, the SentiSense Score, the SentiSense Rating, insider and congressional trading, institutional 13F flows, options positioning, analyst ratings, earnings analysis, and a cross-signal screener.\n\n- Full TypeScript support with detailed type definitions\n- Works in Node.js 18+, Deno, Bun, and browsers\n- Zero runtime dependencies (native `fetch`)\n- Namespaced resources (`stocks`, `documents`, `institutional`, ...) and a typed error hierarchy\n- A complete command line interface in the same package, runnable via `npx` with nothing to install\n\nGet a free API key at [app.sentisense.ai/get-api-key](https://app.sentisense.ai/get-api-key). Full API docs at [sentisense.ai/docs/api](https://sentisense.ai/docs/api).\n\n## Contents\n\n- [Install](#install)\n- [Quick start](#quick-start)\n- [The CLI](#the-cli)\n- [Configuration](#configuration)\n- [Response shapes](#response-shapes)\n- [API reference](#api-reference)\n- [Error handling](#error-handling)\n\n## Install\n\n```bash\nnpm install sentisense\n```\n\n## Quick start\n\n```typescript\nimport SentiSense from \"sentisense\";\n\nconst client = new SentiSense({ apiKey: process.env.SENTISENSE_API_KEY });\n\nconst price = await client.stocks.getPrice(\"AAPL\");\nconsole.log(price.currentPrice);\n\n// reportDate is optional; omit it to get the latest available quarter\n// (this one returns a wrapper: see \"Response shapes\" below)\nconst flows = await client.institutional.getFlows();\n```\n\n## The CLI\n\nThe same package ships a command line tool. Nothing to install:\n\n```bash\nnpx -y sentisense@latest quote NVDA\n```\n\nEvery endpoint needs a key, so set one first. Either works:\n\n```bash\nexport SENTISENSE_API_KEY=<your key>\n# or store it once, owner-readable only, at ~/.config/sentisense/config.json\nnpx -y sentisense@latest auth <your key>\n\nnpx -y sentisense@latest health\n```\n\n### Commands\n\n| Command | What you get |\n|---------|--------------|\n| `auth [key]` | Store a key, show what is configured, or `--remove` it |\n| `health` | Reachability, key validity, latency, and the resolved base URL |\n| `quote <ticker>...` | Price, day range, 52-week range, market cap, P/E. One request per ticker |\n| `sentiment <ticker>` | SentiSense Score, tone, attention, per-source breakdown, `--days N` history |\n| `mood` | Composite market sentiment, the signals behind it, and the sector map |\n| `analysts <ticker>` | Consensus, price target band, recent upgrades and downgrades. `--coverage` for who covers it, by firm |\n| `analyst <slug>` | One analyst: their firms, their coverage book, and `--calls` for their price target notes |\n| `earnings [ticker]` | Forward calendar with no ticker, per-quarter analysis with one (`earnings AAPL`) |\n| `insiders <ticker>` | Filed Form 4 transactions, including whether they were pre-planned |\n| `insights <ticker>` | Generated signals, filterable by `--urgency` and `--type` |\n| `congress [ticker]` | Congressional disclosures, market-wide or for one symbol |\n| `news [ticker]` | Clustered news stories with impact and tone |\n| `flows [ticker]` | Institutional 13F flows, or one ticker's holders and notable changes |\n| `options <ticker>` | End-of-day options positioning, IV rank, walls, unusual contracts |\n| `screen --filter ...` | Screen the universe on Score, analyst, technical, and price fields |\n| `search <name>` | Resolve a name, alias, ticker or slug to a symbol and the entity handle |\n\nRun `sentisense help <command>` for its flags and examples.\n\nThree of these chain into each other. Start from a name, land on a person:\n\n```bash\nnpx -y sentisense@latest search Tesla --type company   # \"Tesla\" -> TSLA, plus the entity slug\nnpx -y sentisense@latest analysts NVDA --coverage      # who covers it, by firm, with analyst slugs\nnpx -y sentisense@latest analyst quinn-bolton --calls  # that analyst's firms, book, and notes\n```\n\n`analyst` takes a slug, not a name: slugs are lowercase and hyphenated, and every named analyst in a `--coverage` row carries the one that addresses them. A name is rejected before a request is spent. What comes back is call history, not accuracy scoring: there is no hit rate, no ranking, and nothing in it rates the person.\n\nRanking on `search` is the API's own, and a company can sort below its own products, so pass `--type company` when what you want is the issuer.\n\n### Output modes\n\nReadable in a terminal, plain text when piped, and exact API JSON on request:\n\n```bash\nnpx -y sentisense@latest quote NVDA              # terminal layout\nnpx -y sentisense@latest quote NVDA | cat        # plain text, no escape codes\nnpx -y sentisense@latest quote NVDA --json | jq  # the API response untouched\n```\n\n`--json` prints what the API returned, envelope and all, so `isPreview` and `totalCount` stay visible. For `quote` that is the exact quote response for one ticker, and an object keyed by ticker for several. `--full` widens any command. `--no-color` and `NO_COLOR` drop the colour, `--plain` and `--pretty` force a layout, and `--debug` prints stack traces.