Search / uk.quantdata/quantdata
protogridR0· no sign-inFour market-statistics tools + a free qd_ key by email: 1 anonymous look, then 10 calls/UTC day.
v1.1.0 · active · repository · website · descriptor JSON · versions
{
"mcpServers": {
"quantdata": {
"type": "http",
"url": "https://api.quantdata.uk/mcp"
}
}
}claude mcp add --transport http quantdata https://api.quantdata.uk/mcp[mcp_servers.quantdata]
url = "https://api.quantdata.uk/mcp"
{
"$schema": "https://opencode.ai/config.json",
"mcp": {
"quantdata": {
"type": "remote",
"url": "https://api.quantdata.uk/mcp",
"enabled": true
}
}
}{
"mcpServers": {
"quantdata": {
"type": "http",
"url": "https://api.quantdata.uk/mcp"
}
},
"deeplink": "cursor://anysphere.cursor-deeplink/mcp/install?name=quantdata&config=eyJ0eXBlIjoiaHR0cCIsInVybCI6Imh0dHBzOi8vYXBpLnF1YW50ZGF0YS51ay9tY3AifQ%3D%3D"
}{
"servers": {
"quantdata": {
"type": "http",
"url": "https://api.quantdata.uk/mcp"
}
}
}{
"mcpServers": {
"quantdata": {
"httpUrl": "https://api.quantdata.uk/mcp"
}
}
}extensions:
"quantdata":
enabled: true
name: "quantdata"
type: streamable_http
uri: "https://api.quantdata.uk/mcp"
timeout: 300
protocol.modernnewest supported version is 2025-06-18; 2026-07-28 not supported, older versions are deprecated until 2027-07-28protocol.statelessonly applies to 2026-07-28 serversprotocol.transportstreamable HTTPprotocol.list_ttlonly applies to 2026-07-28 serversauth.prm, auth.as_metadata, auth.cimdno remote uses OAuthauth.secret_in_urlno templated URLtools.descriptionsevery tool has a descriptiontools.description_length1 tools have descriptions over 1,024 characters, which crowds the contexttools.schemasevery tool has an object input schematools.annotations3 of 3 tools declare readOnlyHint or destructiveHinttools.directory_hints1 of 3 tools declare all four hints; missing: quantdata_weis_wave (destructiveHint, idempotentHint); quantdata_brooks_events (destructiveHint, idempotentHint)tools.token_costabout 1,784 tokens to load every tooltools.api_dumptools are not a one-to-one API dumpstability.changes4 tool changes in 30 daysstability.rug_pull1 tools kept their name but changed most of their description in 30 days; review before trusting themdeps.known_vulns, deps.mcp_sdk_version, deps.resolvableno npm or PyPI packagequantdata_gammaremovedEstimated 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.
quantdata_max_painremovedOptions 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.
quantdata_request_free_api_keychangeddescriptionRequest an email verification link for the user's real inbox. No key or free API entitlement is returned by this tool. Ask the user for their own address; never invent one. The owner must open the email and press the confirmation button before receiving a key. After verification, they can configure X-API-Key in this client. All four market-data tools share 10 successful calls per UTC day. No account, card or payment is required.
Request an email verification link for the user's real inbox. No key or free API entitlement is returned by this tool. Ask the user for their own address; never invent one. The owner must open the email and press the confirmation button before receiving a key. After verification, they can configure X-API-Key in this client. All two market-data tools share 10 successful calls per UTC day. No account, card or payment is required.
quantdata_request_free_api_keychangeddescriptionmeaning changedGet 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.
Request an email verification link for the user's real inbox. No key or free API entitlement is returned by this tool. Ask the user for their own address; never invent one. The owner must open the email and press the confirmation button before receiving a key. After verification, they can configure X-API-Key in this client. All four market-data tools share 10 successful calls per UTC day. No account, card or payment is required.
Full history: list_changes · trend: quality JSON.
Checks run on what our credential-free, read-only probes observe; tools are never called and no code audit is performed. How it is computed.
+repository +dns-namespace +website +reachable +uptime-99% ~updated-79d-ago
Derived from observable signals (official registry feed and our own credential-free probes); no code audit performed. How it is computed.
| remote | auth | reachable | uptime 30d | p50 | protocol | last ok |
|---|---|---|---|---|---|---|
https://api.quantdata.uk/mcp streamable-http | none | yes | 99% | 405 ms | 2025-06-18 | 2026-10-19 |
quantdata_brooks_eventsread-only | 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'. |
quantdata_request_free_api_key | Request an email verification link for the user's real inbox. No key or free API entitlement is returned by this tool. Ask the user for their own address; never invent one. The owner must open the email and press the confirmation button before receiving a key. After verification, they can configure X-API-Key in this client. All two market-data tools share 10 successful calls per UTC day. No account, card or payment is required. |
quantdata_weis_waveread-only | 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. |
Schemas: list_tools.
{
"name": "uk.quantdata/quantdata",
"$schema": "https://static.modelcontextprotocol.io/schemas/2025-09-29/server.schema.json",
"remotes": [
{
"url": "https://api.quantdata.uk/mcp",
"type": "streamable-http"
}
],
"version": "1.1.0",
"repository": {
"url": "https://github.com/celineycn/quantdata-plugin",
"source": "github"
},
"websiteUrl": "https://quantdata.uk/mcp",
"description": "Four market-statistics tools + a free qd_ key by email: 1 anonymous look, then 10 calls/UTC day."
}