diff --git a/massive/rest/base.py b/massive/rest/base.py
index 66c28924..3349d7ef 100644
--- a/massive/rest/base.py
+++ b/massive/rest/base.py
@@ -68,6 +68,9 @@ def __init__(
             backoff_factor=0.1,  # [0.0s, 0.2s, 0.4s, 0.8s, 1.6s, ...]
         )
 
+        # https://urllib3.readthedocs.io/en/stable/reference/urllib3.util.html#urllib3.util.Timeout
+        self.timeout = urllib3.Timeout(connect=connect_timeout, read=read_timeout)
+
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool
         self.client = urllib3.PoolManager(
@@ -76,10 +79,9 @@ def __init__(
             ca_certs=certifi.where(),
             cert_reqs="CERT_REQUIRED",
             retries=retry_strategy,  # use the customized Retry instance
+            timeout=self.timeout,  # set timeout for each request
         )
 
-        self.timeout = urllib3.Timeout(connect=connect_timeout, read=read_timeout)
-
         if verbose:
             logger.setLevel(logging.DEBUG)
         self.trace = trace
diff --git a/massive/rest/economy.py b/massive/rest/economy.py
index f8d58272..4c4b251f 100644
--- a/massive/rest/economy.py
+++ b/massive/rest/economy.py
@@ -8,6 +8,8 @@
     TreasuryYield,
     FedInflationExpectations,
     FedLaborMarket,
+    EUMerchantAggregate,
+    EUMerchantHierarchy,
 )
 from .models.common import Sort, Order
 from .models.request import RequestOptionBuilder
@@ -168,3 +170,103 @@ def list_labor_market_indicators(
             raw=raw,
             options=options,
         )
+
+    def list_eu_merchant_aggregates(
+        self,
+        transaction_date: Optional[Union[str, date]] = None,
+        transaction_date_gt: Optional[Union[str, date]] = None,
+        transaction_date_gte: Optional[Union[str, date]] = None,
+        transaction_date_lt: Optional[Union[str, date]] = None,
+        transaction_date_lte: Optional[Union[str, date]] = None,
+        name: Optional[str] = None,
+        name_any_of: Optional[str] = None,
+        name_gt: Optional[str] = None,
+        name_gte: Optional[str] = None,
+        name_lt: Optional[str] = None,
+        name_lte: Optional[str] = None,
+        user_country: Optional[str] = None,
+        user_country_any_of: Optional[str] = None,
+        channel: Optional[str] = None,
+        channel_any_of: Optional[str] = None,
+        consumer_type: Optional[str] = None,
+        consumer_type_any_of: Optional[str] = None,
+        parent_name: Optional[str] = None,
+        parent_name_any_of: Optional[str] = None,
+        parent_name_gt: Optional[str] = None,
+        parent_name_gte: Optional[str] = None,
+        parent_name_lt: Optional[str] = None,
+        parent_name_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[EUMerchantAggregate], HTTPResponse]:
+        """
+        Aggregated consumer transactions from European credit card panels (UK, DE, FR, IT, ES, AT).
+        Each row represents daily credit card, debit card, or open banking transactions
+        (7-day lag from transaction date) at a tagged merchant or payment processor.
+
+        Includes ticker (Bloomberg) and industry mapping for ~250 US public companies.
+        User counts provided across 8- and 28-day windows for normalization.
+        """
+        url = "/consumer-spending/eu/v1/merchant-aggregates"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_eu_merchant_aggregates, locals()),
+            deserializer=EUMerchantAggregate.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
+
+    def list_eu_merchant_hierarchy(
+        self,
+        lookup_name: Optional[str] = None,
+        lookup_name_any_of: Optional[str] = None,
+        lookup_name_gt: Optional[str] = None,
+        lookup_name_gte: Optional[str] = None,
+        lookup_name_lt: Optional[str] = None,
+        lookup_name_lte: Optional[str] = None,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        listing_status: Optional[str] = None,
+        listing_status_any_of: Optional[str] = None,
+        active_from: Optional[Union[str, date]] = None,
+        active_from_gt: Optional[Union[str, date]] = None,
+        active_from_gte: Optional[Union[str, date]] = None,
+        active_from_lt: Optional[Union[str, date]] = None,
+        active_from_lte: Optional[Union[str, date]] = None,
+        active_to: Optional[Union[str, date]] = None,
+        active_to_gt: Optional[Union[str, date]] = None,
+        active_to_gte: Optional[Union[str, date]] = None,
+        active_to_lt: Optional[Union[str, date]] = None,
+        active_to_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[EUMerchantHierarchy], HTTPResponse]:
+        """
+        Reference data mapping merchants to parent companies, tickers, sectors,
+        and industries across Fable's European consumer transaction panel.
+
+        Use lookup_name + active_from/active_to to join with merchant-aggregates
+        for point-in-time queries.
+        """
+        url = "/consumer-spending/eu/v1/merchant-hierarchy"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_eu_merchant_hierarchy, locals()),
+            deserializer=EUMerchantHierarchy.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
diff --git a/massive/rest/futures.py b/massive/rest/futures.py
index 9ef4e603..a57f69fb 100644
--- a/massive/rest/futures.py
+++ b/massive/rest/futures.py
@@ -21,7 +21,7 @@
 class FuturesClient(BaseClient):
     """
     Client for the Futures REST Endpoints
-    (aligned with the paths from /futures/vX/...)
+    (aligned with the paths from /futures/v1/...)
     """
 
     def list_futures_aggregates(
@@ -40,7 +40,7 @@ def list_futures_aggregates(
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesAgg], HTTPResponse]:
         """
-        Endpoint: GET /futures/vX/aggs/{ticker}
+        Endpoint: GET /futures/v1/aggs/{ticker}
 
         Get aggregates for a futures contract in a given time range.
         This endpoint returns data that includes:
@@ -48,7 +48,7 @@ def list_futures_aggregates(
         - volume, dollar_volume, etc.
         If `next_url` is present, it will be paginated.
         """
-        url = f"/futures/vX/aggs/{ticker}"
+        url = f"/futures/v1/aggs/{ticker}"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_aggregates, locals()),
@@ -96,11 +96,11 @@ def list_futures_contracts(
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesContract], HTTPResponse]:
         """
-        Endpoint: GET /futures/vX/contracts
+        Endpoint: GET /futures/v1/contracts
 
