{ "openapi": "3.1.0", "info": { "title": "Vanda Analytics Flow API", "description": "High-performance Flow API with Auth0", "version": "1.0.0" }, "servers": [ { "url": "https://api.vanda-analytics.com", "description": "Production server" } ], "paths": { "/flow/timeseries": { "get": { "tags": [ "Timeseries" ], "summary": "Get flow timeseries", "description": "Observations for one or more series over a date range.\n\n**Units vary by series.** A multi-series response can mix USDmn, shares, contracts and index points, so `metric`, `frequency` and `unit` are on every point rather than on the response. Check the unit before combining values across series.", "operationId": "get_timeseries_flow_timeseries_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned." }, { "name": "metrics", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows.", "examples": [ "buy", "buy_raw", "buy_value", "buy_volume" ], "title": "Metrics" }, "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows." }, { "name": "frequency", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted.", "title": "Frequency" }, "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted." }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Start date (ISO). Intraday series cover at most 31 days per request; omit it for the latest 31 days.", "title": "Start Date" }, "description": "Start date (ISO). Intraday series cover at most 31 days per request; omit it for the latest 31 days." }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "End date (ISO). Intraday series default to their newest bar.", "title": "End Date" }, "description": "End date (ISO). Intraday series default to their newest bar." }, { "name": "order", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/SortDirectionEnum", "description": "Sort order by timestamp", "default": "desc" }, "description": "Sort order by timestamp" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 10000, "minimum": 1, "description": "Records per page", "default": 2000, "title": "Records Per Page" }, "description": "Records per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number, 1-indexed", "default": 1, "title": "Page Number" }, "description": "Page number, 1-indexed" }, { "name": "transformation", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TransformationEnum" }, { "type": "null" } ], "description": "Trailing-window transformation; one series per request.", "title": "Transformation" }, "description": "Trailing-window transformation; one series per request." }, { "name": "window", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/WindowEnum" }, { "type": "null" } ], "description": "Window in observations; required with transformation", "title": "Window" }, "description": "Window in observations; required with transformation" }, { "name": "normalisation", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NormalisationEnum" }, { "type": "null" } ], "description": "Distribution normalisation", "title": "Normalisation" }, "description": "Distribution normalisation" }, { "name": "normalisation_period", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NormalisationPeriodEnum" }, { "type": "null" } ], "description": "Lookback for normalisation; required with normalisation", "title": "Normalisation Period" }, "description": "Lookback for normalisation; required with normalisation" }, { "name": "dimensions", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Timeseries are history only; a forecast series' history is its neutral cell, so `{\"projection\": 0, \"zscore\": \"All\"}` (or `\"ret\": 0` for gamma) is accepted and changes nothing. Any other cell answers 400: read the cube from /flow/forecast. JSON, because the types matter.", "examples": [ "{\"projection\": 10, \"ret\": -2}" ], "title": "Dimensions" }, "description": "Timeseries are history only; a forecast series' history is its neutral cell, so `{\"projection\": 0, \"zscore\": \"All\"}` (or `\"ret\": 0` for gamma) is accepted and changes nothing. Any other cell answers 400: read the cube from /flow/forecast. JSON, because the types matter." } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TimeseriesResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/latest": { "get": { "tags": [ "Timeseries" ], "summary": "Get latest flow observation", "description": "The newest observation for each series.\n\nRead `staleness_days` alongside the value: coverage is uneven and many series stopped publishing years ago.", "operationId": "get_latest_flow_latest_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned." }, { "name": "metrics", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows.", "title": "Metrics" }, "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows." }, { "name": "frequency", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted.", "title": "Frequency" }, "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted." }, { "name": "as_of", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Newest observation on or before this date", "title": "As Of" }, "description": "Newest observation on or before this date" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/LatestResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/availability": { "get": { "tags": [ "Timeseries" ], "summary": "Get flow coverage", "description": "First and last observation per series. `row_count` is distinct observations, not stored rows.", "operationId": "get_availability_flow_availability_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned." }, { "name": "metrics", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows.", "title": "Metrics" }, "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows." }, { "name": "frequency", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted.", "title": "Frequency" }, "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted." } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AvailabilityResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/timeseries/export": { "get": { "tags": [ "Timeseries" ], "summary": "Export flow timeseries", "description": "Full history as CSV or JSON, unpaginated. Each row carries slug, metric and