get_summary

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Get pre-computed market intelligence for a specific stock, crypto, or ETF ticker. Supports 4 modes: (1) Snapshot (default) for the latest categorical state; (2) Historical snapshot by date; (3) Historical series with start and end dates; (4) Events by field and optional band, including aftermath fields on paid tiers, weekly trend_stage analysis, pattern setup states such as pattern_bull_flag and pattern_ascending_triangle, MA signal fields, trend_ma_crossover_event, MA distance lookbacks such as trend_distance_ma40, and stock-only fundamentals_free_cash_flow events. Add stats=true in event mode to return aggregate event-band and aftermath distributions instead of raw rows. Results can include freshness via as_of_date, same-candle OHLCV, market_cap, market_cap_tier, trend, momentum (including divergence_detected, divergence_type, stochastic_zone), volatility (including squeeze_active, squeeze_days), volume (including climax_detected, climax_type), patterns, support/resistance, levels (paid tiers), sector_context (rsi_zone, trend, agreement, asset_vs_sector_rsi), and stock-only fundamentals such as raw pe_ratio (latest ratio on or before the snapshot date; negative values preserved and unavailable values null), free_cash_flow, growth_zone, earnings_proximity, earnings_proximity_basis, analyst_consensus, valuation_percentile, and nested insider_activity when available. Summary keeps sibling _meta objects off by default; set meta=true or request explicit *_meta fields when paid-tier stability metadata is needed.