# Vanda Analytics Timeseries API High-performance time series API with Auth0 Version: 1.0.0 ## Security ### HTTPBearer Type: http Scheme: bearer ## Download OpenAPI description [Vanda Analytics Timeseries API](https://dev-docs.vanda-analytics.com/_bundle/apis/vanda-msvc-series.yaml) ## Series ### Get Securities Count - [GET /series/securities/count](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_securities_count_series_securities_count_get.md): Get total count of available securities with optional filters. Args: sector: Optional sector filter exchange: Optional exchange filter is_active: Optional active status filter industry: Optional industry filter asset_type: Optional asset type filter user: Authenticated user db: Database session Returns: Total count and metadata ### Search Securities - [GET /series/securities/search](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/search_securities_series_securities_search_get.md): Search for securities by ticker, name, FIGI, vanda_id, sector, or other fields. Optimized for autocomplete with prefix matching. Args: q: Search query string limit: Maximum number of results to return is_active: Optional active status filter (None/undefined returns all, True returns active only, False returns inactive only) sector: Optional sector filter exchange: Optional exchange filter industry: Optional industry filter asset_type: Optional asset type filter user: Authenticated user db: Database session Returns: List of matching securities with basic information ### Get Sectors - [GET /series/sectors](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_sectors_series_sectors_get.md): Get list of all available sectors from gold_sec_master. Args: is_active: Optional active status filter (None/undefined returns all, True returns active only, False returns inactive only) user: Authenticated user db: Database session Returns: List of sectors with security counts ### Get Security Summary - [GET /series/securities/{ticker}/summary](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_security_summary_series_securities__ticker__summary_get.md): Get executive summary for a security with key metrics and trend analysis. Args: ticker: Security ticker symbol interval: Time interval for calculations user: Authenticated user db: Database session Returns: Executive summary with metrics ### Get Timeseries - [GET /series/timeseries](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_timeseries_series_timeseries_get.md): Main timeseries endpoint for retrieving market flow data. Supports multiple identifier types and flexible date ranges. Args: Various query parameters for data selection user: Authenticated user db: Database session Returns: TimeseriesResponse with requested data ### Get Latest Timeseries - [GET /series/timeseries/latest](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_latest_timeseries_series_timeseries_latest_get.md): Get latest data point for multiple identifiers. Optimized for dashboard tiles and summary views. Args: identifiers: List of vanda_ids or tickers interval: Time interval fields: Optional field filter user: Authenticated user db: Database session Returns: Dictionary mapping identifiers to latest data ### Get Leaderboard - [GET /series/timeseries/leaderboard](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_leaderboard_series_timeseries_leaderboard_get.md): Get leaderboard of top movers ranked by specified metric. Args: interval: Time interval metric: Ranking metric (net_turnover, total_turnover, ris) limit: Number of top movers date: Optional specific date sector: Optional sector filter user: Authenticated user db: Database session Returns: LeaderboardResponse with top movers ### List Available Series - [GET /series/timeseries/list](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/list_available_series_series_timeseries_list_get.md): List available timeseries identifiers. Provides searchable list of securities with data. Args: user: Authenticated user db: Database session Returns: List of available identifiers ### Debug Token - [GET /series/debug-token](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/debug_token_series_debug_token_get.md): Inspect decoded JWT token claims and computed permissions. Args: user: Authenticated user token data Returns: Dict containing token claims and access flags ### Get Series - [GET /series/ticker](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_series_series_ticker_get.md): Retrieve time series data with RBAC enforcement and user-aware caching. Args: interval: timestamp interval ticker: Stock symbol field: Column name to retrieve user: Authenticated user token data db: Database session Returns: List of TimeseriesDataPointOut with date and value ### Invalidate My Cache - [DELETE /series/cache/invalidate](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/invalidate_my_cache_series_cache_invalidate_delete.md): Invalidate all cache entries for current user. Args: user: Authenticated user token data Returns: Dict with invalidation status and count ### Get Current User Info - [GET /series/me](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/get_current_user_info_series_me_get.md): Get current user's Auth0 profile and access capabilities. Args: user: Authenticated user token data Returns: Dict with user identity, entitlement, and permissions ### Ticker Data - [GET /series/marketdata](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/series/ticker_data_series_marketdata_get.md): Batch endpoint for multiple tickers and fields. Args: user: Authenticated user db: Database session interval: Time interval ticker: List of tickers field: List of fields figi: Optional FIGI filter isin: Optional ISIN filter Returns: List of TickerDataOut ## Utility ### Health check endpoint - [GET /series/health](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/utility/health_check_series_health_get.md) ### Health check endpoint - [GET /series/health](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/utility/health_check_series_health_get.md) ### Health check endpoint - [GET /series/health](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/utility/health_check_series_health_get.md) ### Health check endpoint - [GET /series/health](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/utility/health_check_series_health_get.md) ## Testing ### Get Test Access Token - [POST /series/test/token](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/testing/get_test_token_series_test_token_post.md): Generate access token for testing protected endpoints. Available in local and development environments only. ### Get Test Access Token - [POST /series/test/token](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/testing/get_test_token_series_test_token_post.md): Generate access token for testing protected endpoints. Available in local and development environments only. ### Get Test Access Token - [POST /series/test/token](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/testing/get_test_token_series_test_token_post.md): Generate access token for testing protected endpoints. Available in local and development environments only. ### Get Test Access Token - [POST /series/test/token](https://dev-docs.vanda-analytics.com/apis/vanda-msvc-series/testing/get_test_token_series_test_token_post.md): Generate access token for testing protected endpoints. Available in local and development environments only.