unit.", "operationId": "export_timeseries_flow_timeseries_export_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned." }, { "name": "metrics", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows.", "title": "Metrics" }, "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows." }, { "name": "frequency", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted.", "title": "Frequency" }, "description": "Comma-separated cadences; omit for all. Selects series, not rows. The older dod/wow/mom/qoq names are still accepted." }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Start date (ISO). Intraday series cover at most 31 days per request; omit it for the latest 31 days.", "title": "Start Date" }, "description": "Start date (ISO). Intraday series cover at most 31 days per request; omit it for the latest 31 days." }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "End date (ISO). Intraday series default to their newest bar.", "title": "End Date" }, "description": "End date (ISO). Intraday series default to their newest bar." }, { "name": "export_format", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/ExportFormat", "description": "Output format", "default": "csv" }, "description": "Output format" }, { "name": "compression", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/CompressionFormat", "description": "Compression", "default": "none" }, "description": "Compression" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/forecast/runs": { "get": { "tags": [ "Timeseries" ], "summary": "List forecast runs, horizons and scenarios", "description": "What a forecast series can be asked for.\n\nA forecast dataset publishes a **cube**: every combination of a horizon and a z-score scenario for each run date. This returns the axes of that cube — the run dates, the horizons, and the scenario tokens — so a client knows what `/flow/forecast` will accept.\n\nScenario tokens are **strings**: the domain mixes values like `-1.9` with `All` (the unconditional path), `<0` and `>0`.\n\nSeries that publish no cube are refused; use `/flow/timeseries`.", "operationId": "get_forecast_axes_flow_forecast_runs_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned." }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 10000, "minimum": 1, "description": "Records per page", "default": 2000, "title": "Records Per Page" }, "description": "Records per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number, 1-indexed", "default": 1, "title": "Page Number" }, "description": "Page number, 1-indexed" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ForecastAxesResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/forecast": { "get": { "tags": [ "Timeseries" ], "summary": "Get one or more scenarios of the forecast cube", "description": "One z-score scenario across the requested horizons, for the most recent run unless `run_date` says otherwise.\n\nRows are grouped **one object per horizon**, with every metric nested inside it — a forecast is read as a point on a path, not as a dozen separate rows.\n\n`component` is the systematic strategy (cta, vt, rp, gamma) and is part of the grain — each publishes its own metrics, so one group never mixes them.\n\n`scenario` names a branch of whichever axis the component uses — `zscore` or `ret`. `horizon` is the dataset's own projection: market days ahead of the run date, which is 0.\n\nThere is **no `forecast_date`** — resolving one needs a market calendar we do not hold, so pair `run_date` with `horizon`.\n\nNo transformation or normalisation: a projection is not a series to roll up or re-standardise.", "operationId": "get_forecast_flow_forecast_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts slug (preferred), slug without its label, series_label, entity or series_id. All but the first can match several series, and every match is returned." }, { "name": "metrics", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows.", "examples": [ "buy", "buy_raw", "buy_value", "buy_volume" ], "title": "Metrics" }, "description": "Comma-separated metrics; omit for all. A series has one metric, so this selects series rather than filtering rows." }, { "name": "run_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Which run to return (ISO date); omit for the most recent. Use /flow/forecast/runs to see what is published.", "title": "Run Date" }, "description": "Which run to return (ISO date); omit for the most recent. Use /flow/forecast/runs to see what is published." }, { "name": "horizons", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated horizons; omit for every one the series publishes. Market days ahead of the run date, which is 0, read from the dataset's own projection — the cube currently spans 0-15. A horizon the series does not publish is refused with the list of those it does; `/flow/forecast/runs` reports them up front.\n\nOmitting this on a multi-series request is the largest response this endpoint produces: one group per (series, component, horizon), so 40 series is ~640 groups. Name the horizons you need, or page with `records_per_page`.", "title": "Horizons" }, "description": "Comma-separated horizons; omit for every one the series publishes. Market days ahead of the run date, which is 0, read from the dataset's own projection — the cube currently spans 0-15. A horizon the series does not publish is refused with the list of those it does; `/flow/forecast/runs` reports them up front.\n\nOmitting this on a multi-series request is the largest response this endpoint produces: one group per (series, component, horizon), so 40 series is ~640 groups. Name the horizons you need, or page with `records_per_page`." }, { "name": "scenario", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Which branch of the cube to return. **The axis is named per component** — `zscore` for `cta`, `rp` and `vt`, `ret` for `gamma` — and `/flow/forecast/runs` reports which one a series uses, with its values.\n\nOn the z-score axis it is a string: `All` (the default and the unconditional path), `<0` and `>0` sit in the same domain as `-1.9`. On `ret` it is a number. Either way `0` and `0.0` find the same cell.