Quantdata
by quantdata.uk in Markets & finance
Four market-statistics tools + a free qd_ key by email: 1 anonymous look, then 10 calls/UTC day.
https://api.quantdata.uk/mcp
Last 30 days
- Uptime
- 100%
- Response time
- 287 ms typical, 287 ms slowest 5%
- Last check
- 1 h ago
- Next check
- in 5 h
How to call it
Add it to any MCP client that supports remote servers.
{
"mcpServers": {
"quantdata": {
"type": "http",
"url": "https://api.quantdata.uk/mcp"
}
}
}5 tools
- 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,
- quantdata_brooks_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 measu
- quantdata_weis_wave
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
- quantdata_max_pain
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
- quantdata_gamma
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 conv
Security scan
- Unusually long description in tool:quantdata_brooks_events
quantdata_brooks_events Classical Brooks price-action events detected in the cur…
Recent checks
| When | Result | HTTP | Time |
|---|---|---|---|
| 1 h ago | Passed | 200 | 287 ms |