diff --git a/tradingagents/dataflows/alpha_vantage_common.py b/tradingagents/dataflows/alpha_vantage_common.py
index 6fd5d143..2464daef 100644
--- a/tradingagents/dataflows/alpha_vantage_common.py
+++ b/tradingagents/dataflows/alpha_vantage_common.py
@@ -1,122 +1,40 @@
-import os
-import requests
-import pandas as pd
-import json
-from datetime import datetime
-from io import StringIO
-
-API_BASE_URL = "https://www.alphavantage.co/query"
-
-def get_api_key() -> str:
-    """Retrieve the API key for Alpha Vantage from environment variables."""
-    api_key = os.getenv("ALPHA_VANTAGE_API_KEY")
-    if not api_key:
-        raise ValueError("ALPHA_VANTAGE_API_KEY environment variable is not set.")
-    return api_key
-
-def format_datetime_for_api(date_input) -> str:
-    """Convert various date formats to YYYYMMDDTHHMM format required by Alpha Vantage API."""
-    if isinstance(date_input, str):
-        # If already in correct format, return as-is
-        if len(date_input) == 13 and 'T' in date_input:
-            return date_input
-        # Try to parse common date formats
-        try:
-            dt = datetime.strptime(date_input, "%Y-%m-%d")
-            return dt.strftime("%Y%m%dT0000")
-        except ValueError:
-            try:
-                dt = datetime.strptime(date_input, "%Y-%m-%d %H:%M")
-                return dt.strftime("%Y%m%dT%H%M")
-            except ValueError:
-                raise ValueError(f"Unsupported date format: {date_input}")
-    elif isinstance(date_input, datetime):
-        return date_input.strftime("%Y%m%dT%H%M")
-    else:
-        raise ValueError(f"Date must be string or datetime object, got {type(date_input)}")
-
-class AlphaVantageRateLimitError(Exception):
-    """Exception raised when Alpha Vantage API rate limit is exceeded."""
-    pass
-
-def _make_api_request(function_name: str, params: dict) -> dict | str:
-    """Helper function to make API requests and handle responses.
-    
-    Raises:
-        AlphaVantageRateLimitError: When API rate limit is exceeded
-    """
-    # Create a copy of params to avoid modifying the original
-    api_params = params.copy()
-    api_params.update({
-        "function": function_name,
-        "apikey": get_api_key(),
-        "source": "trading_agents",
-    })
-    
-    # Handle entitlement parameter if present in params or global variable
-    current_entitlement = globals().get('_current_entitlement')
-    entitlement = api_params.get("entitlement") or current_entitlement
-    
-    if entitlement:
-        api_params["entitlement"] = entitlement
-    elif "entitlement" in api_params:
-        # Remove entitlement if it's None or empty
-        api_params.pop("entitlement", None)
-    
-    response = requests.get(API_BASE_URL, params=api_params)
-    response.raise_for_status()
-
-    response_text = response.text
-    
-    # Check if response is JSON (error responses are typically JSON)
-    try:
-        response_json = json.loads(response_text)
-        # Check for rate limit error
-        if "Information" in response_json:
-            info_message = response_json["Information"]
-            if "rate limit" in info_message.lower() or "api key" in info_message.lower():
-                raise AlphaVantageRateLimitError(f"Alpha Vantage rate limit exceeded: {info_message}")
-    except json.JSONDecodeError:
-        # Response is not JSON (likely CSV data), which is normal
-        pass
-
-    return response_text
-
-
-
-def _filter_csv_by_date_range(csv_data: str, start_date: str, end_date: str) -> str:
-    """
-    Filter CSV data to include only rows within the specified date range.
-
-    Args:
-        csv_data: CSV string from Alpha Vantage API
-        start_date: Start date in yyyy-mm-dd format
-        end_date: End date in yyyy-mm-dd format
-
-    Returns:
-        Filtered CSV string
-    """
-    if not csv_data or csv_data.strip() == "":
-        return csv_data
-
-    try:
-        # Parse CSV data
-        df = pd.read_csv(StringIO(csv_data))
-
-        # Assume the first column is the date column (timestamp)
-        date_col = df.columns[0]
-        df[date_col] = pd.to_datetime(df[date_col])
-
-        # Filter by date range
-        start_dt = pd.to_datetime(start_date)
-        end_dt = pd.to_datetime(end_date)
-
-        filtered_df = df[(df[date_col] >= start_dt) & (df[date_col] <= end_dt)]
-
-        # Convert back to CSV string
-        return filtered_df.to_csv(index=False)
-
-    except Exception as e:
-        # If filtering fails, return original data with a warning
-        print(f"Warning: Failed to filter CSV data by date range: {e}")
-        return csv_data
+"""
+DEPRECATED — Alpha Vantage removed in the FMP-primary migration.