\n\nHorizon 0 is the run date, which has already happened, so on the z-score axis it publishes only `All` and `0.0`; asking for another scenario returns the later horizons and no group for 0.", "examples": [ "All", "-1.9", "25" ], "title": "Scenario" }, "description": "Which branch of the cube to return. **The axis is named per component** — `zscore` for `cta`, `rp` and `vt`, `ret` for `gamma` — and `/flow/forecast/runs` reports which one a series uses, with its values.\n\nOn the z-score axis it is a string: `All` (the default and the unconditional path), `<0` and `>0` sit in the same domain as `-1.9`. On `ret` it is a number. Either way `0` and `0.0` find the same cell.\n\nHorizon 0 is the run date, which has already happened, so on the z-score axis it publishes only `All` and `0.0`; asking for another scenario returns the later horizons and no group for 0." }, { "name": "scenarios", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Several branches at once, comma-separated, or `*` for every one published — a whole run in one call. Each group then carries its own `scenario`. Not with `scenario`. A CTA run is 64 scenarios x 16 horizons, 1,024 groups, inside one default page; narrow with `metrics`.", "examples": [ "*", "All,-1.0,1.0" ], "title": "Scenarios" }, "description": "Several branches at once, comma-separated, or `*` for every one published — a whole run in one call. Each group then carries its own `scenario`. Not with `scenario`. A CTA run is 64 scenarios x 16 horizons, 1,024 groups, inside one default page; narrow with `metrics`." }, { "name": "components", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated systematic strategies, e.g. cta,vt; omit for all that the series publishes. Each component publishes its own metrics, so a group never mixes them — use /flow/forecast/runs to see which exist.", "examples": [ "vt", "cta,vt" ], "title": "Components" }, "description": "Comma-separated systematic strategies, e.g. cta,vt; omit for all that the series publishes. Each component publishes its own metrics, so a group never mixes them — use /flow/forecast/runs to see which exist." }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 10000, "minimum": 1, "description": "Records per page", "default": 2000, "title": "Records Per Page" }, "description": "Records per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number, 1-indexed", "default": 1, "title": "Page Number" }, "description": "Page number, 1-indexed" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ForecastResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/catalog": { "get": { "tags": [ "Catalog" ], "summary": "Browse the flow catalog", "description": "Every published series, with its identifiers, classification, measure and coverage. Filter by any dimension from `/flow/catalog/facets`, or search with `q`.\n\nStore `identity.slug`: `series_id` changes when the pipeline reloads.", "operationId": "list_catalog_flow_catalog_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "q", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Free-text search over names, descriptions and identifiers", "title": "Q" }, "description": "Free-text search over names, descriptions and identifiers" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 1000, "minimum": 1, "description": "Rows per page", "default": 100, "title": "Records Per Page" }, "description": "Rows per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "1-indexed", "default": 1, "title": "Page Number" }, "description": "1-indexed" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CatalogResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/catalog/facets": { "get": { "tags": [ "Catalog" ], "summary": "Distinct values per catalog dimension", "description": "Distinct values per filterable dimension. Read these rather than hard-coding a list; `metric` grows as the pipeline publishes more.", "operationId": "get_facets_flow_catalog_facets_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "dimensions", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated dimensions to return, e.g. `metric,frequency`. Omit for all.", "title": "Dimensions" }, "description": "Comma-separated dimensions to return, e.g. `metric,frequency`. Omit for all." } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/FacetsResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/catalog/{identifier}": { "get": { "tags": [ "Catalog" ], "summary": "One catalog entry, with coverage", "description": "Accepts the same identifiers as `series_ids`. Where one matches several series the first is returned.", "operationId": "get_catalog_entry_flow_catalog__identifier__get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "identifier", "in": "path", "required": true, "schema": { "type": "string", "description": "Slug, series_label, entity or series_id", "title": "Identifier" }, "description": "Slug, series_label, entity or series_id" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CatalogEntryDetail" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/flow/users/me": { "get": { "tags": [ "Users" ], "summary": "Current user's tier and request limits", "description": "The caller's tier and the request limits that follow from it.", "operationId": "get_me_flow_users_me_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ] } }, "/flow/health": { "get": { "tags": [ "Utility" ], "summary": "Health check endpoint", "operationId": "health_check_flow_health_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [] } }, "/": { "get": { "summary": "Root", "description": "Root endpoint providing service metadata.", "operationId": "root__get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [] } } }, "components": { "schemas": { "AvailabilityResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/SeriesAvailability" }, "type": "array", "title": "Data" }, "series_ids": { "items": { "type": "integer" }, "type": "array", "title": "Series Ids" }, "unresolved": { "items": { "type": "string" }, "type": "array", "title": "Unresolved" }, "count": { "type": "integer", "title": "Count", "default": 0 } }, "type": "object", "title": "AvailabilityResponse", "description": "Coverage per