DalalOS

Add one or more stocks to the caller's DalalOS watchlist, accepting a pasted list. Use this when the user says "watch X", "track X", "add X to my watchlist", or asks to save stocks they just searched/screened/analyzed via DalalOS for later. This writes to DalalOS's OWN watchlist (tied to the caller's DalalOS account) -- if another connected MCP server also exposes an add-to-watchlist tool, it is a DIFFERENT, non-overlapping list; use this one for anything the user wants tracked specifically through DalalOS. `symbols` accepts a list of strings or a single string, and any entry may itself be a DELIMITED PASTE -- commas, newlines, semicolons, tabs or pipes -- so a screener export can be handed over as-is. Each fragment is resolved by exact identifier (NSE symbol, ISIN, BSE code) first, then by company name, so "Gandhar Oil" becomes GANDHAR. Capped at `watchlist_tool.MAX_WATCHLIST_BATCH` (200) resolved symbols per call. Fragments are never guessed at. The response splits three ways: `watchlist` (added), `unmatched` (no match), and `ambiguous` (two or more plausible matches, returned WITH their candidates so you can ask the user which they meant rather than picking one). Space-separated company names cannot be split reliably -- "GANDHAR OIL SAVITA OIL" is one fragment, not two -- so ask the user for one per line or comma-separated if a paste comes back unmatched. Re-adding a symbol already on the watchlist is a no-op, not an error. Requires an authenticated caller; see `get_watchlist` for the auth error shape.

Get every company that filed a matching BSE announcement in a trailing window, market-wide. `bucket` is one of the ids from list_announcement_buckets (e.g. "order-receipts", "fundraise"). `days` (1..90, default 7) bounds the trailing window over filing date. Returns newest first across the WHOLE universe (not one security). Metadata only — the raw disclosed subject/headline plus a link to the source BSE filing; no PDF parsing, no verdicts. Capped at 200 rows; `truncated: true` means more announcements matched the window than were returned (narrow `days` to see the rest) — `total_scanned` reports the true match count, uncapped. Each event carries its `news_id` — pass it to get_filing_extract for that filing's extracted facts.

Get EOD quotes for up to 20 Indian stocks in one call (peer benchmarking). Each item carries the same fields as get_stock_quote (currency, vwap, bse_reported, any valuation_notes/ratios_caveat/dividend fields) plus `status` and `error` keys, so an unresolved or uncached symbol is reported per-item rather than failing the whole batch.

Get BRSR (Business Responsibility & Sustainability Report) ESG disclosures for a stock. Accepts NSE symbol, ISIN, or BSE code. `years` (1..10, default 3) caps fiscal years returned, newest first. Each year gives curated KPIs grouped as `emissions` (Scope 1/2 + intensity), `energy`, `water`, `waste`, `social` (female board/KMP %, LTIFR, fatalities, POSH complaints, CSR spend, ...), `governance`, and `meta` — each `{value, unit}`, raw as filed with SEBI. `include_raw=True` also returns the full ~800-concept BRSR map exactly as disclosed. SEBI's mandatory ESG filing for the top 1000 listed companies (LODR Reg 34(2)(f)). Raw disclosed figures only — never an ESG score, rating, or verdict (SEBI-RA line). Coverage starts from whenever the nightly refresh began ingesting the company's BRSR.

Get NSE bulk/block trade disclosures for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. `deal_type` optionally narrows to "bulk" or "block" (omitted returns both); `days` (1..1825, default 90) bounds the trailing window; `limit` (1..500, default 100) caps rows returned, newest first. Each row is a raw disclosed (symbol, counter-party, direction) record: `client_name`, `buy_sell` ("BUY"/"SELL"), `quantity`, `price`, and `remarks` (bulk only). NSE's feed reports one row per counter-party + direction, not a matched buyer/seller pair — there is no official "buyer paired with seller" record. Only NSE's most-recently-published trading day is fetched upstream (no reachable historical bulk/block archive), so coverage starts from whenever the nightly refresh job began running, not further back.

Return one company's REVIEWED macro-factor exposures, labelled via the factor catalog. Cache-only, read-only: the company's reviewed ``company_exposures`` rows joined to the ``factor_registry`` catalog, so each exposure carries its factor label/description/dimension alongside the disclosed pathway (directness/direction/lag/mechanism) and source evidence. This is a DIFFERENT tool from ``get_company_macro_exposures`` (two similarly-named tools): this one is the plain, raw per-company evidence listing — no ``as_of_date``/factor filter, no live PPAC/FBIL macro window, no eligibility signals. ``get_company_macro_exposures`` is the signal-eligibility tool that evaluates those exposures against a complete official macro window. Neither ever claims a macro move caused or will cause an earnings/price/investment outcome (SEBI-RA line). A company with no reviewed exposures returns an empty success envelope.

Return cached company macro pathway evidence and eligible official context signals. Signals are emitted only when an active, reviewed, sourced company exposure passes the factor policy against a complete official PPAC Indian Basket or FBIL USD/INR window. This is conditional context only: it never states that a macro move caused or will cause an earnings, price, or investment outcome. Missing evidence is returned as explicit coverage, not inferred.

Return cached, source-grounded operating KPI history for one company. Coverage distinguishes company-disclosed values from ``not_disclosed`` fields. It never infers a current order book from a new order and never fetches or writes on this read path.

Get a company profile: identity, sector/industry, market snapshot, and TTM summary. Assembled from cached security master + quotes + financials. Accepts NSE symbol, ISIN, or BSE code. `fundamentals` is None when no financials are cached yet; `market` is None when no quote is cached. When present, `market` carries `currency` ("INR") and, only when a split/bonus fell inside the trailing 52 weeks, `week52_adjustments` — the same treatment get_stock_quote gives its own snapshot. Both `market` and `fundamentals` may carry caveat fields (e.g. `market.valuation_notes`, `fundamentals.ttm.basis_note`, `fundamentals.latest_period_income.non_recurring_items_note`) when a figure is suppressed or driven by a one-off/non-recurring item — always surface these alongside the figure they annotate rather than the bare number. `market.bse_reported`, when present, carries BSE's OWN published ROE/operating margin/net margin — a DIFFERENT, BSE-computed figure (not necessarily the same period or consolidated/standalone basis) from `fundamentals`' XBRL-derived ratios. Cross-check/ fallback signal only — never the same number as the computed `roe`/margins.