         The Contracts endpoint returns a paginated list of futures contracts.
         """
-        url = "/futures/vX/contracts"
+        url = "/futures/v1/contracts"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_contracts, locals()),
@@ -151,11 +151,11 @@ def list_futures_products(
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesProduct], HTTPResponse]:
         """
-        Endpoint: GET /futures/vX/products
+        Endpoint: GET /futures/v1/products
 
         Returns a list of futures products (including combos).
         """
-        url = "/futures/vX/products"
+        url = "/futures/v1/products"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_products, locals()),
@@ -184,11 +184,11 @@ def list_futures_quotes(
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesQuote], HTTPResponse]:
         """
-        Endpoint: GET /futures/vX/quotes/{ticker}
+        Endpoint: GET /futures/v1/quotes/{ticker}
 
         Get quotes for a contract in a given time range (paginated).
         """
-        url = f"/futures/vX/quotes/{ticker}"
+        url = f"/futures/v1/quotes/{ticker}"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_quotes, locals()),
@@ -217,11 +217,11 @@ def list_futures_trades(
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesTrade], HTTPResponse]:
         """
-        Endpoint: GET /futures/vX/trades/{ticker}
+        Endpoint: GET /futures/v1/trades/{ticker}
 
         Get trades for a contract in a given time range (paginated).
         """
-        url = f"/futures/vX/trades/{ticker}"
+        url = f"/futures/v1/trades/{ticker}"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_trades, locals()),
@@ -257,12 +257,12 @@ def list_futures_schedules(
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesSchedule], HTTPResponse]:
         """
-        Endpoint: GET /futures/vX/schedules
+        Endpoint: GET /futures/v1/schedules
 
         Returns a list of trading schedules for multiple futures products on a specific date.
         If `next_url` is present, this is paginated.
         """
-        url = "/futures/vX/schedules"
+        url = "/futures/v1/schedules"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_schedules, locals()),
@@ -284,7 +284,7 @@ def list_futures_market_statuses(
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesMarketStatus], HTTPResponse]:
-        url = "/futures/vX/market-status"
+        url = "/futures/v1/market-status"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_market_statuses, locals()),
@@ -313,7 +313,7 @@ def get_futures_snapshot(
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesSnapshot], HTTPResponse]:
-        url = "/futures/vX/snapshot"
+        url = "/futures/v1/snapshot"
         return self._paginate(
             path=url,
             params=self._get_params(self.get_futures_snapshot, locals()),
@@ -330,11 +330,11 @@ def list_futures_exchanges(
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[FuturesExchange], HTTPResponse]:
         """
-        Endpoint: GET /futures/vX/exchanges
+        Endpoint: GET /futures/v1/exchanges
 
