TickerDB

Run an endpoint found with search_tools: its name plus a params object. store_as, append and fetch_all work as on the other data tools.

Market-level rows, one per date, point in time: US equity market regime (market_*) and economy (macro_*) bands and values, e.g. market_regime_zone, macro_yield_curve_zone. changes=true returns only dates where a band changed. Field list: get_schema level=market. To find tickers under a regime, put market_/macro_ filters into query.

End-of-day OHLCV candles for one ticker, daily or weekly (weeks dated by Sunday). Paged: pass next_cursor back as cursor, or use store_as with fetch_all for the whole range in one call. 1 credit per 100 bars.

Look up field names, descriptions, units and band values. Search rather than pulling everything (~230 KB): search="bull flag", category=patterns, level=market. Names are <group>_<name>[_<unit>]; bands end in a category word (_zone, _state, _trend), raw numbers in a unit (_pct, _ratio, _usd). Every band (tracked: true) also has _prev, _periods, _flips_recent_count, _flips_lookback and _stability, usable as fields and filters; lookups omit those rows unless markers=true. Over 25 matches lists names only: search again by exact name for a description.

One ticker's state: latest snapshot, one date, a start/end series, or band events (field, optional band: when it was entered, what it left, how long it lasted; stats=true for counts). fields trims to sections or paths, e.g. trend, momentum.rsi_zone, fundamentals.pe_ratio. Market regimes are in get_market.

One tool for any cross-section or history; use get_summary for a single ticker's full snapshot. Give fields and filters (any ticker field; names from get_schema), then EITHER date (default latest) OR start+end. One date with filters, tickers, sort_by or a limit screens and ranks; one date with neither returns every asset; a range returns every row in it (market_/macro_ filters keep only dates in that regime). Ranges over ~6 months default to weekly. For big pulls use store_as + fetch_all, then query_data.

Read-only SQL (SQLite) over tables saved with store_as: SELECT or WITH, plus SHOW TABLES and DESCRIBE <table>. Returns at most 200 rows. Nested fields are flattened with _ (trend.direction -> trend_direction); booleans are 1/0. Tables are kept per API key and deleted 24 h after last use; format=csv returns CSV text.

Find the other TickerDB endpoints: changes, insiders, insider trades and holdings, funds, fund holdings and holders, indexes, index members, TickerDB's trading models (list, detail, history, holdings, trades; Pro and Commercial plans), status, account, and the raw search and universe routes. Returns each match's name, purpose and params (* = required). Empty query lists all. Run one with call_tool.