\n\nCommands spend requests on the answer, not on decoration: `quote` looks up the company name only for the terminal layout, so piped and `--json` output cost one request per ticker. When something supplementary does not come back, such as the Score history behind a sparkline, the command still prints its answer and exits 0 with a `note:` line on stderr, so stdout stays clean for a pipe and the gap is never silent.\n\n### Exit codes\n\nFailures print two lines to stderr, what went wrong and what to do about it, and exit with a code you can branch on. The CLI does not retry, so a 5 is yours to handle.\n\n| Code | Meaning |\n|------|---------|\n| 0 | Success |\n| 1 | API error or unexpected failure |\n| 2 | Bad usage: unknown command, flag, or missing argument |\n| 3 | Missing or rejected API key |\n| 4 | No data for that symbol or identifier |\n| 5 | Rate limited |\n| 6 | Network failure or timeout |\n\n### Saying who is calling\n\nIf you set `SENTISENSE_AGENT_NAME` (what your agent is called) and `SENTISENSE_SKILL` (the slug of the skill driving it), requests carry that identity, so usage can be understood and the tools improved. Both are optional, never required, and nothing is inferred when they are absent.\n\n```bash\nexport SENTISENSE_AGENT_NAME=research-desk\nexport SENTISENSE_SKILL=us-stocks-analysis\nnpx -y sentisense@latest quote NVDA\n# User-Agent: sentisense-node/{version} sentisense-cli/{version} (us-stocks-analysis; agent/research-desk)\n```\n\nEither can also be a flag (`--agent`, `--skill`) or a stored setting (`sentisense auth --agent research-desk --skill us-stocks-analysis`), resolved flag first, then environment, then config. Values are reduced to letters, digits, dot, underscore and hyphen, and capped at 32 characters, so nothing you set can reshape the header.\n\nResearch data, not investment advice.\n\n## Configuration\n\n```typescript\nconst client = new SentiSense({\n  apiKey: process.env.SENTISENSE_API_KEY,  // Get yours at app.sentisense.ai/get-api-key\n  baseUrl: \"https://...\",                  // Default: https://app.sentisense.ai\n  timeout: 30000,                          // Default: 30s (in milliseconds)\n  maxRetries: 3,                           // Default: 3\n  userAgentSuffix: \"my-bot/1.4\",           // Default: none\n});\n```\n\n| Option | Default | What it does |\n|--------|---------|--------------|\n| `apiKey` | none | Sent as `X-SentiSense-API-Key`. Required by every endpoint. |\n| `baseUrl` | `https://app.sentisense.ai` | Override for a non-production host. |\n| `timeout` | `30000` | Per-request timeout in milliseconds. |\n| `maxRetries` | `3` | Retries on 429 and 5xx, honouring `Retry-After`. Set `0` to fail fast. |\n| `userAgentSuffix` | none | Appended to the User-Agent, after `sentisense-node/{version}`. |\n\n`userAgentSuffix` is how you say what is calling on top of the SDK, so your traffic is legible in your own logs and in ours. A tool name and version works (`\"my-bot/1.4\"`), optionally with an agent label (`\"my-bot/1.4 agent/research-desk\"`). Node only, since browsers set the header themselves. Newlines are collapsed and an empty value is ignored.\n\nKeep the key in the environment rather than in source. Committing a literal key leaks it into git history and into every registry security scan that reads your repo.\n\n## Response shapes\n\nMost methods resolve to the payload directly, but two families wrap it. The return types describe the wrapper, so `.data` / `.documents` type-check natively, no cast.\n\n**1. Tier-gated endpoints return a preview envelope.** The payload is in `data`, and `isPreview` tells you whether it was truncated for your tier. `totalCount` carries the untruncated size whenever the server knows it: on a truncated response, so you can render \"showing N of M\", and on a paged endpoint such as `politicians.getActivity`, where it is the full match count on every tier including PRO. A missing `totalCount` means \"count `data` yourself\", never \"zero results\".\n\nAffected: every method whose declared return type is `PreviewResponse<T>`. A test keeps this table in step with the source, so it is the full list rather than a sample.