         US futures exchanges and trading venues including major derivatives exchanges (CME, CBOT, NYMEX, COMEX) and other futures market infrastructure for commodity, financial, and other derivative contract trading.
         """
-        url = "/futures/vX/exchanges"
+        url = "/futures/v1/exchanges"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_futures_exchanges, locals()),
diff --git a/massive/rest/models/economy.py b/massive/rest/models/economy.py
index e6ae8d4f..97386235 100644
--- a/massive/rest/models/economy.py
+++ b/massive/rest/models/economy.py
@@ -104,3 +104,126 @@ def from_dict(d):
             labor_force_participation_rate=d.get("labor_force_participation_rate"),
             unemployment_rate=d.get("unemployment_rate"),
         )
+
+
+@modelclass
+class EUMerchantAggregate:
+    """
+    Aggregated consumer transactions from European credit card panels.
+    Each row represents daily credit card, debit card, or open banking transactions
+    (7-day lag) at a tagged merchant or payment processor.
+    """
+
+    channel: Optional[str] = None
+    consumer_type: Optional[str] = None
+    eight_day_rolling_category_accounts: Optional[int] = None
+    eight_day_rolling_total_accounts: Optional[int] = None
+    mcc_group: Optional[str] = None
+    merchant_industry: Optional[str] = None
+    merchant_ticker: Optional[str] = None
+    name: Optional[str] = None
+    parent_name: Optional[str] = None
+    published_date: Optional[str] = None
+    spend_in_distinct_account_key_count: Optional[int] = None
+    spend_in_spend: Optional[float] = None
+    spend_in_transaction_count: Optional[int] = None
+    spend_out_distinct_account_key_count: Optional[int] = None
+    spend_out_spend: Optional[float] = None
+    spend_out_transaction_count: Optional[int] = None
+    total_accounts: Optional[int] = None
+    total_spend: Optional[float] = None
+    total_transactions: Optional[int] = None
+    transaction_currency: Optional[str] = None
+    transaction_date: Optional[str] = None
+    twenty_eight_day_rolling_category_accounts: Optional[int] = None
+    twenty_eight_day_rolling_total_accounts: Optional[int] = None
+    type: Optional[str] = None
+    user_country: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return EUMerchantAggregate(
+            channel=d.get("channel"),
+            consumer_type=d.get("consumer_type"),
+            eight_day_rolling_category_accounts=d.get(
+                "eight_day_rolling_category_accounts"
+            ),
+            eight_day_rolling_total_accounts=d.get("eight_day_rolling_total_accounts"),
+            mcc_group=d.get("mcc_group"),
+            merchant_industry=d.get("merchant_industry"),
+            merchant_ticker=d.get("merchant_ticker"),
+            name=d.get("name"),
+            parent_name=d.get("parent_name"),
+            published_date=d.get("published_date"),
+            spend_in_distinct_account_key_count=d.get(
+                "spend_in_distinct_account_key_count"
+            ),
+            spend_in_spend=d.get("spend_in_spend"),
+            spend_in_transaction_count=d.get("spend_in_transaction_count"),
+            spend_out_distinct_account_key_count=d.get(
+                "spend_out_distinct_account_key_count"
+            ),
+            spend_out_spend=d.get("spend_out_spend"),
+            spend_out_transaction_count=d.get("spend_out_transaction_count"),
+            total_accounts=d.get("total_accounts"),
+            total_spend=d.get("total_spend"),
+            total_transactions=d.get("total_transactions"),
+            transaction_currency=d.get("transaction_currency"),
+            transaction_date=d.get("transaction_date"),
+            twenty_eight_day_rolling_category_accounts=d.get(
+                "twenty_eight_day_rolling_category_accounts"
+            ),
+            twenty_eight_day_rolling_total_accounts=d.get(
+                "twenty_eight_day_rolling_total_accounts"
+            ),
+            type=d.get("type"),
+            user_country=d.get("user_country"),
+        )
+
+
+@modelclass
+class EUMerchantHierarchy:
+    """
+    Reference data mapping merchants to parent companies, tickers, sectors,
+    and industries across Fable's European consumer transaction panel.
+    """
+
+    active_from: Optional[str] = None
+    active_to: Optional[str] = None
+    category: Optional[str] = None
+    grandparent_name: Optional[str] = None
+    grandparent_ticker: Optional[str] = None
+    great_grandparent_name: Optional[str] = None
+    great_grandparent_ticker: Optional[str] = None
+    industry: Optional[str] = None
+    industry_group: Optional[str] = None
+    listing_status: Optional[str] = None
+    lookup_name: Optional[str] = None
+    normalized_name: Optional[str] = None
+    parent_name: Optional[str] = None
+    parent_ticker: Optional[str] = None
+    sector: Optional[str] = None
+    sub_industry: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return EUMerchantHierarchy(
+            active_from=d.get("active_from"),
+            active_to=d.get("active_to"),
+            category=d.get("category"),
+            grandparent_name=d.get("grandparent_name"),
+            grandparent_ticker=d.get("grandparent_ticker"),
+            great_grandparent_name=d.get("great_grandparent_name"),
+            great_grandparent_ticker=d.get("great_grandparent_ticker"),
+            industry=d.get("industry"),
+            industry_group=d.get("industry_group"),
+            listing_status=d.get("listing_status"),
+            lookup_name=d.get("lookup_name"),
+            normalized_name=d.get("normalized_name"),
+            parent_name=d.get("parent_name"),
+            parent_ticker=d.get("parent_ticker"),
+            sector=d.get("sector"),
+            sub_industry=d.get("sub_industry"),
+            ticker=d.get("ticker"),
+        )
diff --git a/massive/rest/models/financials.py b/massive/rest/models/financials.py
index 2e97eeba..feda1341 100644
--- a/massive/rest/models/financials.py
+++ b/massive/rest/models/financials.py
@@ -920,3 +920,332 @@ def from_dict(d):
             taxonomy=d.get("taxonomy"),
             tertiary_category=d.get("tertiary_category"),
         )
+
+
+@modelclass
+@dataclass
+class Filing13F:
+    """SEC Form 13F filings data showing institutional investment manager holdings."""
+
+    accession_number: Optional[str] = None
+    cusip: Optional[str] = None
+    file_number: Optional[str] = None
+    filer_cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    film_number: Optional[str] = None
+    form_type: Optional[str] = None
+    investment_discretion: Optional[str] = None
+    issuer_name: Optional[str] = None
+    market_value: Optional[int] = None
+    other_managers: Optional[List[str]] = None
+    period: Optional[str] = None
+    put_call: Optional[str] = None
+    shares_or_principal_amount: Optional[int] = None
+    shares_or_principal_type: Optional[str] = None
+    title_of_class: Optional[str] = None
+    voting_authority_none: Optional[int] = None
+    voting_authority_shared: Optional[int] = None
+    voting_authority_sole: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "Filing13F":
+        if not d:
+            return Filing13F()
+        return Filing13F(
+            accession_number=d.get("accession_number"),
+            cusip=d.get("cusip"),
+            file_number=d.get("file_number"),
+            filer_cik=d.get("filer_cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            film_number=d.get("film_number"),
+            form_type=d.get("form_type"),
+            investment_discretion=d.get("investment_discretion"),
+            issuer_name=d.get("issuer_name"),
+            market_value=d.get("market_value"),
+            other_managers=d.get("other_managers"),
+            period=d.get("period"),
+            put_call=d.get("put_call"),
+            shares_or_principal_amount=d.get("shares_or_principal_amount"),
+            shares_or_principal_type=d.get("shares_or_principal_type"),
+            title_of_class=d.get("title_of_class"),
+            voting_authority_none=d.get("voting_authority_none"),
+            voting_authority_shared=d.get("voting_authority_shared"),
+            voting_authority_sole=d.get("voting_authority_sole"),
+        )
+
+
+@modelclass
+class FilingSection:
+    """SEC document text section from a 10-K/10-Q (raw text content)."""
+
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    period_end: Optional[str] = None
+    section: Optional[str] = None
+    text: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FilingSection(
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            period_end=d.get("period_end"),
+            section=d.get("section"),
+            text=d.get("text"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+@dataclass
+class FilingFootnote:
+    """Footnote from SEC Form 3/4 filings."""
+
+    id: Optional[str] = None
+    description: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "FilingFootnote":
+        if not d:
+            return FilingFootnote()
+        return FilingFootnote(
+            id=d.get("id"),
+            description=d.get("description"),
+        )
+
+
+@modelclass
+@dataclass
+class FilingForm3:
