mcp server

quantdata

Four market-statistics tools + a free qd_ key by email: 1 anonymous look, then 10 calls/UTC day.

Description as published by the maintainer. Source

• version 1.1.0
• active

active — Registry entry last updated 2026-08-01.

What this server can do

5 functions, named and described by the server itself. Parameter names are shown because they say more about what a function does than its name usually does.

quantdata_brooks_events(symbol, window)

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'. Required: symbol.

quantdata_gamma(symbol, by_strike)

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. Required: symbol.

quantdata_max_pain(symbol, distribution)

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. Required: symbol.

quantdata_request_free_api_key(email, marketing_opt_in)

Send a free qd_ API key to 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. The raw key is delivered only to the inbox and is never returned in this tool result. Ask the user for the email address before calling. Set marketing_opt_in to true only when the email owner explicitly asks to receive occasional product updates; it defaults to false and is not required for the key. A true value stays pending until the recipient replies SUBSCRIBE to the key email. Required: email.

quantdata_weis_wave(symbol, session)

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. Spot gold is NOT in that situation: XAUUSD carries volume and works here, returning a volume_note that it is broker-aggregated rather than exchange-consolidated; do not silently swap it for GC=F. Use session='full' to match the published reference-rate window, or the default 'rth' for a regular-session-only read. Required: symbol.

Last successful function declaration observed on 2026-08-13. Source: https://api.quantdata.uk/mcp. We list what the server declared; we do not call any of these functions.

Endpoint status observed on 2026-08-13. Source: https://api.quantdata.uk/mcp.

Signals

These are separate measurements of different things. They are deliberately not combined into one score, because a popularity number that mixes website traffic with saves and stars cannot be checked or acted on.

Where to get it

• Repository — https://github.com/celineycn/quantdata-plugin
• Website — https://quantdata.uk/mcp
• Remote endpoint (streamable-http) — https://api.quantdata.uk/mcp