{ "openapi": "3.1.0", "info": { "title": "Vanda Analytics Timeseries API", "description": "High-performance time series API with Auth0", "version": "1.0.0" }, "servers": [ { "url": "https://api.vanda-analytics.com", "description": "Production server" } ], "paths": { "/series/jobs/{job_id}": { "get": { "tags": [ "Series" ], "summary": "Get Job Status", "description": "Get status of async job.\n\nPoll this endpoint to check job progress and retrieve results.\n\nExample:\n GET /jobs/job_abc123xyz", "operationId": "get_job_status_series_jobs__job_id__get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/JobStatusResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/jobs/{job_id}/status": { "get": { "tags": [ "Series" ], "summary": "Get Job Status Only", "description": "Get status and metadata of async job (without result data).\n\nEfficient endpoint for polling job status without downloading results.\nUse /jobs/{job_id} for full result retrieval.\n\nExample:\n GET /jobs/job_abc123xyz/status", "operationId": "get_job_status_only_series_jobs__job_id__status_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/JobStatusOnlyResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/jobs/{job_id}/export": { "get": { "tags": [ "Series" ], "summary": "Export Job Result", "description": "Export completed job result in specified format with optional compression.\n\nSupports JSON and CSV formats with gzip or zip compression.\nJob must be in COMPLETED status.\n\nExample:\n GET /jobs/job_abc123xyz/export?export_format=csv&compression=gzip\n GET /jobs/job_abc123xyz/export?export_format=json&compression=zip", "operationId": "export_job_result_series_jobs__job_id__export_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" }, { "name": "export_format", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/ExportFormat", "description": "Export format (json or csv)", "default": "csv" }, "description": "Export format (json or csv)" }, { "name": "compression", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/CompressionFormat", "description": "Compression format (none, gzip, zip)", "default": "none" }, "description": "Compression format (none, gzip, zip)" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/jobs/{job_id}/stream": { "get": { "tags": [ "Series" ], "summary": "Stream Job Result", "description": "Stream completed job result line by line.\n\nSupports NDJSON (newline-delimited JSON) or CSV streaming.\nMemory-efficient for large result sets.\nJob must be in COMPLETED status.\n\nExample:\n GET /jobs/job_abc123xyz/stream?format=ndjson\n GET /jobs/job_abc123xyz/stream?format=csv", "operationId": "stream_job_result_series_jobs__job_id__stream_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" }, { "name": "format", "in": "query", "required": false, "schema": { "type": "string", "description": "Stream format: 'ndjson' (newline-delimited JSON) or 'csv'", "default": "ndjson", "title": "Format" }, "description": "Stream format: 'ndjson' (newline-delimited JSON) or 'csv'" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/bulk/securities": { "post": { "tags": [ "Series" ], "summary": "Bulk Fetch Securities", "description": "Bulk fetch timeseries data for multiple securities.\n\nLarge requests are processed asynchronously.\nReturns job_id for async processing or direct results for small datasets.\nRestricted to data_license and enterprise tiers.\nOptimized for large batch requests with tier-based limits.\nSupports 'all' parameter to fetch all available securities.", "operationId": "bulk_fetch_securities_series_bulk_securities_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BulkSecuritiesRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ] } }, "/series/bulk/daily/snapshot": { "post": { "tags": [ "Series" ], "summary": "Daily Snapshot", "description": "Get daily snapshot of latest data for all securities.\n\nLarge requests processed asynchronously in the background..\nRestricted to data_license and enterprise tiers.\nReturns latest data point with tier-based limits (up to 100k for data_license).", "operationId": "daily_snapshot_series_bulk_daily_snapshot_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/DailySnapshotRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ] } }, "/series/timeseries": { "get": { "tags": [ "Series" ], "summary": "Get Timeseries", "description": "Get timeseries data for specified parameters.\n\nLarge requests processed asynchronously in the background..\nTier-based limits apply for records per page and data access.\n\nExample:\n GET /timeseries?symbol=AAPL&interval=1d&asset_class=cash\n GET /timeseries?symbol=AAPL,TSLA,NVDA&interval=1d&asset_class=cash\n GET /timeseries?vanda_id=VNDA10000034&start_date=2024-01-01&end_date=2024-01-31\n GET /timeseries?vanda_id=VNDA10000034,VNDA10000035,VNDA10000036&interval=1d\n GET /timeseries?all=true&interval=1d&asset_class=cash (data_license only)", "operationId": "get_timeseries_series_timeseries_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "vanda_id", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Vanda ID (e.g. VNDA10000034, VNDA10000035)", "title": "Vanda Id" }, "description": "Vanda ID (e.g. VNDA10000034, VNDA10000035)" }, { "name": "symbol", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Stock ticker symbol (e.g. AAPL, TSLA)", "title": "Symbol" }, "description": "Stock ticker symbol (e.g. AAPL, TSLA)" }, { "name": "ticker", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Alias for symbol (backward compatibility)", "title": "Ticker" }, "description": "Alias for symbol (backward compatibility)" }, { "name": "figi", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "FIGI identifier", "title": "Figi" }, "description": "FIGI identifier" }, { "name": "isin", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "ISIN identifier", "title": "Isin" }, "description": "ISIN identifier" }, { "name": "all", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Fetch all available securities (data_license only)", "default": false, "title": "All" }, "description": "Fetch all available securities (data_license