+    """SEC Form 3 filings reporting initial statements of beneficial ownership of securities.
+    Filed by corporate insiders (directors, officers, and 10%+ shareholders) when they first acquire a position.
+    """
+
+    accession_number: Optional[str] = None
+    aff_10b5_one: Optional[bool] = None
+    date_of_original_submission: Optional[str] = None
+    direct_or_indirect: Optional[str] = None
+    exercise_date: Optional[str] = None
+    exercise_price: Optional[float] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    footnotes: Optional[List[FilingFootnote]] = None
+    form_type: Optional[str] = None
+    is_director: Optional[bool] = None
+    is_officer: Optional[bool] = None
+    is_other: Optional[bool] = None
+    is_ten_percent_owner: Optional[bool] = None
+    issuer_cik: Optional[str] = None
+    issuer_name: Optional[str] = None
+    nature_of_ownership: Optional[str] = None
+    not_subject_to_section_16: Optional[bool] = None
+    officer_title: Optional[str] = None
+    owner_cik: Optional[str] = None
+    owner_name: Optional[str] = None
+    period_of_report: Optional[str] = None
+    remarks: Optional[str] = None
+    security_title: Optional[str] = None
+    security_type: Optional[str] = None
+    shares_owned: Optional[float] = None
+    tickers: Optional[List[str]] = None
+    underlying_security_shares: Optional[float] = None
+    underlying_security_title: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "FilingForm3":
+        if not d:
+            return FilingForm3()
+        footnotes = d.get("footnotes")
+        return FilingForm3(
+            accession_number=d.get("accession_number"),
+            aff_10b5_one=d.get("aff_10b5_one"),
+            date_of_original_submission=d.get("date_of_original_submission"),
+            direct_or_indirect=d.get("direct_or_indirect"),
+            exercise_date=d.get("exercise_date"),
+            exercise_price=d.get("exercise_price"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            footnotes=(
+                [FilingFootnote.from_dict(f) for f in footnotes]
+                if footnotes is not None
+                else None
+            ),
+            form_type=d.get("form_type"),
+            is_director=d.get("is_director"),
+            is_officer=d.get("is_officer"),
+            is_other=d.get("is_other"),
+            is_ten_percent_owner=d.get("is_ten_percent_owner"),
+            issuer_cik=d.get("issuer_cik"),
+            issuer_name=d.get("issuer_name"),
+            nature_of_ownership=d.get("nature_of_ownership"),
+            not_subject_to_section_16=d.get("not_subject_to_section_16"),
+            officer_title=d.get("officer_title"),
+            owner_cik=d.get("owner_cik"),
+            owner_name=d.get("owner_name"),
+            period_of_report=d.get("period_of_report"),
+            remarks=d.get("remarks"),
+            security_title=d.get("security_title"),
+            security_type=d.get("security_type"),
+            shares_owned=d.get("shares_owned"),
+            tickers=d.get("tickers"),
+            underlying_security_shares=d.get("underlying_security_shares"),
+            underlying_security_title=d.get("underlying_security_title"),
+        )
+
+
+@modelclass
+@dataclass
+class FilingForm4:
+    """SEC Form 4 filings reporting changes in beneficial ownership of securities.
+    Filed by corporate insiders (directors, officers, and 10%+ shareholders) within two business days of a transaction.
+    """
+
+    accession_number: Optional[str] = None
+    aff_10b5_one: Optional[bool] = None
+    date_of_original_submission: Optional[str] = None
+    deemed_execution_date: Optional[str] = None
+    direct_or_indirect: Optional[str] = None
+    equity_swap_involved: Optional[bool] = None
+    exercise_date: Optional[str] = None
+    exercise_price: Optional[float] = None
+    expiration_date: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    footnotes: Optional[List[FilingFootnote]] = None
+    form_type: Optional[str] = None
+    is_director: Optional[bool] = None
+    is_officer: Optional[bool] = None
+    is_other: Optional[bool] = None
+    is_ten_percent_owner: Optional[bool] = None
+    issuer_cik: Optional[str] = None
+    issuer_name: Optional[str] = None
+    nature_of_ownership: Optional[str] = None
+    not_subject_to_section_16: Optional[bool] = None
+    officer_title: Optional[str] = None
+    owner_cik: Optional[str] = None
+    owner_name: Optional[str] = None
+    period_of_report: Optional[str] = None
+    record_type: Optional[str] = None
+    remarks: Optional[str] = None
+    security_title: Optional[str] = None
+    security_type: Optional[str] = None
+    shares_owned_following_transaction: Optional[float] = None
+    tickers: Optional[List[str]] = None
+    transaction_acquired_disposed: Optional[str] = None
+    transaction_code: Optional[str] = None
+    transaction_date: Optional[str] = None
+    transaction_price_per_share: Optional[float] = None
+    transaction_shares: Optional[float] = None
+    transaction_timeliness: Optional[str] = None
+    transaction_value: Optional[float] = None
+    underlying_security_shares: Optional[float] = None
+    underlying_security_title: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "FilingForm4":
+        if not d:
+            return FilingForm4()
+        footnotes = d.get("footnotes")
+        return FilingForm4(
+            accession_number=d.get("accession_number"),
+            aff_10b5_one=d.get("aff_10b5_one"),
+            date_of_original_submission=d.get("date_of_original_submission"),
+            deemed_execution_date=d.get("deemed_execution_date"),
+            direct_or_indirect=d.get("direct_or_indirect"),
+            equity_swap_involved=d.get("equity_swap_involved"),
+            exercise_date=d.get("exercise_date"),
+            exercise_price=d.get("exercise_price"),
+            expiration_date=d.get("expiration_date"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            footnotes=(
+                [FilingFootnote.from_dict(f) for f in footnotes]
+                if footnotes is not None
+                else None
+            ),
+            form_type=d.get("form_type"),
+            is_director=d.get("is_director"),
+            is_officer=d.get("is_officer"),
+            is_other=d.get("is_other"),
+            is_ten_percent_owner=d.get("is_ten_percent_owner"),
+            issuer_cik=d.get("issuer_cik"),
+            issuer_name=d.get("issuer_name"),
+            nature_of_ownership=d.get("nature_of_ownership"),
+            not_subject_to_section_16=d.get("not_subject_to_section_16"),
+            officer_title=d.get("officer_title"),
+            owner_cik=d.get("owner_cik"),
+            owner_name=d.get("owner_name"),
+            period_of_report=d.get("period_of_report"),
+            record_type=d.get("record_type"),
+            remarks=d.get("remarks"),
+            security_title=d.get("security_title"),
+            security_type=d.get("security_type"),
+            shares_owned_following_transaction=d.get(
+                "shares_owned_following_transaction"
+            ),
+            tickers=d.get("tickers"),
+            transaction_acquired_disposed=d.get("transaction_acquired_disposed"),
+            transaction_code=d.get("transaction_code"),
+            transaction_date=d.get("transaction_date"),
+            transaction_price_per_share=d.get("transaction_price_per_share"),
+            transaction_shares=d.get("transaction_shares"),
+            transaction_timeliness=d.get("transaction_timeliness"),
+            transaction_value=d.get("transaction_value"),
+            underlying_security_shares=d.get("underlying_security_shares"),
+            underlying_security_title=d.get("underlying_security_title"),
+        )
+
+
+@modelclass
+class Filing8K:
+    """Parsed 8-K filing with item-level text content."""
+
+    accession_number: Optional[str] = None
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    form_type: Optional[str] = None
+    items_text: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Filing8K(
+            accession_number=d.get("accession_number"),
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            form_type=d.get("form_type"),
+            items_text=d.get("items_text"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class FilingIndex:
+    """Master index entry for any SEC filing (10-K, 8-K, 10-Q, etc.)."""
+
+    accession_number: Optional[str] = None
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    form_type: Optional[str] = None
+    issuer_name: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FilingIndex(
+            accession_number=d.get("accession_number"),
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            form_type=d.get("form_type"),
+            issuer_name=d.get("issuer_name"),
+            ticker=d.get("ticker"),
+        )
diff --git a/massive/rest/models/futures.py b/massive/rest/models/futures.py
index d6502844..1016fa30 100644
--- a/massive/rest/models/futures.py
+++ b/massive/rest/models/futures.py
@@ -6,7 +6,7 @@
 class FuturesAgg:
     """
     A single aggregate bar for a futures contract in a given time window.
-    Corresponds to /futures/vX/aggs/{ticker}.
+    Corresponds to /futures/v1/aggs/{ticker}.
     """
 