Get a source-linked, read-only canonical company report for one security. Accepts an NSE symbol, ISIN, BSE code, or company name. `days` (1-365, default 90) is the reporting window that selects which recent disclosures are in scope. Returns the validated `company_report_v1` model as the envelope `data`: company identity, source-linked `facts` with `citations`, mechanically-computed `calculations`, evidence-referenced `claims`, materiality-bucketed `events`, and a `coverage` block that names any missing reviewed mapping rather than implying non-disclosure. This is DalalOS's own consolidated report over its cached exchange filings + reviewed exposure/peer mappings; if another connected MCP server exposes a similarly-named "company report" tool it is a DIFFERENT, non-interchangeable source. Read-only: assembled entirely from cache, no upstream fetch and no LLM call. Every number in a claim references the fact/calculation supporting it, and NO verdict, target price, or buy/sell language can appear — the canonical validator rejects such a report before it is ever built (SEBI research-analyst boundary). An unresolvable query (or a required input with nothing cached) returns `reason_code="not_found"`; an out-of-range `days` returns `invalid_argument`.

Get the disclosed corporate-action timeline for ONE STOCK, HISTORICAL (splits, bonuses, dividends, etc.) — the per-stock, backward-looking sibling of get_market_calendar (whole- market, any window, all event types merged) and get_upcoming_results (whole-market, forward- only results convenience). Use this tool, not get_market_calendar, when you want one company's corporate-action history rather than a market-wide view. Accepts NSE symbol, ISIN, or BSE code. `years` (1..20, default 5) bounds the window. `types` optionally filters to a subset of action types. Newest first; raw disclosures.

Report cache freshness: last successful refresh per data domain and overall health. Every scraper-backed domain (including fii_dii and the ipos family) carries a staleness threshold matched to its real refresh cadence, so a domain whose scraper job silently stops running gets flagged stale rather than reporting `max_age_hours: null` forever.

Get the delivery-volume / delivery-percentage trend for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. `days` (1..1825) bounds the lookback window. Returns the raw delivery quantity and delivery % time series from the NSE bhavcopy.

Get NSE F&O (futures & options) positioning for one underlying. Accepts an NSE symbol, ISIN, or BSE code for a stock, OR a raw F&O underlying/index name (e.g. "NIFTY", "BANKNIFTY") that has no security-master row of its own. Returns the latest trading day's aggregate: `futures_oi`/`futures_oi_change`, `call_oi`/ `put_oi`, `pcr` (put_oi / call_oi — a mechanically-computed ratio, not a signal), `total_volume`, and `in_ban_list`. Raw NSE bhavcopy figures only — no OI-buildup interpretation or bullish/bearish framing (SEBI-RA line).

Get the cash-dividend history for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. `years` (1..15, default 5) bounds the window. Returns disclosed dividend amounts per share with ex-dates. Raw disclosures only. `annual_totals` (fiscal-year, Apr-Mar buckets) also carries a dividend-YIELD HISTORY: each bucket's `fy_end_price_date`/`fy_end_price` (the closing price on/before that FY's 31 March year-end) and `dividend_yield` (that FY's total dividend / that FY-end close) — None when no price history reaches that far back yet.

Return cached prior-state context for a canonicalized filing event. Use after get_filing_extract for an order, capacity or other supported event. The result retains source quotes and reports only deterministic historical links; it does not infer price correlation, business causality, or an investment conclusion. Cache-only: no fetches, extraction requests, or writes occur on this tool path. ``event_family`` additionally carries the persisted family TIMELINE — every cached filing in this disclosure thread, in filing order — and ``open_questions`` lists the factual follow-ups still unanswered by those filings (e.g. a required contract value the company has not disclosed), each with the filing that raised it and, once answered, the filing that resolved it. Both are raw, source-linked groupings of the company's own disclosures: never a verdict, target, forecast or recommendation.

DEPRECATED (issue #285) — renamed to `get_stock_fii_flow`; use that instead. Kept as a thin back-compat alias for this release only (no removal date committed yet): delegates to the exact same query function as `get_stock_fii_flow`, so the response is byte-for-byte identical for the same arguments. See `get_stock_fii_flow`'s docstring for the full parameter/behavior description.

DEPRECATED (issue #285) — renamed to `get_market_fii_dii_flow`; use that instead. Kept as a thin back-compat alias for this release only (no removal date committed yet): delegates to the exact same query function as `get_market_fii_dii_flow`, so the response is byte-for-byte identical for the same arguments. See `get_market_fii_dii_flow`'s docstring for the full parameter/behavior description.

Get the cached PDF-extraction for one BSE corporate filing. Accepts NSE symbol, ISIN, or BSE code + a BSE news_id. Obtain the `news_id` from get_stock_events, which lists a security's recent filings each carrying its `news_id`. Returns cached grounded facts + a factual summary extracted from the filing PDF. On a cache miss for any filing that has an attached PDF, calling this tool ENQUEUES on-demand extraction. It waits (up to ~30 seconds) only when the queue estimate says the result can be ready in that time; otherwise it returns at once with `status="pending", queued=true`, `retry_after_seconds` and, when known, an `eta_seconds` estimate from the current queue and recent run times — call again after that long to retrieve the facts. Extraction often takes a few minutes, so to read several filings of one company use get_filing_extracts (up to 10 news_ids per call) rather than polling this tool per filing. Extraction works for ANY filing with a PDF, not a fixed doc-type list — EXCEPT financial-results filings, which return `not_queued` reason `results_available_via_financials` (+ a `see_instead` pointer) because their figures come from XBRL via get_financials / get_financial_trends, not PDF extraction. Every `pending` response carries a `reason_code` that stays consistent across repeat polls of the same news_id: `on_demand_processing` (this tool's own trigger enqueued it, or moved an already-queued automatic job up to on-demand priority, and it is still queued/running — keep polling), `auto_backfill_processing` (already being processed by automatic extraction, not this tool — keep polling), or `awaiting_auto_backfill` (not yet queued, but eligible for a future sweep). Other cache-miss statuses: `not_queued` reason `no_document_to_extract` (no PDF), `not_queued` reason `on_demand_quota_exceeded` (authenticated caller hit its per-day on-demand cap — retry tomorrow, or read `attachment_url` directly), or `failed` (retries exhausted; see `error_reason`). Every cache-miss response includes `attachment_url` to read the filing PDF directly. Raw disclosed facts with verbatim source quotes only — no verdicts, targets, or recommendations.