\n\n| Namespace | Methods |\n|-----------|---------|\n| `analyst` | `consensus` `consensusHistory` `calledIt` `actions` `estimates` `marketActivity` `coverage` `profile` `calls` |\n| `calendar` | `getEarnings` |\n| `earnings` | `getSummaries` `getRecent` `getStatistics` `getRanked` |\n| `etfs` | `analystAggregate` `insiderAggregate` `sentimentAggregate` |\n| `insider` | `getActivity` `getTrades` `getClusterBuys` |\n| `insights` | `stock` `stockRange` `market` `latest` `user` |\n| `institutional` | `getFlows` `getHolders` `getActivists` |\n| `options` | `getOverview` |\n| `politicians` | `getActivity` `getFilings` `getMembers` `getMember` |\n| `stocks` | `getSentiment` `getKpis` `getOptionsSummary` `getOptionsHistory` |\n\nThe envelope itself is always an object, so test the payload rather than the response. Two of these declare a `data` that can be null: `stocks.getOptionsSummary`, for a ticker outside the covered options universe, and `options.getOverview`, before its first nightly build. Everywhere else `data` is an array or an object.\n\n```typescript\nconst flows = await client.institutional.getFlows();\nif (flows.isPreview) {\n  console.log(`Preview: ${flows.data.inflows.length} of ${flows.totalCount}`);\n}\nfor (const flow of flows.data.inflows) {\n  console.log(flow.ticker, flow.netSharesChange);\n}\n\n// holders nest one level deeper: ticker-level totals plus the rows\nconst holders = await client.institutional.getHolders(\"AAPL\", \"2026-06-30\");\nconsole.log(`${holders.data.holderCount} holders`);\nconst newPositions = holders.data.holders.filter((h) => h.changeType === \"NEW\");\n\n// insights use the same envelope, wrapping a plain array\nconst insights = await client.insights.stock(\"AAPL\");\nfor (const insight of insights.data) {\n  console.log(insight.insightText);\n}\n```\n\n**2. Document endpoints return a search wrapper.** This is not the preview envelope: the rows are in `documents` and there is no `isPreview`.\n\nAffected: `documents.getByTicker` / `getByTickerRange` / `getByEntity` / `search` / `getBySource`. Also `stocks.getFundamentalsPeriods`, whose periods are in `periods`.\n\n```typescript\nconst results = await client.documents.search(\"NVDA earnings\", { days: 7 });\nconsole.log(`${results.totalCount} matches`);\nfor (const doc of results.documents) {\n  console.log(doc.url, doc.averageSentiment);\n}\n```\n\nEverything else, including `stocks.getPrice()`, `documents.getStories()`, `insights.types()` and `institutional.getQuarters()`, resolves to the value itself with no wrapper.\n\n> **Upgrading from 0.28.x or earlier?** These return types were corrected in 0.29.0. If your code read the flat shape (`flows.inflows`, `holders.filter(...)`), it was returning `undefined` / throwing at runtime already; switch to `flows.data.inflows` / `holders.data.holders`. See [CHANGELOG.md](./CHANGELOG.md) for the full mapping.\n\n## API reference\n\n### Stocks\n\n```typescript\nclient.stocks.list()                                    // All ticker symbols\nclient.stocks.listDetailed()                            // All stocks with details\nclient.stocks.getPrice(\"AAPL\")                          // Latest price\nclient.stocks.getPrices([\"AAPL\", \"NVDA\"])               // Batch prices\nclient.stocks.getQuote(\"AAPL\")                          // Fuller quote: ranges, market cap, P/E\nclient.stocks.getProfile(\"AAPL\")                        // Company profile\nclient.stocks.getChart(\"AAPL\", { timeframe: \"6M\" })     // OHLCV chart data\nclient.stocks.getMarketStatus()                         // Market open/closed\nclient.stocks.getFundamentals(\"AAPL\")                   // Financial data\nclient.stocks.getShortInterest(\"GME\")                   // Short interest\nclient.stocks.getOptionsSummary(\"NVDA\")                 // End-of-day options dossier\nclient.stocks.getOptionsHistory(\"NVDA\", { window: \"2y\" })  // Daily options aggregates over time\nclient.stocks.getRating(\"AAPL\")                         // SentiSense Rating: score, letter, percentile, dimensions\nclient.stocks.getAISummary(\"AAPL\", { depth: \"deep\" })   // AI report (PRO)\n```\n\nPrice fields carry `priceAsOf` (Unix milliseconds) for the age of the market data; read that for freshness rather than `timestamp`, which is when the response was served.\n\n### Documents & news\n\n```typescript\nclient.documents.getByTicker(\"AAPL\", { source: \"news\", days: 3 })\nclient.documents.search(\"NVDA earnings\", { days: 7, limit: 20 })\nclient.documents.getStories({ limit: 10 })\nclient.documents.searchStories({ query: \"fed decision\", days: 30, limit: 20 })\nclient.documents.getStoryDetail(\"cluster_abc123\")\n```\n\nA story's `cluster` says where it came from and whether it has settled. `storySource` is\n`\"ORIGINAL\"` for an editorially authored SentiSense Original and `\"AI\"` for a\npipeline-generated story, and `isLive` is true while the story is still being revised as\nthe event develops. Both are optional: against an API build that predates them they are\n`undefined`, which means \"not known\" rather than `\"AI\"` or `false`.\n\n`getStoryDetail` returns `unknown`, so narrow it yourself. It carries the same two fields\nplus a `timeline` array of dated updates, newest first and empty when a story has none.