     ticker: Optional[str] = None
@@ -42,7 +42,7 @@ def from_dict(d):
 class FuturesContract:
     """
     Represents a single futures contract (or a 'combo' contract).
-    Corresponds to /futures/vX/contracts endpoints.
+    Corresponds to /futures/v1/contracts endpoints.
     """
 
     ticker: Optional[str] = None
@@ -90,7 +90,7 @@ def from_dict(d):
 class FuturesProduct:
     """
     Represents a single futures product (or product 'combo').
-    Corresponds to /futures/vX/products endpoints.
+    Corresponds to /futures/v1/products endpoints.
     """
 
     product_code: Optional[str] = None
@@ -138,7 +138,7 @@ def from_dict(d):
 class FuturesQuote:
     """
     Represents a futures NBBO quote within a given time range.
-    Corresponds to /futures/vX/quotes/{ticker}
+    Corresponds to /futures/v1/quotes/{ticker}
     """
 
     ticker: Optional[str] = None
@@ -174,7 +174,7 @@ def from_dict(d):
 class FuturesTrade:
     """
     Represents a futures trade within a given time range.
-    Corresponds to /futures/vX/trades/{ticker}
+    Corresponds to /futures/v1/trades/{ticker}
     """
 
     ticker: Optional[str] = None
@@ -202,7 +202,7 @@ def from_dict(d):
 class FuturesSchedule:
     """
     Represents a single schedule event for a given session_end_date and product.
-    Corresponds to /futures/vX/schedules
+    Corresponds to /futures/v1/schedules
     """
 
     event: Optional[str] = None
@@ -397,7 +397,7 @@ def from_dict(d):
 class FuturesExchange:
     """
     Represents a futures exchange or trading venue.
-    Corresponds to /futures/vX/exchanges endpoint.
+    Corresponds to /futures/v1/exchanges endpoint.
     """
 
     acronym: Optional[str] = None
diff --git a/massive/rest/models/snapshot.py b/massive/rest/models/snapshot.py
index 3d38abe2..0f6dd160 100644
--- a/massive/rest/models/snapshot.py
+++ b/massive/rest/models/snapshot.py
@@ -7,7 +7,8 @@
 
 @modelclass
 class MinuteSnapshot:
-    "Most recent minute bar."
+    """Most recent minute bar."""
+
     accumulated_volume: Optional[float] = None
     open: Optional[float] = None
     high: Optional[float] = None
@@ -18,20 +19,24 @@ class MinuteSnapshot:
     otc: Optional[bool] = None
     timestamp: Optional[int] = None
     transactions: Optional[int] = None
+    fractional_volume: Optional[str] = None
+    fractional_accumulated_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return MinuteSnapshot(
-            d.get("av", None),
-            d.get("o", None),
-            d.get("h", None),
-            d.get("l", None),
-            d.get("c", None),
-            d.get("v", None),
-            d.get("vw", None),
-            d.get("otc", None),
-            d.get("t", None),
-            d.get("n", None),
+            accumulated_volume=d.get("av"),
+            open=d.get("o"),
+            high=d.get("h"),
+            low=d.get("l"),
+            close=d.get("c"),
+            volume=d.get("v"),
+            vwap=d.get("vw"),
+            otc=d.get("otc"),
+            timestamp=d.get("t"),
+            transactions=d.get("n"),
+            fractional_volume=d.get("dv"),
+            fractional_accumulated_volume=d.get("dav"),
         )
 
 
@@ -318,10 +323,32 @@ class UniversalSnapshotSession:
     low: Optional[float] = None
     previous_close: Optional[float] = None
     volume: Optional[float] = None
+    vwap: Optional[float] = None
+    last_updated: Optional[int] = None
+    fractional_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotSession(**d)
+        return UniversalSnapshotSession(
+            price=d.get("price"),
+            change=d.get("change"),
+            change_percent=d.get("change_percent"),
+            early_trading_change=d.get("early_trading_change"),
+            early_trading_change_percent=d.get("early_trading_change_percent"),
+            regular_trading_change=d.get("regular_trading_change"),
+            regular_trading_change_percent=d.get("regular_trading_change_percent"),
+            late_trading_change=d.get("late_trading_change"),
+            late_trading_change_percent=d.get("late_trading_change_percent"),
+            open=d.get("open"),
+            close=d.get("close"),
+            high=d.get("high"),
+            low=d.get("low"),
+            previous_close=d.get("previous_close"),
+            volume=d.get("volume"),
+            vwap=d.get("vwap"),
+            last_updated=d.get("last_updated"),
+            fractional_volume=d.get("decimal_volume"),
+        )
 
 
 @modelclass
@@ -330,8 +357,10 @@ class UniversalSnapshotLastQuote:
 
     ask: Optional[float] = None
     ask_size: Optional[float] = None
+    ask_exchange: Optional[int] = None
     bid: Optional[float] = None
     bid_size: Optional[float] = None
+    bid_exchange: Optional[int] = None
     midpoint: Optional[float] = None
     exchange: Optional[int] = None
     timeframe: Optional[str] = None
@@ -339,7 +368,18 @@ class UniversalSnapshotLastQuote:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotLastQuote(**d)
+        return UniversalSnapshotLastQuote(
+            ask=d.get("ask"),
+            ask_size=d.get("ask_size"),
+            ask_exchange=d.get("ask_exchange"),
+            bid=d.get("bid"),
+            bid_size=d.get("bid_size"),
+            bid_exchange=d.get("bid_exchange"),
+            midpoint=d.get("midpoint"),
+            exchange=d.get("exchange"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+        )
 
 
 @modelclass
@@ -355,10 +395,51 @@ class UniversalSnapshotLastTrade:
     last_updated: Optional[int] = None
     participant_timestamp: Optional[int] = None
     sip_timestamp: Optional[int] = None
+    fractional_size: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotLastTrade(
+            id=d.get("id"),
+            price=d.get("price"),
+            size=d.get("size"),
+            exchange=d.get("exchange"),
+            conditions=d.get("conditions"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+            participant_timestamp=d.get("participant_timestamp"),
+            sip_timestamp=d.get("sip_timestamp"),
+            fractional_size=d.get("decimal_size"),
+        )
+
+
+@modelclass
+class UniversalSnapshotLastMinute:
+    """Contains the most recent minute-level aggregate for the asset."""
+
+    open: Optional[float] = None
+    close: Optional[float] = None
+    high: Optional[float] = None
+    low: Optional[float] = None
+    volume: Optional[float] = None
+    vwap: Optional[float] = None
+    transactions: Optional[int] = None
+    last_updated: Optional[int] = None
+    fractional_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotLastTrade(**d)
+        return UniversalSnapshotLastMinute(
+            open=d.get("open"),
+            close=d.get("close"),
+            high=d.get("high"),
+            low=d.get("low"),
+            volume=d.get("volume"),
+            vwap=d.get("vwap"),
+            transactions=d.get("transactions"),
+            last_updated=d.get("last_updated"),
+            fractional_volume=d.get("decimal_volume"),
+        )
 