Get the cached PDF-extractions for several BSE filings of ONE company in one call. Accepts NSE symbol, ISIN, or BSE code + a list of up to 10 BSE news_ids (from get_stock_events). Use this instead of calling get_filing_extract once per filing. Each entry in `filings` (in request order) is exactly what get_filing_extract returns for that filing: extracted facts with verbatim source quotes when cached, otherwise `pending` / `not_queued` / `failed` with the same `reason_code` values. Every uncached filing with a PDF is ENQUEUED for on-demand extraction in this one call (each enqueue counts against the caller's per-day on-demand cap; once the cap is reached the rest return `not_queued` reason `on_demand_quota_exceeded`). This tool never waits. When some filings are still `pending`, the response lists them in `pending_news_ids` with one shared `retry_after_seconds`: call this tool again after that long with just `pending_news_ids`. `counts` tallies the entries by status. To keep the response small, a cached filing past the size budget comes back as a stub listed in `omitted_for_size`; fetch it with get_filing_extract (it is cached, so no new extraction). A news_id that is not this company's filing returns `status="request_error"` without failing the batch. Raw disclosed facts with verbatim source quotes only — no verdicts, targets, or recommendations.

Get multi-period growth and margin trends for an Indian stock. Levels-vs-deltas division: this tool returns a PER-PERIOD time series (QoQ/YoY growth, `net_margin_delta`, `fcf_growth`, and per-period reportable-segment breakdowns, one row per displayed period) — not the latest levels or a summary growth/CAGR block. For the current P&L/balance-sheet levels, TTM, and a single summary `growth` section (annual YoY plus 3y/5y CAGR), see `get_financials` instead. Accepts NSE symbol, ISIN, or BSE code. `period_type` is "quarterly" (default) or "annual"; `limit` (1..12) caps the periods, newest first. Returns level fields plus QoQ/YoY growth and margins — mechanically computed, no verdicts. Each period carries `source` (`"bse-xbrl"` post-listing vs `"drhp"` pre-listing/prospectus-restated for a newly-listed company); the envelope's own `source` is the shared value or `"mixed"`.

Get consolidated financials (P&L + balance sheet), TTM, and computed margins. Accepts an NSE symbol, ISIN, or BSE code. `period_type` is "quarterly" (default) or "annual". Banks/NBFCs/insurers return an interest-income template (NII / interest income) instead of Revenue / EBITDA. Returns raw line items and mechanically-computed ratios only — no valuation verdicts. Also includes a `growth` section (annual YoY plus 3y/5y CAGR for revenue / net income / EBITDA / EPS) — a single summary block layered on top of these levels, NOT a per-period series; for a period-by-period QoQ/YoY growth, margin-delta, and reportable-segment trend series instead, see `get_financial_trends`. The `growth` section here is sign-aware (a loss base/endpoint is Not Meaningful rather than a garbage %), EPS share-adjusted across splits/bonuses, with a `base_effect` flag when a tiny prior-year base inflates the YoY. A `null` inside a present growth metric (as opposed to the metric being absent, which means <2 annual periods are cached) means the growth figure is Not Meaningful for that metric this period — most commonly because the prior-year base (or a CAGR endpoint) was a loss, making a percentage change mathematically undefined or misleading; it is not a data gap. When that is the cause, a sibling `*_not_meaningful_reason` field (e.g. `yoy_not_meaningful_reason: "prior_period_loss"`) makes it explicit rather than leaving the `null` to be misread as "no data available". Also carries three multi-period histories (independent of `period_type`/`limit` — always the full annual history): `interest_coverage_history` (per-year interest-coverage trend, general-only, omitted for banks/NBFCs/insurers or a newly-listed filer), `book_value_history` (per-year book value per share plus a P/B "band" against the actual historical price near each period, not general-only), and `working_capital_ratios` (always present: general filers get inventory/receivable/payable days and cash conversion cycle when the latest annual inputs are available; financial institutions receive an explicit not-applicable note). Cash flow: each period carries `cash_flow_available` — Indian BSE-XBRL quarterly filings never include a cash-flow statement (only annual filings do), so it is `false` on every period for the default `period_type="quarterly"`; a top-level `cash_flow_note` explains this when no displayed period has cash-flow data. Call with `period_type="annual"` for populated `operating_cash_flow`/`free_cash_flow`/`capex` figures. Provenance: each period carries `source` — `"bse-xbrl"` for a post-listing exchange filing, or `"drhp"` for a newly-listed company's pre-listing years (restated figures from its IPO prospectus, audited per SEBI ICDR requirements). The envelope's own `source` is the shared value, or `"mixed"` when a window straddles both; a `drhp_periods_note` explains it further whenever any displayed period is DRHP-sourced.

Get the full NSE F&O securities-in-ban list for the most-recently-published trading day. Market-wide, not per-underlying — no `query` argument. This is the whole-list companion to `get_derivatives_positioning`'s per-symbol `in_ban_list` flag: use this tool when you want everything currently banned in one call, rather than checking symbols one at a time. Returns `ban_date` (the snapshot's date) and `symbols` (one entry per banned name, each with `nse_symbol` and `isin` — None for index names, which carry no security-master row). Raw NSE-published ban list verbatim — no "avoid these" framing or interpretation (SEBI-RA line).

Get NSE participant-wise (FII/DII/Pro/Client) F&O open interest & volume — market-wide. `days` (1..366, default 30) bounds the trailing window. Each row is one (trade_date, client_type) pair with raw long/short contract counts across futures-index, futures-stock, options-index-call/put, and options-stock-call/put, for both `oi` and `volume`. This is a DIFFERENT, derivatives-side signal from `get_market_fii_dii_flow` (market-wide daily CASH-segment net flow) — it is the highest-confidence official substitute for FII/DII derivatives positioning (NSE's cash-market feed does not cover F&O). Raw counts only — no "smart money"/positioning-bias interpretation (SEBI-RA line).

Daily FBIL INR reference rates (USD/GBP/EUR/JPY/AED/IDR against INR). `currency_pair` optionally filters to one pair (e.g. `"USD/INR"`, case-insensitive). `from_date`/`to_date` are optional ISO dates (default: trailing 30 days). Each row is `{rate_date, currency_pair, unit_base, rate, source}` — `rate` is always "INR per `unit_base` units of the foreign currency" (unit_base is 1 for USD/GBP/EUR/AED, 100 for JPY, 10000 for IDR — FBIL's own published denomination, never silently rescaled). FBIL's public feed only serves a rolling ~2-day window with no bulk history archive found, so a fresh deploy accretes this table forward one scheduled refresh at a time — a wide window may legitimately return far fewer rows than the window implies.