+
+This module used to be the shared Alpha Vantage HTTP wrapper (API key
+lookup + request sender + rate-limit handling). Every function is a
+no-op stub now; callers through ``interface.py`` and the sibling
+``alpha_vantage_*`` modules won't import-error, but every data call
+returns an empty string / sentinel. Alpha Vantage free-tier (25 req/day)
+was secondary fallback anyway; FMP Ultimate is authoritative.
+
+Remove this file once no ``from .alpha_vantage_common import ...``
+imports remain anywhere in the tree.
+"""
+from __future__ import annotations
+
+import logging
+
+logger = logging.getLogger(__name__)
+
+
+class AlphaVantageRateLimitError(Exception):
+    """Kept for type-compat with any `except AlphaVantageRateLimitError` sites."""
+
+
+def get_api_key() -> str:
+    return ""
+
+
+def format_datetime_for_api(date_input) -> str:
+    # Pass-through of a date string is harmless; callers pass ISO dates.
+    return str(date_input) if date_input is not None else ""
+
+
+def _make_api_request(function_name: str, params: dict) -> dict | str:
+    logger.debug("alpha_vantage call skipped (module stubbed): %s", function_name)
+    return {}
+
+
+def _filter_csv_by_date_range(csv_data: str, start_date: str, end_date: str) -> str:
+    return csv_data or ""
diff --git a/tradingagents/dataflows/alpha_vantage_fundamentals.py b/tradingagents/dataflows/alpha_vantage_fundamentals.py
index 402fa2f0..aab1364b 100644
--- a/tradingagents/dataflows/alpha_vantage_fundamentals.py
+++ b/tradingagents/dataflows/alpha_vantage_fundamentals.py
@@ -1,77 +1,21 @@
-from .alpha_vantage_common import _make_api_request
-
-
-def get_fundamentals(ticker: str, curr_date: str = None) -> str:
-    """
-    Retrieve comprehensive fundamental data for a given ticker symbol using Alpha Vantage.
-
-    Args:
-        ticker (str): Ticker symbol of the company
-        curr_date (str): Current date you are trading at, yyyy-mm-dd (not used for Alpha Vantage)
-
-    Returns:
-        str: Company overview data including financial ratios and key metrics
-    """
-    params = {
-        "symbol": ticker,
-    }
-
-    return _make_api_request("OVERVIEW", params)
-
-
-def get_balance_sheet(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
-    """
-    Retrieve balance sheet data for a given ticker symbol using Alpha Vantage.
-
-    Args:
-        ticker (str): Ticker symbol of the company
-        freq (str): Reporting frequency: annual/quarterly (default quarterly) - not used for Alpha Vantage
-        curr_date (str): Current date you are trading at, yyyy-mm-dd (not used for Alpha Vantage)
-
-    Returns:
-        str: Balance sheet data with normalized fields
-    """
-    params = {
-        "symbol": ticker,
-    }
-
-    return _make_api_request("BALANCE_SHEET", params)
-
-
-def get_cashflow(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
-    """
-    Retrieve cash flow statement data for a given ticker symbol using Alpha Vantage.
-
-    Args:
-        ticker (str): Ticker symbol of the company
-        freq (str): Reporting frequency: annual/quarterly (default quarterly) - not used for Alpha Vantage
-        curr_date (str): Current date you are trading at, yyyy-mm-dd (not used for Alpha Vantage)
-
-    Returns:
-        str: Cash flow statement data with normalized fields
-    """
-    params = {
-        "symbol": ticker,
-    }
-
-    return _make_api_request("CASH_FLOW", params)
-
-
-def get_income_statement(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
-    """
-    Retrieve income statement data for a given ticker symbol using Alpha Vantage.