only)" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "Start date", "title": "Start Date" }, "description": "Start date" }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "End date", "title": "End Date" }, "description": "End date" }, { "name": "date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "Specific date", "title": "Date" }, "description": "Specific date" }, { "name": "fields", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "array", "items": { "$ref": "#/components/schemas/FieldEnum" } }, { "type": "null" } ], "description": "Fields to retrieve", "title": "Fields" }, "description": "Fields to retrieve" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "array", "items": { "$ref": "#/components/schemas/AssetClassEnum" } }, { "type": "null" } ], "description": "Asset class(es)", "default": [ "all" ], "title": "Asset Class" }, "description": "Asset class(es)" }, { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter (metadata only)", "title": "Type" }, "description": "Options type filter (metadata only)" }, { "name": "notional", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter (metadata only)", "title": "Notional" }, "description": "Options notional filter (metadata only)" }, { "name": "moneyness", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter (WHERE clause)", "title": "Moneyness" }, "description": "Options moneyness filter (WHERE clause)" }, { "name": "size", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter (WHERE clause)", "title": "Size" }, "description": "Options size filter (WHERE clause)" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 100000, "minimum": 1, "description": "Number of records per page", "default": 2000, "title": "Records Per Page" }, "description": "Number of records per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number to retrieve", "default": 1, "title": "Page Number" }, "description": "Page number to retrieve" }, { "name": "order", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/SortDirectionEnum", "description": "Sort order", "default": "desc" }, "description": "Sort order" }, { "name": "transformation", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TransformationEnum" }, { "type": "null" } ], "description": "Transformation Fields", "title": "Transformation" }, "description": "Transformation Fields" }, { "name": "normalisation", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NormalisationEnum" }, { "type": "null" } ], "description": "Normalisation Fields", "title": "Normalisation" }, "description": "Normalisation Fields" }, { "name": "normalisation_period", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NormalisationPeriodEnum" }, { "type": "null" } ], "description": "Normalisation period", "title": "Normalisation Period" }, "description": "Normalisation period" }, { "name": "window", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/WindowEnum" }, { "type": "null" } ], "description": "Window in trading days. Allowed values: 5 (1W), 20 (1M), 60 (3M), 120 (6M), 252 (1Y)", "title": "Window" }, "description": "Window in trading days. Allowed values: 5 (1W), 20 (1M), 60 (3M), 120 (6M), 252 (1Y)" }, { "name": "is_full_history", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Fetch all available transformation data", "title": "Is Full History" }, "description": "Fetch all available transformation data" }, { "name": "calculate_metrics", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Calculate z-score, momentum, etc.", "title": "Calculate Metrics" }, "description": "Calculate z-score, momentum, etc." }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": false, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/ticker": { "get": { "tags": [ "Series" ], "summary": "Get Ticker", "description": "Retrieve time series data for a single ticker and field.\nLegacy endpoint maintained for backward compatibility.\n\nExample:\n GET /ticker?ticker=AAPL&interval=1d&field=px&asset_class=cash", "operationId": "get_ticker_series_ticker_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "interval", "in": "query", "required": true, "schema": { "type": "string", "description": "Timestamp interval (10min, 30min, 1h, 1d, 1w, 1m, 1y)", "title": "Interval" }, "description": "Timestamp interval (10min, 30min, 1h, 1d, 1w, 1m, 1y)" }, { "name": "ticker", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Stock ticker symbol", "title": "Ticker" }, "description": "Stock ticker symbol" }, { "name": "symbol", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Alias for ticker", "title": "Symbol" }, "description": "Alias for ticker" }, { "name": "vanda_id", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Vanda ID (VNDA{bigint})", "title": "Vanda Id" }, "description": "Vanda ID (VNDA{bigint})" }, { "name": "field", "in": "query", "required": true, "schema": { "type": "string", "description": "Field name(px, retail_buy_turnover, retail_sell_turnover, retail_net_turnover, retail_total_turnover for cash; call_turnover, put_turnover, cp_turnover, net_cp_turnover for options)", "title": "Field" }, "description": "Field name(px, retail_buy_turnover, retail_sell_turnover, retail_net_turnover, retail_total_turnover for cash; call_turnover, put_turnover, cp_turnover, net_cp_turnover for options)" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/TimeseriesDataPointOut" }, "title": "Response Get Ticker Series Ticker Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/marketdata": { "get": { "tags": [ "Series" ], "summary": "Get Marketdata", "description": "Batch endpoint for multiple tickers and fields.