\nThe `StoryTimelineEntry` type is exported for that array:\n\n```typescript\nimport type { StoryTimelineEntry } from \"sentisense\";\n\nconst detail = (await client.documents.getStoryDetail(\"cluster_abc123\")) as {\n  timeline: StoryTimelineEntry[];\n};\nfor (const update of detail.timeline) {\n  console.log(new Date(update.publishedAt), update.updateType, update.content);\n}\n```\n\n### Institutional flows (13F)\n\n```typescript\nclient.institutional.getQuarters()\nclient.institutional.getFlows(\"2025-02-14\", { limit: 20 })\nclient.institutional.getHolders(\"AAPL\", \"2025-02-14\")\nclient.institutional.getActivists(\"2025-02-14\")\n```\n\n**Paging the holder list.** A widely held ticker returns thousands of rows: a megacap quarter is roughly 6,000 holders and 1.5 MB on the wire. Pass `limit` unless you really want the whole list; omitting the options object sends the original unbounded request, so existing code keeps working.\n\n| Option | Values |\n|--------|--------|\n| `limit` | Maximum rows to return. Must be >= 1; values above 1000 are capped server-side. Omit for the full list. |\n| `offset` | Row offset to start from. Server default is 0. Requires `limit`. |\n| `sortBy` | `\"shares\"` (server default), `\"valueUsd\"`, or `\"sharesChangePct\"`. Requires `limit`. |\n| `sortDir` | `\"desc\"` (server default) or `\"asc\"`. Requires `limit`. |\n\n`limit` is the switch for the whole set: send `offset`, `sortBy`, or `sortDir` without it and the server ignores them, returning the full unsorted list with a 200 and no warning.\n\n```typescript\n// Top 10 holders by position value, largest first\nconst top = await client.institutional.getHolders(\"AAPL\", \"2026-03-31\", {\n  limit: 10,\n  sortBy: \"valueUsd\",\n  sortDir: \"desc\",\n});\nfor (const holder of top.data.holders) {\n  console.log(holder.filerName, holder.valueUsd);\n}\n\n// Walk the list a page at a time\nconst page = await client.institutional.getHolders(\"AAPL\", \"2026-03-31\", {\n  limit: 100,\n  offset: 100,\n});\nconsole.log(`${page.data.holders.length} rows of ${page.data.holderCount}`);\n```\n\nA response to a request carrying `limit` also has three fields the unbounded response does not: `returnedCount` (rows on this page, smaller than your `limit` on the last one), `offset` (echoed back), and `notableChanges`, a ticker-wide summary of the quarter's biggest position moves so you do not have to scan every page to find them. Each holder row also carries `entitySlug`, which you can hand straight to `institutional.getInstitutionDetail()`, and `cikCount` when the row rolls up several SEC filers under one manager; both are null for filers not matched to an institution page, so check before building a link.\n\n### Congressional trading\n\n```typescript\nclient.politicians.getActivity({ lookbackDays: 90 })  // Market-wide STOCK Act feed\nclient.politicians.getFilings(\"NVDA\")                 // Trades in one stock\nclient.politicians.getMembers()                       // Tracked members + trade stats\nclient.politicians.getMember(\"nancy-pelosi\")          // One member's profile and trades\nclient.politicians.getDirectory({ q: \"tex\" })         // Discover slugs, including former members\n```\n\n**Paging the activity feed.** A 90-day window is routinely well over a thousand disclosures, and without `limit` the server returns the first 200 with nothing in the payload to say it stopped. `totalCount` on the envelope is the real size on every tier, so size the walk from that rather than from `data.length`.\n\n| Option | Values |\n|--------|--------|\n| `lookbackDays` | Days to look back (1-365). Defaults to 90. |\n| `limit` | Rows to return. Must be >= 1; anything above 500 is capped at 500. Omit for the default 200. |\n| `offset` | Row offset to start from. Defaults to 0. Works with or without `limit`. |\n\n```typescript\nconst first = await client.politicians.getActivity({ limit: 100 });\nconsole.log(`${first.data.length} of ${first.totalCount} disclosures`);\n\nfor (let offset = 100; offset < (first.totalCount ?? 0); offset += 100) {\n  const page = await client.politicians.getActivity({ limit: 100, offset });\n  for (const trade of page.data) {\n    console.log(trade.politicianName, trade.ticker, trade.transactionType);\n  }\n}\n```\n\n### Insider trading (Form 4)\n\n```typescript\nclient.insider.getActivity({ lookbackDays: 30 })   // Market-wide buys and sells by ticker\nclient.insider.getTrades(\"NVDA\", { lookbackDays: 90 })  // Individual filed transactions\nclient.insider.getClusterBuys({ lookbackDays: 90 })     // 3+ distinct insiders buying the same stock\n```\n\nEach trade row carries both the raw SEC `transactionCode` and a simplified `transactionType`. Only codes `P` and `S` are open-market trades; awards, gifts, exercises, and code `F` (shares withheld to cover taxes at vest, served as `SELL`) are corporate mechanics, so read `transactionCode` when you tally discretionary buying or selling. The market-wide activity endpoint's sells already exclude code `F` server-side.