docs: remove cache mentions

AGENTS.md

@@ -200,7 +200,7 @@ summary: StockSummaryResponse = client.stock_summary("SPY")
 ## Auth and tiers
 
 - API keys: https://flashalpha.com (sign up, then dashboard).
-- Free tier: `stock_summary` returns a previous-day cached snapshot
+- Free tier: `stock_summary` returns the previous trading session's snapshot
   without a key — useful for demos, docs, and LLM tool-call examples
   without burning a key.
 - Tier-restricted endpoints raise `TierRestrictedError` (HTTP 403).

README.md

@@ -334,7 +334,7 @@ hist_opt = fa.historical_option_quote(
 ```python
 tickers = fa.tickers()                # All available stock tickers
 chain = fa.options("SPY")             # Option chain metadata
-symbols = fa.symbols()                # Symbols with live cached data
+symbols = fa.symbols()                # Symbols with live data
 account = fa.account()                # Plan, usage, quota
 health = fa.health()                  # API health check (public)
 ```
@@ -495,7 +495,7 @@ calculator and stock quotes. Paid tiers add:
   ($79/mo), with ETF and index symbols.
 - **Full-chain GEX, 0DTE and flow analytics** — from the **Growth tier** ($299/mo).
 - **Point-in-time replay since 2017, SVI vol surfaces, VRP analytics, higher-order Greeks**,
-  uncached and unlimited — the **Alpha tier** ($1,499/mo). FlashAlpha is one of the only
+  unlimited — the **Alpha tier** ($1,499/mo). FlashAlpha is one of the only
   public APIs publishing aggregate vanna and charm exposure across the full universe, with
   no look-ahead and no training-serving skew.
 

docs/api.md

@@ -37,7 +37,7 @@ curl -H "X-Api-Key: YOUR_API_KEY" https://lab.flashalpha.com/v1/exposure/gex/SPY
 
 **3. Explore the response** — you'll get gamma exposure by strike with OI, volume, and day-over-day changes.
 
-That's it. Every US equity and ETF symbol is supported. Data is fetched on-demand with a 15-second cache.
+That's it. Every US equity and ETF symbol is supported. Data is fetched on-demand. Paid plans serve live data. A Free API key gets delayed data.
 
 ---
 
@@ -65,7 +65,7 @@ https://lab.flashalpha.com/v1/symbols?apiKey=YOUR_API_KEY
 - [`GET /optionquote/{ticker}`](#get-optionquoteticker) — Option quotes with greeks `Growth+`
 - [`GET /v1/surface/{symbol}`](#get-v1surfacesymbol) — Vol surface grid `Public`
 - [`GET /v1/surface/svi/{symbol}`](#get-v1surfacesvisymbol) — Live SVI parameters per expiry `Alpha+`
-- [`GET /v1/stock/{symbol}/summary`](#get-v1stocksymbolsummary) — Comprehensive stock summary `Public` (cached) / `Free+` (live)
+- [`GET /v1/stock/{symbol}/summary`](#get-v1stocksymbolsummary) — Comprehensive stock summary `Public` (previous session's snapshot) / `Free+` (live)
 
 ### Exposure Analytics
 
@@ -217,7 +217,7 @@ Every authenticated response includes rate limit headers:
 
 | Plan | Daily Requests | Access |
 |------|---------------|--------|
-| Free | 5 | Stock quotes, gamma exposure by strike (GEX, levels), BSM greeks, IV solver, tickers, options meta, symbols, surface, stock summary (cached for unauthenticated, live for authenticated) |
+| Free | 5 | Stock quotes, gamma exposure by strike (GEX, levels), BSM greeks, IV solver, tickers, options meta, symbols, surface, stock summary (previous session's snapshot for unauthenticated, live for authenticated) |
 | Basic | 250 | Everything in Free + delta/vanna/charm exposure (DEX/VEX/CHEX) + index symbols + max pain analysis |
 | Growth | 2,500 | + Exposure summary, narrative, history, 0DTE analytics, volatility analytics, option quotes, full-chain GEX (no expiry filter), Kelly sizing, **flow analytics** (`/v1/flow/levels`, `/pin-risk`, `/summary`, `/gex`, `/dex`, `/dealer-risk`) |
 | Alpha | Unlimited | + Advanced volatility (SVI, variance surfaces, arbitrage detection, greeks surfaces, var swap), VRP analytics (risk premium, z-score, percentile, directional VRP, term structure, GEX/vanna-conditioned regime, strategy suitability scores, dealer flow risk, macro context), SVI-smoothed IV on option quotes, **raw OI simulator state** (`/v1/flow/oi`), **flow bundle** (`/v1/flow/live`), **unusual-flow signal feed** (`/v1/flow/signals`), and raw option/stock flow data (`/v1/flow/options/*`, `/v1/flow/stocks/*`) |
@@ -336,9 +336,9 @@ curl -H "X-Api-Key: YOUR_API_KEY" \
 
 ## `GET /v1/surface/{symbol}`
 
-Returns the cached volatility surface grid for a symbol. **Public endpoint — no authentication required.**
+Returns the pre-computed volatility surface grid for a symbol. **Public endpoint — no authentication required.**
 
-The surface is pre-computed from SVI fits and cached in the database. Updated periodically during market hours.
+The surface is pre-computed from SVI fits and updated periodically during market hours.
 