\n\nExample:\n GET /marketdata?ticker=AAPL&ticker=TSLA&field=px&field=retail_net_turnover&interval=1d", "operationId": "get_marketdata_series_marketdata_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "interval", "in": "query", "required": true, "schema": { "type": "string", "description": "Timestamp interval", "title": "Interval" }, "description": "Timestamp interval" }, { "name": "ticker", "in": "query", "required": true, "schema": { "type": "array", "items": { "type": "string" }, "description": "Stock ticker symbols or vanda_ids", "title": "Ticker" }, "description": "Stock ticker symbols or vanda_ids" }, { "name": "field", "in": "query", "required": true, "schema": { "type": "array", "items": { "type": "string" }, "description": "Field names", "title": "Field" }, "description": "Field names" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/TickerDataOut" }, "title": "Response Get Marketdata Series Marketdata Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/securities/{ticker}/summary": { "get": { "tags": [ "Series" ], "summary": "Get Security Summary", "description": "Get executive summary for a security with key metrics and trend analysis.\n\nExample:\n GET /securities/AAPL/summary?interval=1d&asset_class=cash", "operationId": "get_security_summary_series_securities__ticker__summary_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "ticker", "in": "path", "required": true, "schema": { "type": "string", "description": "Security ticker symbol or vanda_id", "title": "Ticker" }, "description": "Security ticker symbol or vanda_id" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval for metrics", "default": "1d" }, "description": "Time interval for metrics" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SecuritySummary" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/timeseries/leaderboard": { "get": { "tags": [ "Series" ], "summary": "Get Leaderboard", "description": "Get leaderboard of top movers ranked by specified metric.\n\nLarge requests processed asynchronously in the background..\nTier-based limits apply for page size (up to 10k for data_license).\n\nExample:\n GET /timeseries/leaderboard?metric=retail_net_turnover&records_per_page=20&asset_class=cash\n GET /timeseries/leaderboard?symbol=AAPL,TSLA,NVDA&metric=retail_net_turnover&records_per_page=10\n GET /timeseries/leaderboard?vanda_id=VNDA10000034,VNDA10000035&metric=retail_total_turnover\n GET /timeseries/leaderboard?metric=retail_net_turnover&order=asc", "operationId": "get_leaderboard_series_timeseries_leaderboard_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Data interval", "default": "1d" }, "description": "Data interval" }, { "name": "metric", "in": "query", "required": false, "schema": { "type": "string", "description": "Metric to rank by", "default": "retail_net_turnover", "title": "Metric" }, "description": "Metric to rank by" }, { "name": "sector", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by sector", "title": "Sector" }, "description": "Filter by sector" }, { "name": "industry", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by industry", "title": "Industry" }, "description": "Filter by industry" }, { "name": "asset_type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by asset type", "title": "Asset Type" }, "description": "Filter by asset type" }, { "name": "vanda_id", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by Vanda ID(s) - supports comma-separated values", "title": "Vanda Id" }, "description": "Filter by Vanda ID(s) - supports comma-separated values" }, { "name": "symbol", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by ticker symbol(s) - supports comma-separated values", "title": "Symbol" }, "description": "Filter by ticker symbol(s) - supports comma-separated values" }, { "name": "ticker", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Alias for symbol - supports comma-separated values", "title": "Ticker" }, "description": "Alias for symbol - supports comma-separated values" }, { "name": "figi", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by FIGI identifier(s) - supports comma-separated values", "title": "Figi" }, "description": "Filter by FIGI identifier(s) - supports comma-separated values" }, { "name": "isin", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by ISIN identifier(s) - supports comma-separated values", "title": "Isin" }, "description": "Filter by ISIN identifier(s) - supports comma-separated values" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 10000, "minimum": 1, "description": "Number of results per page", "default": 20, "title": "Records Per Page" }, "description": "Number of results per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number to retrieve", "default": 1, "title": "Page Number" }, "description": "Page number to retrieve" }, { "name": "date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "Specific date", "title": "Date" }, "description": "Specific date" }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "Start date for range", "title": "Start Date" }, "description": "Start date for range" }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "End date for range", "title": "End Date" }, "description": "End date for range" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter", "title": "Type" }, "description": "Options type filter" }, { "name": "notional", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter", "title": "Notional" }, "description": "Options notional filter" }, { "name": "moneyness", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter", "title": "Moneyness" }, "description": "Options moneyness filter" }, { "name": "size", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter", "title": "Size" }, "description": "Options size filter" }, { "name": "order", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/SortDirectionEnum", "description": "Sort order (asc or desc)", "default": "desc" }, "description": "Sort order (asc or desc)" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/securities/search": { "get": { "tags": [ "Series" ], "summary": "Search Securities", "description": "Search securities with autocomplete support and optionally aggregate securities.\n\nWhen include_aggregate_security=False (default):\n- Searches only single securities\n- Returns security results with result_type='single_security'\n\nWhen include_aggregate_security=True:\n- Searches both securities and aggregates sequentially\n- Each search returns up to 'limit' results (total max 2*limit)\n- Results include 'result_type' field to distinguish single_security vs aggregate\n\nTier-based result limits apply.