vanda-api 1.0.0

Official Python SDK for Vanda Analytics Data API

Vanda Analytics Data API SDK

Official Python SDK for the Vanda Analytics Data API.

Installation

pip install vanda-api

For pandas support:

pip install vanda-api[pandas]

Quick Start

Synchronous Client

from datetime import date
from vanda import VandaClient

with VandaClient(token="YOUR_TOKEN_HERE") as client:
    data = client.series.get_timeseries(
        symbol="TSLA",
        start_date=date(2025, 12, 1),
        end_date=date(2025, 12, 31),
        fields=["retail_net_turnover", "retail_buy_turnover"],
    )
    print(f"Retrieved {len(data)} records")

from vanda import VandaClient

# Pass credentials directly
with VandaClient(email="[e-mail]", password="your_password") as client:
    data = client.series.get_timeseries(
        symbol="TSLA",
        start_date="2025-12-01",
        end_date="2025-12-31",
        fields=["retail_net_turnover"],
    )

Recommended to use environment variables

export VANDA_LOGIN_EMAIL="[e-mail]"
export VANDA_PASSWORD="your_password"

Asynchronous Client

import asyncio
from datetime import date
from vanda import AsyncVandaClient

async def main():
    async with AsyncVandaClient(token="YOUR_TOKEN_HERE") as client:
        data = await client.series.get_timeseries(
            symbol="TSLA",
            start_date=date(2025, 12, 1),
            end_date=date(2025, 12, 31),
            fields=["retail_net_turnover"],
        )
        print(f"Retrieved {len(data)} records")

asyncio.run(main())

import asyncio
from vanda import AsyncVandaClient

async def main():
    async with AsyncVandaClient(email="[e-mail]", password="your_password") as client:
        data = await client.series.get_timeseries(
            symbol="TSLA",
            start_date="2025-12-01",
            end_date="2025-12-31",
            fields=["retail_net_turnover"],
        )

asyncio.run(main())

Recommended to use environment variables

export VANDA_LOGIN_EMAIL="[e-mail]"
export VANDA_PASSWORD="your_password"

Authentication

Set your API token via environment variable:

export VANDA_API_TOKEN="your_token_here"

or

export VANDA_LOGIN_EMAIL="[e-mail]"
export VANDA_PASSWORD="your_password"

Or pass directly:

client = VandaClient(token="your_token_here")

or

client = VandaClient(email="[e-mail]", password="your_password")

Features

• Sync and async clients with consistent interfaces
• Automatic retry with exponential backoff
• Comprehensive error handling
• Job polling for async operations
• Export utilities (CSV, JSONL)
• Optional pandas support
• Type hints throughout

API Methods

Timeseries Data

• get_timeseries() - Get timeseries for a single symbol
• get_timeseries_many() - Get timeseries for multiple symbols
• get_leaderboard() - Get ranked leaderboard data

Bulk Operations

• bulk_securities() - Bulk fetch securities data
• get_daily_snapshot() - Get daily snapshot for many securities

Job Management

• create_bulk_securities_job() - Create async job
• poll_job() - Poll job until completion
• get_job_status() - Get job status
• export_job_result() - Export job result to file
• stream_job_result() - Stream job result to file

Export Operations

• export_timeseries() - Export timeseries to file

Metadata

• list_fields() - List available fields
• list_intervals() - List available intervals
• list_securities() - List available securities

Aggregates Timeseries Data

• get_timeseries() - Get timeseries for multiple aggregate id's
• get_constituents() - Get constituents using Vanda identifier

Examples

See examples/ directory for complete usage examples.

Requirements

• Python 3.9+
• httpx

Development

git clone https://gitlab.com/yourusername/vanda-api.git
cd vanda-api
python -m venv venv
source venv/bin/activate
pip install -e ".[dev]"
pre-commit install
pytest

Migration Guide (From v0.1.2 to v1.0.0)

Old: client.get_timeseries() client.get_timeseries_many() client.get_leaderboard() client.create_bulk_securities_job() client.bulk_securities() client.get_daily_snapshot() client.get_job() client.get_job_status() client.poll_job() client.wait_for_job() client.export_job_result() client.stream_job_result() client.export_timeseries() client.list_fields() client.list_intervals() client.list_securities()

New: client.series.get_timeseries() client.series.get_timeseries_many() client.series.get_leaderboard() client.series.create_bulk_securities_job() client.series.bulk_securities() client.series.get_daily_snapshot() client.series.get_job() client.series.get_job_status() client.series.poll_job() client.series.wait_for_job() client.series.export_job_result() client.series.stream_job_result() client.series.export_timeseries() client.series.list_fields() client.series.list_intervals() client.series.list_securities()

License

MIT License - see LICENSE file for details.

Support

For issues and questions, please open an issue on GitLab.