 ### Parameters
 
@@ -354,7 +354,7 @@ curl https://lab.flashalpha.com/v1/surface/SPY
 
 ### Response `200`
 
-Returns the cached JSON response containing the vol surface grid data.
+Returns the JSON response containing the vol surface grid data.
 
 ### Errors
 
@@ -370,7 +370,7 @@ Returns a comprehensive stock summary: price, ATM IV, historical volatility, vol
 
 **Dual access:**
 - **Authenticated** — returns live, real-time data computed on the spot
-- **Unauthenticated (no API key)** — returns the previous day's cached snapshot from the database (populated daily at market open)
+- **Unauthenticated (no API key)** — returns the previous trading session's snapshot
 
 ### Parameters
 
@@ -520,11 +520,11 @@ curl "https://lab.flashalpha.com/v1/stock/SPY/summary"
 
 | Status | Description |
 |--------|-------------|
-| `404` | No data for symbol (authenticated) or no cached snapshot (unauthenticated) |
+| `404` | No data for symbol (authenticated) or no snapshot available (unauthenticated) |
 
 ### Notes
 
-- Unauthenticated responses are cached daily at 9:31 AM ET and reflect the previous trading day's data
+- Unauthenticated responses show the previous trading session's snapshot
 - Macro fields (`vix`, `vvix`, etc.) may be `null` if the external data source is unavailable
 - `exposure` is `null` if no options/greeks data is loaded for the symbol
 - HV is computed from Yahoo Finance historical closes using annualized log-return standard deviation (√252)
@@ -1948,7 +1948,7 @@ Every simulation-aware flow analytics response uses the same per-contract OI sta
 
 ### Expiry filter
 
-Every `/v1/flow/*` endpoint accepts an optional `?expiry=YYYY-MM-DD` query parameter that filters the chain to a single expiry before running the math. Omit the parameter to aggregate across all expiries (the default). Invalid formats return `400 Bad Request` with `{"error":"invalid_expiry"}`; an expiry with no contracts in the cached chain returns `404 Not Found`.
+Every `/v1/flow/*` endpoint accepts an optional `?expiry=YYYY-MM-DD` query parameter that filters the chain to a single expiry before running the math. Omit the parameter to aggregate across all expiries (the default). Invalid formats return `400 Bad Request` with `{"error":"invalid_expiry"}`; an expiry with no contracts in the chain returns `404 Not Found`.
 
 ```bash
 curl -H "X-Api-Key: YOUR_API_KEY" \
@@ -2874,7 +2874,7 @@ curl -H "X-Api-Key: YOUR_API_KEY" \
 
 ## Raw Flow Data
 
-These Alpha-only endpoints proxy intraday trade-flow JSON from the ingest service. Unlike the analytics endpoints above, these are pass-through responses and use `camelCase` field names. Cross-symbol scans are cached for 30 seconds.
+These Alpha-only endpoints proxy intraday trade-flow JSON from the ingest service. Unlike the analytics endpoints above, these are pass-through responses and use `camelCase` field names. Cross-symbol scans refresh about every 30 seconds.
 
 Common errors:
 
@@ -3780,7 +3780,7 @@ curl -H "X-Api-Key: YOUR_API_KEY" https://lab.flashalpha.com/v1/options/SPY
 
 ## `GET /v1/symbols`
 
-Returns the list of symbols that have been queried and have live data cached.
+Returns the list of symbols that have been queried and currently have live data.
 
 ### Example
 
@@ -3794,7 +3794,7 @@ curl -H "X-Api-Key: YOUR_API_KEY" https://lab.flashalpha.com/v1/symbols
 {
   "symbols": ["SPY", "QQQ"],
   "count": 2,
-  "note": "Any US equity or ETF symbol is supported. All data is fetched on-demand with a 15-second cache.",
+  "note": "Paid plans serve live data. Endpoint access, fields and quotas depend on your plan; upstream data age and public snapshot policies still apply.",
   "last_updated": "2026-02-28T16:30:45Z"
 }
 ```
@@ -5900,4 +5900,4 @@ All endpoints return consistent error responses.
 - Implied volatility is smoothed via **SVI** (Stochastic Volatility Inspired) parameterization
 - Dealer position is the **opposite** of net exposure (dealers are counterparty)
 - OI changes are **day-over-day** deltas (when prior-day snapshot is available)
-- Any US equity or ETF symbol is supported — data is fetched on-demand and cached for 15 seconds
+- Any US equity or ETF symbol is supported. Data is fetched on-demand, paid plans serve live data, and a Free API key gets delayed data