\n\nExample:\n GET /securities/search?q=AAPL&limit=20\n GET /securities/search?q=tech&include_aggregate_security=true&limit=20", "operationId": "search_securities_series_securities_search_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "q", "in": "query", "required": true, "schema": { "type": "string", "minLength": 1, "description": "Search query", "title": "Q" }, "description": "Search query" }, { "name": "limit", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 10000, "minimum": 1, "description": "Maximum results per type", "default": 20, "title": "Limit" }, "description": "Maximum results per type" }, { "name": "is_active", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Filter by active status", "title": "Is Active" }, "description": "Filter by active status" }, { "name": "sector", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by sector", "title": "Sector" }, "description": "Filter by sector" }, { "name": "exchange", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by exchange", "title": "Exchange" }, "description": "Filter by exchange" }, { "name": "industry", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by industry", "title": "Industry" }, "description": "Filter by industry" }, { "name": "asset_type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by asset type", "title": "Asset Type" }, "description": "Filter by asset type" }, { "name": "include_aggregate_security", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include aggregate security search results", "default": false, "title": "Include Aggregate Security" }, "description": "Include aggregate security search results" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/securities/count": { "get": { "tags": [ "Series" ], "summary": "Get Securities Count", "description": "Get total count of available securities with optional filters.\n\nExample:\n GET /securities/count?sector=Technology&is_active=true", "operationId": "get_securities_count_series_securities_count_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "sector", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by sector", "title": "Sector" }, "description": "Filter by sector" }, { "name": "exchange", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by exchange", "title": "Exchange" }, "description": "Filter by exchange" }, { "name": "is_active", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Filter by active status", "title": "Is Active" }, "description": "Filter by active status" }, { "name": "industry", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by industry", "title": "Industry" }, "description": "Filter by industry" }, { "name": "asset_type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by asset type", "title": "Asset Type" }, "description": "Filter by asset type" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/sectors": { "get": { "tags": [ "Series" ], "summary": "Get Sectors", "description": "Get list of all available sectors with security counts.\n\nExample:\n GET /sectors?is_active=true", "operationId": "get_sectors_series_sectors_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "is_active", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Filter by active status", "title": "Is Active" }, "description": "Filter by active status" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/asset_type": { "get": { "tags": [ "Series" ], "summary": "Get Asset Type", "description": "Get list of all available sectors with security counts.\n\nExample:\n GET /sectors?is_active=true", "operationId": "get_asset_type_series_asset_type_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "is_active", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Filter by active status", "title": "Is Active" }, "description": "Filter by active status" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/cache/invalidate": { "delete": { "tags": [ "Series" ], "summary": "Invalidate Cache", "description": "Invalidate all cache entries for current user.\n\nExample:\n DELETE /cache/invalidate", "operationId": "invalidate_cache_series_cache_invalidate_delete", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ] } }, "/series/timeseries/intervals": { "get": { "tags": [ "Series" ], "summary": "Get Available Intervals", "description": "Get list of available time intervals for the asset class.\n\nExample:\n GET /timeseries/intervals?asset_class=cash", "operationId": "get_available_intervals_series_timeseries_intervals_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "asset_class", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/AssetClassEnum" }, { "type": "null" } ], "description": "Asset class", "default": "cash", "title": "Asset Class" }, "description": "Asset class" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/timeseries/fields": { "get": { "tags": [ "Series" ], "summary": "Get Available Fields", "description": "Get list of available fields for the asset class with accessibility information.\n\nExample:\n GET /timeseries/fields?asset_class=cash", "operationId": "get_available_fields_series_timeseries_fields_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "asset_class", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/AssetClassEnum" }, { "type": "null" } ], "description": "Asset class", "default": "cash", "title": "Asset Class" }, "description": "Asset class" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/timeseries/latest": { "get": { "tags": [ "Series" ], "summary": "Get Latest Timeseries", "description": "Get latest data points for multiple identifiers.\n\nExample:\n GET /timeseries/latest?identifiers=AAPL&identifiers=TSLA&interval=1d&asset_class=cash\n GET /timeseries/latest?identifiers=VNDA10000034&identifiers=VNDA10000035&fields=px&fields=retail_net_turnover", "operationId": "get_latest_timeseries_series_timeseries_latest_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "identifiers", "in": "query", "required": true, "schema": { "type": "array", "items": { "type": "string" }, "description": "List of identifiers (vanda_ids or tickers)", "title": "Identifiers" }, "description": "List of identifiers (vanda_ids or tickers)" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "fields", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "array", "items": { "$ref": "#/components/schemas/FieldEnum" } }, { "type": "null" } ], "description": "Fields to retrieve", "title": "Fields" }, "description": "Fields to retrieve" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "all" }, "description": "Asset class" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/latest": { "get": { "tags": [ "Series" ], "summary": "Get Latest Data", "description": "Get latest data points for specified identifiers.