NSE's own daily OHLC + P/E + P/B + Div Yield time series for one named index. `index` is matched case-insensitively against NSE's own published index names (e.g. "Nifty 50", "Nifty Bank", "Nifty IT", "Nifty Auto", "Nifty FMCG", "India VIX" — use get_india_vix for a VIX-specific shape). `from_date`/`to_date` are optional ISO dates (default: trailing ~30 days; window capped at 1825 days). Sourced from NSE's own daily `ind_close_all` file, which carries NSE's ALREADY-COMPUTED P/E, P/B, Div Yield for every index it publishes — sector indices (Nifty Bank, Nifty IT, ...) give an official NSE sector-valuation band, a DIFFERENT figure from get_sector_overview's peer-derived median_pe/median_pb (this project's own aggregate over its tracked universe, grouped by a different taxonomy) — the two are independent, neither validates the other. An unrecognized `index` returns `reason_code: "no_data"` with `available_indices_hint` (every index name NSE publishes) — see also list_index_valuations. Raw NSE-published figures only.

NSE's daily India VIX (volatility index) OHLC time series. `from_date`/`to_date` are optional ISO dates (default: trailing ~30 days; window capped at 1825 days). Each row is `{trade_date, open, high, low, close, points_change, pct_change}` — VIX has no P/E, P/B, dividend yield, volume, or turnover, so those keys are omitted rather than returned null. This is DalalOS's own NSE-sourced VIX series — if another connected MCP server also exposes a similarly-named VIX tool, it is a DIFFERENT, non-interchangeable source; prefer this one for anything joined against DalalOS's own index/sector data.

List IPO/public-issue records: upcoming, open, listing pending, or recently listed. `status` optionally filters to `upcoming`, `open`, `listing_pending`, or `listed` (omitted returns all four); an unknown value is a bad_request. Unlike most fields, `status` is derived at READ TIME from dates versus today (IST) and a listed-security match. A passed planned listing date without that evidence is `listing_pending`, never `listed`. `limit` (1..500, default 100) caps the result. Each entry carries price band, face value, lot size, issue size, open/close/listing dates, issue price, listing price (once listed), category-wise subscription x-times (QIB/NII/Retail/Employee) where disclosed, a DRHP/prospectus link, and a mechanically-computed `listing_gain_pct` = (listing_price - issue_price) / issue_price (null pre-listing). Sourced from BSE (api.bseindia.com) and SEBI public-issue filings — official sources only. No Grey Market Premium (GMP) field anywhere: GMP has no official exchange source, so it is deliberately excluded (SEBI-RA line — raw facts and mechanical arithmetic only, never a verdict).

Official macro/sector indicators: MOSPI CPI, WPI, IIP (monthly), GDP (annual), and PPAC's Indian Basket crude-oil price (monthly). `dataset` is required: `"cpi"` (headline Consumer Price Index by sector/division), `"wpi"` (headline Wholesale Price Index — overall + food index only), `"iip"` (Index of Industrial Production by category), `"gdp"` (GDP level + growth rate, current/constant prices, one row per published estimate vintage — First/Second Advance, Provisional, Revised), or `"crude_basket"` (PPAC's Indian Basket crude-oil monthly average price, USD/bbl). Any other value is a `bad_request`. `from_period`/`to_period` bound the window (`"YYYY-MM"` for cpi/wpi/iip/crude_basket, the fiscal-year string e.g. `"2024-25"` for gdp); `series_contains` substring-filters `series_key` (e.g. `"Food"`, `"Manufacturing"`, `"GDP Growth Rate"`; a no-op for crude_basket, which has only one series). `limit` (1..2000, default 200) caps the result, newest period first. Raw published index values/growth percentages/commodity prices only (SEBI-RA line) — no directional commentary ("inflation is high", "oil is expensive").

Whole-market advance/decline/unchanged breadth: how many NSE-listed securities moved up/down/flat on a trading day. `from_date`/`to_date` are optional ISO dates (default: trailing ~30 days; window capped at 366 days). Each row is `{trade_date, advances, declines, unchanged, total}`, sourced from NSE's own live market-data feed. NSE publishes no bulk historical archive for this figure, so history only extends as far back as this server has been capturing it — an empty result for a genuinely old date is expected, not a bug. Raw counts only — no "risk-on/risk-off" or breadth-based market-direction commentary (SEBI-RA line).

Get a unified, WHOLE-MARKET calendar of disclosed events across all NSE/BSE securities, over an ARBITRARY window (past or future). Use this instead of get_upcoming_results when you need a past window or multiple event types together; use get_upcoming_results instead when you just want a forward results window with a sector filter (a scoped convenience over the same results data this tool also reads). For ONE company's historical corporate-action timeline, use get_corporate_actions instead — that tool is per-stock; this one is market-wide. `date_from`/`date_to` are ISO dates (YYYY-MM-DD); `date_to` must be on or after `date_from` and the window is capped at 180 days. `types` optionally filters to a subset of `results, dividend, split, bonus, demerger, ipo` (plus the remaining corporate-action disclosure types: consolidation, rights, buyback, spinoff, merger, distribution, other) — an unknown type is a bad_request. Each event is `{date, type, isin, nse_symbol, name, detail}`, merged from results_calendar (results) and corporate_action_events (everything else) and sorted chronologically; `limit` (1..2000, default 500) caps the merged result. `ipo` is a stub — no IPO data source exists yet, so it always returns zero rows with an explanatory note. Raw disclosed facts only — no verdicts, no importance ranking beyond your own type filter.

Market-wide DAILY FII/DII net cash-flow (Rs crore), NSE cash (Capital Market) segment. NOT the shareholding data: get_shareholding gives per-company QUARTERLY FII/DII holding PERCENTAGES; this gives market-wide DAILY net buy/sell/net value in Rs crore -- e.g. "FIIs net sold Rs 2,340 Cr, DIIs net bought Rs 1,890 Cr" for a given trading day. `from_date`/ `to_date` are optional ISO dates (default: trailing ~30 days); `segment` is "cash" only. For NSE participant-wise F&O positioning, use `get_fo_participant_activity`. Raw exchange- published figures; `net = buy - sell` is the only computation (SEBI-RA line — no direction calls or "smart money" framing). The envelope's `source` reflects actual per-call provenance, not a fixed NSE label: recent dates are NSE-live (`source="nse"`), older dates are Moneycontrol-backfilled (`source="moneycontrol"`, since NSE publishes no bulk cash-history archive), and a query window spanning both returns `source="mixed"` (each row still carries its own accurate `source`). Renamed from `get_fii_dii_flow` (issue #285) so the name itself telegraphs scope (MARKET-wide) against its get_sector_fii_flow/get_stock_fii_flow siblings. `get_fii_dii_flow` is kept as a deprecated back-compat alias for this release.