series." }, "CatalogEntryDetail": { "properties": { "identity": { "$ref": "#/components/schemas/SeriesIdentity" }, "classification": { "$ref": "#/components/schemas/SeriesClassification" }, "asset": { "$ref": "#/components/schemas/SeriesAssetDimensions" }, "geographic": { "$ref": "#/components/schemas/SeriesGeographicDimensions" }, "investor": { "$ref": "#/components/schemas/SeriesInvestorDimensions" }, "measure": { "$ref": "#/components/schemas/SeriesMeasure" }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit", "description": "Mirrors `measure.unit`" }, "metric": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Metric", "description": "Mirrors `measure.metric`" }, "is_active": { "type": "boolean", "title": "Is Active", "description": "Has an observation within the last 90 days", "default": true }, "staleness_days": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Staleness Days", "description": "Days since the last observation" }, "availability": { "anyOf": [ { "$ref": "#/components/schemas/SeriesAvailability" }, { "type": "null" } ], "description": "Coverage; null if the series has no data yet" } }, "type": "object", "required": [ "identity", "classification", "asset", "geographic", "investor", "measure" ], "title": "CatalogEntryDetail", "description": "A catalog entry with its coverage in the fact table attached." }, "CatalogLabelEntry": { "properties": { "identity": { "$ref": "#/components/schemas/LabelIdentity" }, "classification": { "$ref": "#/components/schemas/SeriesClassification" }, "asset": { "$ref": "#/components/schemas/SeriesAssetDimensions" }, "geographic": { "$ref": "#/components/schemas/SeriesGeographicDimensions" }, "investor": { "$ref": "#/components/schemas/SeriesInvestorDimensions" }, "measure": { "$ref": "#/components/schemas/LabelMeasure" }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector" }, "series": { "items": { "$ref": "#/components/schemas/LabelSeriesVariant" }, "type": "array", "title": "Series", "description": "Every series under the label" }, "series_count": { "type": "integer", "title": "Series Count", "description": "Series grouped under the label", "default": 0 }, "is_active": { "type": "boolean", "title": "Is Active", "description": "Any series observed within the last 90 days", "default": true }, "staleness_days": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Staleness Days", "description": "Days since the most recent observation" } }, "type": "object", "required": [ "identity", "classification", "asset", "geographic", "investor", "measure" ], "title": "CatalogLabelEntry", "description": "One `series_label` and every series published under it.\n\nThe listing is keyed by label rather than by series. Use\n`GET /flow/catalog/{identifier}` for a single series' detail." }, "CatalogResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/CatalogLabelEntry" }, "type": "array", "title": "Data", "description": "Catalog entries, keyed by series_label" }, "count": { "type": "integer", "title": "Count", "description": "Entries on this page", "default": 0 }, "pagination": { "anyOf": [ { "$ref": "#/components/schemas/PaginationMeta" }, { "type": "null" } ] } }, "type": "object", "title": "CatalogResponse", "description": "Paged catalog listing, one entry per series_label." }, "CompressionFormat": { "type": "string", "enum": [ "none", "gzip", "zip" ], "title": "CompressionFormat", "description": "Compression format options for exports" }, "ExportFormat": { "type": "string", "enum": [ "json", "csv" ], "title": "ExportFormat", "description": "Export format options for API responses" }, "FacetsResponse": { "properties": { "facets": { "additionalProperties": { "items": { "type": "string" }, "type": "array" }, "type": "object", "title": "Facets", "description": "Dimension -> sorted distinct values" }, "total_series": { "type": "integer", "title": "Total Series", "description": "Series the facets summarise", "default": 0 } }, "type": "object", "title": "FacetsResponse", "description": "Distinct values per filterable dimension." }, "FlowLatestPoint": { "properties": { "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Observation timestamp (UTC)" }, "series_id": { "type": "integer", "title": "Series Id", "description": "Pipeline series ID; changes on reload" }, "series_label": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Series Label", "description": "Source label, not unique on its own" }, "metric": { "type": "string", "title": "Metric", "description": "Measure, e.g. net, buy_value" }, "frequency": { "type": "string", "title": "Frequency", "description": "Publication cadence" }, "value": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Value", "description": "Observed value" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit", "description": "Unit of the value, e.g. USDmn, shares" }, "slug": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Slug", "description": "The preferred handle" }, "measure_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Measure Class", "description": "`flow` (per period, summable), `level` (a position at a point in time) or `unknown`. Chart a flow as bars and a level as a line. A migrated dataset classifies on the row instead, in the pipeline's own vocabulary — `ratio`, `return`, `signal`, `volatility`, `notional`, `price`." }, "dimensions": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "title": "Dimensions", "description": "The dimension values this observation sits at, for datasets that publish them — e.g. `{\"component\": \"cta\", \"projection\": 10, \"zscore\": \"-1.9\"}`. Absent for datasets that do not. Filter with `dimensions=`." }, "name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Name", "description": "Display name" }, "dataset_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Dataset Id" }, "entity": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Entity" }, "entity_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Entity Type" }, "staleness_days": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Staleness Days", "description": "Days since this observation" } }, "type": "object", "required": [ "ts", "series_id", "metric", "frequency" ], "title": "FlowLatestPoint", "description": "Most recent observation per series, with catalog context." }, "FlowPoint": { "properties": { "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Observation