Serveur MCP
quantdata
uk.quantdata/quantdata
Ce que fait ce MCP
Provides market statistics including price-action events, dealer gamma estimates, options max pain, and volume-price structures.
Capacités
Outils
5
outils
quantdata_brooks_events
Rolling price-action events
Classical Brooks price-action events detected in the current trading window — the day's first range breakout, breakout follow-through, closes in the top or bottom third of an established range, long-lived-range breakouts, climactic spikes — each paired with the outcome rate measured for that exact definition in that exact window (pre-registered, ES 5-minute bars 2010-2026). Range breakouts also carry a calibrated per-event estimate of the probability the breakout closes back through its level within 10 bars (validated zero-shot on NQ 2023+: AUC 0.646, calibration error 5.1%, n=2,637). Answers 'what just happened structurally, and how did events like it resolve historically'. Works around the clock on 24-hour instruments, including the Asia-close-to-US-open gap window. Some measured rates contradict the classical claims; quote the measured numbers, not the folklore. Every read also carries two blocks that answer different questions and must not be mixed: `day_type` is the five-class day-type distribution, from the model trained for the current window. In the regular day session it is mode=day_session, with published accuracy: 66% top-1 over a complete session and 53.5% at the 90-minute mark, against a 37% majority-class baseline. In the Asian window it is mode=asia_session — trained natively on Asian windows, pre-registered, confirmed zero-shot on NQ — whose accuracy figures live in the response's own `accuracy` field and use their own label taxonomy: never quote the day-session figures for an asia read or vice versa. The gap window has no validated model and returns available=false there. `shape` is plain arithmetic over the bars already printed (where price closed inside its own range, how much of the travel was one-way, deepest pullback) — no model, no accuracy claim, available in every window including the gap. Report day_type as a distribution with its baseline; report shape as measurement, never as a forecast. **`day_type.analysis` is the block to lead with (day-session reads only; the asia_session read carries no analysis layer)** — it answers 'should today's read be trusted at all' before it answers 'what is today'. It carries: `confidence` (the model's own conviction crossed with how consistently the most similar past sessions resolved — both high has been right 95% of the time, both low only 41%, against a 66% baseline; say which bucket today falls in and stop treating a low-confidence read as a call); `live_now` (patterns mechanically confirmed on today's bars so far — e.g. 'broke yesterday's low then reclaimed it = bear trap confirmed' — this is what actually happened, trust it over any statistical checklist); `what_to_watch` (patterns over-represented on this day type, each with a status_today of yes/no/forming/unknown and a concrete way to verify it intraday; use the ordering, not the raw lift decimals); and `summary` / `summary_zh`, a one-line verdict written to be relayed verbatim — if you pass along only one sentence, pass that one. Descriptive statistics — not a recommendation. Check window_is_live before calling a read 'now'.
Lecture seule
Accès externe
Schéma d’entrée
{'type': 'object', 'required': ['symbol'], 'properties': {'symbol': {'type': 'string', 'description': "Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold itself has no feed here; a request for XAUUSD answers with the XAUT-USD token reading and says so. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — relay its notes when you use it."}, 'window': {'enum': ['rth', 'gap', 'asia'], 'type': 'string', 'description': "Omit to follow whichever window has the freshest bars — usually what the user means by 'now'. 'rth' is the US day session; 'gap' is 16:00-21:30 Beijing, the stretch between the Asian close and the US open; 'asia' is 09:00-16:00 Beijing. gap and asia exist for 24-hour instruments (futures, FX, crypto) only. Every window carries its own pre-registered reference rates — the response pairs each event with the rates measured for the window it fired in."}}}
quantdata_gamma
Estimated dealer gamma exposure
Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain this is a Black-Scholes ESTIMATE — zero rate, zero dividend, implied volatility solved from end-of-day quotes, and the convention that dealers are long every call and short every put. Keep that framing when reporting it. A null flip is not an error: check flip_status — 'no_sign_change_within_10pct' means net gamma keeps one sign across the whole traded range, which is a state worth reporting. US listed stocks and ETFs only, with a liquid chain: cash-settled index options (SPX, NDX, RUT, VIX) return an error — use SPY, QQQ, IWM instead. Reads the prior session's settled open interest and cannot update intraday whatever the clock says, so report as_of and spot_date with the number.