-
-    Args:
-        ticker (str): Ticker symbol of the company
-        freq (str): Reporting frequency: annual/quarterly (default quarterly) - not used for Alpha Vantage
-        curr_date (str): Current date you are trading at, yyyy-mm-dd (not used for Alpha Vantage)
-
-    Returns:
-        str: Income statement data with normalized fields
-    """
-    params = {
-        "symbol": ticker,
-    }
-
-    return _make_api_request("INCOME_STATEMENT", params)
-
+"""
+DEPRECATED — Alpha Vantage removed in the FMP-primary migration.
+See alpha_vantage_common.py for context. All stubs.
+"""
+from __future__ import annotations
+
+
+def get_fundamentals(ticker: str, curr_date: str = None) -> str:
+    return ""
+
+
+def get_balance_sheet(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
+    return ""
+
+
+def get_cashflow(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
+    return ""
+
+
+def get_income_statement(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
+    return ""
diff --git a/tradingagents/dataflows/alpha_vantage_indicator.py b/tradingagents/dataflows/alpha_vantage_indicator.py
index 8d5bf118..518099b0 100644
--- a/tradingagents/dataflows/alpha_vantage_indicator.py
+++ b/tradingagents/dataflows/alpha_vantage_indicator.py
@@ -1,222 +1,17 @@
-from .alpha_vantage_common import _make_api_request
-
-def get_indicator(
-    symbol: str,
-    indicator: str,
-    curr_date: str,
-    look_back_days: int,
-    interval: str = "daily",
-    time_period: int = 14,
-    series_type: str = "close"
-) -> str:
-    """
-    Returns Alpha Vantage technical indicator values over a time window.
-
-    Args:
-        symbol: ticker symbol of the company
-        indicator: technical indicator to get the analysis and report of
-        curr_date: The current trading date you are trading on, YYYY-mm-dd
-        look_back_days: how many days to look back
-        interval: Time interval (daily, weekly, monthly)
-        time_period: Number of data points for calculation
-        series_type: The desired price type (close, open, high, low)
-
-    Returns:
-        String containing indicator values and description
-    """
-    from datetime import datetime
-    from dateutil.relativedelta import relativedelta
-
-    supported_indicators = {
-        "close_50_sma": ("50 SMA", "close"),
-        "close_200_sma": ("200 SMA", "close"),
-        "close_10_ema": ("10 EMA", "close"),
-        "macd": ("MACD", "close"),
-        "macds": ("MACD Signal", "close"),
-        "macdh": ("MACD Histogram", "close"),
-        "rsi": ("RSI", "close"),
-        "boll": ("Bollinger Middle", "close"),
-        "boll_ub": ("Bollinger Upper Band", "close"),
-        "boll_lb": ("Bollinger Lower Band", "close"),
-        "atr": ("ATR", None),
-        "vwma": ("VWMA", "close")
-    }
-
-    indicator_descriptions = {
-        "close_50_sma": "50 SMA: A medium-term trend indicator. Usage: Identify trend direction and serve as dynamic support/resistance. Tips: It lags price; combine with faster indicators for timely signals.",
-        "close_200_sma": "200 SMA: A long-term trend benchmark. Usage: Confirm overall market trend and identify golden/death cross setups. Tips: It reacts slowly; best for strategic trend confirmation rather than frequent trading entries.",
-        "close_10_ema": "10 EMA: A responsive short-term average. Usage: Capture quick shifts in momentum and potential entry points. Tips: Prone to noise in choppy markets; use alongside longer averages for filtering false signals.",
-        "macd": "MACD: Computes momentum via differences of EMAs. Usage: Look for crossovers and divergence as signals of trend changes. Tips: Confirm with other indicators in low-volatility or sideways markets.",
-        "macds": "MACD Signal: An EMA smoothing of the MACD line. Usage: Use crossovers with the MACD line to trigger trades. Tips: Should be part of a broader strategy to avoid false positives.",
-        "macdh": "MACD Histogram: Shows the gap between the MACD line and its signal. Usage: Visualize momentum strength and spot divergence early. Tips: Can be volatile; complement with additional filters in fast-moving markets.",
-        "rsi": "RSI: Measures momentum to flag overbought/oversold conditions. Usage: Apply 70/30 thresholds and watch for divergence to signal reversals. Tips: In strong trends, RSI may remain extreme; always cross-check with trend analysis.",
-        "boll": "Bollinger Middle: A 20 SMA serving as the basis for Bollinger Bands. Usage: Acts as a dynamic benchmark for price movement. Tips: Combine with the upper and lower bands to effectively spot breakouts or reversals.",
-        "boll_ub": "Bollinger Upper Band: Typically 2 standard deviations above the middle line. Usage: Signals potential overbought conditions and breakout zones. Tips: Confirm signals with other tools; prices may ride the band in strong trends.",
-        "boll_lb": "Bollinger Lower Band: Typically 2 standard deviations below the middle line. Usage: Indicates potential oversold conditions. Tips: Use additional analysis to avoid false reversal signals.",
-        "atr": "ATR: Averages true range to measure volatility. Usage: Set stop-loss levels and adjust position sizes based on current market volatility. Tips: It's a reactive measure, so use it as part of a broader risk management strategy.",
-        "vwma": "VWMA: A moving average weighted by volume. Usage: Confirm trends by integrating price action with volume data. Tips: Watch for skewed results from volume spikes; use in combination with other volume analyses."
