Previous value: -"Historical snapshot date (YYYY-MM-DD). Omit for latest per asset class."New value: +"Historical snapshot date (YYYY-MM-DD). Omit for latest per asset class. Do not combine with start/end."

Added value: +{
+  "description": "Date-range screen end (YYYY-MM-DD), with start.",
+  "type": "string"
+}

Previous value: -"JSON-encoded array of column names to return. Example: [\"ticker\", \"sector\", \"market_cap\", \"pe_ratio\", \"trend_stage\", \"ma40\", \"trend_ma50_slope\", \"trend_ma_crossover_event\", \"trend_distance_ma40\", \"pattern_bull_flag\", \"pattern_bull_flag_breakout\", \"pattern_bear_flag_breakdown\", \"pattern_ascending_triangle\", \"fundamentals_free_cash_flow\", \"volume_ratio_band\", \"insider_zone\", \"sector_agreement\", \"volatility_squeeze_active\", \"volume_climax_detected\", \"fundamentals_analyst_consensus\", \"fundamentals_earnings_proximity\", \"fundamentals_earnings_proximity_basis\"]. Omit to get a default core subset: ticker, asset_class, sector, market_cap, market_cap_tier, performance, trend_direction, trend_ma20_slope, trend_ma_compression_band, trend_ma_crossover_event, momentum_rsi_zone, extremes_condition, extremes_condition_rarity, volatility_regime, volume_ratio_band, pattern_bull_flag, pattern_bull_flag_breakout, pattern_bear_flag, pattern_bear_flag_breakdown, pattern_ascending_triangle, pattern_descending_triangle, pattern_symmetrical_triangle, pattern_rising_wedge, pattern_falling_wedge, fundamentals_valuation_zone, range_position. Request fundamentals_free_cash_flow explicitly when you need the stock-only free cash flow burn/surplus band. Request ma8 through ma200 for raw MA values and trend_ma8_slope through trend_ma200_slope for the full MA slope set. Use [\"*\"] for all fields. Specify fields to reduce token usage. trend_stage is weekly-only and should be requested with timeframe=weekly. Insider fields (insider_zone, insider_net_direction) and sector context fields (sector_rsi_zone, sector_trend, sector_agreement) are available on paid tiers."New value: +"JSON-encoded array of column names to return. Example: [\"ticker\", \"sector\", \"market_cap_usd\", \"fundamentals_pe_ratio\", \"trend_stage\", \"trend_ma40_price\", \"trend_ma50_slope_zone\", \"trend_ma_crossover_event\", \"trend_distance_ma40_zone\", \"pattern_bull_flag_state\", \"pattern_bull_flag_breakout\", \"fundamentals_free_cash_flow_zone\", \"volume_ratio_zone\", \"fear_greed_zone\", \"insider_zone\", \"sector_agreement\", \"fundamentals_earnings_proximity_zone\", \"market_regime_zone\", \"macro_regime_zone\"]. market_* / macro_* fields attach the market value of each row's date. Omit to get a default core subset: ticker, asset_class, sector, market_cap_usd, market_cap_tier, momentum_performance_zone, trend_direction, trend_ma20_slope_zone, trend_ma_compression_zone, trend_ma_crossover_event, momentum_rsi_zone, extremes_condition, extremes_condition_rarity, volatility_regime, volume_ratio_zone, pattern_*_state for the seven patterns plus pattern_bull_flag_breakout / pattern_bear_flag_breakdown, fundamentals_valuation_zone, range_position_zone. Use [\"*\"] for all ticker fields. Specify fields to reduce token usage. trend_stage is weekly-only and should be requested with timeframe=weekly. Fundamentals, forward_outlook, insider, sector context, GARP and potential fields are Pro; support/resistance/range/breakout fields need Plus; change markers (_periods, _prev, _stability, _flips_recent_count) need Plus."

Previous value: -"JSON-encoded filter array. Each filter: {\"field\": \"column_name\", \"op\": \"eq|neq|in|gt|gte|lt|lte\", \"value\": \"...\"}. Example: [{\"field\": \"momentum_rsi_zone\", \"op\": \"in\", \"value\": [\"oversold\", \"deep_oversold\"]}, {\"field\": \"sector\", \"op\": \"eq\", \"value\": \"Technology\"}]"New value: +"JSON-encoded filter array. Each filter: {\"field\": \"column_name\", \"op\": \"eq|neq|in|gt|gte|lt|lte\", \"value\": \"...\"}. Example: [{\"field\": \"momentum_rsi_zone\", \"op\": \"in\", \"value\": [\"oversold\", \"deep_oversold\"]}, {\"field\": \"sector\", \"op\": \"eq\", \"value\": \"Technology\"}]. Market conditions mix in: [{\"field\": \"market_breadth_ma200_zone\", \"op\": \"eq\", \"value\": \"washed_out\"}] or the yield curve just un-inverting: [{\"field\": \"macro_yield_curve_zone_prev\", \"op\": \"eq\", \"value\": \"inverted\"}]. Change markers work as filters too: <band>_periods = 1 means the band changed on that row, <band>_prev is the label it left."

Previous value: -"Column name to sort results by (e.g. \"market_cap\", \"pe_ratio\", \"extremes_condition_percentile\", \"fundamentals_valuation_percentile\", \"volume_percentile\", \"sector_oversold_count\", \"sector_breakout_count\"). Must be a valid field name from the schema. Server-side sorting avoids pulling extra fields for client-side ranking."New value: +"Ticker field to sort results by (e.g. \"market_cap_usd\", \"fundamentals_pe_ratio\", \"fundamentals_peg_ratio\", \"fear_greed_score\", \"garp_score\", \"extremes_condition_rarity_percentile\", \"fundamentals_valuation_percentile\", \"volume_percentile\", \"sector_stocks_oversold_count\"). Market-level fields cannot be sorted on (one value per date). Server-side sorting avoids pulling extra fields for client-side ranking."

Added value: +{
+  "description": "Date-range screen start (YYYY-MM-DD), with end. Requires at least one market_* or macro_* filter, which selects the dates; rows then carry date, newest first.",
+  "type": "string"
+}