\n\n### Analyst ratings\n\nThe price target cone (mean, high, low, upside %) and consensus are free for everyone with full data. Upgrade/downgrade feeds and forward EPS estimates are limited on free, unlimited on PRO.\n\n```typescript\nclient.analyst.consensus(\"AAPL\")                        // Price target cone + consensus. Free, full data.\nclient.analyst.consensusHistory(\"AAPL\", { limit: 90 })  // Daily history. Free: last 30 days; distribution fields null.\nclient.analyst.calledIt(\"AAPL\", { limit: 10 })         // Recorded calls for 20% moves over five sessions. Free: newest move, up to 5 calls, move counts intact.\nclient.analyst.actions(\"AAPL\", { lookbackDays: 30 })    // Upgrade/downgrade feed. Free: 3 most recent.\nclient.analyst.estimates(\"AAPL\")                        // Forward EPS + surprises. Free: 1 quarter.\nclient.analyst.marketActivity({ lookbackDays: 7 })      // Market-wide analyst actions (PRO).\n```\n\nCoverage answers \"who covers this stock and what did they say\" in one call, and it is the entry point into the per-analyst surfaces: every named analyst carries the slug that addresses their profile and their calls.\n\n```typescript\nclient.analyst.coverage(\"NVDA\", { lookbackDays: 365 })  // Who covers it, by firm. Free: 5 firms.\nclient.analyst.profile(\"gil-luria\")                     // One analyst's firms + coverage book.\nclient.analyst.calls(\"gil-luria\", { limit: 25 })        // Their price target notes, newest first.\n```\n\n```typescript\nconst { data: book } = await client.analyst.coverage(\"NVDA\");\n\nconsole.log(`${book.firmCount} firms, ${book.namedAnalystCount} named analysts`);\nconsole.log(`${book.attributedNoteCount} of ${book.noteCount} notes name someone`);\n\nconst buckets = book.ratingBuckets;\nif (buckets) {\n  console.log(`${buckets.buy} buy, ${buckets.hold} hold, ${buckets.sell} sell, ${buckets.unrated} unrated of ${buckets.total}`);\n}\n\nfor (const row of book.coverage.slice(0, 5)) {\n  if (row.noteCount === 0) {\n    // A desk can cover a stock on rating actions alone, with no price target.\n    console.log(`${row.firm}: rating only, ${row.firmRating?.rating}`);\n    continue;\n  }\n  const who = row.latestNote?.analyst ?? \"unattributed\";\n  console.log(`${row.firm}: ${row.latestNote?.priceTarget} (${who})`);\n\n  for (const analyst of row.analysts) {\n    if (!analyst.slug) continue;\n    const calls = await client.analyst.calls(analyst.slug, { limit: 10 });\n    console.log(`  ${analyst.name}: ${calls.totalCount} notes on record`);\n  }\n}\n```\n\nTwo shapes to read rather than assume. A firm can appear with `noteCount: 0`, a `null` `latestNote` and a populated `firmRating`, because coverage means a price target **or** a rating action in the window. And a large, publisher-dependent share of notes name no individual, so an empty `analysts` array alongside a non-zero `noteCount` is normal: read `attributedNoteCount` and `unattributedNoteCount` off the response rather than hardcoding a rate. The response-level counts survive the free truncation, so they describe the whole window even when only 5 rows come back. An unknown slug throws `NotFoundError`, which keeps \"published nothing we hold\" distinguishable from \"does not exist\".\n\n`ratingBuckets` sizes the same book by rating tier: `buy`, `hold`, `sell`, `unrated` and `total`, counted over every covering firm before the free truncation, so `buy + hold + sell + unrated === total` and a free key reads the same numbers as a PRO one. `unrated` is a desk with no current rating on record, such as a price-target-only firm. These count the firms in this coverage book, a different population from the `strongBuy` through `strongSell` figures on `client.analyst.consensus`, which come from the provider's analyst survey. Read one or the other, do not reconcile them.\n\n### Earnings\n\nThe earnings analysis report is the assembled version of a quarter: one object per fiscal period carrying the editorial headline, the KPI cards with year-over-year deltas, the guidance language as management phrased it, and a summary of the earnings call. Pair it with the recent-reporters feed to drive a post-earnings sweep. Summaries, recent reports, statistics, and rankings return the preview envelope; per-ticker reactions return a direct payload.\n\n```typescript\nclient.earnings.getSummaries(\"AAPL\", { limit: 4 })   // Per-quarter analysis, newest first. Free: latest quarter, shaped.\nclient.earnings.getRecent({ days: 7, limit: 25 })    // Who reported in the last N days. Full window on every key.\nclient.earnings.getReactions(\"AAPL\")                 // Up to twelve measured post-report moves. Full series on every key.