timestamp (UTC)" }, "series_id": { "type": "integer", "title": "Series Id", "description": "Pipeline series ID; changes on reload" }, "series_label": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Series Label", "description": "Source label, not unique on its own" }, "metric": { "type": "string", "title": "Metric", "description": "Measure, e.g. net, buy_value" }, "frequency": { "type": "string", "title": "Frequency", "description": "Publication cadence" }, "value": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Value", "description": "Observed value" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit", "description": "Unit of the value, e.g. USDmn, shares" }, "slug": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Slug", "description": "The preferred handle for this series" }, "measure_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Measure Class", "description": "`flow` (per period, summable), `level` (a position at a point in time) or `unknown`. Chart a flow as bars and a level as a line. A migrated dataset classifies on the row instead, in the pipeline's own vocabulary — `ratio`, `return`, `signal`, `volatility`, `notional`, `price`." }, "dimensions": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "title": "Dimensions", "description": "The dimension values this observation sits at, for datasets that publish them — e.g. `{\"component\": \"cta\", \"projection\": 10, \"zscore\": \"-1.9\"}`. Absent for datasets that do not. Filter with `dimensions=`." } }, "type": "object", "required": [ "ts", "series_id", "metric", "frequency" ], "title": "FlowPoint", "description": "One observation, deduplicated to its most recent load." }, "ForecastAxes": { "properties": { "series_label": { "type": "string", "title": "Series Label", "description": "The label these axes belong to" }, "dataset_id": { "type": "string", "title": "Dataset Id", "description": "Dataset publishing the sweep" }, "components": { "items": { "type": "string" }, "type": "array", "title": "Components", "description": "Systematic strategies published, e.g. cta, vt, rp, gamma. Each publishes its own metrics, so they are not interchangeable." }, "run_dates": { "items": { "type": "string", "format": "date-time" }, "type": "array", "title": "Run Dates", "description": "Run dates published for this label" }, "horizons": { "items": { "type": "integer" }, "type": "array", "title": "Horizons", "description": "Projections published, 0 being the run date itself" }, "scenario_key": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Scenario Key", "description": "Which axis this series varies over besides the horizon: `zscore` for cta/rp/vt, `ret` for gamma." }, "scenario_type": { "type": "string", "title": "Scenario Type", "description": "The axis's JSON type, `string` or `number`.", "default": "string" }, "scenarios": { "items": { "type": "string" }, "type": "array", "title": "Scenarios", "description": "Tokens published on that axis, as strings. The z-score domain mixes values like '-1.9' with 'All', '<0' and '>0'; `ret` is numeric." }, "metrics": { "items": { "type": "string" }, "type": "array", "title": "Metrics", "description": "Metrics published" } }, "type": "object", "required": [ "series_label", "dataset_id" ], "title": "ForecastAxes", "description": "What one forecast series can be asked for." }, "ForecastAxesResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/ForecastAxes" }, "type": "array", "title": "Data" }, "unresolved": { "items": { "type": "string" }, "type": "array", "title": "Unresolved", "description": "Identifiers that matched no series" }, "count": { "type": "integer", "title": "Count", "description": "Series in this page", "default": 0 }, "pagination": { "anyOf": [ { "$ref": "#/components/schemas/PaginationMeta" }, { "type": "null" } ] } }, "type": "object", "title": "ForecastAxesResponse", "description": "The axes available for the requested series." }, "ForecastGroup": { "properties": { "series_label": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Series Label" }, "component": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Component", "description": "The systematic strategy this point belongs to. Part of the grain: components publish different metrics, so one group never mixes them." }, "horizon": { "type": "integer", "title": "Horizon", "description": "Market days ahead of the run date, which is 0. Read from the dataset's own projection, not counted from the rows. Horizon 0 is the run date itself and exists only for the unconditional scenario, so a numeric scenario starts at 1." }, "scenario": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Scenario", "description": "The branch of the scenario axis this point is on, e.g. '-1.9' or 'All'. Part of the grain when `scenarios` asks for several." }, "metrics": { "additionalProperties": { "$ref": "#/components/schemas/ForecastMetric" }, "type": "object", "title": "Metrics", "description": "Metric name -> its value and unit" } }, "type": "object", "required": [ "horizon" ], "title": "ForecastGroup", "description": "Every metric of one series, for one component, at one horizon.\n\nGrouped rather than one row per metric: a forecast is read as a point on a\npath, and the flat shape made a client re-assemble a dozen rows to draw one." }, "ForecastMetric": { "properties": { "value": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Value", "description": "Observed value" }, "slug": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Slug", "description": "The preferred handle for this metric's series. A slug names a (label, metric) pair, so it sits here rather than on the group, which spans every metric." }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit", "description": "Passed through from the warehouse unchanged — this service neither maps nor validates units, so a correction at source appears here with no release. The forecast dataset reports `pct_aum`, `price` and `ratio`." }, "measure_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Measure Class", "description": "`flow`, `level` or `unknown`. Read from dim.flow_measure_class, which lists none of the forecast metrics as of 2026-09-04, so they report `unknown` until rows are added — a data change, not a release." } }, "type": "object", "title": "ForecastMetric", "description": "One measure at one horizon." }, "ForecastResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/ForecastGroup" }, "type": "array", "title": "Data" }, "run_date": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Run Date", "description": "The run these projections were made on. There is no forecast_date: resolving one needs a market calendar we do not hold, so a client pairs this with `horizon` itself." }, "scenario": { "anyOf": [ { "$ref": "#/components/schemas/ForecastScenario" }, { "type": "null" } ], "description": "The branch served; null when `scenarios` asked for several." }, "scenarios": { "items": { "type": "string" }, "type": "array", "title": "Scenarios", "description": "Every branch in this response, in the axis's order." }, "series_labels": { "items": { "type": "string" }, "type": "array", "title": "Series Labels" }, "metrics": { "items": { "type": "string" }, "type": "array", "title": "Metrics", "description": "Metrics present in this page" }, "unresolved": { "items": { "type": "string" }, "type": "array", "title": "Unresolved", "description": "Identifiers that matched no series" }, "count": { "type": "integer", "title": "Count", "description": "Groups in this page", "default": 0 }, "pagination": { "anyOf": [ { "$ref": "#/components/schemas/PaginationMeta" }, { "type": "null" } ] } }, "type": "object", "title": "ForecastResponse", "description": "One scenario of the forecast cube, across the requested horizons." }, "ForecastScenario": { "properties": { "type": { "type": "string", "title": "Type", "description": "Which axis was filtered: `zscore` for cta/rp/vt, `ret` for gamma. Named per component, so read it rather than assuming.", "default": "zscore" }, "value": { "type": "string", "title": "Value", "description": "The token served, e.g. '-1.9', 'All' for the unconditional path on the z-score axis, or '25' on `ret`. Always a string here because the z-score domain mixes 'All', '<0' and '>0' with numbers; the filter itself uses the axis's own JSON type." } }, "type": "object", "required": [ "value" ], "title": "ForecastScenario", "description": "Which branch of the cube the response describes." }, "HTTPValidationError": { "properties": { "detail": { "items": { "$ref": "#/components/schemas/ValidationError" }, "type": "array", "title": "Detail" } }, "type": "object", "title": "HTTPValidationError" }, "LabelIdentity": { "properties": { "series_label": { "type": "string", "title": "Series Label", "description": "The label this entry groups" }, "series_ids": { "items": { "type": "integer" }, "type": "array", "title": "Series Ids", "description": "Every series under the label" }, "slugs": { "items": { "type": "string" }, "type": "array", "title": "Slugs", "description": "Preferred handle for each series" }, "dataset_ids": { "items": { "type": "string" }, "type": "array", "title": "Dataset Ids", "description": "Usually one; 12 labels span several datasets" }, "entities": { "items": { "type": "string" }, "type": "array", "title": "Entities" }, "entity_types": { "items": { "type": "string" }, "type": "array", "title": "Entity Types" }, "frequencies": { "items": { "type": "string" }, "type": "array", "title": "Frequencies" }, "version": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Version", "description": "Model version, e.g. \"V1\"" }, "model_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Model Id", "description": "Producing model" }, "legacy_series_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Legacy Series Id", "description": "VandaXAsset series ID, where one maps" }, "name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Name", "description": "Display name" }, "description": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Description", "description": "What the label measures" }, "start_date": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "title": "Start Date", "description": "Earliest observation" }, "lag": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Lag", "description": "Publication lag in days" }, "update_time": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Update Time", "description": "Expected publication time" } }, "type": "object", "required": [ "series_label" ], "title": "LabelIdentity", "description": "Identity of a label, which covers one or more series." }, "LabelMeasure": { "properties": { "metrics": { "items": { "type": "string" }, "type": "array", "title": "Metrics", "description": "e.g. net, buy_value" }, "units": { "items": { "type": "string" }, "type": "array", "title": "Units", "description": "e.g. USDmn, shares" }, "currency": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Currency", "description": "Not yet populated" }, "scale": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Scale" }, "measure_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Measure Class", "description": "`flow`, `level`, `unknown`, or `mixed` where the label's series are not all the same. Read `series[].measure_class` for the exact value per series. Filtering by `?measure_class=` matches a label if any of its series does, so `mixed` matches nothing." }, "aggregation_rule": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Aggregation Rule" }, "sign_convention": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sign Convention" }, "derivation": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Derivation" }, "zero_policy": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Zero Policy" } }, "type": "object", "title": "LabelMeasure", "description": "Measure semantics for a label. Plural where its series differ." }, "LabelSeriesVariant": { "properties": { "series_id": { "type": "integer", "title": "Series Id", "description": "Pipeline series ID; changes on reload" }, "slug": { "type": "string", "title": "Slug", "description": "The preferred handle for this series" }, "metric": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Metric", "description": "e.g. net, buy_value" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit", "description": "e.g. USDmn, shares, count" }, "frequency": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Frequency", "description": "Publication