{ "openapi": "3.1.0", "info": { "title": "Vanda Analytics positioning API", "description": "High-performance positioning API with Auth0", "version": "1.0.0" }, "servers": [ { "url": "https://api.vanda-analytics.com", "description": "Production server" } ], "paths": { "/positioning/timeseries": { "get": { "tags": [ "Timeseries" ], "summary": "Get positioning timeseries", "description": "Observations for one or more series over a date range.\n\n**Cadence varies by series.** Most are daily, but some publish weekly, fortnightly or monthly, so a one-month window returns ~20 points for one series and 1 for another. Every observation the series has in the range is returned; there is no gap filling or resampling. The `frequency` field in the catalog states the intended cadence but does not always match what is published, so read the timestamps rather than assuming.\n\n`window` therefore counts **observations, not days** — `window=20` is 20 trading days on a daily series and 20 weeks on a weekly one.\n\n`transformation` and `normalisation` are computed over full history, not just the requested page, and returned under `transformation.results.data`.\n\n**`normalisation` defaults to `zscore` over `All` history.** Pass `normalisation=none` for the raw stored values.\n\nNormalisation applies to one series at a time. A multi-series request returns its rows unnormalised, with the reason under `transformation`; ask for the series individually to normalise them.\n\nTier limits apply to page size and series count.", "operationId": "get_timeseries_positioning_timeseries_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them.", "examples": [ "BREQCOMB-ALL" ], "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them." }, { "name": "revision", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/RevisionEnum", "description": "restated = after later revisions; point_in_time = as known on the date. The values differ.", "default": "restated" }, "description": "restated = after later revisions; point_in_time = as known on the date. The values differ." }, { "name": "metric", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/MetricEnum", "description": "Measure to return", "default": "combined_positioning" }, "description": "Measure to return" }, { "name": "version", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Model version, e.g. \"V1\". Omit for the latest.", "title": "Version" }, "description": "Model version, e.g. \"V1\". Omit for the latest." }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Start date (ISO)", "examples": [ "2020-01-01" ], "title": "Start Date" }, "description": "Start date (ISO)" }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "End date (ISO)", "examples": [ "2024-12-31" ], "title": "End Date" }, "description": "End date (ISO)" }, { "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", "title": "Transformation" }, "description": "Trailing-window transformation" }, { "name": "window", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/WindowEnum" }, { "type": "null" } ], "description": "Window in observations, not days — 20 is 20 weeks on a weekly series. Required with transformation", "title": "Window" }, "description": "Window in observations, not days — 20 is 20 weeks on a weekly series. Required with transformation" }, { "name": "normalisation", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/NormalisationEnum", "description": "Distribution normalisation. `none` returns the raw values", "default": "zscore" }, "description": "Distribution normalisation. `none` returns the raw values" }, { "name": "normalisation_period", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/NormalisationPeriodEnum", "description": "Lookback for normalisation", "default": "All" }, "description": "Lookback for normalisation" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TimeseriesResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/positioning/latest": { "get": { "tags": [ "Timeseries" ], "summary": "Get the latest value per series", "description": "One row per series with the crowding signal already derived (crowded_long / neutral / crowded_short at +/-1.5 sigma).", "operationId": "get_latest_positioning_latest_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them." }, { "name": "revision", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/RevisionEnum", "description": "restated = after later revisions; point_in_time = as known on the date. The values differ.", "default": "restated" }, "description": "restated = after later revisions; point_in_time = as known on the date. The values differ." }, { "name": "metric", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/MetricEnum", "description": "Measure to return", "default": "combined_positioning" }, "description": "Measure to return" }, { "name": "version", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Model version, e.g. \"V1\". Omit for the latest.", "title": "Version" }, "description": "Model version, e.g. \"V1\". Omit for the latest." }, { "name": "as_of", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Return the latest observation on or before this date, rather than overall", "title": "As Of" }, "description": "Return the latest observation on or before this date, rather than overall" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/LatestResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/positioning/availability": { "get": { "tags": [ "Timeseries" ], "summary": "Get data coverage per series", "description": "First and last observation, and the number of observations, per series. A series with no data yet returns row_count 0 rather than being omitted.", "operationId": "get_availability_positioning_availability_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them." }, { "name": "revision", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/RevisionEnum", "description": "restated = after later revisions; point_in_time = as known on the date. The values differ.", "default": "restated" }, "description": "restated = after later revisions; point_in_time = as known on the date. The values