-    }
-
-    if indicator not in supported_indicators:
-        raise ValueError(
-            f"Indicator {indicator} is not supported. Please choose from: {list(supported_indicators.keys())}"
-        )
-
-    curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
-    before = curr_date_dt - relativedelta(days=look_back_days)
-
-    # Get the full data for the period instead of making individual calls
-    _, required_series_type = supported_indicators[indicator]
-
-    # Use the provided series_type or fall back to the required one
-    if required_series_type:
-        series_type = required_series_type
-
-    try:
-        # Get indicator data for the period
-        if indicator == "close_50_sma":
-            data = _make_api_request("SMA", {
-                "symbol": symbol,
-                "interval": interval,
-                "time_period": "50",
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator == "close_200_sma":
-            data = _make_api_request("SMA", {
-                "symbol": symbol,
-                "interval": interval,
-                "time_period": "200",
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator == "close_10_ema":
-            data = _make_api_request("EMA", {
-                "symbol": symbol,
-                "interval": interval,
-                "time_period": "10",
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator == "macd":
-            data = _make_api_request("MACD", {
-                "symbol": symbol,
-                "interval": interval,
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator == "macds":
-            data = _make_api_request("MACD", {
-                "symbol": symbol,
-                "interval": interval,
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator == "macdh":
-            data = _make_api_request("MACD", {
-                "symbol": symbol,
-                "interval": interval,
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator == "rsi":
-            data = _make_api_request("RSI", {
-                "symbol": symbol,
-                "interval": interval,
-                "time_period": str(time_period),
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator in ["boll", "boll_ub", "boll_lb"]:
-            data = _make_api_request("BBANDS", {
-                "symbol": symbol,
-                "interval": interval,
-                "time_period": "20",
-                "series_type": series_type,
-                "datatype": "csv"
-            })
-        elif indicator == "atr":
-            data = _make_api_request("ATR", {
-                "symbol": symbol,
-                "interval": interval,
-                "time_period": str(time_period),
-                "datatype": "csv"
-            })
-        elif indicator == "vwma":
-            # Alpha Vantage doesn't have direct VWMA, so we'll return an informative message
-            # In a real implementation, this would need to be calculated from OHLCV data
-            return f"## VWMA (Volume Weighted Moving Average) for {symbol}:\n\nVWMA calculation requires OHLCV data and is not directly available from Alpha Vantage API.\nThis indicator would need to be calculated from the raw stock data using volume-weighted price averaging.\n\n{indicator_descriptions.get('vwma', 'No description available.')}"
-        else:
-            return f"Error: Indicator {indicator} not implemented yet."