Get valuation + multi-horizon returns for the constituents of an Indian market index. `index` is matched exactly to a known index name (e.g. NIFTY 50, NIFTY 500) — get the valid names from list_indices. `limit` (1..500) caps the returned constituents, sorted by market cap desc. Each row carries market_cap/pe/pb plus precomputed 1d/1w/1m/3m/6m/1y returns, and any Tier-C structural-event flags on those returns (`return_flags`) or a lack of price history (`incomplete_windows`) — the two are mutually exclusive and together explain every null return. Mechanical facts only — no rankings.

Compare a stock against its sector/industry peers on valuation metrics. Auto-identifies the peer group and returns a side-by-side table (Mkt Cap, PE, PB, Revenue TTM, net / EBITDA margin, ROE, ROA, ROCE, interest coverage, D/E, the EV bundle — EV, EV/EBITDA, EV/EBIT and the EV-based earnings yield — plus the cash-flow ratios P/CF, P/FCF and FCF yield), sourced entirely from cache. EBITDA-margin and the EV bundle are DELIBERATELY general-only (None for banks/NBFCs/insurers — an intentional validity- matrix decision: EBIT/EBITDA are not meaningful add-backs for a financial's P&L). Cash-flow ratios are NOT gated that way and populate for any peer disclosing an annual cash flow — including banks/NBFCs/insurers. The one exception is bank capex specifically: P/FCF and FCF yield are structurally unavailable for BANK peers whose only cached annual filing predates the fix for issue #169 (banks tag capex under a different XBRL concept than the general template; the mapping now covers it, but existing cached rows need a backfill re-scrape to pick it up) — P/CF (which doesn't need capex) is unaffected either way. Each row also carries `piotroski_f_score` (0-9, general-only; None for banks/NBFCs/ insurers) and `altman_z_score` (general-only; None for banks/NBFCs/insurers, and for a general filer whenever any of the five classic-formula inputs is undisclosed for that security). The explanatory text for WHY a score is None is never repeated per row — it is deduplicated across the whole peer set and surfaced once at `data.notes.{piotroski_f_score,altman_z_score}` (a list of the distinct reasons actually present in the table). A row with an implausible figure (e.g. a corrupted P/B or a unit-slipped market cap) is marked `valuation_suspect` and excluded from the table-level `peer_medians`; a row within 52 weeks of a rights issue/demerger/merger is marked `ratios_incomplete` (see the table-level `ratios_caveat`), and a row whose margins are dominated by a one-off exceptional/discontinued item is marked `non_recurring_items` (also excluded from `peer_medians`). `grain_widened`/`size_banded` indicate whether the peer set fell back to the broader SEBI industry grain or was restricted by the market-cap size band. Each row also carries `bvps` (book value per share, NOT general-only); the full per-period BVPS + P/B history is get_financials-only.

Get the promoter share-pledge percentage trend for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. `limit` (1..16) caps the most-recent periods. Returns the reported pledged-percentage time series. Raw disclosures only. Each period carries `pledge_disclosed`: false means this quarter's pledge field wasn't present in the underlying filing (a null `pledged_pct` reads as "not disclosed", not "zero pledge") — a real 0.0 is only reported when `pledge_disclosed` is true.

Get the OHLC + volume price-history series for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. `days` (1..1825) bounds the lookback window. Set `adjusted=True` for split/bonus-adjusted closes; default is raw close. `interval` is 'daily' (default), 'weekly', or 'monthly' (weekly/monthly resample the adjusted daily series). EOD from the NSE bhavcopy. `currency` is always "INR". Each bar carries `sma_50` and `sma_200`, computed from daily split/bonus-adjusted (both modes) closes before resampling, plus a mechanically-computed `vwap` (turnover / volume, None when either is missing/zero); vwap is not rescaled by the split/bonus adjustment factor (turnover/volume are raw flow figures, identical in raw and adjusted mode).

Return an explainable peer set for operating, financial, or valuation comparison. Uses reviewed, provenance-backed business tags and overrides plus cached factual metrics. The existing get_peer_comparison table remains the broader SEBI-classification comparison. This tool may return fewer peers when business-model evidence is insufficient; it never presents a same-industry label as proof of comparability, and returns no investment conclusion.

Get mechanical return statistics over standard windows for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. Returns period returns (1W/1M/3M/6M/1Y/YTD/max), CAGR, annualized volatility, max drawdown, and 52-week high/low — all computed from the split/bonus-adjusted close series. A null return is always explained by exactly one of two fields: `incomplete_windows` (not enough price history for that window yet) or `corporate_action_flagged_windows` (a rights issue/demerger/spin-off/merger/bare consolidation fell inside the window, so the window mixes a mechanical value transfer with ordinary price movement and is nulled rather than reported — see `corporate_action_caveat` when present). If the query only resolved via a rename/merger/demerger-successor alias, the envelope carries `resolved_via` naming which kind fired. Descriptive statistics only; no verdicts.

Daily FII/FPI net flow (raw Rs), aggregated by sector -- the #74 sector-wise breakdown. Scope-keyed alongside its siblings (issue #285): get_market_fii_dii_flow is market-wide with no sector dimension; get_stock_fii_flow is per-stock; get_shareholding is per-company QUARTERLY holding %. This is DAILY, per-sector, TRANSACTION flow, joined from the stock-level fii_fpi_stock_flow table against securities.sector (the same sector field get_company_profile/get_sector_overview use). `from_date`/`to_date` are optional ISO dates (default: trailing ~30 days, capped at 366); `sector` optionally narrows to one sector name. `net = buy - sell` is the only computation (SEBI-RA line). COVERAGE CAVEAT: sourced from CDSL's Trade-Wise Equity Data of FII/FPI ONLY -- NSDL's per-stock trade data is not ingested, so this is a PARTIAL view of FII/FPI activity by sector, not the whole market's figure (every response carries a `coverage_note` saying so). CDSL stopped publishing after March 2025, so nothing later exists here: for current sector-level FPI flow across both depositories use get_sector_fpi_investment (fortnightly).