 
 @modelclass
@@ -374,7 +455,14 @@ class UniversalSnapshotUnderlyingAsset:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotUnderlyingAsset(**d)
+        return UniversalSnapshotUnderlyingAsset(
+            ticker=d.get("ticker"),
+            price=d.get("price"),
+            value=d.get("value"),
+            change_to_break_even=d.get("change_to_break_even"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+        )
 
 
 @modelclass
@@ -389,18 +477,25 @@ class UniversalSnapshotDetails:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotDetails(**d)
+        return UniversalSnapshotDetails(
+            contract_type=d.get("contract_type"),
+            exercise_style=d.get("exercise_style"),
+            expiration_date=d.get("expiration_date"),
+            shares_per_contract=d.get("shares_per_contract"),
+            strike_price=d.get("strike_price"),
+        )
 
 
 @modelclass
 class UniversalSnapshot:
-    """Contains snapshot data for an asset."""
+    """Contains snapshot data for an asset (stocks, options, indices, fx, crypto)."""
 
     ticker: Optional[str] = None
     type: Optional[str] = None
     session: Optional[UniversalSnapshotSession] = None
     last_quote: Optional[UniversalSnapshotLastQuote] = None
     last_trade: Optional[UniversalSnapshotLastTrade] = None
+    last_minute: Optional[UniversalSnapshotLastMinute] = None
     greeks: Optional[Greeks] = None
     underlying_asset: Optional[UniversalSnapshotUnderlyingAsset] = None
     details: Optional[UniversalSnapshotDetails] = None
@@ -412,12 +507,15 @@ class UniversalSnapshot:
     fair_market_value: Optional[float] = None
     error: Optional[str] = None
     message: Optional[str] = None
+    value: Optional[float] = None
+    last_updated: Optional[int] = None
+    timeframe: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return UniversalSnapshot(
-            ticker=d.get("ticker", None),
-            type=d.get("type", None),
+            ticker=d.get("ticker"),
+            type=d.get("type"),
             session=(
                 None
                 if "session" not in d
@@ -433,7 +531,12 @@ def from_dict(d):
                 if "last_trade" not in d
                 else UniversalSnapshotLastTrade.from_dict(d["last_trade"])
             ),
-            greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]),
+            last_minute=(
+                None
+                if "last_minute" not in d
+                else UniversalSnapshotLastMinute.from_dict(d["last_minute"])
+            ),
+            greeks=(None if "greeks" not in d else Greeks.from_dict(d["greeks"])),
             underlying_asset=(
                 None
                 if "underlying_asset" not in d
@@ -444,12 +547,15 @@ def from_dict(d):
                 if "details" not in d
                 else UniversalSnapshotDetails.from_dict(d["details"])
             ),
-            break_even_price=d.get("break_even_price", None),
-            implied_volatility=d.get("implied_volatility", None),
-            open_interest=d.get("open_interest", None),
-            market_status=d.get("market_status", None),
-            name=d.get("name", None),
-            fair_market_value=d.get("fmv", None),
-            error=d.get("error", None),
-            message=d.get("message", None),
+            break_even_price=d.get("break_even_price"),
+            implied_volatility=d.get("implied_volatility"),
+            open_interest=d.get("open_interest"),
+            market_status=d.get("market_status"),
+            name=d.get("name"),
+            fair_market_value=d.get("fmv"),
+            error=d.get("error"),
+            message=d.get("message"),
+            value=d.get("value"),
+            last_updated=d.get("last_updated"),
+            timeframe=d.get("timeframe"),
         )
diff --git a/massive/rest/models/trades.py b/massive/rest/models/trades.py
index 25b9adc7..e298ed29 100644
--- a/massive/rest/models/trades.py
+++ b/massive/rest/models/trades.py
@@ -17,6 +17,7 @@ class Trade:
     tape: Optional[int] = None
     trf_id: Optional[int] = None
     trf_timestamp: Optional[int] = None
+    decimal_size: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
@@ -25,7 +26,8 @@ def from_dict(d):
 
 @modelclass
 class LastTrade:
-    "Contains data for the most recent trade for a given ticker symbol."
+    """Contains data for the most recent trade for a given ticker symbol."""
+
     ticker: Optional[str] = None
     trf_timestamp: Optional[int] = None
     sequence_number: Optional[float] = None
@@ -39,23 +41,25 @@ class LastTrade:
     size: Optional[float] = None
     exchange: Optional[int] = None
     tape: Optional[int] = None
+    fractional_size: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return LastTrade(
-            d.get("T", None),
-            d.get("f", None),
-            d.get("q", None),
-            d.get("t", None),
-            d.get("y", None),
-            d.get("c", None),
-            d.get("e", None),
-            d.get("i", None),
-            d.get("p", None),
-            d.get("r", None),
-            d.get("s", None),
-            d.get("x", None),
-            d.get("z", None),
+            ticker=d.get("T"),
+            trf_timestamp=d.get("f"),
+            sequence_number=d.get("q"),
+            sip_timestamp=d.get("t"),
+            participant_timestamp=d.get("y"),
+            conditions=d.get("c"),
+            correction=d.get("e"),
+            id=d.get("i"),
+            price=d.get("p"),
+            trf_id=d.get("r"),
+            size=d.get("s"),
+            exchange=d.get("x"),
+            tape=d.get("z"),
+            fractional_size=d.get("ds"),
         )
 
 
diff --git a/massive/rest/reference.py b/massive/rest/reference.py
index 446d9f13..69a29479 100644
--- a/massive/rest/reference.py
+++ b/massive/rest/reference.py
@@ -28,6 +28,12 @@
     ShortVolume,
     RiskFactor,
     RiskFactorTaxonomy,
+    FilingSection,
+    Filing8K,
+    Filing13F,
+    FilingForm3,
+    FilingForm4,
+    FilingIndex,
 )
 from urllib3 import HTTPResponse
 from datetime import date
@@ -793,21 +799,22 @@ def list_stocks_filings_risk_factors(
         cik_gte: Optional[str] = None,
         cik_lt: Optional[str] = None,
         cik_lte: Optional[str] = None,
-        limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[RiskFactor], HTTPResponse]:
         """
-        Endpoint: GET /stocks/filings/vX/risk-factors
+        Get categorized risk factors extracted from 10-K filings (with supporting_text).
         """
         url = "/stocks/filings/vX/risk-factors"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_stocks_filings_risk_factors, locals()),
-            raw=raw,
+            result_key="results",
             deserializer=RiskFactor.from_dict,
+            raw=raw,
             options=options,
         )
 