llms.txt

@@ -77,7 +77,7 @@ narrative = client.exposure_narrative("SPY")
   full dealer exposure (Greeks, walls, gamma flip, max pain, hedging
   estimate, 0DTE attribution, top strikes), and macro context (VIX,
   VVIX, SKEW, SPX, MOVE, term structure, fear/greed). Dual-mode auth:
-  authenticated = live; unauthenticated = previous-day cached snapshot.
+  authenticated = live; unauthenticated = previous trading session's snapshot.
 - `GET /v1/exposure/summary/{symbol}` — net dealer Greeks
   (gamma/delta/vanna/charm), gamma flip, ±1% hedging estimate,
   verbal regime narratives, 0DTE attribution.
@@ -243,7 +243,7 @@ number; treat any other value as no level published.
 ## Tier breakdown
 
 - **Free**: dual-mode preview tier — `stock_summary` returns a
-  previous-day cached snapshot without an API key.
+  previous trading session's snapshot without an API key.
 - **Basic**: live `exposure_summary`, `exposure_levels`, `zero_dte`,
   `maxpain`, `pricing/greeks`.
 - **Alpha**: adds `vrp` and full historical replay of the above.

src/flashalpha/types.py

@@ -977,7 +977,8 @@ class MaxPainResponse(TypedDict, total=False):
 #
 # Dual-mode auth:
 #   - Authenticated (with API key): live, current-minute snapshot.
-#   - Unauthenticated: previous-day cached snapshot (free preview tier).
+#   - Unauthenticated: previous trading session's snapshot (free preview
+#     tier).
 #
 # Hedging-estimate sign convention DIFFERS from /v1/exposure/zero-dte:
 #   - On stock_summary, ``hedging_estimate.spot_*_1pct.dealer_shares`` is a
@@ -1083,7 +1084,7 @@ class StockSummaryOptionsFlow(TypedDict, total=False):
     # Total put open interest across the chain.
     total_put_oi: Optional[int]
     # Total call volume traded so far in the session (live) or for the
-    # cached day (unauthenticated).
+    # snapshot's session (unauthenticated).
     total_call_volume: Optional[int]
     # Total put volume traded so far in the session.
     total_put_volume: Optional[int]
@@ -1363,7 +1364,7 @@ class StockSummaryResponse(TypedDict, total=False):
     - **Authenticated** (with API key): live, current-minute snapshot.
       Pricing reflects the most recent quote tick; all derived numbers
       are computed against that spot.
-    - **Unauthenticated**: previous-day cached snapshot, served as a
+    - **Unauthenticated**: previous trading session's snapshot, served as a
       free preview tier — the response shape is identical but ``as_of``
       is the prior trading day's close. Useful for demos / docs / LLM
       tool-call examples without burning a key.
@@ -3584,7 +3585,8 @@ class FlowOptionLeaderboardResponse(TypedDict, total=False):
     """Cross-symbol option-flow leaderboard from
     ``GET /v1/flow/options/leaderboard``.
 
-    Top ``n`` net-dollar buyers and sellers over the window. Cached ~30s.
+    Top ``n`` net-dollar buyers and sellers over the window. Refreshes
+    about every 30s.
     Requires the Alpha plan.
     """
 
@@ -3643,7 +3645,8 @@ class FlowOutlierRow(TypedDict, total=False):
 
 class FlowOptionOutliersResponse(TypedDict, total=False):
     """Cross-symbol option-flow outliers from
-    ``GET /v1/flow/options/outliers``. Cached ~30s. Requires Alpha.
+    ``GET /v1/flow/options/outliers``. Refreshes about every 30s.
+    Requires Alpha.
     """
 
     # When the snapshot was generated (ISO-8601 UTC).
@@ -3691,7 +3694,8 @@ class FlowStockLeaderRow(TypedDict, total=False):
 
 class FlowStockLeaderboardResponse(TypedDict, total=False):
     """Cross-symbol stock-flow leaderboard from
-    ``GET /v1/flow/stocks/leaderboard``. Cached ~30s. Requires Alpha.
+    ``GET /v1/flow/stocks/leaderboard``. Refreshes about every 30s.
+    Requires Alpha.
     """
 
     # When the snapshot was generated (ISO-8601 UTC).
@@ -3712,7 +3716,8 @@ class FlowStockLeaderboardResponse(TypedDict, total=False):
 
 class FlowStockOutliersResponse(TypedDict, total=False):
     """Cross-symbol stock-flow outliers from
-    ``GET /v1/flow/stocks/outliers``. Cached ~30s. Requires Alpha.
+    ``GET /v1/flow/stocks/outliers``. Refreshes about every 30s.
+    Requires Alpha.
     """
 
     # When the snapshot was generated (ISO-8601 UTC).