Lecture seule
Accès externe
Schéma d’entrée
{'type': 'object', 'required': ['symbol'], 'properties': {'symbol': {'type': 'string', 'description': 'US listed stock or ETF ticker, e.g. NVDA or SPY.'}, 'by_strike': {'type': 'boolean', 'description': 'Include the strike-level gamma profile. Large; only request it when the user wants strike detail.'}}}
quantdata_max_pain
Options max pain by expiration
Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there. Pure arithmetic — no pricing model, no volatility assumption, so anyone with the same chain gets the same number. Also returns put/call ratio and the heaviest call and put open-interest strikes. Returns every expiration inside 45 days rather than picking one, because the figure is per-expiration and the near- and far-dated values routinely disagree. US listed stocks and ETFs only: cash-settled index options (SPX, NDX, RUT, VIX) return an error — use SPY, QQQ, IWM. Open interest settles overnight, so this describes the prior session's positioning; report as_of and spot_date alongside the number.
Lecture seule
Accès externe
Schéma d’entrée
{'type': 'object', 'required': ['symbol'], 'properties': {'symbol': {'type': 'string', 'description': 'US listed stock or ETF ticker, e.g. NVDA or SPY.'}, 'distribution': {'type': 'boolean', 'description': 'Include the full open-interest distribution by strike. Large; only request it when the user wants strike detail.'}}}
quantdata_request_free_api_key
Request a free Quant Data API key
Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful calls per UTC day, and expires after 30 days. Ask the user for their email address first, then call this tool: the key is returned here so you can use it immediately in the X-API-Key header, and a copy is emailed to that address. Do not invent an address — the owner is told an assistant requested it and can have it disabled. This tool never returns a key that already belonged to that address; it issues one for this purpose only.
Accès externe
Idempotent
Schéma d’entrée
{'type': 'object', 'required': ['email'], 'properties': {'email': {'type': 'string', 'format': 'email', 'description': "The user's own email address. Ask them for it; do not guess."}}}
quantdata_weis_wave
Volume-price wave structure
Weis Wave volume-price structure: price grouped into waves with volume summed per wave, plus which of five classical volume-price events have fired. Each event carries the win rate measured for it on sixteen years of S&P 500 futures data, including the two that came out REVERSED against the tradition. Answers 'is there volume behind this move'. Quote the measured reference numbers rather than the folklore. Spot FX has no volume at all — use CME currency futures (6E=F) instead. GC=F carries exchange volume and is the gold instrument here. A spot-gold request (XAUUSD) answers with the XAUT-USD token reading plus a note — that is the Tether Gold token's order book, a different instrument. Use session='full' to match the published reference-rate window, or the default 'rth' for a regular-session-only read.
Lecture seule
Accès externe
Schéma d’entrée
{'type': 'object', 'required': ['symbol'], 'properties': {'symbol': {'type': 'string', 'description': "Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold itself has no feed here; a request for XAUUSD answers with the XAUT-USD token reading and says so. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — relay its notes when you use it."}, 'session': {'enum': ['rth', 'asia', 'full'], 'type': 'string', 'description': "Omit for the US regular session. Use 'full' when comparing returned Weis events with the published reference win rates: those rates were measured on the whole bar stream, including pre/post-market. 'full' requires genuine extended-hours volume and can return 422 NO_EXTENDED_VOLUME; obey retryable, then use 'rth' if the source cannot provide it. 'asia' is accepted for 24-hour instruments only and is explicitly unvalidated."}}}
Historique
Modifications récentes des outils
Ajouté
quantdata_gamma
17 September 2026 12:55
Ajouté
quantdata_max_pain
17 September 2026 12:55
Ajouté
quantdata_weis_wave
17 September 2026 12:55
Ajouté
quantdata_brooks_events
17 September 2026 12:55
Ajouté
quantdata_request_free_api_key
17 September 2026 12:55
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