differ." }, { "name": "metric", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/MetricEnum", "description": "Measure to report on", "default": "combined_positioning" }, "description": "Measure to report on" }, { "name": "version", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Model version, e.g. \"V1\". Omit for the latest.", "title": "Version" }, "description": "Model version, e.g. \"V1\". Omit for the latest." } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AvailabilityResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/positioning/timeseries/export": { "get": { "tags": [ "Timeseries" ], "summary": "Export positioning timeseries", "description": "Full history as a downloadable file, unpaginated. Each row carries its identifiers, metric and revision so it can be joined back.", "operationId": "export_timeseries_positioning_timeseries_export_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "series_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them.", "title": "Series Ids" }, "description": "Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them." }, { "name": "revision", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/RevisionEnum", "description": "restated = after later revisions; point_in_time = as known on the date. The values differ.", "default": "restated" }, "description": "restated = after later revisions; point_in_time = as known on the date. The values differ." }, { "name": "metric", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/MetricEnum", "description": "Measure to export", "default": "combined_positioning" }, "description": "Measure to export" }, { "name": "version", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Model version, e.g. \"V1\". Omit for the latest.", "title": "Version" }, "description": "Model version, e.g. \"V1\". Omit for the latest." }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Start date (ISO)", "title": "Start Date" }, "description": "Start date (ISO)" }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "End date (ISO)", "title": "End Date" }, "description": "End date (ISO)" }, { "name": "export_format", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/ExportFormat", "description": "json or csv", "default": "csv" }, "description": "json or csv" }, { "name": "compression", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/CompressionFormat", "description": "none, gzip or zip", "default": "none" }, "description": "none, gzip or zip" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/positioning/catalog": { "get": { "tags": [ "Catalog" ], "summary": "Browse the series catalog", "description": "Paged, filtered, searchable series metadata, grouped as identity, classification and the asset / geographic / investor dimensions.\n\nAn unrecognised filter is a 400, not a silent no-op.", "operationId": "list_catalog_positioning_catalog_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "q", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Free-text search over name, description and identifiers", "title": "Q" }, "description": "Free-text search over name, description and identifiers" }, { "name": "dataset_id", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "e.g. POS.BR.FI.V1", "title": "Dataset Id" }, "description": "e.g. POS.BR.FI.V1" }, { "name": "model_id", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "e.g. CFTC", "title": "Model Id" }, "description": "e.g. CFTC" }, { "name": "product", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Product" } }, { "name": "domain", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Domain" } }, { "name": "universe", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Universe" } }, { "name": "asset_type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "EQ, FX, FI, COM", "title": "Asset Type" }, "description": "EQ, FX, FI, COM" }, { "name": "asset_subtype", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Subtype" } }, { "name": "benchmark_code", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Benchmark Code" } }, { "name": "geography", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Geography" } }, { "name": "region", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Region" } }, { "name": "country", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Country" } }, { "name": "dm_em", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "DM or EM", "title": "Dm Em" }, "description": "DM or EM" }, { "name": "investor_category", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Category" } }, { "name": "investor_type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Type" } }, { "name": "investor_origin", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Origin" } }, { "name": "investor_subtype", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Investor Subtype" } }, { "name": "sector", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector" } }, { "name": "frequency", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Frequency" } }, { "name": "metric", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Metric" } }, { "name": "version", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Model version, e.g. \"V1\"", "title": "Version" }, "description": "Model version, e.g. \"V1\"" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 1000, "minimum": 1, "description": "Records per page", "default": 100, "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": { "$ref": "#/components/schemas/CatalogResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/positioning/catalog/facets": { "get": { "tags": [ "Catalog" ], "summary": "Distinct values per catalog dimension", "description": "Distinct values per dimension, for building filter UIs.", "operationId": "get_facets_positioning_catalog_facets_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "dimensions", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated dimensions. Defaults to all.", "title": "Dimensions" }, "description": "Comma-separated dimensions. Defaults to 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" } } } } } } }, "/positioning/catalog/{identifier}": { "get": { "tags": [ "Catalog" ], "summary": "Get one series' metadata and coverage", "description": "Metadata