The spectral and timing behaviour of HMXBs offers a unique opportunity for the investigation of accretion onto compact objects and of wind structure in massive stars. The bright and persistent neutron star HMXB Vela X-1 is one of the key systems for such studies. It has a complex clumpy stellar wind, prominent cyclotron resonant scattering features (CRSFs) and thus high magnetic field. We analyse two new observations taken with NuSTAR and XMM-Newton to follow the evolution of spectral parameters down to the pulse period time-scale to model the continuum and local absorption variability.