cadence" }, "measure_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Measure Class", "description": "`flow` (per period, summable), `level` (a position at a point in time) or `unknown`. Chart a flow as bars and a level as a line" }, "entity": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Entity" }, "entity_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Entity Type" }, "dataset_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Dataset Id" }, "start_date": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "title": "Start Date", "description": "First observation" }, "is_active": { "type": "boolean", "title": "Is Active", "description": "Observed within the last 90 days", "default": true }, "staleness_days": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Staleness Days", "description": "Days since this series' last observation" } }, "type": "object", "required": [ "series_id", "slug" ], "title": "LabelSeriesVariant", "description": "One series under a label, with the facts the plural lists cannot pair.\n\n`measure.units` beside `measure.metrics` does not say which metric is\ncounted in what — most labels span more than one unit — so a client\nrendering a row per series reads them from here." }, "LatestResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/FlowLatestPoint" }, "type": "array", "title": "Data" }, "series_ids": { "items": { "type": "integer" }, "type": "array", "title": "Series Ids" }, "metrics": { "items": { "type": "string" }, "type": "array", "title": "Metrics" }, "frequencies": { "items": { "type": "string" }, "type": "array", "title": "Frequencies" }, "unresolved": { "items": { "type": "string" }, "type": "array", "title": "Unresolved" }, "count": { "type": "integer", "title": "Count", "default": 0 } }, "type": "object", "title": "LatestResponse", "description": "Most recent observation per series." }, "NormalisationEnum": { "type": "string", "enum": [ "zscore", "percentile_rank" ], "title": "NormalisationEnum", "description": "Normalisations, applied after any transformation." }, "NormalisationPeriodEnum": { "type": "string", "enum": [ "3m", "6m", "1y", "2y", "5y", "Expanding", "All" ], "title": "NormalisationPeriodEnum", "description": "Lookback for a normalisation. A calendar range, so it means the same at any\ncadence: `1y` over a monthly series uses twelve observations.\n\n`All` is unbounded in both directions and so not causal — early values are\nnormalised using data from their future." }, "PaginationMeta": { "properties": { "page_number": { "type": "integer", "title": "Page Number", "description": "Current page, 1-indexed" }, "records_per_page": { "type": "integer", "title": "Records Per Page", "description": "Records requested per page" }, "total_record_count": { "type": "integer", "title": "Total Record Count", "description": "Total records matching the query" }, "total_pages": { "type": "integer", "title": "Total Pages", "description": "Total pages available" }, "has_next": { "type": "boolean", "title": "Has Next", "description": "Whether a further page exists" }, "has_previous": { "type": "boolean", "title": "Has Previous", "description": "Whether a previous page exists" } }, "type": "object", "required": [ "page_number", "records_per_page", "total_record_count", "total_pages", "has_next", "has_previous" ], "title": "PaginationMeta", "description": "Pagination metadata attached to list responses." }, "SeriesAssetDimensions": { "properties": { "asset_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Type", "description": "EQ, FX, FI, COM" }, "asset_subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Subtype" }, "asset_code": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Code" }, "benchmark": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Benchmark" }, "benchmark_code": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Benchmark Code" } }, "type": "object", "title": "SeriesAssetDimensions" }, "SeriesAvailability": { "properties": { "series_id": { "type": "integer", "title": "Series Id" }, "series_label": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Series Label" }, "slug": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Slug" }, "metric": { "type": "string", "title": "Metric" }, "frequency": { "type": "string", "title": "Frequency" }, "first_ts": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "First Ts" }, "last_ts": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Last Ts" }, "row_count": { "type": "integer", "title": "Row Count", "description": "Deduplicated observation count", "default": 0 } }, "type": "object", "required": [ "series_id", "metric", "frequency" ], "title": "SeriesAvailability", "description": "Coverage for one series. Counts deduplicated observations, not raw rows." }, "SeriesClassification": { "properties": { "product": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Product", "description": "Commercial surface" }, "domain": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Domain", "description": "Analytical domain" }, "universe": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Universe", "description": "Market, e.g. CN, KR, EU" }, "dataset": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Dataset", "description": "Logical dataset name" }, "model": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Model", "description": "Model name" } }, "type": "object", "title": "SeriesClassification", "description": "Classification block — the Unified Data Model hierarchy." }, "SeriesGeographicDimensions": { "properties": { "geography": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Geography" }, "region": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Region" }, "country": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Country" }, "country_code": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Country Code" }, "dm_em": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Dm Em", "description": "DM or EM" } }, "type": "object", "title": "SeriesGeographicDimensions" }, "SeriesIdentity": { "properties": { "series_id": { "type": "integer", "title": "Series Id", "description": "Pipeline series ID; changes