@@ -836,20 +843,282 @@ def list_stocks_taxonomies_risk_factors(
         tertiary_category_gte: Optional[str] = None,
         tertiary_category_lt: Optional[str] = None,
         tertiary_category_lte: Optional[str] = None,
-        limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
+        limit: Optional[int] = 200,
+        sort: Optional[Union[str, Sort]] = "taxonomy.desc",
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[RiskFactorTaxonomy], HTTPResponse]:
         """
-        Endpoint: GET /stocks/taxonomies/vX/risk-factors
+        Get the taxonomy/categories used to classify risk factors (kept old name for backward compatibility).
         """
         url = "/stocks/taxonomies/vX/risk-factors"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_stocks_taxonomies_risk_factors, locals()),
-            raw=raw,
+            result_key="results",
             deserializer=RiskFactorTaxonomy.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_10k_sections(
+        self,
+        cik: Optional[str] = None,
+        cik_any_of: Optional[str] = None,
+        cik_gt: Optional[str] = None,
+        cik_gte: Optional[str] = None,
+        cik_lt: Optional[str] = None,
+        cik_lte: Optional[str] = None,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        section: Optional[str] = None,
+        section_any_of: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        period_end: Optional[Union[str, date]] = None,
+        period_end_gt: Optional[Union[str, date]] = None,
+        period_end_gte: Optional[Union[str, date]] = None,
+        period_end_lt: Optional[Union[str, date]] = None,
+        period_end_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "period_end.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingSection], HTTPResponse]:
+        """
+        Get raw text sections from 10-K/10-Q filings (business, risk_factors, etc.).
+        """
+        url = "/stocks/filings/10-K/vX/sections"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_10k_sections, locals()),
+            result_key="results",
+            deserializer=FilingSection.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_8k_text(
+        self,
+        cik: Optional[str] = None,
+        cik_any_of: Optional[str] = None,
+        cik_gt: Optional[str] = None,
+        cik_gte: Optional[str] = None,
+        cik_lt: Optional[str] = None,
+        cik_lte: Optional[str] = None,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        form_type: Optional[str] = None,
+        form_type_any_of: Optional[str] = None,
+        form_type_gt: Optional[str] = None,
+        form_type_gte: Optional[str] = None,
+        form_type_lt: Optional[str] = None,
+        form_type_lte: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[Filing8K], HTTPResponse]:
+        """
+        Get parsed 8-K filings (earnings, acquisitions, executive changes, etc.).
+        """
+        url = "/stocks/filings/8-K/vX/text"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_8k_text, locals()),
+            result_key="results",
+            deserializer=Filing8K.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_index(
+        self,
+        cik: Optional[str] = None,
+        cik_any_of: Optional[str] = None,
+        cik_gt: Optional[str] = None,
+        cik_gte: Optional[str] = None,
+        cik_lt: Optional[str] = None,
+        cik_lte: Optional[str] = None,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        form_type: Optional[str] = None,
+        form_type_any_of: Optional[str] = None,
+        form_type_gt: Optional[str] = None,
+        form_type_gte: Optional[str] = None,
+        form_type_lt: Optional[str] = None,
+        form_type_lte: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = 1000,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingIndex], HTTPResponse]:
+        """
+        Get the master index of all SEC filings (10-K, 8-K, 10-Q, S-1, 4, etc.).
+        """
+        url = "/stocks/filings/vX/index"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_index, locals()),
+            result_key="results",
+            deserializer=FilingIndex.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_13f(
+        self,
+        filer_cik: Optional[str] = None,
+        filer_cik_any_of: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[Filing13F], HTTPResponse]:
+        """
+        SEC Form 13F filings data showing institutional investment manager holdings.
+        Form 13F is required to be filed quarterly by institutional investment managers
+        with at least $100 million in qualifying assets under management.
+        """
+        url = "/stocks/filings/vX/13-F"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_13f, locals()),
+            result_key="results",
+            deserializer=Filing13F.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_form_3(
+        self,
+        issuer_cik: Optional[str] = None,
+        issuer_cik_any_of: Optional[str] = None,
+        owner_cik: Optional[str] = None,
+        owner_cik_any_of: Optional[str] = None,
+        tickers: Optional[str] = None,
+        tickers_all_of: Optional[str] = None,
+        tickers_any_of: Optional[str] = None,
+        form_type: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        max_ticker: Optional[str] = None,
+        max_ticker_any_of: Optional[str] = None,
+        max_ticker_gt: Optional[str] = None,
+        max_ticker_gte: Optional[str] = None,
+        max_ticker_lt: Optional[str] = None,
+        max_ticker_lte: Optional[str] = None,
+        min_ticker: Optional[str] = None,
+        min_ticker_any_of: Optional[str] = None,
+        min_ticker_gt: Optional[str] = None,
+        min_ticker_gte: Optional[str] = None,
+        min_ticker_lt: Optional[str] = None,
+        min_ticker_lte: Optional[str] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingForm3], HTTPResponse]:
+        """
+        SEC Form 3 filings reporting initial statements of beneficial ownership of securities.
+        Filed by corporate insiders (directors, officers, and 10%+ shareholders) when they first acquire a position.
+        """
+        url = "/stocks/filings/vX/form-3"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_form_3, locals()),
+            result_key="results",
+            deserializer=FilingForm3.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_form_4(
+        self,
+        issuer_cik: Optional[str] = None,
+        issuer_cik_any_of: Optional[str] = None,
+        owner_cik: Optional[str] = None,
+        owner_cik_any_of: Optional[str] = None,
+        tickers: Optional[str] = None,
+        tickers_all_of: Optional[str] = None,
+        tickers_any_of: Optional[str] = None,
+        form_type: Optional[str] = None,
+        transaction_code: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        max_ticker: Optional[str] = None,
+        max_ticker_any_of: Optional[str] = None,
+        max_ticker_gt: Optional[str] = None,
+        max_ticker_gte: Optional[str] = None,
+        max_ticker_lt: Optional[str] = None,
+        max_ticker_lte: Optional[str] = None,
+        min_ticker: Optional[str] = None,
+        min_ticker_any_of: Optional[str] = None,
+        min_ticker_gt: Optional[str] = None,
+        min_ticker_gte: Optional[str] = None,
+        min_ticker_lt: Optional[str] = None,
+        min_ticker_lte: Optional[str] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingForm4], HTTPResponse]:
+        """
+        SEC Form 4 filings reporting changes in beneficial ownership of securities.
+        Filed by corporate insiders (directors, officers, and 10%+ shareholders) within two business days of a transaction.
+        """
+        url = "/stocks/filings/vX/form-4"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_form_4, locals()),
+            result_key="results",
+            deserializer=FilingForm4.from_dict,
+            raw=raw,
             options=options,
         )
diff --git a/massive/websocket/models/models.py b/massive/websocket/models/models.py
index c0903530..cc3d3c16 100644
--- a/massive/websocket/models/models.py
+++ b/massive/websocket/models/models.py
@@ -22,6 +22,8 @@ class EquityAgg:
     start_timestamp: Optional[int] = None
     end_timestamp: Optional[int] = None
     otc: Optional[bool] = None
+    fractional_volume: Optional[str] = None
+    fractional_accumulated_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
@@ -41,6 +43,8 @@ def from_dict(d):
             d.get("s", None),
             d.get("e", None),
             d.get("otc", None),
+            d.get("dv", None),
+            d.get("dav", None),
         )
 