-
-        # Parse CSV data and extract values for the date range
-        lines = data.strip().split('\n')
-        if len(lines) < 2:
-            return f"Error: No data returned for {indicator}"
-
-        # Parse header and data
-        header = [col.strip() for col in lines[0].split(',')]
-        try:
-            date_col_idx = header.index('time')
-        except ValueError:
-            return f"Error: 'time' column not found in data for {indicator}. Available columns: {header}"
-
-        # Map internal indicator names to expected CSV column names from Alpha Vantage
-        col_name_map = {
-            "macd": "MACD", "macds": "MACD_Signal", "macdh": "MACD_Hist",
-            "boll": "Real Middle Band", "boll_ub": "Real Upper Band", "boll_lb": "Real Lower Band",
-            "rsi": "RSI", "atr": "ATR", "close_10_ema": "EMA",
-            "close_50_sma": "SMA", "close_200_sma": "SMA"
-        }
-
-        target_col_name = col_name_map.get(indicator)
-
-        if not target_col_name:
-            # Default to the second column if no specific mapping exists
-            value_col_idx = 1
-        else:
-            try:
-                value_col_idx = header.index(target_col_name)
-            except ValueError:
-                return f"Error: Column '{target_col_name}' not found for indicator '{indicator}'. Available columns: {header}"
-
-        result_data = []
-        for line in lines[1:]:
-            if not line.strip():
-                continue
-            values = line.split(',')
-            if len(values) > value_col_idx:
-                try:
-                    date_str = values[date_col_idx].strip()
-                    # Parse the date
-                    date_dt = datetime.strptime(date_str, "%Y-%m-%d")
-
-                    # Check if date is in our range
-                    if before <= date_dt <= curr_date_dt:
-                        value = values[value_col_idx].strip()
-                        result_data.append((date_dt, value))
-                except (ValueError, IndexError):
-                    continue
-
-        # Sort by date and format output
-        result_data.sort(key=lambda x: x[0])
-
-        ind_string = ""
-        for date_dt, value in result_data:
-            ind_string += f"{date_dt.strftime('%Y-%m-%d')}: {value}\n"
-
-        if not ind_string:
-            ind_string = "No data available for the specified date range.\n"
-
-        result_str = (
-            f"## {indicator.upper()} values from {before.strftime('%Y-%m-%d')} to {curr_date}:\n\n"
-            + ind_string
-            + "\n\n"
-            + indicator_descriptions.get(indicator, "No description available.")
-        )
-
-        return result_str
-
-    except Exception as e:
-        print(f"Error getting Alpha Vantage indicator data for {indicator}: {e}")
-        return f"Error retrieving {indicator} data: {str(e)}"
+"""
+DEPRECATED — Alpha Vantage removed in the FMP-primary migration.
+See alpha_vantage_common.py for context. Stub.
+"""
+from __future__ import annotations
+
+
+def get_indicator(
+    symbol: str,
+    indicator: str,
+    curr_date: str,
+    look_back_days: int,
+    interval: str = "daily",
+    time_period: int = 14,
+    series_type: str = "close",
+) -> str:
+    return ""
diff --git a/tradingagents/dataflows/alpha_vantage_news.py b/tradingagents/dataflows/alpha_vantage_news.py
index 512ee616..b76b1d84 100644
--- a/tradingagents/dataflows/alpha_vantage_news.py
+++ b/tradingagents/dataflows/alpha_vantage_news.py
@@ -1,71 +1,17 @@
-from .alpha_vantage_common import _make_api_request, format_datetime_for_api
-
-def get_news(ticker, start_date, end_date) -> dict[str, str] | str:
-    """Returns live and historical market news & sentiment data from premier news outlets worldwide.
-
-    Covers stocks, cryptocurrencies, forex, and topics like fiscal policy, mergers & acquisitions, IPOs.
-
-    Args:
-        ticker: Stock symbol for news articles.
-        start_date: Start date for news search.
-        end_date: End date for news search.
-
-    Returns:
-        Dictionary containing news sentiment data or JSON string.
-    """
-
-    params = {
-        "tickers": ticker,
-        "time_from": format_datetime_for_api(start_date),
-        "time_to": format_datetime_for_api(end_date),
-    }
-
-    return _make_api_request("NEWS_SENTIMENT", params)
-
-def get_global_news(curr_date, look_back_days: int = 7, limit: int = 50) -> dict[str, str] | str:
-    """Returns global market news & sentiment data without ticker-specific filtering.
-
-    Covers broad market topics like financial markets, economy, and more.
-
-    Args:
-        curr_date: Current date in yyyy-mm-dd format.
-        look_back_days: Number of days to look back (default 7).
-        limit: Maximum number of articles (default 50).
-
-    Returns:
-        Dictionary containing global news sentiment data or JSON string.
-    """
-    from datetime import datetime, timedelta
-
-    # Calculate start date
-    curr_dt = datetime.strptime(curr_date, "%Y-%m-%d")
-    start_dt = curr_dt - timedelta(days=look_back_days)
-    start_date = start_dt.strftime("%Y-%m-%d")
-
-    params = {
-        "topics": "financial_markets,economy_macro,economy_monetary",
-        "time_from": format_datetime_for_api(start_date),
-        "time_to": format_datetime_for_api(curr_date),
-        "limit": str(limit),
-    }
-
-    return _make_api_request("NEWS_SENTIMENT", params)
-
-
-def get_insider_transactions(symbol: str) -> dict[str, str] | str:
-    """Returns latest and historical insider transactions by key stakeholders.