\nclient.earnings.getStatistics({ window: \"week_to_date\" }) // Market-wide outcomes, reaction rates, baseline, and coverage.\nclient.earnings.getRanked({ reportedDays: 14, upcomingDays: 7 }) // Free: first 3 rows per section. PRO: full ranking.\n```\n\n```typescript\nconst res = await client.earnings.getSummaries(\"AAPL\", { limit: 1 });\nconst quarter = res.data[0];\n\nif (quarter) {\n  console.log(quarter.fiscalPeriod, quarter.reportDate);\n  console.log(quarter.headline);\n  for (const kpi of quarter.kpiHighlights ?? []) {\n    console.log(`  ${kpi.label}: ${kpi.value} (${kpi.yoy ?? \"no YoY\"})`);\n  }\n\n  if (res.isPreview) {\n    // Free key: section titles stand in for the bodies.\n    console.log(\"Summary covers:\", quarter.summaryTopics?.join(\", \"));\n  } else {\n    console.log(quarter.summaryMd);\n  }\n}\n```\n\nThe forward-looking half of the family is `client.calendar.getEarnings()`, which covers scheduled dates and consensus EPS rather than results.\n\n### Company KPIs (PRO)\n\n```typescript\nclient.stocks.getKpis(\"AAPL\")       // Product metrics and segment revenue. Free: metadata only. PRO: full series.\nclient.stocks.listKpiCoverage()     // All tickers with curated KPI data (free, no quota cost)\n```\n\n### ETFs (beta)\n\nComposition data is public; the holdings-weighted aggregate views follow the same PRO-with-preview pattern as analyst and insider data. Aggregates synthesize fund-level views from each constituent's per-stock data, weighted by allocation, with a `coverage` block on every response.\n\n```typescript\nclient.etfs.list()                                              // Every ETF tracked\nclient.etfs.holdings(\"QQQ\")                                     // Full composition + freshness metadata\nclient.etfs.analystAggregate(\"QQQ\")                             // Holdings-weighted analyst consensus\nclient.etfs.insiderAggregate(\"ARKK\", { lookbackDays: 90 })      // Holdings-weighted Form 4 net flow\nclient.etfs.sentimentAggregate(\"QQQ\")                           // Constituent-weighted vs direct Score\n```\n\n### Entity metrics\n\n```typescript\n// Time-series metrics (v2 API)\nclient.entityMetrics.getMetrics(\"AAPL\", { metricType: \"sentiment\" })\nclient.entityMetrics.getMetrics(\"AAPL\", {\n  metricType: \"mentions\",\n  startTime: Date.now() - 7 * 86400000,\n  endTime: Date.now(),\n  maxDataPoints: 100,\n})\n\n// Share of mentions by source (valueType \"SHARE_PERCENT\")\nclient.entityMetrics.getDistribution(\"AAPL\", \"mentions\")\nclient.entityMetrics.getDistribution(\"AAPL\", \"mentions\", { dimension: \"source\" })\n\n// Mean sentiment by source, in [-1, 1] (valueType \"MEAN\")\nclient.entityMetrics.getDistribution(\"AAPL\", \"sentiment\")\n```\n\nIn a distribution, `valueType` says what each number is. For a count metric such as `mentions` or `creators` it is `\"SHARE_PERCENT\"`: each value is that source's percentage share of the total, summing to about 100. For `sentiment` it is `\"MEAN\"`: each value is that source's mean polarity over the window, in [-1, 1], the same numbers as `GET /api/v2/metrics/entity/{symbol}/metric/sentiment/mean-by/source` in the [API reference](https://sentisense.ai/docs/api/metrics/). `sentisense_score` has no per-source split and answers with an empty distribution.\n\nAvailable metric types: `mentions`, `sentiment`, `sentisense_score`, `sentisense_rating`, `social_dominance`, `creators`. `sentisense` is an alias for `sentisense_score`; either spelling returns the same series, and keys are case-insensitive. Responses always name the canonical type, so a `sentisense` request answers with `SENTISENSE_SCORE`. `sentisense_rating` is the SentiSense Rating score and is a time series only: it has no source breakdown, so `getDistribution` answers with an empty distribution for it.\n\n### Options\n\nEnd-of-day options positioning: where implied volatility, put/call flow and skew are unusual today, and how a name's readings have trended.\n\n```typescript\nclient.options.getOverview()                            // Market-wide radar, ranked\nclient.stocks.getOptionsSummary(\"NVDA\")                 // One name's full dossier\nclient.stocks.getOptionsHistory(\"NVDA\", { window: \"2y\" })  // That name's daily series\n```\n\nThe radar carries two separately-ranked boards: `data.rows` for stocks and `data.etfRows` for ETFs. Keep them apart. Every reading behind a row's `interestScore` is a percentile of that ticker's own trailing history, so a ranking built across both boards compares numbers measured against different baselines. The aggregates split the same way, with the `etf`-prefixed fields describing the ETF board alone.