 
@@ -86,6 +90,7 @@ class EquityTrade:
     tape: Optional[int] = None
     price: Optional[float] = None
     size: Optional[int] = None
+    fractional_shares: Optional[str] = None
     conditions: Optional[List[int]] = None
     timestamp: Optional[int] = None
     sequence_number: Optional[int] = None
@@ -102,6 +107,7 @@ def from_dict(d):
             d.get("z", None),
             d.get("p", None),
             d.get("s", None),
+            d.get("ds", None),
             d.get("c", None),
             d.get("t", None),
             d.get("q", None),
diff --git a/poetry.lock b/poetry.lock
index 4494c57f..8cb653a5 100644
--- a/poetry.lock
+++ b/poetry.lock
@@ -94,14 +94,14 @@ uvloop = ["uvloop (>=0.15.2)"]
 
 [[package]]
 name = "certifi"
-version = "2026.1.4"
+version = "2026.2.25"
 description = "Python package for providing Mozilla's CA Bundle."
 optional = false
 python-versions = ">=3.7"
 groups = ["main", "dev"]
 files = [
-    {file = "certifi-2026.1.4-py3-none-any.whl", hash = "sha256:9943707519e4add1115f44c2bc244f782c0249876bf51b6599fee1ffbedd685c"},
-    {file = "certifi-2026.1.4.tar.gz", hash = "sha256:ac726dd470482006e014ad384921ed6438c457018f4b3d204aea4281258b2120"},
+    {file = "certifi-2026.2.25-py3-none-any.whl", hash = "sha256:027692e4402ad994f1c42e52a4997a9763c646b73e4096e4d5d6db8af1d6f0fa"},
+    {file = "certifi-2026.2.25.tar.gz", hash = "sha256:e887ab5cee78ea814d3472169153c2d12cd43b14bd03329a39a9c6e2e80bfba7"},
 ]
 
 [[package]]
@@ -644,14 +644,14 @@ xmltodict = ">=0.11.0"
 
 [[package]]
 name = "pygments"
-version = "2.19.2"
+version = "2.20.0"
 description = "Pygments is a syntax highlighting package written in Python."
 optional = false
-python-versions = ">=3.8"
+python-versions = ">=3.9"
 groups = ["dev"]
 files = [
-    {file = "pygments-2.19.2-py3-none-any.whl", hash = "sha256:86540386c03d588bb81d44bc3928634ff26449851e99741617ecb9037ee5ec0b"},
-    {file = "pygments-2.19.2.tar.gz", hash = "sha256:636cb2477cec7f8952536970bc533bc43743542f70392ae026374600add5b887"},
+    {file = "pygments-2.20.0-py3-none-any.whl", hash = "sha256:81a9e26dd42fd28a23a2d169d86d7ac03b46e2f8b59ed4698fb4785f946d0176"},
+    {file = "pygments-2.20.0.tar.gz", hash = "sha256:6757cd03768053ff99f3039c1a36d6c0aa0b263438fcab17520b30a303a82b5f"},
 ]
 
 [package.extras]
@@ -950,14 +950,14 @@ files = [
 
 [[package]]
 name = "types-setuptools"
-version = "80.9.0.20251223"
+version = "81.0.0.20260209"
 description = "Typing stubs for setuptools"
 optional = false
 python-versions = ">=3.9"
 groups = ["dev"]
 files = [
-    {file = "types_setuptools-80.9.0.20251223-py3-none-any.whl", hash = "sha256:1b36db79d724c2287d83dc052cf887b47c0da6a2fff044378be0b019545f56e6"},
-    {file = "types_setuptools-80.9.0.20251223.tar.gz", hash = "sha256:d3411059ae2f5f03985217d86ac6084efea2c9e9cacd5f0869ef950f308169b2"},
+    {file = "types_setuptools-81.0.0.20260209-py3-none-any.whl", hash = "sha256:4facf71e3f953f8f5ac0020cd6c1b5e493aaff0183e85830bc34870b6abf8475"},
+    {file = "types_setuptools-81.0.0.20260209.tar.gz", hash = "sha256:2c2eb64499b41b672c387f6f45678a28d20a143a81b45a5c77acbfd4da0df3e1"},
 ]
 
 [[package]]
@@ -1117,4 +1117,4 @@ type = ["pytest-mypy"]
 [metadata]
 lock-version = "2.1"
 python-versions = "^3.9"
-content-hash = "a107a664db6e290f90c70e0ef2f9bd71a553895783c6c62599c6ff9c0f4954d5"
+content-hash = "859fb753010770932bb13116107b08bf52ef64a130954852216b405cc219fc21"
diff --git a/pyproject.toml b/pyproject.toml
index 7372e96b..058444af 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.1.0"
 # keep this in sync with docs/requirements.txt for readthedocs.org
 sphinx-autodoc-typehints = "^2.3.0"
 types-certifi = "^2021.10.8"
-types-setuptools = "^80.9.0"
+types-setuptools = "^81.0.0"
 pook = "^2.1.4"
 orjson = "^3.11.5"