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Quantdata

by quantdata.uk in Markets & finance

MCP serverPassing, checked 1 h ago

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

All checks passedSome failedAll failedNot checked
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

WhenResultHTTPTime
1 h agoPassed200287 ms