for a single series with its coverage attached. Accepts series_label, entity, legacy ID or series_id.", "operationId": "get_catalog_entry_positioning_catalog__identifier__get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "identifier", "in": "path", "required": true, "schema": { "type": "string", "description": "Registry ID, entity, or legacy series ID", "title": "Identifier" }, "description": "Registry ID, entity, or legacy series ID" }, { "name": "revision", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/RevisionEnum", "description": "Which revision the reported coverage refers to", "default": "restated" }, "description": "Which revision the reported coverage refers to" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CatalogEntryDetail" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/positioning/users/me": { "get": { "tags": [ "Users" ], "summary": "Current user's tier and request limits", "description": "The caller's tier and the request limits that follow from it.", "operationId": "get_me_positioning_users_me_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ] } }, "/positioning/health": { "get": { "tags": [ "Utility", "Utility" ], "summary": "Health check endpoint", "operationId": "health_check_positioning_health_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [] } }, "/": { "get": { "summary": "Root", "description": "Root endpoint providing service metadata.", "operationId": "root__get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [] } } }, "components": { "schemas": { "AvailabilityResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/SeriesAvailability" }, "type": "array", "title": "Data", "description": "Coverage per series" }, "metric": { "type": "string", "title": "Metric", "description": "Measure the coverage refers to" }, "revision": { "$ref": "#/components/schemas/RevisionEnum", "description": "Which revision the coverage is for" }, "count": { "type": "integer", "title": "Count", "description": "Number of series returned" } }, "type": "object", "required": [ "data", "metric", "revision", "count" ], "title": "AvailabilityResponse", "description": "Coverage response, one row per series." }, "CatalogEntry": { "properties": { "identity": { "$ref": "#/components/schemas/SeriesIdentity" }, "classification": { "$ref": "#/components/schemas/SeriesClassification" }, "asset": { "$ref": "#/components/schemas/SeriesAssetDimensions" }, "geographic": { "$ref": "#/components/schemas/SeriesGeographicDimensions" }, "investor": { "$ref": "#/components/schemas/SeriesInvestorDimensions" }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit" }, "metric": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Metric" }, "is_active": { "type": "boolean", "title": "Is Active", "default": true } }, "type": "object", "required": [ "identity", "classification", "asset", "geographic", "investor" ], "title": "CatalogEntry", "description": "One series' metadata, grouped as in the Unified Data Model." }, "CatalogEntryDetail": { "properties": { "identity": { "$ref": "#/components/schemas/SeriesIdentity" }, "classification": { "$ref": "#/components/schemas/SeriesClassification" }, "asset": { "$ref": "#/components/schemas/SeriesAssetDimensions" }, "geographic": { "$ref": "#/components/schemas/SeriesGeographicDimensions" }, "investor": { "$ref": "#/components/schemas/SeriesInvestorDimensions" }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit" }, "metric": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Metric" }, "is_active": { "type": "boolean", "title": "Is Active", "default": true }, "availability": { "anyOf": [ { "$ref": "#/components/schemas/SeriesAvailability" }, { "type": "null" } ], "description": "Coverage; null if the series has no data yet" } }, "type": "object", "required": [ "identity", "classification", "asset", "geographic", "investor" ], "title": "CatalogEntryDetail", "description": "A catalog entry with its coverage in the fact table attached." }, "CatalogResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/CatalogEntry" }, "type": "array", "title": "Data", "description": "Catalog entries" }, "count": { "type": "integer", "title": "Count", "description": "Entries on this page" }, "pagination": { "$ref": "#/components/schemas/PaginationMeta", "description": "Pagination metadata" } }, "type": "object", "required": [ "data", "count", "pagination" ], "title": "CatalogResponse", "description": "Paged catalog listing." }, "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" } }, "type": "object", "required": [ "facets", "total_series" ], "title": "FacetsResponse", "description": "Distinct values per filterable dimension." }, "HTTPValidationError": { "properties": { "detail": { "items": { "$ref": "#/components/schemas/ValidationError" }, "type": "array", "title": "Detail" } }, "type": "object", "title": "HTTPValidationError" }, "LatestResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/PositioningLatestPoint" }, "type": "array", "title": "Data", "description": "Latest observation per series" }, "metric": { "type": "string", "title": "Metric", "description": "Measure returned" }, "revision": { "$ref": "#/components/schemas/RevisionEnum", "description": "Which revision this is" }, "count": { "type": "integer", "title": "Count", "description": "Number of series returned" } }, "type": "object", "required": [ "data", "metric", "revision", "count" ], "title": "LatestResponse", "description": "Latest-observation response, one row per series." }, "MetricEnum": { "type": "string", "enum": [ "combined_positioning" ], "title": "MetricEnum", "description": "Measures available. Long-format table, so new measures drop in here." }, "NormalisationEnum": { "type": "string", "enum": [ "zscore", "percentile_rank", "none" ], "title": "NormalisationEnum", "description": "Distribution normalisations. Mirrors the transformation service, plus\nNONE, which is ours alone: it opts out of the default and is never sent." }, "NormalisationPeriodEnum": { "type": "string", "enum": [ "3m", "6m", "1y", "2y", "5y", "Expanding", "All" ], "title": "NormalisationPeriodEnum", "description": "Calendar lookbacks — WindowEnum