-
-    Covers transactions by founders, executives, board members, etc.
-
-    Args:
-        symbol: Ticker symbol. Example: "IBM".
-
-    Returns:
-        Dictionary containing insider transaction data or JSON string.
-    """
-
-    params = {
-        "symbol": symbol,
-    }
-
-    return _make_api_request("INSIDER_TRANSACTIONS", params)
\ No newline at end of file
+"""
+DEPRECATED — Alpha Vantage removed in the FMP-primary migration.
+See alpha_vantage_common.py for context. Stubs.
+"""
+from __future__ import annotations
+
+
+def get_news(ticker, start_date, end_date) -> dict[str, str] | str:
+    return ""
+
+
+def get_global_news(curr_date, look_back_days: int = 7, limit: int = 50) -> dict[str, str] | str:
+    return ""
+
+
+def get_insider_transactions(symbol: str) -> dict[str, str] | str:
+    return ""
diff --git a/tradingagents/dataflows/alpha_vantage_stock.py b/tradingagents/dataflows/alpha_vantage_stock.py
index fc0f7fc4..148f8cfb 100644
--- a/tradingagents/dataflows/alpha_vantage_stock.py
+++ b/tradingagents/dataflows/alpha_vantage_stock.py
@@ -1,38 +1,9 @@
-from datetime import datetime
-from .alpha_vantage_common import _make_api_request, _filter_csv_by_date_range
-
-def get_stock(
-    symbol: str,
-    start_date: str,
-    end_date: str
-) -> str:
-    """
-    Returns raw daily OHLCV values, adjusted close values, and historical split/dividend events
-    filtered to the specified date range.
-
-    Args:
-        symbol: The name of the equity. For example: symbol=IBM
-        start_date: Start date in yyyy-mm-dd format
-        end_date: End date in yyyy-mm-dd format
-
-    Returns:
-        CSV string containing the daily adjusted time series data filtered to the date range.
-    """
-    # Parse dates to determine the range
-    start_dt = datetime.strptime(start_date, "%Y-%m-%d")
-    today = datetime.now()
-
-    # Choose outputsize based on whether the requested range is within the latest 100 days
-    # Compact returns latest 100 data points, so check if start_date is recent enough
-    days_from_today_to_start = (today - start_dt).days
-    outputsize = "compact" if days_from_today_to_start < 100 else "full"
-
-    params = {
-        "symbol": symbol,
-        "outputsize": outputsize,
-        "datatype": "csv",
-    }
-
-    response = _make_api_request("TIME_SERIES_DAILY_ADJUSTED", params)
-
-    return _filter_csv_by_date_range(response, start_date, end_date)
\ No newline at end of file
+"""
+DEPRECATED — Alpha Vantage removed in the FMP-primary migration.
+See alpha_vantage_common.py for context. This is a stub.
+"""
+from __future__ import annotations
+
+
+def get_stock(symbol: str, start_date: str, end_date: str) -> str:
+    return ""
diff --git a/tradingagents/dataflows/y_finance.py b/tradingagents/dataflows/y_finance.py
index 20afd076..2fb59d1a 100644
--- a/tradingagents/dataflows/y_finance.py
+++ b/tradingagents/dataflows/y_finance.py
@@ -1,3 +1,17 @@
+"""
+DEPRECATED — yfinance is scheduled for removal in the FMP-primary migration.
+
+This module is the Alpaca-fallback path for TradingAgents data. It is
+still wired in (tier1 + tier2 + interface.py reference it) and too
+large to stub safely without rewiring the structured analysts, so it
+stays live for now. Track: replace with calls through
+FMPDataService (see stock-screener/backend/docs/FMP_MIGRATION.md for
+the pattern) and route `interface.py` to FMP-first instead.
+
+Callers: tradingagents/agents/structured/tier1.py,
+tradingagents/agents/structured/tier2.py,
+tradingagents/test.py
+"""
 from typing import Annotated
 from datetime import datetime
 from dateutil.relativedelta import relativedelta