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Vanda Analytics Timeseries API (1.0.0)

High-performance time series API with Auth0

Download OpenAPI description
vanda-msvc-series.json
vanda-msvc-series.yaml
Languages
Servers
Mock server
https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series

Series

Operations

Get Securities Count

Request

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

Security
HTTPBearer
Query
sectorSector (string) or Sector (null)(Sector)

Filter by sector

Any of:

Filter by sector

string(Sector)
exchangeExchange (string) or Exchange (null)(Exchange)

Filter by exchange

Any of:

Filter by exchange

string(Exchange)
is_activeIs Active (boolean) or Is Active (null)(Is Active)

Filter by active status

Any of:

Filter by active status

boolean(Is Active)
industryIndustry (string) or Industry (null)(Industry)

Filter by industry

Any of:

Filter by industry

string(Industry)
asset_typeAsset Type (string) or Asset Type (null)(Asset Type)

Filter by asset type

Any of:

Filter by asset type

string(Asset Type)
curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/securities/count?sector=string&exchange=string&is_active=true&industry=string&asset_type=string' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
any
Response
application/json
null

Search Securities

Request

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

Security
HTTPBearer
Query
qstring(Q)non-emptyrequired

Search query for multiple fields like ticker, name, FIGI, vanda_id, sector, industry, and exchange

limitinteger(Limit)[ 1 .. 100 ]

Maximum results to return

Default 20
is_activeIs Active (boolean) or Is Active (null)(Is Active)

Filter by active status (None = all securities)

Any of:

Filter by active status (None = all securities)

boolean(Is Active)
sectorSector (string) or Sector (null)(Sector)

Filter by sector

Any of:

Filter by sector

string(Sector)
exchangeExchange (string) or Exchange (null)(Exchange)

Filter by exchange

Any of:

Filter by exchange

string(Exchange)
industryIndustry (string) or Industry (null)(Industry)

Filter by industry

Any of:

Filter by industry

string(Industry)
asset_typeAsset Type (string) or Asset Type (null)(Asset Type)

Filter by asset type

Any of:

Filter by asset type

string(Asset Type)
curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/securities/search?q=string&limit=20&is_active=true&sector=string&exchange=string&industry=string&asset_type=string' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
any
Response
application/json
null

Get Sectors

Request

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

Security
HTTPBearer
Query
is_activeIs Active (boolean) or Is Active (null)(Is Active)

Filter by active status (None = all securities)

Any of:

Filter by active status (None = all securities)

boolean(Is Active)
curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/sectors?is_active=true' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/jsonArray [
sectorstring(Sector)required
security_countinteger(Security Count)required
]
Response
application/json
[
  {
    "sector": "string",
    "security_count": 0
  }
]

Get Security Summary

Request

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

Security
HTTPBearer
Path
tickerstring(Ticker)required
Query
intervalstring(IntervalEnum)

Time interval for metrics

Default "1d"
Enum"10min""30min""1h""3h""1d""1w""1m""1y"
curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/securities/{ticker}/summary?interval=1d' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
tickerstring(Ticker)required
namestring(Name)required
sectorSector (string) or Sector (null)(Sector)
Any of:
string(Sector)
flow_statusstring(Flow Status)required
buy_sell_rationumber(Buy Sell Ratio)required
trend_directionstring(Trend Direction)required
total_turnovernumber(Total Turnover)required
total_turnover_changenumber(Total Turnover Change)required
net_flownumber(Net Flow)required
net_flow_changenumber(Net Flow Change)required
buy_flownumber(Buy Flow)required
buy_flow_changenumber(Buy Flow Change)required
sell_flownumber(Sell Flow)required
sell_flow_changenumber(Sell Flow Change)required
latest_pricenumber(Latest Price)required
price_changenumber(Price Change)required
Response
application/json
{
  "ticker": "string",
  "name": "string",
  "sector": "string",
  "flow_status": "string",
  "buy_sell_ratio": 0,
  "trend_direction": "string",
  "total_turnover": 0,
  "total_turnover_change": 0,
  "net_flow": 0,
  "net_flow_change": 0,
  "buy_flow": 0,
  "buy_flow_change": 0,
  "sell_flow": 0,
  "sell_flow_change": 0,
  "latest_price": 0,
  "price_change": 0
}

