See retail buying and selling pressure as it develops.
Retail investor flow intelligence across US-listed equities and ETFs.
VandaTrack measures self-directed retail investor activity across US securities, giving institutional investors a direct view of where retail capital is moving. Use it as a daily dataset or access intraday updates at 10-minute intervals during the US trading session.
The session, ranked while it is still running.
| Security | Net flow | Session | Percentile |
|---|---|---|---|
| NVDA | +$104.9m | 79 | |
| PLTR | +$90.9m | 29 | |
| SPY | +$89.0m | 41 | |
| AAPL | −$64.5m | 81 | |
| TSLA | +$50.0m | 98 | |
| QQQ | −$24.5m | 98 | |
| AMD | +$16.9m | 2 | |
| MSFT | −$3.2m | 14 |
Daily when you need the signal. Intraday when timing matters.
VandaTrack is available in two practical forms. Daily data provides a consistent view of retail investor flows and positioning across the market. Intraday access refreshes throughout the US session at 10-minute intervals, helping clients monitor changes in buying and selling pressure as they emerge.
What VandaTrack measures.
Retail cash flows
Track net retail buying and selling across US-listed stocks and ETFs.
Turnover and activity
See where retail participation is concentrated and which securities are attracting the most attention.
Options activity
Monitor retail options turnover and identify names where derivatives activity is becoming significant.
Custom views
Filter securities by benchmark, sector, factor, theme or your own basket to focus the dataset around your process.
Broad US market coverage, with history behind the signal.
Coverage spans more than 13,000 US-listed common stocks and ETFs. Historical equity data extends back to 2012 and options data to 2017, allowing current activity to be compared with a long market history rather than read in isolation.
Built for trading and risk workflows.
Use VandaTrack to identify unusual retail participation, distinguish sustained activity from short-lived noise, monitor single-name and thematic flows, and add a retail investor lens to existing trading, risk and research frameworks.
Use it in Vanda Analytics or bring the data into your own stack.
Access VandaTrack through Vanda Analytics, or integrate the data into internal workflows through supported delivery routes including REST API, AWS S3, ad-hoc SFTP and spreadsheet-based analysis. Intraday intervals include 10-minute, 30-minute and hourly views.
- REST API
- AWS S3
- SFTP
- Excel export
A methodology designed for a cleaner retail signal.
VandaTrack uses an execution-classification and data-quality framework designed to reduce artificial flow inflation from fragmented prints, control anomalous executions and improve signal stability, particularly in lower-liquidity periods.
- Consolidation of fragmented microstructure prints into behavioral trade events
- Reduction of artificial flow inflation from fragmented trades
- Controls applied to anomalous large executions
- Improved signal stability in lower-liquidity intervals
Proof pointsVandaTrack, in the figures we publish.
- US-listed stocks and ETFs covered
- 13,000+
- refresh through the US session
- 10 min
- of history: equities from 2012, options from 2017
- 13 years
“Positioning is an invaluable variable that is accretive to my existing risk decisions. To beat markets, I have to understand what they're already expecting.”
Asked before every trial.
- What type of data is this?
- Self-directed retail investors' turnover in US securities, with a global investor origin.
- Where is your data from?
- All traded securities ex pink sheet across the US market, using stock ticker symbols as identifiers.
- Can I add this data into my own models?
- Yes, via REST API, AWS S3, or ad-hoc SFTP.
- How far back does the history go?
- Over 14 years. Equity data begins in 2012 and options data in 2017.