Fortnightly FPI net investment and assets under custody by sector, from NSDL's Fortnightly Sector-wise FPI Investment data. Covers every FPI across BOTH depositories (NSDL and CDSL), 2012 onward -- the current sector-level FPI source; get_sector_fii_flow's CDSL feed stopped publishing after March 2025. Scope-keyed alongside its siblings: get_market_fii_dii_flow is market-wide DAILY cash flow; get_sector_fii_flow / get_stock_fii_flow are DAILY CDSL-only transaction flow; get_shareholding is per-company QUARTERLY holding %. This is FORTNIGHTLY, per NSDL sector. `from_date`/`to_date` are optional ISO dates matched to each fortnight's period_end (default trailing ~6 months; capped at 5 years unless `sector` is given); `sector` narrows to one NSDL label (case-insensitive; 'Grand Total' is NSDL's all-sector row); `instrument` picks one column (default equity; also debt_general, debt_vrr, debt_far, hybrid, aif, total, mf_equity, mf_debt, mf_hybrid, mf_solution_oriented, mf_other); `include_subsectors` adds pre-2022 nested sub-sector rows, which are already included in their parent. Each row is `{period_start, period_end, taxonomy, sector, row_kind, parent_sector, instrument, net_inr_cr, net_usd_mn, auc_inr_cr, auc_usd_mn}` as NSDL published it (INR crore / USD million; null = not published). Sector labels switch to BSE's Common Industry Classification from 2022-04-30 (`taxonomy` marks it) and are NSDL's own, not securities.sector. No computation beyond row selection.

Get an aggregate market overview by sector (or a finer SEBI grain). Omit `sector` to list all groups; pass one to drill in. `grain` is "sector" (default), "igroup" (SEBI Industry), or "isubgroup" (SEBI Basic Industry, the finest grain). Returns count, total market cap, and median/mean PE and median PB per group — computed from cached quotes. Aggregates only.

Get the promoter / FII / DII / public shareholding-pattern time series for a stock. Accepts an NSE symbol, ISIN, or BSE code. `limit` caps the most-recent quarterly periods (max 12). Returns raw reported ownership percentages — no verdicts. Sourced from cache; returns an empty series with a note when no shareholding data is cached yet. `breakdown` (when the underlying filing's raw payload was cached) carries the full BSE-SHP institutional sub-category split as `breakdown.institutions`, a list of `{"category": ..., "pct": ...}` — e.g. Mutual Funds, Insurance Companies, Alternate Investment Funds, Provident/Pension Funds, Sovereign Wealth Funds, Foreign Portfolio Investors Category I / II — separately from the headline `fii_pct`/`dii_pct` aggregates. Category label strings are BSE's own text as filed (may contain formatting artifacts like a trailing "/" or doubled spaces), not normalized. Omitted entirely for a period whose raw payload wasn't cached. `breakdown.named_institutional_holders` lists individual FII/FPI, insurance, and mutual-fund holders BSE's filing names once they cross the Reg 31 reporting threshold — `{"name": ..., "category": ..., "pct": ...}` per holder — so a caller can see who specifically holds a stake, not just the category total.

Get recent BSE corporate announcements (SEBI Reg-30 disclosures) for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. `days` (1..365, default 30) bounds the trailing window over filing date; `category` optionally narrows to one BSE category (e.g. "Board Meeting", or "Insider Trading / SAST" for promoter/KMP insider buy-sell and pledge creation/invocation/revocation disclosures). Returns disclosure metadata — subject, headline, category, filing time, and a link to the source PDF on BSE. Metadata only; the filings themselves are not parsed or summarised. Quarterly results aren't here — use get_financials for those. Capped at 200 rows; `truncated: true` means more filings matched the window than were returned (narrow `days`/`category` to see the rest) — `total_scanned` reports the true match count, uncapped. Each event includes a `news_id` (the BSE filing GUID). To read the extracted facts and a factual summary of a specific filing, pass that `news_id` to get_filing_extract.

Per-stock DAILY FII/FPI transaction flow (raw Rs) -- daily series + trailing-30d summary. Accepts NSE symbol, ISIN, or BSE code. `days` (1..1825, default 90) bounds the daily `series`; `summary` is always the trailing-30d figure (the SAME single-source helper get_company_profile's compact `fii_activity` field uses). A distinct FII/FPI surface from get_market_fii_dii_flow (market-wide) and get_shareholding (quarterly holding %) -- this is per-STOCK daily transaction flow, aggregated from CDSL's trade-wise disclosure. COVERAGE CAVEAT: CDSL-only (NSDL's per-stock data is not ingested), and CDSL stopped publishing after March 2025 -- every response carries a `coverage_note`. `net = buy - sell` is the only computation (SEBI-RA line: no direction calls, no "smart money" framing). Renamed from `get_fii_activity` (issue #285) so the name carries "flow" like its get_sector_fii_flow/get_market_fii_dii_flow siblings ("activity" gave no scope cue). `get_fii_activity` is kept as a deprecated back-compat alias for this release.

Get the latest end-of-day quote (price, OHLC, volume) for an Indian stock. Accepts an NSE symbol, ISIN, or BSE code. Prices are EOD from the NSE bhavcopy. Carries `currency` ("INR") and a mechanically-computed `vwap` (turnover / volume for the latest bar, None when either is missing/zero). P/E and P/B may be null with a `valuation_notes` explanation (e.g. negative shareholders' equity, or a proven loss) rather than a misleading ratio. A `ratios_caveat` field and/or a `week52_adjustments` list appear when a split, bonus, or other corporate action in the trailing 52 weeks affects the comparability of the 52-week range or valuation ratios. `recent_dividends` / `upcoming_dividends` / `dividend_yield` carry realized cash-dividend history and trailing yield. Always check these fields before restating a figure as clean. A `bse_reported` sub-object, when present, carries BSE's OWN published ROE/operating margin/ net margin — a DIFFERENT, BSE-computed figure (not necessarily TTM or the same consolidated/standalone basis) from this project's XBRL-derived ratios elsewhere. It is a cross-check/fallback signal only — never treat it as the same number as a computed `roe`.

Get moving averages, RSI, MACD, Bollinger Bands, beta, and circuit-filter band/hit-days for an Indian stock. Accepts NSE symbol, ISIN, or BSE code. Moving averages (sma_50/sma_100/sma_200), `rsi_14` (Wilder's 14-period RSI), `macd` (12/26/9 EMA line/signal/histogram), `bollinger_bands` (20-day, 2-stdev middle/upper/lower + percent_b), and `beta` (regressed against NSE's own Nifty 50 daily close series over the trailing ~1Y of paired trading days; `beta_benchmark` names it) are all mechanically computed from the split/bonus-adjusted daily close series. `circuit_band_pct`/`circuit_band_as_of`/`circuit_hit_days` use the RAW (unadjusted) close series and are NSE's own per-security circuit-filter data, not derived from bhavcopy. NSE publishes only a CURRENT snapshot with no historical archive, so this pipeline's own daily captures are the only source of band history and only exist from whenever this deployment started capturing them: * `circuit_band_pct` is null for TWO DIFFERENT reasons — check `circuit_band_as_of` to tell them apart. `circuit_band_as_of` present + `circuit_band_pct` null means this security genuinely has NSE's "No Band" designation (no static daily price band applies — typically a large/liquid, F&O-eligible name; this is a complete, real answer, NOT missing data). `circuit_band_as_of` null means no band has been captured for this security AT ALL yet (also named in `insufficient_history`) — do not conflate the two. * `circuit_hit_days` is a list of `{trade_date, close, prev_close, pct_change, band_pct}` for RAW-close days that plausibly touched that day's captured band (a small tolerance absorbs NSE's tick-size rounding of the actual limit price off the raw percentage) — a descriptive flag that trading was likely constrained that day, not a claim about why. An indicator needing more history than is cached yet (e.g. sma_200 on a recently-listed stock, beta when too few dates overlap the Nifty 50 series, or circuit-band data for a security with no captured band day yet) is null/empty and named in `insufficient_history` rather than computed or fabricated on a short series. Pure math, no verdicts/signals.