Get Timeseries

Request

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

Security
HTTPBearer
Query
vanda_idVanda Id (string) or Vanda Id (null)(Vanda Id)

Vanda ID (VNDA-TICKER)

Any of:

Vanda ID (VNDA-TICKER)

string(Vanda Id)
symbolSymbol (string) or Symbol (null)(Symbol)

Stock ticker symbol

Any of:

Stock ticker symbol

string(Symbol)
figiFigi (string) or Figi (null)(Figi)

FIGI identifier

Any of:

FIGI identifier

string(Figi)
isinIsin (string) or Isin (null)(Isin)

ISIN identifier

Any of:

ISIN identifier

string(Isin)
intervalstring(IntervalEnum)

Time interval

Default "1d"
Enum"10min""30min""1h""3h""1d""1w""1m""1y"
start_dateStart Date (string) or Start Date (null)(Start Date)

Start date

Any of:

Start date

string(date)(Start Date)
end_dateEnd Date (string) or End Date (null)(End Date)

End date

Any of:

End date

string(date)(End Date)
dateDate (string) or Date (null)(Date)

Specific date

Any of:

Specific date

string(date)(Date)
fieldsArray of Fields (strings) or Fields (null)(Fields)

Fields to retrieve

Any of:

Fields to retrieve

limitinteger(Limit)[ 1 .. 10000 ]

Maximum records

Default 2000
pageinteger(Page)>= 1

Page number

Default 1
orderstring(OrderEnum)

Sort order

Default "desc"
Enum"asc""desc"
curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/timeseries?vanda_id=string&symbol=string&figi=string&isin=string&interval=1d&start_date=2019-08-24&end_date=2019-08-24&date=2019-08-24&fields=px&limit=2000&page=1&order=desc' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
statusstring(Status)required
resultsArray of objects(Results)required
results[].​tsstring(date-time)(Ts)required
results[].​vanda_idstring(Vanda Id)required
results[].​sectorSector (string) or Sector (null)(Sector)
Any of:
string(Sector)
results[].​buy_turnoverBuy Turnover (number) or Buy Turnover (null)(Buy Turnover)
Any of:
number(Buy Turnover)
results[].​sell_turnoverSell Turnover (number) or Sell Turnover (null)(Sell Turnover)
Any of:
number(Sell Turnover)
results[].​net_turnoverNet Turnover (number) or Net Turnover (null)(Net Turnover)
Any of:
number(Net Turnover)
results[].​total_turnoverTotal Turnover (number) or Total Turnover (null)(Total Turnover)
Any of:
number(Total Turnover)
results[].​pxPx (number) or Px (null)(Px)
Any of:
number(Px)
results[].​px_chgPx Chg (number) or Px Chg (null)(Px Chg)
Any of:
number(Px Chg)
results[].​z_scoreZ Score (number) or Z Score (null)(Z Score)
Any of:
number(Z Score)
results[].​momentumMomentum (number) or Momentum (null)(Momentum)
Any of:
number(Momentum)
results[].​risRis (number) or Ris (null)(Ris)
Any of:
number(Ris)
results[].​rankRank (integer) or Rank (null)(Rank)
Any of:
integer(Rank)
metadataobject(Metadata)required
metadata.​property name*anyadditional property
Response
application/json
{
  "status": "string",
  "results": [
    { … }
  ],
  "metadata": {}
}

Get Latest Timeseries

Request

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

Security
HTTPBearer
Query
identifiersArray of strings(Identifiers)required

List of identifiers

intervalstring(IntervalEnum)

Time interval

Default "1d"
Enum"10min""30min""1h""3h""1d""1w""1m""1y"
fieldsArray of Fields (strings) or Fields (null)(Fields)

Fields to retrieve

Any of:

Fields to retrieve

curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/timeseries/latest?identifiers=string&interval=1d&fields=px' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
property name*anyadditional property
Response
application/json
{}

Get Leaderboard

Request

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

Security
HTTPBearer
Query
intervalstring(IntervalEnum)

Time interval

Default "1d"
Enum"10min""30min""1h""3h""1d""1w""1m""1y"
metricstring(Metric)

