Get positioning timeseries

Request

Observations for one or more series over a date range.

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.

window therefore counts observations, not days — window=20 is 20 trading days on a daily series and 20 weeks on a weekly one.

transformation and normalisation are computed over full history, not just the requested page, and returned under transformation.results.data.

normalisation defaults to zscore over All history. Pass normalisation=none for the raw stored values.

Normalisation 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.

Tier limits apply to page size and series count.

Security

HTTPBearer or ApiKeyAuth

Query

series_idsstring(Series Ids)required

Comma-separated identifiers. Accepts series_label (preferred), entity, legacy ID or series_id, and may mix them.

revisionstring(RevisionEnum)

restated = after later revisions; point_in_time = as known on the date. The values differ.

Default:"restated"

Enum:"restated""point_in_time"

metricstring(MetricEnum)

Measure to return

Default:"combined_positioning"

Value:"combined_positioning"

versionstring or null(Version)

Any of:

Model version, e.g. "V1". Omit for the latest.

string

start_datestring or null(Start Date)

Any of:

Start date (ISO)

string

end_datestring or null(End Date)

Any of:

End date (ISO)

string

orderstring(SortDirectionEnum)

Sort order by timestamp

Default:"desc"

Enum:"asc""desc"

records_per_pageinteger, [ 1 .. 10000 ](Records Per Page)

Records per page

Default:2000

page_numberinteger, >= 1(Page Number)

Page number, 1-indexed

Default:1

transformationTransformationEnum (string) or null(Transformation)

Any of:

Trailing-window transformations. Mirrors the transformation service.

string(TransformationEnum)

Enum:"rolling_sum""moving_avg"

windowWindowEnum (string) or null(Window)

Any of:

Window in trading days (rows). Matches the transformation service.

string(WindowEnum)

Enum:"5""20""30""60""90""120""252"

normalisationstring(NormalisationEnum)

Distribution normalisation. none returns the raw values

Default:"zscore"

Enum:"zscore""percentile_rank""none"

normalisation_periodstring(NormalisationPeriodEnum)

Lookback for normalisation

Default:"All"

Enum:"3m""6m""1y""2y""5y""Expanding""All"

curl -i -X GET \
  'https://docs.vanda-analytics.com/_mock/apis/positioning/vanda-msvc-positioning/positioning/timeseries?series_ids=BREQCOMB-ALL&revision=restated&metric=combined_positioning&version=string&start_date=2020-01-01&end_date=2024-12-31&order=asc&records_per_page=2000&page_number=1&transformation=rolling_sum&window=5&normalisation=zscore&normalisation_period=3m' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>'

Responses

Successful Response

Bodyapplication/json

dataArray of objects(Data)required

Observations, one per timestamp per series

metricstring(Metric)required

Measure returned

revisionstring(RevisionEnum)required

Which revision this is

Enum:"restated""point_in_time"

series_idsArray of integers(Series Ids)required

Series included in this response

versionstring or null(Version)

Any of:

Version returned; null if series span versions

string

countinteger(Count)required

Number of records on this page

paginationobject(PaginationMeta)required

Pagination metadata

transformationobject or null(Transformation)

Any of:

Transformation results, when requested

Response

{
  "data": [
    {
      "ts": "2019-08-24T14:15:22Z",
      "series_id": 0,
      "value": 0,
      "unit": "string"
    }
  ],
  "metric": "string",
  "revision": "restated",
  "series_ids": [
    0
  ],
  "version": "string",
  "count": 0,
  "pagination": {
    "page_number": 0,
    "records_per_page": 0,
    "total_record_count": 0,
    "total_pages": 0,
    "has_next": true,
    "has_previous": true
  },
  "transformation": {}
}