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Vanda Analytics Timeserie...
/Summary

Get comprehensive aggregate summary

Request

Get comprehensive summary for an aggregate including:

  • Latest data point
  • Trend analysis (30-day lookback)
  • Constituent count
  • Metadata
Security
HTTPBearer
Path
aggregate_idinteger(Aggregate Id)required

Aggregate ID

Example:2000001
Query
intervalstring(IntervalEnum)

Time interval

Default:"1d"
Enum:"10min""30min""1h""1d""1w""1m""1y"
asset_classstring(AssetClassEnum)

Asset class

Default:"cash"
Enum:"all""cash""options"
lookback_daysinteger, [ 1 .. 365 ](Lookback Days)

Number of days for trend analysis

Default:30
curl -i -X GET \
  'https://docs.vanda-analytics.com/_mock/apis/aggregates/vanda-msvc-aggregates/aggregates/summary/2000001?interval=10min&asset_class=all&lookback_days=30' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
aggregate_idinteger(Aggregate Id)required

Aggregate ID

metadataobject(AggregateMetadata)required

Aggregate metadata

latestCashAggregateData (object) or OptionsAggregateData (object) or null(Latest)
Any of:

Cash aggregate data schema.

trendsobject(TrendMetrics)required

Trend analysis

constituentsobject(Constituents)required

Constituent information

lookback_daysinteger, > 0(Lookback Days)required

Number of days analysed for trends

data_pointsinteger, >= 0(Data Points)required

Number of data points in analysis

Response
{
  "aggregate_id": 0,
  "metadata": {
    "id": 0,
    "vanda_id": "string",
    "type": "string",
    "subtype": "string",
    "active": true,
    "result_type": "aggregate"
  },
  "latest": {
    "ts": "2019-08-24T14:15:22Z",
    "id": 0,
    "type": "string",
    "subtype": "string",
    "market_hours": "string",
    "is_active": true,
    "px": "string",
    "px_chg": "string",
    "updated_time": "2019-08-24T14:15:22Z",
    "asset_class": "string",
    "retail_buy_turnover": "string",
    "retail_sell_turnover": "string",
    "retail_net_turnover": "string",
    "retail_total_turnover": "string"
  },
  "trends": {
    "direction": "string",
    "percent_change": 0,
    "volatility": 0,
    "start_value": 0,
    "end_value": 0,
    "mean": 0
  },
  "constituents": {},
  "lookback_days": 1,
  "data_points": 0
}

Get comprehensive aggregate summary

Request

Get comprehensive summary for an aggregate including:

  • Latest data point
  • Trend analysis (30-day lookback)
  • Constituent count
  • Metadata
Security
HTTPBearer
Path
aggregate_idinteger(Aggregate Id)required

Aggregate ID

Example:2000001
Query
intervalstring(IntervalEnum)

Time interval

Default:"1d"
Enum:"10min""30min""1h""1d""1w""1m""1y"
asset_classstring(AssetClassEnum)

Asset class

Default:"cash"
Enum:"all""cash""options"
lookback_daysinteger, [ 1 .. 365 ](Lookback Days)

Number of days for trend analysis

Default:30
curl -i -X GET \
  'https://docs.vanda-analytics.com/_mock/apis/aggregates/vanda-msvc-aggregates/aggregates/summary/2000001?interval=10min&asset_class=all&lookback_days=30' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json
aggregate_idinteger(Aggregate Id)required

Aggregate ID

metadataobject(AggregateMetadata)required

Aggregate metadata

latestCashAggregateData (object) or OptionsAggregateData (object) or null(Latest)
Any of:

Cash aggregate data schema.

trendsobject(TrendMetrics)required

Trend analysis

constituentsobject(Constituents)required

Constituent information

lookback_daysinteger, > 0(Lookback Days)required

Number of days analysed for trends

data_pointsinteger, >= 0(Data Points)required

Number of data points in analysis

Response
{
  "aggregate_id": 0,
  "metadata": {
    "id": 0,
    "vanda_id": "string",
    "type": "string",
    "subtype": "string",
    "active": true,
    "result_type": "aggregate"
  },
  "latest": {
    "ts": "2019-08-24T14:15:22Z",
    "id": 0,
    "type": "string",
    "subtype": "string",
    "market_hours": "string",
    "is_active": true,
    "px": "string",
    "px_chg": "string",
    "updated_time": "2019-08-24T14:15:22Z",
    "asset_class": "string",
    "retail_buy_turnover": "string",
    "retail_sell_turnover": "string",
    "retail_net_turnover": "string",
    "retail_total_turnover": "string"
  },
  "trends": {
    "direction": "string",
    "percent_change": 0,
    "volatility": 0,
    "start_value": 0,
    "end_value": 0,
    "mean": 0
  },
  "constituents": {},
  "lookback_days": 1,
  "data_points": 0
}