Metric to rank by

Default "net_turnover"
limitinteger(Limit)[ 1 .. 100 ]

Number of results

Default 20
dateDate (string) or Date (null)(Date)

Specific date

Any of:

Specific date

string(date)(Date)
sectorSector (string) or Sector (null)(Sector)

Filter by sector

Any of:

Filter by sector

string(Sector)
curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/timeseries/leaderboard?interval=1d&metric=net_turnover&limit=20&date=2019-08-24&sector=string' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
statusstring(Status)required
intervalstring(Interval)required
timestampstring(date-time)(Timestamp)required
resultsArray of objects(Results)required
results[].​rankinteger(Rank)required
results[].​vanda_idstring(Vanda Id)required
results[].​tickerstring(Ticker)required
results[].​pxnumber(Px)
Default 0
results[].​px_chgnumber(Px Chg)
Default 0
results[].​net_turnovernumber(Net Turnover)required
results[].​total_turnovernumber(Total Turnover)required
results[].​sectorSector (string) or Sector (null)(Sector)
Any of:
string(Sector)
metadataobject(Metadata)required
metadata.​property name*anyadditional property
Response
application/json
{
  "status": "string",
  "interval": "string",
  "timestamp": "2019-08-24T14:15:22Z",
  "results": [
    { … }
  ],
  "metadata": {}
}

List Available Series

Request

List available timeseries identifiers. Provides searchable list of securities with data.

Args: user: Authenticated user db: Database session

Returns: List of available identifiers

Security
HTTPBearer
curl -i -X GET \
  https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/timeseries/list \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
any
Response
application/json
null

Debug Token

Request

Inspect decoded JWT token claims and computed permissions.

Args: user: Authenticated user token data

Returns: Dict containing token claims and access flags

Security
HTTPBearer
curl -i -X GET \
  https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/debug-token \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
any
Response
application/json
null

Get Series

Request

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

Security
HTTPBearer
Query
intervalstring(Interval)required

Timestamp interval (10min, 30min, 1h, 3h, 1d)

tickerstring(Ticker)required

Stock ticker symbol

fieldstring(Field)required

Field name (px, buy_turnover, sell_turnover, net_turnover, total_turnover)

curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/ticker?interval=string&ticker=string&field=string' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/jsonArray [
datestring(date)(Date)required
valuenumber(Value)required
]
Response
application/json
[
  {
    "date": "2019-08-24",
    "value": 0
  }
]

Invalidate My Cache

Request

Invalidate all cache entries for current user.

Args: user: Authenticated user token data

Returns: Dict with invalidation status and count

Security
HTTPBearer
curl -i -X DELETE \
  https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/cache/invalidate \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
any
Response
application/json
null

Get Current User Info

Request

Get current user's Auth0 profile and access capabilities.

Args: user: Authenticated user token data

Returns: Dict with user identity, entitlement, and permissions

Security
HTTPBearer
curl -i -X GET \
  https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/me \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
any
Response
application/json
null

Ticker Data

Request

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

Security
HTTPBearer
Query
intervalstring(Interval)required

Timestamp interval (10min, 30min, 1h, 3h, 1d)

tickerArray of strings(Ticker)required

Stock ticker symbols

fieldArray of strings(Field)required

Field names (price, buy_turnover, sell_turnover, net_turnover, total_turnover)

figiFigi (string) or Figi (null)(Figi)

FIGI identifier

Any of:

FIGI identifier

string(Figi)
isinIsin (string) or Isin (null)(Isin)

ISIN identifier

Any of:

ISIN identifier

string(Isin)
curl -i -X GET \
  'https://dev-docs.vanda-analytics.com/_mock/apis/vanda-msvc-series/series/marketdata?interval=string&ticker=string&field=string&figi=string&isin=string' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/jsonArray [
tickerstring(Ticker)required
fieldstring(Field)required
dataArray of objects(Data)required
data[].​datestring(date)(Date)required
data[].​valuenumber(Value)required
]
Response
application/json
[
  {
    "ticker": "string",
    "field": "string",
    "data": [ … ]
  }
]

Utility

Operations

Testing

Operations