Changelog

What's new across the MCP server, the REST API, and the data behind them — newest first. Changes within v1 are additive: new tools, endpoints, and fields are added; existing ones don't change shape or disappear. Request validation may tighten — input that was silently ignored or misread can start returning a 400 with a fix-it message — but a request that was answered correctly keeps working, and successful responses never change shape. This log starts July 2026.

2026-08-28 — Index outlooks, short-interest estimates, and portfolios

• Seven index constituent lists and six rebalance outlooks. GetIndexComposition, GetIndexChanges, and GetIndexForecast — plus their /v1/indexes counterparts — expose current constituents, observed additions and removals, and supported published entry rules applied company by company; unsupported rules remain disclosed. S&P outlooks are committee-entry screens rather than predictions; Russell and Nasdaq-100 outlooks apply their published rank-based selection methods. The Dow publishes no quantitative entry rule, so it has no forecast.
• A model estimate for the next short-interest settlement. GetShortInterest now appends a separately labelled prediction for the pending FINRA settlement when the model's eligibility gates pass. The block names the target settlement, data-through date, expected position, change from the latest reported position, and FINRA publication date; it never becomes a row in the official history. The REST short-interest endpoint remains reported FINRA data only.
• Authenticated portfolio tools. The MCP server and /v1/portfolios can create portfolios, record and close stock or option lots, maintain watchlists, and return cost basis plus realized and unrealized profit or loss. Portfolio identity always comes from the authenticated account; these are the only customer-data writes in the MCP catalog.
• Richer screening. Index membership joins the screener's market and institutional filters, and the portal's manual builder exposes editable rules. On Pro, it adds nested AND/OR groups and metric-to-expression comparisons.

2026-08-13 — Earnings comparisons

• What changed since the prior earnings brief. GetEarningsBrief, /v1/stocks/{ticker}/earnings-briefs, and the ALVIS earnings tool now compare each verifier-approved brief with the previous available approved quarter. The derived result separates newly raised bullish points, newly flagged risks, and points no longer raised; it is available even when the prior brief falls outside the requested result limit. The oldest available brief has no comparison.
• Guidance updates and delivery in the same brief. Those three earnings-brief surfaces now also show management guidance issued at the exact call, how a comparable range changed from management's prior update, and the reported quarter against the latest operative company guidance. These are company-guidance comparisons, not analyst-consensus surprises. Actuals are filed GAAP XBRL revenue or diluted EPS only; non-GAAP guidance is never scored against GAAP actuals, and any Q4 arithmetic is marked derived from filed facts.

2026-08-10 — REST field parity with the tools

Twelve /v1 endpoints gained fields the MCP tools already rendered. All are additive: existing fields keep their names, types and meanings, and a field that cannot be computed for a row is omitted rather than sent as null.

• A put is no longer indistinguishable from ownership. positionType (Common, Put, Call) now rides every row of /v1/stocks/{ticker}/institutional-holders and /v1/institutions/{cik}/portfolio. A 13F put line is reported at the notional value of the underlying shares, so it can outrank real holders — reading it as ownership inverts the position. It also tells the rows apart when one filer reports both common shares and options in the same name.
• Insider rows say which balance they belong to. securityKind (Non-derivative, Derivative, Unknown) and ownershipForm (Direct, Indirect) on /v1/stocks/{ticker}/insider-transactions: balances run separately per security kind and ownership form, so two rows for one insider on one date can carry different sharesOwnedAfter values without contradicting each other. New isOpenMarketTrade is true only for a filed purchase or sale — transactionType collapses conversions, tax withholding and other mechanics into Buy/Sell, and its values are frozen, so filter on the new flag instead.
• The one-session move, without a second call. previousClose, change and changePercent on /v1/prices/latest, and previous/change on /v1/fred/latest. The price basis is the session immediately before each row's own date, so all three are absent rather than wrong when the stored series skips that session.
• The working behind a squeeze score. /v1/short-squeeze-scores rows now carry rank (position in the whole scored universe, stamped before your liquidity filters), baseScore and catalystBoost, and the six peer-relative factor percentiles. scoredCount on the response is the universe those percentiles are relative to.
• Advisers are dateable. asOfDate on /v1/investment-advisers rows — the Form ADV snapshot each row was read from.
• Five endpoints without a reference page also gained fields, documented here until those families get one: toneEvidence on /v1/stocks/{ticker}/call-insights (the verbatim quotes the tone score was grounded in), sourceDocumentId and periodShape (Quarter, Annual, YearToDate, Instant, or None) on each point of /v1/stocks/{ticker}/kpis (the written source and normalized span identity are now explicit instead of inferred from a truncated quote or isAnnual=false), firstFlaggedDate and firstFlaggedForm on /v1/stocks/{ticker}/going-concern (when the CURRENT doubt episode began — flaggedDate is the newest filing still stating it, so on a multi-quarter episode it reads as this quarter), isStale on /v1/super-investors (the manager's latest report lags the directory's current quarter, so its figures aren't comparable with the rest of the list), and newestProxyOnFile on /v1/stocks/{ticker}/executive-compensation (proxy imports back-fill, so a company can be fiscal years behind its own newest proxy).
• MCP provenance and period identity. GetInstitutionSummary now prints the fund's CIK, so a fund resolved by name can be chained into the other institution tools; GetCompanyKpis now prints each point's normalized period shape separately from the company's free-form period wording.
• KPI comparisons fail closed on the exact period. H1/6M/26W no longer collides with 9M/39W merely because both are YearToDate, and point-in-time readings compare year over year only on the same calendar month/day. Unqualified YTD and undated instants remain visible but do not produce YoY.

