Spring is our busiest shipping season: datasets researched over the winter go live, streaming channels expand, and research tooling catches up to what desks asked for in Q4. Rather than scatter announcements across a dozen posts, this roundup collects the major additions hitting the platform through June so you can plan integrations once.
If you build on Vantafin, skim this once, bookmark the deep dives, and update your integrations where new endpoints matter. Most additions are backward-compatible, and existing keys and watchlists keep working, but the desks that win are the ones that wire new feeds into alerts and research templates before earnings season peaks.
New market data and streaming
Three capabilities headline the market data release, each aimed at a different blind spot in equity workflows. The H WebSocket channel streams trading halts and resumptions with reason codes and LULD pause threshold prices) the right transport when you need to know a symbol is untradeable before you send the next order. Live news and filing streams over the N and F channels push press releases and SEC filing metadata as they publish. Macro treasury rates via GET /macro?category=treasury_rates give equity desks a programmatic yield curve without scraping third-party sites.
All three are available through the WebSocket API, REST API, and MCP server where applicable. Pick the surface that matches your latency needs; the underlying normalization is shared so numbers reconcile across channels.
If you maintain a data catalog internally, add these entries with links to the blog deep dives. Future you will thank present you during a compliance questionnaire.
Research and surveillance tooling
Product releases this spring focus on making primary sources easier to consume in context. Cursor agent workflows documentation covers all 23 MCP tools, from search_filings to get_price_history, with repeatable research templates. Transcript search via search_transcripts helps analysts find guidance language without a dedicated guidance API. The IPO calendar integrates upcoming offerings with the rest of your calendar alongside earnings, dividends, and splits.
Update watchlists and email alerts to cover filing and news triggers where relevant. An alert that only fires on price misses a fresh 8-K unless you extend the rule set. Spring is a good quarter to audit alert fatigue: fewer, better triggers beat a noisy feed nobody reads.
Teams migrating from spreadsheets should pick one workflow. Earnings prep is the usual starting point, and run it end-to-end on new tooling before attempting a big-bang cutover.
Upgrade path
Compare entitlements on pricing. Existing API keys in settings pick up new routes automatically) no migration required. If you are on a plan that gates WebSocket symbol counts or MCP call volume, upgrade conversations are easier when you can name the one capability your desk blocked on.
Questions about sourcing: about. We publish roundups like this so integrators can batch work; the linked posts remain the authoritative place for schemas, examples, and operational notes. Happy building.
What shipped and why it matters
The spring 2026 release tightens the core surfaces desks already use (live quotes, filings, news, halts, macro, holdings, and research tooling) rather than scattering one-off experiments. Read the full changelog on changelog and confirm entitlements on pricing before migrating production jobs. Customer tickets and screener usage patterns shaped priorities, so the bundle reflects what working teams asked for.
WebSocket channels LS, LM, N, F, and H on wss://socket.vantafin.com/v1/stocks share unified authentication documented in the WebSocket overview. REST coverage spans batch quotes up to two hundred tickers, screener filters, earnings and dividends and splits and IPOs, institutional ownership ETF holders, /etf-holdings and fund holdings, short interest, insider transactions, financials, macro treasury_rates, filings metadata, news, and transcripts.
The MCP server now wraps 23 tools (search_filings, read_filing, search_transcripts, read_transcript, get_price_history, screen_stocks, get_events, get_ipos, get_macro, get_etf_holdings, and the rest) on the same pipelines. App surfaces include the screener, calendar, watchlists, email alerts for price filing and news, in-app filing search, and chat.
Migration without unnecessary drama
Rotate nothing if you already use standard auth (same API key, same base URLs for REST and WebSocket. Update client SDKs from the REST docs and add channel subscriptions where needed. If you poll quotes individually today, consolidate into batch /quotes?tickers= requests capped at two hundred symbols per call.
MCP tools gained wrappers for holdings, macro, and calendar events, so Cursor agent workflows and email filing alerts remain the fastest ways to put fresh data in front of humans while engineering promotes stable paths to cron. New company dossiers for Amazon and Microsoft pair narrative context with live data links on each profile page.
Test WebSocket reconnect and resubscribe on a small watchlist before pointing production dashboards at LS.* or market-wide N.* traffic. Bandwidth scales with channel choice; document which symbols use per-second versus per-minute quotes.
Putting the release to work
Start with one workflow upgrade rather than enabling every feed at once. Teams that add batch quotes to morning risk and ETF holdings to sector rotation reviews see value within a week without rewiring the entire stack. Tell us which datasets unlock your next project) spring priorities were set from direct feedback, and the roadmap stays responsive when usage data shows where integrations succeed or stall.
If you run event studies, verify corporate-action dates on the calendar before recomputing long histories with get_price_history. Data quality improvements sometimes change adjusted series in ways that are correct but surprising if nobody reruns validation.