on reload" }, "slug": { "type": "string", "title": "Slug", "description": "dataset_id:entity:metric[:series_label] — the preferred handle" }, "series_label": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Series Label", "description": "Source label" }, "version": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Version", "description": "Model version, e.g. \"V1\"" }, "dataset_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Dataset Id", "description": "e.g. FLOW.CN.EQ.V1" }, "model_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Model Id", "description": "Producing model, e.g. CN_EQ" }, "entity": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Entity", "description": "Entity, not unique on its own" }, "entity_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Entity Type", "description": "e.g. investor_type|sector" }, "legacy_series_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Legacy Series Id", "description": "VandaXAsset series ID, where one maps" }, "aliases": { "items": { "type": "string" }, "type": "array", "title": "Aliases", "description": "Other identifiers that resolve to this series" }, "name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Name", "description": "Display name" }, "description": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Description", "description": "What the series measures" }, "start_date": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "title": "Start Date", "description": "First observation" }, "frequency": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Frequency", "description": "Publication cadence" }, "lag": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Lag", "description": "Publication lag in days" }, "update_time": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Update Time", "description": "Expected publication time" } }, "type": "object", "required": [ "series_id", "slug" ], "title": "SeriesIdentity", "description": "Identity block of a catalog entry." }, "SeriesInvestorDimensions": { "properties": { "investor_category": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Category" }, "investor_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Type" }, "investor_origin": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Origin" }, "investor_subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Subtype" } }, "type": "object", "title": "SeriesInvestorDimensions" }, "SeriesMeasure": { "properties": { "metric": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Metric", "description": "e.g. net, buy_value" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit", "description": "e.g. USDmn, shares, contracts" }, "currency": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Currency", "description": "Not yet populated" }, "scale": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Scale" }, "measure_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Measure Class", "description": "`flow` (a quantity per period, summable over time), `level` (a position at a point in time) or `unknown` when unclassified" }, "aggregation_rule": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Aggregation Rule" }, "sign_convention": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sign Convention" }, "derivation": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Derivation" }, "zero_policy": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Zero Policy", "description": "Whether a zero means no flow or not reported" } }, "type": "object", "title": "SeriesMeasure", "description": "Measure semantics. `measure_class` is `flow`, `level` or `unknown`." }, "SortDirectionEnum": { "type": "string", "enum": [ "asc", "desc" ], "title": "SortDirectionEnum", "description": "Sort direction for timeseries results." }, "TimeseriesResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/FlowPoint" }, "type": "array", "title": "Data" }, "series": { "items": { "type": "string" }, "type": "array", "title": "Series", "description": "Slugs that contributed rows" }, "series_ids": { "items": { "type": "integer" }, "type": "array", "title": "Series Ids" }, "metrics": { "items": { "type": "string" }, "type": "array", "title": "Metrics", "description": "Metrics present in this page" }, "frequencies": { "items": { "type": "string" }, "type": "array", "title": "Frequencies", "description": "Cadences present in this page" }, "unresolved": { "items": { "type": "string" }, "type": "array", "title": "Unresolved", "description": "Identifiers that matched no series" }, "count": { "type": "integer", "title": "Count", "description": "Rows in this page", "default": 0 }, "pagination": { "anyOf": [ { "$ref": "#/components/schemas/PaginationMeta" }, { "type": "null" } ] }, "transformation": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "title": "Transformation", "description": "Transformed rows, at transformation.results.data. On failure it carries a Failure status and `data` is still populated." } }, "type": "object", "title": "TimeseriesResponse", "description": "A page of observations." }, "TransformationEnum": { "type": "string", "enum": [ "rolling_sum", "moving_avg" ], "title": "TransformationEnum", "description": "Windowed transformations. Allowed on every metric, whatever its measure_class." }, "ValidationError": { "properties": { "loc": { "items": { "anyOf": [ { "type": "string" }, { "type": "integer" } ] }, "type": "array", "title": "Location" }, "msg": { "type": "string", "title": "Message" }, "type": { "type": "string", "title": "Error Type" }, "input": { "title": "Input" }, "ctx": { "type": "object", "title": "Context" } }, "type": "object", "required": [ "loc", "msg", "type" ], "title": "ValidationError" }, "WindowEnum": { "type": "string", "enum": [ "5", "20", "30", "60", "90", "120", "252" ], "title": "WindowEnum", "description": "Window length in OBSERVATIONS — the upstream applies it with rowsBetween.\n\nThe names are daily-centric, shared with services that only publish daily\ndata. On a monthly series `M1` (20) means twenty months. Pick the value,\nnot the label." } }, "securitySchemes": { "HTTPBearer": { "type": "http", "scheme": "bearer" }, "ApiKeyAuth": { "type": "apiKey", "in": "header", "name": "x-api-key" } } } }