\n\nDuring the trading session the dossier and the radar also carry a few intraday fields, the same on every tier: `intradayFlow` (a count of the ticker's unusual contracts so far, when the first one was flagged, and the board's own clock), `largePrintCount` and `largestPrintPctl` on the dossier, and `intradayActiveCount` with `intradayRanking` on the radar. They carry no contract, strike, price or premium, and are absent before the day's first board. `capabilities.intradayBoard` says where the contract-level board lives; its rows are served in the SentiSense app, not by the API.\n\nA row whose baseline is still building carries its raw readings with the percentiles and `interestScore` omitted, which means \"not enough history yet\" rather than \"nothing interesting\". `getOptionsSummary` reports an uncovered ticker as a null payload inside the usual envelope, so the check is `result.data === null`: the response object itself is always truthy, and a bare `if (summary === null)` never fires. `getOptionsHistory` reports it as an empty `series` instead, so check the array's length rather than null-checking there.\n\n### SentiSense Rating\n\nWhere a stock ranks against the other stocks rated that day, as a score, a letter and a percentile, plus the seven dimensions the rank is blended from. It is a relative research signal for informational and educational purposes, not financial, investment or trading advice, and not a recommendation about any security. Every response carries the wording to display alongside a grade in `disclaimer`. [Methodology](https://sentisense.ai/methodology/#sentisense-rating).\n\n```typescript\nconst rating = await client.stocks.getRating(\"AAPL\");\nif (rating.rated) {\n  console.log(rating.letter, rating.score, \"percentile\", rating.percentile, \"of\", rating.ratedCount);\n  for (const adj of rating.riskAdjustments ?? []) console.log(\" \", adj.condition, -adj.points);\n  for (const dim of rating.dimensions.filter((d) => d.present)) {\n    console.log(\" \", dim.label, dim.percentile);\n  }\n} else {\n  console.log(\"no grade today:\", rating.reason);\n}\n```\n\n`getRating` returns `StockRatingResponse`, a discriminated union on `rated` of `StockRating` (graded) and `StockNotRated`. The `if` narrows to `score`, `letter`, `percentile`, `composite`, `ratedCount` and `methodologyVersion`, the `else` to `reason`, `dimensionsPresent` and `presentDimensions`. Branch on that flag rather than testing a field for `undefined`.\n\nHaving no grade is a normal 200, not a 404: ETFs and tickers outside the swept universe answer that way, and `reason` is one of `stale`, `not_rated_today`, `insufficient_dimensions` or `insufficient_coverage_weight`. Only a ticker that resolves to nothing we track rejects with `NotFoundError`.\n\n`dimensions` always holds all seven rows in a fixed order, including the ones with no data, which arrive with `present` false and a `null` percentile. Read `present` first and never substitute zero for a missing percentile: zero is the bottom of the cross-section, absence is not a position on it. Only the smart-money dimension carries `subLegs`.\n\n**`score` is not `percentile`.** `percentile` is the rank of the blended signals against the day's rated set. `score = percentile - sum(riskAdjustments.map((a) => a.points))`, floored at 10 when fewer than five dimensions are available, and it is the number `letter` bands (A 90, B 70, C 30, D 10). `bucketLetter` is the band the percentile alone would give, so the two letters differ by exactly what the conditions cost. `riskAdjustments` itemises that cost, `penaltyPoints` totals it, and `riskConditions` names the active ones from the `RiskCondition` union: `thin_coverage`, `weak_dimension`, `unprofitable`, `no_fundamentals`, `high_leverage`, `unseasoned_listing`, `small_market_cap`, `thin_liquidity`, `extended_price`, `insider_selling` and `institutional_outflow`.\n\nAll five are optional: a response served before they shipped omits them. For the daily history of a stock's score, ask `entityMetrics.getMetrics` for the `sentisense_rating` metric.\n\n### Market mood & knowledge base\n\n```typescript\nclient.marketMood.get()             // Composite market sentiment with sub-signals\nclient.marketMood.get({ days: 30 }) // Same, with 30 days of history (default 180)\nclient.kb.getPopularEntities()      // Most-tracked entities\nclient.kb.searchEntities(\"Tesla\")   // Resolve a name, alias, ticker or slug to what we track\n```\n\nEntity search is resolution, not enumeration: the query must be at least 2 characters, the match count is capped at 25, and it returns a bare `EntitySearchResult[]` rather than a `PreviewResponse` envelope. Each hit carries `name`, `type`, the `ticker` for a listed entity (`null` for everything else), and the `urlSlug` the metric endpoints address that entity by, which is the only way to get a handle for a person, product or topic with no ticker.\n\n```typescript\nconst hits = await client.kb.searchEntities(\"Tesla\", { type: \"company\", limit: 5 });\nconst symbol = hits.find((hit) => hit.ticker)?.ticker;   // \"TSLA\"\n```\n\nAn empty array is the normal answer for a query that matches nothing, so branch on `length` rather than catching.