counts rows. Values must stay identical\nto NormalisationPeriodEnum in the transformation service, which is what\nactually computes them." }, "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." }, "PositioningLatestPoint": { "properties": { "series_id": { "type": "integer", "title": "Series Id", "description": "Registry series ID" }, "series_label": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Series Label", "description": "dataset_id:entity:metric" }, "version": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Version", "description": "Model version, e.g. \"V1\"" }, "legacy_series_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Legacy Series Id", "description": "Legacy catalog ID" }, "name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Name", "description": "Display name" }, "asset_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Type", "description": "EQ, FX, FI, COM" }, "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Timestamp of the latest observation" }, "value": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Value", "description": "Latest value" }, "unit": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Unit", "description": "Unit of the value" }, "signal": { "anyOf": [ { "$ref": "#/components/schemas/SignalEnum" }, { "type": "null" } ], "description": "Crowding bucket" } }, "type": "object", "required": [ "series_id", "ts" ], "title": "PositioningLatestPoint", "description": "Latest observation for one series, with name and signal for screening." }, "PositioningPoint": { "properties": { "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Observation timestamp (UTC)" }, "series_id": { "type": "integer", "title": "Series Id", "description": "Registry series ID" }, "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. zscore" } }, "type": "object", "required": [ "ts", "series_id" ], "title": "PositioningPoint", "description": "A single positioning observation." }, "RevisionEnum": { "type": "string", "enum": [ "restated", "point_in_time" ], "title": "RevisionEnum", "description": "Which revision to return. Every observation is published twice and the\nvalues differ: restated is after later revisions, point_in_time is as\nknown on the date. Charts want restated, backtests point_in_time." }, "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", "description": "Registry series ID" }, "first_ts": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "First Ts", "description": "Earliest observation" }, "last_ts": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Last Ts", "description": "Most recent observation" }, "row_count": { "type": "integer", "title": "Row Count", "description": "Number of observations", "default": 0 } }, "type": "object", "required": [ "series_id" ], "title": "SeriesAvailability", "description": "Coverage of one series in the fact table." }, "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 universe" }, "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": "Registry series ID" }, "series_label": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Series Label", "description": "dataset_id:entity:metric — the preferred handle" }, "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. POS.BR.FI.V1" }, "model_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Model Id", "description": "Producing model, e.g. CFTC" }, "entity": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Entity", "description": "Entity, not unique on its own" }, "legacy_series_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Legacy Series Id", "description": "Pre-registry catalog ID" }, "aliases": { "items": { "type": "string" }, "type": "array", "title": "Aliases", "description": "Other resolvable identifiers" }, "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 expected data date" }, "frequency": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Frequency", "description": "Publication frequency" }, "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" ], "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" }, "SignalEnum": { "type": "string", "enum": [ "crowded_long", "neutral", "crowded_short" ], "title": "SignalEnum", "description": "Crowding bucket. Threshold matches SIGNAL_THRESHOLD_SIGMA in\napp/frontend/src/app/us-equities/positioning.ts, so API and chart agree." }, "SortDirectionEnum": { "type": "string", "enum": [ "asc", "desc" ], "title": "SortDirectionEnum", "description": "Sort direction enumeration." }, "TimeseriesResponse": { "properties": { "data": { "items": { "$ref": "#/components/schemas/PositioningPoint" }, "type": "array", "title": "Data", "description": "Observations, one per timestamp per series" }, "metric": { "type": "string", "title": "Metric", "description": "Measure returned" }, "revision": { "$ref": "#/components/schemas/RevisionEnum", "description": "Which revision this is" }, "series_ids": { "items": { "type": "integer" }, "type": "array", "title": "Series Ids", "description": "Series included in this response" }, "version": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Version", "description": "Version returned; null if series span versions" }, "count": { "type": "integer", "title": "Count", "description": "Number of records on this page" }, "pagination": { "$ref": "#/components/schemas/PaginationMeta", "description": "Pagination metadata" }, "transformation": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "title": "Transformation", "description": "Transformation results, when requested" } }, "type": "object", "required": [ "data", "metric", "revision", "series_ids", "count", "pagination" ], "title": "TimeseriesResponse", "description": "Positioning timeseries response." }, "TransformationEnum": { "type": "string", "enum": [ "rolling_sum", "moving_avg" ], "title": "TransformationEnum", "description": "Trailing-window transformations. Mirrors the transformation service." }, "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 in trading days (rows). Matches the transformation service." } }, "securitySchemes": { "HTTPBearer": { "type": "http", "scheme": "bearer" }, "ApiKeyAuth": { "type": "apiKey", "in": "header", "name": "x-api-key" } } } }