Raw ranked gainers/losers/most-active for an index over one completed EOD session. `index` defaults to 'NIFTY 500' — get valid names from list_indices. `metric` picks the raw sort field: 'pct_change' (day % change, default), 'change' (absolute price change, Rs), 'turnover' (traded value, Rs), or 'volume' (traded quantity). `direction` is 'desc' (default — top gainers / most active) or 'asc' (top losers). `limit` (1..100, default 20) caps the rows. This is the same mechanical fact NSE's own top-gainers/losers page publishes — a caller-chosen sort key over already-public EOD numbers, nothing more. Distinct from get_market_heatmap, which is deliberately NOT sortable by return (issue #85) and instead always sorts by market cap — use get_market_heatmap for a valuation+returns snapshot, use this tool when the question is specifically "what moved most today".

List companies with an upcoming board-meeting / results date — WHOLE-MARKET, FORWARD-ONLY. This is a forward-only, sector-filterable CONVENIENCE view over the same results_calendar data get_market_calendar also reads — equivalent to get_market_calendar(date_from=today, date_to=today+days, types=["results"]) plus the sector narrowing get_market_calendar doesn't offer, not a competing source. Prefer get_market_calendar instead when you need a past window or multiple event types together. For ONE company's historical corporate-action timeline (splits/bonuses/dividends), use get_corporate_actions instead. `days` (1..90, default 14) is the forward window; `sector` optionally filters; `limit` (1..200) caps the results. Each entry carries the meeting date and security identifiers. A disclosed meeting is never dropped just because its bse_code doesn't join cleanly to the securities master; such rows keep the raw bse_code and add a `note` explaining why isin/nse_symbol/name/sector are null.

Get point-in-time P/E and price-to-sales history for an Indian stock. Each point uses only the TTM filing that was public on that trade date. `days` accepts 1..1825; `interval` is daily, weekly, or monthly. P/S is null where the filing lacks a usable top line or disclosed share count. Cache-only, mechanically computed, no verdicts.

Get the caller's DalalOS watchlist: bare stock symbols, no quantity/cost-basis. Use this whenever the user asks what's on their (DalalOS) watchlist, or before adding/ removing symbols to check current state. This is DalalOS's OWN watchlist, tied to the caller's DalalOS account -- if another connected MCP server also has a watchlist tool, it is a SEPARATE list; do not treat them as interchangeable. Requires an authenticated caller (API key or OAuth session tied to a DalalOS account) -- unauthenticated or auth-disabled deployments get an `unauthorized`/`not_configured` error envelope instead of data. Each entry is decorated with `name`/`sector`/`market_cap` (best effort, via the same lookup `get_company_profile` uses) alongside the bare `symbol` and `added_at`; a symbol that no longer resolves (delisted, renamed) still returns as a bare row rather than failing the whole call.

List the market-wide BSE announcement discovery buckets (id + label). Each bucket groups a real-world disclosure type (e.g. "order-receipts", "fundraise", "credit-rating", "acquisitions", "management-changes") across the WHOLE market — the inverse of get_stock_events, which is scoped to one company. Pass a bucket id to get_announcement_bucket to fetch its recent filings.

List the constituent stocks of an Indian market index (e.g. NIFTY 50, NIFTY 500). `index` is matched exactly to a known index name — get the valid names from list_indices. `limit` (1..500) caps the returned constituents. Returns the member securities with identifiers (each `nse_symbol`/`isin` can be passed as the `query` to any per-stock tool).

List every NSE index name tracked (headline, broad-market, sector/thematic, India VIX). Each entry carries `{index_name, latest_trade_date, latest_close}`. Powers get_index_valuation's `available_indices_hint` and lets you discover NSE's exact index-name spelling before calling it.

List the market indices for which constituent membership is cached.

List the fixed, nightly-precomputed preset screens (name/description/cache freshness). Presets are FIXED mechanical filter combinations (never live-queried, never ranked or labelled as a recommendation) — a discovery starting point a caller can further filter via screen_stocks itself. Use run_preset_screen(name) to fetch one preset's actual results.

DalalOS health check. Returns a success envelope to confirm the server is reachable.

Remove one or more stock symbols from the caller's DalalOS watchlist in a single call. Use this when the user says "stop watching X", "remove X from my watchlist", or "clear my watchlist" (call get_watchlist first, then pass every returned symbol here in one call). This is DalalOS's OWN watchlist -- see add_to_watchlist's docstring for why that distinction matters when multiple MCP servers are connected. `symbols` accepts either a list of strings (mirrors `add_to_watchlist`, capped at `watchlist_tool.MAX_WATCHLIST_BATCH`) or a single bare string (kept for one release for backward compatibility with older single-symbol callers). A partial match -- some symbols on the watchlist, some not -- never fails the call: the response reports `{"removed": [...], "not_found": [...]}` so the caller can see exactly which symbols were actually removed. Requires an authenticated caller; see `get_watchlist` for the auth error shape.

Return the last nightly-precomputed result for one registered preset screen. `name` must be one of the names returned by list_preset_screens. A preset that has never been computed yet returns an empty result with reason_code "no_data". Cache-only — this is the stored output of an equivalent screen_stocks(filters=...) call, not a live query.