\nAlternative endpoint with comma-separated parameters.\n\nExample:\n GET /latest?identifiers=AAPL,TSLA,NVDA&interval=1d&fields=px,retail_net_turnover&asset_class=cash\n GET /latest?identifiers=VNDA10000034,VNDA10000035&fields=px\n GET /latest?interval=1d&asset_class=cash (returns default tickers)", "operationId": "get_latest_data_series_latest_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "identifiers", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated list of identifiers", "title": "Identifiers" }, "description": "Comma-separated list of identifiers" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "fields", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated list of fields", "title": "Fields" }, "description": "Comma-separated list of fields" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "all" }, "description": "Asset class" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/timeseries/export": { "get": { "tags": [ "Series" ], "summary": "Export Timeseries", "description": "Run async background job to export timeseries data for specified parameters.\n\nExample:\n GET /timeseries/export?symbol=AAPL&interval=1d\n GET /timeseries/export?vanda_id=VNDA10000034", "operationId": "export_timeseries_series_timeseries_export_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "vanda_id", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Vanda ID", "title": "Vanda Id" }, "description": "Vanda ID" }, { "name": "symbol", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Stock ticker symbol", "title": "Symbol" }, "description": "Stock ticker symbol" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "Start date", "title": "Start Date" }, "description": "Start date" }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "End date", "title": "End Date" }, "description": "End date" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data augmentation for non-intraday intervals" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/timeseries/list": { "get": { "tags": [ "Series" ], "summary": "List Available Series", "description": "List available timeseries identifiers.\n\nLarge requests processed asynchronously in the background.\nProvides searchable list of securities with data.\n\nExample:\n GET /timeseries/list?asset_class=cash&limit=50\n GET /timeseries/list?asset_class=options&is_active=true\n GET /timeseries/list?limit=1000", "operationId": "list_available_series_series_timeseries_list_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "all" }, "description": "Asset class" }, { "name": "limit", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 100000, "minimum": 1, "description": "Maximum results", "default": 100, "title": "Limit" }, "description": "Maximum results" }, { "name": "is_active", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Filter by active status", "default": true, "title": "Is Active" }, "description": "Filter by active status" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/debug-token": { "get": { "tags": [ "Series" ], "summary": "Debug Token", "description": "Inspect decoded JWT token claims and computed permissions.\nDebugging endpoint for troubleshooting authentication and authorisation issues.\n\nExample:\n GET /debug-token", "operationId": "debug_token_series_debug_token_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ] } }, "/series/user": { "get": { "tags": [ "Users" ], "summary": "Get Current User Profile", "description": "Get current authenticated user's profile.\nAuto-provisions user if not exists.", "operationId": "get_current_user_profile_series_user_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserResponse" } } } } }, "security": [ { "HTTPBearer": [] } ] }, "put": { "tags": [ "Users" ], "summary": "Update Current User Profile", "description": "Update current user's profile.\nOnly username and active status can be modified (email immutable from JWT).", "operationId": "update_current_user_profile_series_user_put", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserUpdate" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/series/user/charts": { "get": { "tags": [ "Users" ], "summary": "Get Current User Charts", "description": "Get current user's chart configurations.\nReturns charts as dictionary for flexible storage.", "operationId": "get_current_user_charts_series_user_charts_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [ { "HTTPBearer": [] } ] }, "put": { "tags": [ "Users" ], "summary": "Update Current User Charts", "description": "Update current user's chart configurations.\nReplaces entire charts object with new configuration.", "operationId": "update_current_user_charts_series_user_charts_put", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserChartsUpdate" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] }, "patch": { "tags": [ "Users" ], "summary": "Patch Current User Charts", "description": "Partially update user's chart configurations.\nMerges provided charts with existing ones (additive update).", "operationId": "patch_current_user_charts_series_user_charts_patch", "requestBody": { "content": { "application/json": { "schema": { "additionalProperties": true, "type": "object", "title": "Chart Updates" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/series/user/charts/{chart_id}": { "delete": { "tags": [ "Users" ], "summary": "Delete User Chart", "description": "Delete specific chart configuration by ID.