\n\n### Screener\n\nFilter the tracked universe on the SentiSense Score, attention, analyst consensus, technicals and price in one query. Screening on analyst ratings alone is something a dozen free tools do; screening on analyst ratings *where the Score disagrees* is not.\n\n```typescript\nclient.screener.fields()                      // Every filterable field, both universes, with units + operators\nclient.screener.screens()                     // The curated screens shipped in the product, each with a runnable plan\nclient.screener.run({ plan, tickers, limit }) // Run a screen against the stock universe\nclient.screener.runEtfs({ plan, limit })      // Run a screen against the ETF universe\n```\n\n```typescript\n// Run a curated screen as-is\nconst { screens } = await client.screener.screens();\nconst crowdVsStreet = screens.find((s) => s.id === \"crowd-vs-street\")!;\nconst curated = await client.screener.run({ plan: crowdVsStreet.plan, limit: 25 });\nconsole.log(`${curated.matched} matched, showing ${curated.results.length}`);\n\n// Or build your own: bullish Score, thin analyst enthusiasm\nconst res = await client.screener.run({\n  plan: {\n    filters: [\n      { fieldName: \"SENTI_SCORE_7D\", op: \"GTE\", value: 13 },\n      { fieldName: \"ANALYST_BUY_RATIO_PCT\", op: \"LTE\", value: 30 },\n      { fieldName: \"ANALYST_COUNT\", op: \"GTE\", value: 5 },\n    ],\n    sort: { fieldName: \"SENTI_SCORE_7D\", dir: \"DESC\" },\n  },\n  limit: 25,\n});\nfor (const row of res.results) {\n  console.log(row.ticker, row.sentiSenseScore7D, row.analystBuyRatioPct);\n}\n```\n\n`limit` rides next to the plan rather than inside it, because a plan is a stored object and paging is a transport concern. It defaults to 100 and caps at 500. `matched` is the count before `limit` was applied, so truncation is visible. `tickers` is optional: omit it to screen the whole tracked universe, pass a list to screen a watchlist.\n\nThree field semantics are worth stating outright, because guessing them wrong produces a screen that looks fine and means nothing:\n\n- **`ANALYST_RATING_MEAN` is inverted.** It is the vendor's 1-to-5 scale where **1.0 is strong buy**, so bullish is `LTE 2.5`. Prefer `ANALYST_BUY_RATIO_PCT`, which runs the intuitive direction.\n- **`MA_CROSS_STATE` is ordinal**, not a percentage: `1` golden cross, `-1` death cross, `0` neither. Use `EQ`.\n- **`SENTIMENT_DIRECTION` is the sign of the 7-day SentiSense Score** (`1` / `0` / `-1`) with a neutral band of plus-or-minus 5. Despite the name it is not sentiment polarity.\n\nThe Score fields (`SENTI_SCORE_7D`, `SENTI_SCORE_1M`, `SCORE_CHANGE_7D`) are the SentiSense Score, not polarity: unbounded, banded at 5 / 13 / 23 either side of zero. Filter on those band edges, not on values like `0.5`, which behave as \"any positive score\". Nulls never match in either direction, so `RETURN_1Y >= 0` and `RETURN_1Y < 0` do not partition the universe: a stock listed four months ago is in neither result. If a screen returns fewer rows than you expect, check coverage before you check your thresholds.\n\nOn the ETF side, `CONSTITUENTS_WEIGHTED_SENTISENSE` is the holdings-weighted Score across what the fund owns and is usually the one you want; `DIRECT_SENTISENSE` is the Score from chatter about the fund ticker itself. `WEIGHT_COVERED_PCT` tells you how much of the fund's weight had constituent data behind the weighted number.\n\nScreens read a snapshot that refreshes every 20 minutes, so this is not a quote feed. Use `client.stocks.getQuote()` for current quotes.\n\n## Error handling\n\n```typescript\nimport SentiSense, { AuthenticationError, RateLimitError } from \"sentisense\";\n\ntry {\n  const summary = await client.stocks.getAISummary(\"AAPL\");\n} catch (error) {\n  if (error instanceof AuthenticationError) {\n    // 401 or 403: invalid/missing API key or insufficient tier\n  } else if (error instanceof RateLimitError) {\n    // 429: quota exceeded\n  }\n}\n```\n\n| Error class | HTTP status | When |\n|------------|-------------|------|\n| `AuthenticationError` | 401, 403 | Invalid API key or insufficient tier |\n| `NotFoundError` | 404 | Resource not found |\n| `RateLimitError` | 429 | Quota exceeded |\n| `APIError` | Other 4xx/5xx | General API error |\n\nAll errors extend `SentiSenseError` and include `status`, `code`, and `message` properties.\n\n## Links\n\n- Get a free API key: [app.sentisense.ai/get-api-key](https://app.sentisense.ai/get-api-key)\n- API documentation: [sentisense.ai/docs/api](https://sentisense.ai/docs/api)\n- Changelog: [CHANGELOG.md](./CHANGELOG.md)\n\nSentiSense provides research data for informational and educational purposes, not investment advice.\n\n## License\n\nMIT\n","readmeFilename":"README.md"}