Screen the Indian security universe with one free-form Screener.in-style expression. Reach for this instead of screen_stocks when the ask needs OR, arithmetic between two metrics, or a comparison screen_stocks' fixed `<metric>_min`/`_max` keys cannot express — e.g. `Return on capital employed > 22% AND (Debt to equity < 0.5 OR Interest Coverage Ratio > 8)`. screen_stocks stays the right tool for a plain AND-combined set of range filters. `dialect` picks the vocabulary and is never guessed: "screener" (default) reads Screener.in ratio names in the units Screener DISPLAYS — `> 22%` against a ratio stored as a fraction, market cap in crore — while "dalalos" reads canonical DalalOS metric ids in the units the cache stores. The metric catalogue for both is GET /v1/ratios; an unrecognised name comes back as an explicit error naming the phrase, never a silent substitution. Operators: AND, OR, = != > < >= <=, + - * /, and COALESCE, IF, LEAST, POWER, ABS, SQRT, LOG. Missing values follow SQL three-valued logic: a bare comparison against an unknown value does NOT match, `COALESCE(<metric>, 0) > x` does, and `A > x OR B > y` can still match on the right side alone. Division by zero is a missing value, not an error. Paging is pinned to one published metrics generation. Each response reports it as `pagination.snapshot_id`; pass that value back as `snapshot_id` on the next page. If a metrics refresh published a new generation in between, the call fails with `snapshot_expired` and the current generation rather than mixing rows from two of them — restart from `offset` 0. `sort_by` is a sortable metric id; ordering puts unknown values last and ends with an ISIN tie-break, so pages never duplicate or skip a row. Returns matching securities with the screened metrics — data only, no recommendations.

Screen the Indian security universe by user-supplied mechanical criteria. All `filters` keys are optional and AND-combined. `sort_by`/`order` order the result set; `limit` (1..100) caps it. Returns matching securities with the screened metrics — data only, no recommendations. An unknown filter key returns a `bad_request` error that lists every accepted key verbatim, so a rejected call is always self-correcting. RANGE filters (take a `_min` and/or `_max` suffix, e.g. `pe_min: 10, pe_max: 20`): market_cap, price, pe, pb, deliv_pct, week52_high, week52_low, turnover, num_trades (quote-level) — deliv_pct is a PERCENTAGE (50 = 50%); week52_high/week52_low are rupee price levels comparable to `price`; turnover is a rupee traded-value, num_trades a count. promoter_pct, pledged_pct — PERCENTAGES (pass 50 for "50%"), from shareholding data. roe, roa, roce, net_margin, dividend_yield, earnings_yield, fcf_yield, ebitda_margin, operating_margin, quarterly_net_margin_delta_yoy — FRACTIONS (pass 0.15 for "15%"). interest_coverage, ev, ev_to_ebitda, ev_to_ebit, price_to_cash_flow, price_to_fcf, debt_to_equity, price_to_sales, piotroski_f_score (0-9) — plain multiples/scores, no unit conversion needed. revenue_growth, net_income_growth, quarterly_revenue_growth_yoy, quarterly_net_income_growth_yoy, return_1d/1w/1m/3m/6m/1y — FRACTIONS (0.20 = 20% growth or return); unlike the margin/yield group above, these may legitimately exceed 1.0 (>100%) for high-growth or multi-bagger names. pct_off_52w_low — derived, FRACTION: (price - week52_low) / week52_low, e.g. `pct_off_52w_low_max=0.05` for "within 5% of its 52-week low". num_shareholders (a count) and promoter/fii/dii/public_holding_change_qoq — PERCENTAGE POINTS between the latest two shareholding filings (50% -> 55% is 5, not 0.10) — plus num_shareholders_change_qoq, a plain count difference. A security with only one filed period is EXCLUDED, never matched as a zero change. revenue_cagr_3y/5y, net_income_cagr_3y/5y — 3Y/5Y sales and profit CAGR, FRACTIONS. roe_weighted_avg_3y/5y, roce_weighted_avg_3y/5y — multi-year return on equity / capital employed, FRACTIONS, computed as sum(numerators)/sum(denominators) over the window (denominator-WEIGHTED, not the average of the yearly ratios). All eight are null unless that many annual periods are cached; the 5Y horizons are null for most names today. sales_growth_ttm, profit_growth_ttm — TTM vs the preceding TTM, FRACTIONS, and like the other growth rates they may legitimately exceed 1.0. roa_last_year — last ANNUAL profit over average assets (roa's trailing-twelve-month sibling), a FRACTION. opm_ex_other_income — operating margin on the Schedule-III Sales-minus-Expenses subtotal, so it EXCLUDES other income, a FRACTION; operating_margin keeps its EBIT basis. roce_ex_exceptional — roce with the pre-tax exceptional item removed, a FRACTION. pe_ex_exceptional — market cap over TTM profit with the after-tax exceptional item removed, a multiple; the headline pe keeps its own basis. price_to_fcf_3y_avg — market cap over 3-year-average free cash flow, a multiple. inventory_days_material_cost, payable_days_material_cost — DAYS, on a material-cost denominator rather than full COGS. working_capital_ex_st_borrowings — RUPEES, with short-term borrowings netted out. Each of these stands BESIDE the DalalOS metric of the same family rather than replacing it, so both bases are screenable. EXACT-MATCH filters (single value, no `_min`/`_max`): sector, industry, igroup, isubgroup, company_type (e.g. "bank", "nbfc", "insurer", "general"), index (e.g. "NIFTY 50" — membership in that index's constituent list). BOOLEAN filter (a bare true/false, no `_min`/`_max`): is_sme — listed on an SME platform (NSE Emerge). THREE-VALUED: a security whose listing segment is unverified matches neither is_sme=true nor is_sme=false, because no official machine-readable BSE SME membership list exists. Some derived metrics are general-only (null for bank/nbfc/insurer): roce, interest_coverage, ev*, earnings_yield, ebitda_margin, operating_margin, piotroski_f_score, roce_weighted_avg_3y/5y, opm_ex_other_income, roce_ex_exceptional, inventory_days_material_cost, payable_days_material_cost.

Search this company's already cached official filings, page by page. Use after get_stock_events/get_filing_extract when you need historical context, such as a prior commissioning date, original order announcement, customer, project, or tender. This is cache-only: it never downloads a filing or triggers extraction. Results retain a source page and original BSE attachment URL; `coverage` tells you how much page-preserving history is indexed and explicitly reports parsed legacy filings that cannot be searched reliably yet.

Find Indian stocks by company name, NSE symbol, BSE code, or ISIN. Returns matching securities with their ISIN, internal company_id, name, and both exchange codes. Use this first when a ticker is unknown or ambiguous, then pass a returned `nse_symbol` / `isin` / BSE code as the `query` argument to any other per-stock tool. Tolerant matching: a company-name/symbol typo still surfaces a suggestion, a truncated/ partial ISIN or BSE code matches via prefix, and a former/retired name or symbol (e.g. a pre-rename company name) resolves to the security's current identity, with `resolved_via` on the result naming which kind of resolution fired.