\nReturns 404 if chart doesn't exist.", "operationId": "delete_user_chart_series_user_charts__chart_id__delete", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "chart_id", "in": "path", "required": true, "schema": { "type": "string", "title": "Chart Id" } } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/user/preferences": { "get": { "tags": [ "Users" ], "summary": "Get Current User Preferences", "description": "Get current user's preferences.", "operationId": "get_current_user_preferences_series_user_preferences_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [ { "HTTPBearer": [] } ] }, "put": { "tags": [ "Users" ], "summary": "Update Current User Preferences", "description": "Update current user's preferences.\nReplaces entire preferences object with new configuration.", "operationId": "update_current_user_preferences_series_user_preferences_put", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserPreferencesUpdate" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] }, "patch": { "tags": [ "Users" ], "summary": "Patch Current User Preferences", "description": "Partially update user's preferences.\nMerges provided preferences with existing ones (additive update).", "operationId": "patch_current_user_preferences_series_user_preferences_patch", "requestBody": { "content": { "application/json": { "schema": { "additionalProperties": true, "type": "object", "title": "Preference Updates" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/series/user/configuration": { "get": { "tags": [ "Users" ], "summary": "Get User Configuration", "description": "Get complete user configuration.\nLegacy endpoint for backward compatibility.\nCharts dict is converted to list format.", "operationId": "get_user_configuration_series_user_configuration_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserConfigurationResponse" } } } } }, "security": [ { "HTTPBearer": [] } ] }, "post": { "tags": [ "Users" ], "summary": "Save User Configuration", "description": "Save complete user configuration.\nLegacy endpoint for backward compatibility.\nCharts list is converted to dict with index keys.", "operationId": "save_user_configuration_series_user_configuration_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserConfigurationRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserConfigurationResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/series/user/configurations": { "get": { "tags": [ "Users" ], "summary": "Get User Configurations", "description": "Get saved configurations for a user.\nLegacy endpoint for backward compatibility.\n\nArgs:\n email: User email to retrieve configurations\n username: Optional username filter\n current_user: Authenticated user\n service: User service\n\nReturns:\n List of user configurations (single item in new architecture)", "operationId": "get_user_configurations_series_user_configurations_get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "email", "in": "query", "required": true, "schema": { "type": "string", "description": "User email to retrieve configurations", "title": "Email" }, "description": "User email to retrieve configurations" }, { "name": "username", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Optional username filter", "title": "Username" }, "description": "Optional username filter" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/UserConfigurationResponse" }, "title": "Response Get User Configurations Series User Configurations Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/series/health": { "get": { "tags": [ "Utility", "Utility" ], "summary": "Health check endpoint", "operationId": "health_check_series_health_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [] } } }, "components": { "schemas": { "AssetClassEnum": { "type": "string", "enum": [ "all", "cash", "options" ], "title": "AssetClassEnum" }, "BulkSecuritiesRequest": { "properties": { "identifiers": { "anyOf": [ { "items": { "type": "string" }, "type": "array", "maxItems": 10000 }, { "type": "null" } ], "title": "Identifiers", "description": "List of vanda_ids, symbols, or tickers (data_license tier can use up to 10k)" }, "all": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "All", "description": "Fetch all available securities (data_license only)", "default": false }, "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "start_date": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "title": "Start Date", "description": "Start date for time range" }, "end_date": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "title": "End Date", "description": "End date for time range" }, "fields": { "anyOf": [ { "items": { "$ref": "#/components/schemas/FieldEnum" }, "type": "array" }, { "type": "null" } ], "title": "Fields", "description": "Specific fields to retrieve" }, "asset_class": { "items": { "$ref": "#/components/schemas/AssetClassEnum" }, "type": "array", "title": "Asset Class", "description": "Asset class(es)", "default": [ "cash" ] }, "type": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter (ALL, CALL, PUT)" }, "notional": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter (ALL, CALL, PUT)" }, "moneyness": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter (TOTAL, ITM, OTM, ATM)" }, "size": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter (TOTAL, LARGE, SMALL)" }, "include_intraday": { "type": "boolean", "title": "Include Intraday", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true } }, "type": "object", "title": "BulkSecuritiesRequest", "description": "Request model for bulk securities data retrieval.