2026-08-09 — REST request validation

• Strict query validation on /v1. Two classes of silently-wrong answers now return a 400 with a fix-it message instead of a confident 200 over the wrong data: date parameters must be yyyy-MM-dd exactly (the previous lenient parse read 01/08/2026 month-first), and a query parameter an endpoint doesn't support is rejected by name with the endpoint's supported parameters listed (it was previously ignored, so a misspelled or MCP-only filter returned unfiltered data). If your integration passed junk parameters and relied on them being ignored, remove them.
• MCP filter parity on REST. Filters that existed only on the MCP tools now work on their REST twins: ticker on /v1/short-squeeze-scores (single-stock score + universe rank), sortBy on /v1/short-interest/snapshot and /v1/short-volume/largest (plus minTotalVolume, and minAvgDailyVolume as an alias), bottom on /v1/insider-sentiment-scores, action/startDate/endDate on /v1/stocks/{ticker}/executive-changes, and fiscalYear/fiscalQuarter on /v1/stocks/{ticker}/earnings-briefs and /call-insights.
• Recoverable report-date errors. The 400 for an off-quarter 13F reportDate now carries the complete valid-date list in a structured availableDates array on the error body, so a client can pick a valid quarter programmatically.
• Honest truncation and paging, on both surfaces. A capped result set now says it was capped instead of presenting the page as the whole answer. Paged /v1 lists carry meta.total — the full matching row count — wherever the endpoint already computes it, and omit the field rather than sending a count that is really just the page size; keep using meta.hasMore where it's absent. Document keyword scans report the document-wide total instead of the truncated hit count, and the MCP tools state the cut in their output. Additive: no existing field changed name, type or meaning.

2026-07-28 — IPO pipeline

• The US IPO pipeline, as structured data. Every S-1/F-1 registration on file at the SEC, tracked through amendments, pricing, withdrawal, and listing — with offer terms extracted from the prospectus and verified against its text, pre-IPO financials from the filer's own XBRL statements, underwriters, and key risk factors with verbatim quotes. Pre-IPO companies aren't listed stocks, so this is the only surface that covers them.
• Two new MCP tools. GetIpoFeed (the pipeline, filterable by status) and GetIpoDetails (one filer's full picture by CIK). See the IPOs tool family.
• Two new REST endpoints. /v1/ipos (paged feed) and /v1/ipos/{cik} (detail). See the IPOs endpoint family.

2026-07-13 — Docs

• One-click connector setup. Cursor (an Add to Cursor button), Claude Code (claude mcp add), and VS Code (code --add-mcp) now sign in over OAuth — no API key to manage. See Connect the MCP server.
• A real example for every tool and endpoint. The tool reference and endpoint reference are now organized by family, and every tool and every endpoint shows its parameters, an example prompt or request, and a real sample of what it returns.
• Getting Started landing. The docs open on a Getting Started page with two clear paths — the MCP server and the REST API — and each now has its own dedicated navigation.
• Recipes. Task-oriented workflows that chain several tools — analyze an earnings call, screen then deep-dive, track ownership shifts, build a short-squeeze view, value a company in context.
• Guides. An MCP vs REST decision guide and a Claude Skill template that encodes our research conventions.

2026-07-11 — API & data

• Public REST API v1. Every MCP tool now has a plain-JSON twin at api.equibles.com/v1, sharing your daily quota. See the endpoint reference.
• REIT valuation. GetValuationMultiples now returns P/FFO and P/AFFO for REITs, computed from each company's own SEC FFO/AFFO reconciliation, instead of leaning on P/E.
• Short-squeeze scoring. GetShortSqueezeScores became a composite rank — short interest as a percent of float, days to cover, the change in short share of volume, and fails-to-deliver, with catalyst boosts for price spikes, volume surges, and near-term earnings.