\nOptimized for data_license tier users to fetch multiple securities efficiently.", "example": { "all": false, "asset_class": [ "cash" ], "end_date": "2026-01-28", "fields": [ "px", "px_chg", "retail_buy_turnover", "retail_sell_turnover", "retail_net_turnover", "retail_total_turnover" ], "identifiers": [ "AAPL", "TSLA", "NVDA" ], "include_intraday": true, "interval": "1d", "moneyness": "TOTAL", "notional": "ALL", "size": "TOTAL", "start_date": "2026-01-01", "type": "ALL" } }, "CompressionFormat": { "type": "string", "enum": [ "none", "gzip", "zip" ], "title": "CompressionFormat", "description": "Compression format options for exports" }, "DailySnapshotRequest": { "properties": { "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "asset_class": { "items": { "$ref": "#/components/schemas/AssetClassEnum" }, "type": "array", "title": "Asset Class", "description": "Asset class(es)", "default": [ "cash" ] }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector", "description": "Filter by sector" }, "is_active": { "type": "boolean", "title": "Is Active", "description": "Only active securities", "default": true }, "fields": { "anyOf": [ { "items": { "$ref": "#/components/schemas/FieldEnum" }, "type": "array" }, { "type": "null" } ], "title": "Fields", "description": "Specific fields to retrieve" }, "limit": { "type": "integer", "maximum": 100000, "minimum": 1, "title": "Limit", "description": "Maximum number of securities (data_license tier can use up to 100k)", "default": 100000 }, "type": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter (ALL, CALL, PUT)" }, "notional": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter (ALL, CALL, PUT)" }, "moneyness": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter (TOTAL, ITM, OTM, ATM)" }, "size": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter (TOTAL, LARGE, SMALL)" }, "include_intraday": { "type": "boolean", "title": "Include Intraday", "description": "Include today's intraday data augmentation for non-intraday intervals", "default": true } }, "type": "object", "title": "DailySnapshotRequest", "description": "Request model for daily snapshot of all securities.\nReturns latest data point for all active securities.", "example": { "asset_class": [ "cash" ], "fields": [ "px", "px_chg", "retail_buy_turnover", "retail_sell_turnover", "retail_net_turnover", "retail_total_turnover" ], "include_intraday": true, "interval": "1d", "is_active": true, "limit": 1000, "moneyness": "TOTAL", "notional": "ALL", "sector": "Technology", "size": "TOTAL", "type": "ALL" } }, "ExportFormat": { "type": "string", "enum": [ "json", "csv" ], "title": "ExportFormat", "description": "Export format options for API responses" }, "FieldEnum": { "type": "string", "enum": [ "px", "px_chg", "retail_buy_turnover", "retail_sell_turnover", "retail_net_turnover", "retail_total_turnover", "call_turnover", "put_turnover", "cp_turnover", "net_cp_turnover", "call_notional", "put_notional", "cp_notional", "net_cp_notional" ], "title": "FieldEnum" }, "HTTPValidationError": { "properties": { "detail": { "items": { "$ref": "#/components/schemas/ValidationError" }, "type": "array", "title": "Detail" } }, "type": "object", "title": "HTTPValidationError" }, "IntervalEnum": { "type": "string", "enum": [ "10min", "30min", "1h", "1d", "1w", "1m", "1y" ], "title": "IntervalEnum" }, "JobStatusEnum": { "type": "string", "enum": [ "pending", "processing", "completed", "failed" ], "title": "JobStatusEnum", "description": "Async job processing status" }, "JobStatusOnlyResponse": { "properties": { "job_id": { "type": "string", "title": "Job Id", "description": "Job identifier" }, "status": { "$ref": "#/components/schemas/JobStatusEnum", "description": "Current job status" }, "endpoint": { "type": "string", "title": "Endpoint", "description": "Original endpoint" }, "created_at": { "type": "string", "format": "date-time", "title": "Created At", "description": "Job creation timestamp" }, "completed_at": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Completed At", "description": "Job completion timestamp" }, "error": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Error", "description": "Error message (if failed)" }, "result_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Result Type", "description": "Result storage type" }, "total_records": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Total Records", "description": "Total records in result" }, "ttl_seconds": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Ttl Seconds", "description": "Time to live in seconds" }, "progress_percentage": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Progress Percentage", "description": "Progress indicator" } }, "type": "object", "required": [ "job_id", "status", "endpoint", "created_at" ], "title": "JobStatusOnlyResponse", "description": "Response for status-only query (no result data)" }, "JobStatusResponse": { "properties": { "job_id": { "type": "string", "title": "Job Id", "description": "Job identifier" }, "status": { "$ref": "#/components/schemas/JobStatusEnum", "description": "Current job status" }, "endpoint": { "type": "string", "title": "Endpoint", "description": "Original endpoint" }, "created_at": { "type": "string", "format": "date-time", "title": "Created At", "description": "Job creation timestamp" }, "completed_at": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Completed At", "description": "Job completion timestamp" }, "result": { "anyOf": [ {}, { "type": "null" } ], "title": "Result", "description": "Job result (if completed)" }, "error": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Error", "description": "Error message (if failed)" }, "progress_percentage": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Progress Percentage", "description": "Progress indicator" } }, "type": "object", "required": [ "job_id", "status", "endpoint", "created_at" ], "title": "JobStatusResponse", "description": "Response for job status query" }, "MoneynessEnum": { "type": "string", "enum": [ "TOTAL", "OTM", "ATM", "ITM" ], "title": "MoneynessEnum" }, "NormalisationEnum": { "type": "string", "enum": [ "zscore", "percentile_rank" ], "title": "NormalisationEnum", "description": "selection of normalisation" }, "NormalisationPeriodEnum": { "type": "string", "enum": [ "3m", "6m", "1y", "2y", "5y", "Expanding", "All" ], "title": "NormalisationPeriodEnum", "description": "selection of normalisation period" }, "NotionalEnum": { "type": "string", "enum": [ "ALL", "CALL", "PUT" ], "title": "NotionalEnum", "description": "Options notional filter for determining notional metric" }, "SecuritySummary": { "properties": { "ticker": { "type": "string", "title": "Ticker" }, "name": { "type": "string", "title": "Name" }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector" }, "flow_status": { "type": "string", "title": "Flow Status" }, "buy_sell_ratio": { "type": "number", "title": "Buy Sell Ratio" }, "trend_direction": { "type": "string", "title": "Trend Direction" }, "total_turnover": { "type": "number", "title": "Total Turnover" }, "total_turnover_change": { "type": "number", "title": "Total Turnover Change" }, "net_flow": { "type": "number", "title": "Net Flow" }, "net_flow_change": { "type": "number", "title": "Net Flow Change" }, "buy_flow": { "type": "number", "title": "Buy Flow" }, "buy_flow_change": { "type": "number", "title": "Buy Flow Change" }, "sell_flow": { "type": "number", "title": "Sell Flow" }, "sell_flow_change": { "type": "number", "title": "Sell Flow Change" }, "latest_price": { "type": "number", "title": "Latest Price" }, "price_change": { "type": "number", "title": "Price Change" }, "updated_time": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Updated Time" }, "asset_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Class" } }, "type": "object", "required": [ "ticker", "name", "flow_status", "buy_sell_ratio", "trend_direction", "total_turnover", "total_turnover_change", "net_flow", "net_flow_change", "buy_flow", "buy_flow_change", "sell_flow", "sell_flow_change", "latest_price", "price_change" ], "title": "SecuritySummary", "description": "Executive summary for a security." }, "SizeEnum": { "type": "string", "enum": [ "TOTAL", "LARGE", "SMALL" ], "title": "SizeEnum" }, "SortDirectionEnum": { "type": "string", "enum": [ "asc", "desc" ], "title": "SortDirectionEnum" }, "TickerDataOut": { "properties": { "ticker": { "type": "string", "title": "Ticker" }, "field": { "type": "string", "title": "Field" }, "data": { "items": { "$ref": "#/components/schemas/TimeseriesDataPointOut" }, "type": "array", "title": "Data" } }, "type": "object", "required": [ "ticker", "field", "data" ], "title": "TickerDataOut", "description": "Ticker data response model." }, "TimeseriesDataPointOut": { "properties": { "date": { "type": "string", "format": "date", "title": "Date" }, "value": { "type": "number", "title": "Value" } }, "type": "object", "required": [ "date", "value" ], "title": "TimeseriesDataPointOut", "description": "Legacy output format to be removed. # JA Todo" }, "TransformationEnum": { "type": "string", "enum": [ "rolling_sum", "moving_avg" ], "title": "TransformationEnum", "description": "selection of transformation" }, "TypeEnum": { "type": "string", "enum": [ "ALL", "CALL", "PUT" ], "title": "TypeEnum", "description": "Options type filter for determining turnover metric" }, "UserChartsUpdate": { "properties": { "charts": { "additionalProperties": true, "type": "object", "title": "Charts", "description": "Chart configurations" } }, "type": "object", "required": [ "charts" ], "title": "UserChartsUpdate", "description": "User charts update request" }, "UserConfigurationRequest": { "properties": { "email": { "type": "string", "format": "email", "title": "Email", "description": "User email" }, "username": { "type": "string", "title": "Username", "description": "Username" }, "preferences": { "additionalProperties": true, "type": "object", "title": "Preferences", "description": "User preferences" }, "charts": { "items": { "additionalProperties": true, "type": "object" }, "type": "array", "title": "Charts", "description": "Chart configurations" } }, "type": "object", "required": [ "email", "username" ], "title": "UserConfigurationRequest", "description": "Request to save user configuration" }, "UserConfigurationResponse": { "properties": { "id": { "type": "integer", "title": "Id", "description": "User ID" }, "email": { "type": "string", "format": "email", "title": "Email", "description": "User email" }, "username": { "type": "string", "title": "Username", "description": "Username" }, "preferences": { "additionalProperties": true, "type": "object", "title": "Preferences", "description": "User preferences" }, "charts": { "items": { "additionalProperties": true, "type": "object" }, "type": "array", "title": "Charts", "description": "Chart configurations" } }, "type": "object", "required": [ "id", "email", "username" ], "title": "UserConfigurationResponse", "description": "Response with saved user configuration" }, "UserPreferencesUpdate": { "properties": { "preferences": { "additionalProperties": true, "type": "object", "title": "Preferences", "description": "User preferences" } }, "type": "object", "required": [ "preferences" ], "title": "UserPreferencesUpdate", "description": "User preferences update request" }, "UserResponse": { "properties": { "id": { "type": "integer", "title": "Id", "description": "User ID" }, "vanda_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Vanda Id", "description": "Vanda ID" }, "username": { "type": "string", "title": "Username", "description": "Username" }, "email": { "type": "string", "format": "email", "title": "Email", "description": "Email address" }, "charts": { "additionalProperties": true, "type": "object", "title": "Charts", "description": "Chart configurations" }, "preferences": { "additionalProperties": true, "type": "object", "title": "Preferences", "description": "User preferences" }, "active": { "type": "boolean", "title": "Active", "description": "Active status", "default": true } }, "type": "object", "required": [ "id", "username", "email" ], "title": "UserResponse", "description": "User profile response" }, "UserUpdate": { "properties": { "username": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Username", "description": "New username" }, "email": { "anyOf": [ { "type": "string", "format": "email" }, { "type": "null" } ], "title": "Email", "description": "New email" }, "active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Active", "description": "Active status" } }, "type": "object", "title": "UserUpdate", "description": "User profile update request" }, "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" } }, "securitySchemes": { "HTTPBearer": { "type": "http", "scheme": "bearer" }, "ApiKeyAuth": { "type": "apiKey", "in": "header", "name": "x-api-key" } } } }