SquawkFlow Market Structure
by squawkflow.com in Markets & finance
Free keyless dealer gamma, OI change, market calendar, 13F, congress and CFTC data, dated, cited.
https://mcp.squawkflow.com/mcp- Tools
- 17
- open to any client
- Uptime
- 100%
- last 30 days
- Response time
- 621 ms
- 692 ms slowest 5%
- Last check
- Passed
- 7 h ago, next any minute now
Reliability
How to connect
Add it to any MCP client that supports remote servers.
{
"mcpServers": {
"squawkflow-market-structure": {
"type": "http",
"url": "https://mcp.squawkflow.com/mcp"
}
}
}17 tools
- list_squawkflow_tools
Use this when you are not sure whether SquawkFlow has the symbol, the date, the expiration or the measure you need, or when you want the list of things this server deliberately does not publish. Coverage: every tool on this server, with what each one covers, how old its data is…
- get_gex_levels
Use this when the question is where the call wall, the put wall, the zero gamma flip or the vol trigger sits right now, or whether an index is in a positive or negative gamma regime. Also called GEX, gamma exposure or dealer gamma positioning. Returns spot, net GEX, the regime…
- get_gamma_heatmap
Use this when the question is which expiry carries the gamma, how much gamma sits at one strike, which strikes gained open interest overnight on an index, or what the charm ramp into the close looks like today. The gamma heatmap, also called the gamma grid or the gamma surface…
- get_gamma_matrix
Use this when the question is where dealer gamma sits across the sectors rather than in one index: which sector ETFs sit above or below their zero gamma flip, and where each one carries its call wall and put wall. One grid, eleven SPDR sector ETFs plus the SPX, SPY and QQQ index…
- get_oi_change
Use this when the question is what changed in an option book overnight: which strikes and expirations gained or lost open interest between two daily settlements, with the signed contract counts and both settlement dates. Defaults to the two newest; pass a date to read that…
- get_max_pain
Use this when the question is what max pain is for an expiration, or where the pain point sits for this Friday. Returns the settlement strike that minimises the aggregate option payout for one expiration, computed from the delayed CBOE chain, with the payout curve around it and…
- get_implied_odds
Use this when the question is what probability the market puts on a level by a date, for example what probability the market puts on SPX above 7700 by Friday, or what odds the chain prices on QQQ closing below 740 next week. Returns the priced probability of settling above and…
- election_market_context
Use this when the question asks what the SPX chain prices for the first post-election session, which VX window includes Nov 3, or where the dated election week schedule is published. Coverage: SPX event premium with both readings, comparator and limits after method sign-off…
- get_vix_term_structure
Use this when the question is whether VIX is in contango or backwardation, how steep the curve is, or what the front month settled at. Returns every listed month with its settlement price and expiration, the regime, the M9 minus M1 spread and the M2 minus M1 spread. Coverage…
- get_market_calendar
Use this when the question is a date: whether the exchange holds a session on a given day, when the next session is, when the next monthly, quarterly or VIX futures expiration falls, or which exchange holidays are coming. Returns the published calendar answered as of one date…
- get_session_record
Use this when the question is what SquawkFlow published for a given trading day before it traded, and what the record says happened to those levels. Returns the dated record for one session: the levels as published, the verdict on each one, the capture coverage, how the…
- get_filing_receipt
Use this when the question is what an institutional manager reported holding in a quarter. Returns the reported positions with their reported values and share counts, the filing's accession number, the period of report, the filing acceptance date and the revision history where a…
- get_congressional_disclosures
Use this when the question is what a member of Congress disclosed buying or selling, or who disclosed trading a ticker. Every record carries three separate dates and never collapses them: the transaction date the filing states, the filer notification date where the source states…
- get_positioning
Use this when the question is how index futures positioning is distributed across trader classifications: dealers and intermediaries, asset managers, leveraged funds, other reportables and nonreportables, with long, short, spreading and net contracts and the week history. Omit…
- get_lab_record
Use this when the question is which dated simulated records the SquawkFlow Lab holds and whether they have been graded. Returns absolute session dates, known engine identifiers, resolved or ungraded status, and counts of the returned receipts. Coverage: dated simulated-record…
- search
Use this when you want the SquawkFlow page that answers a question, or a citable link rather than a number: glossary definitions, methodology and explainer pages, expiration calendars, filing pages and dated session records. Returns ids, titles and canonical URLs. Pass an id to…
- fetch
Use this when you have an id from search and want the page text itself, with the canonical URL to cite. Returns the published markdown verbatim, so the page carries its own capture stamp and its own limits section into your answer. Coverage: any page with a published markdown…
Security scan
2 findings
- Unusually long description in tool:get_gex_levels
get_gex_levels (get gex levels) Use this when the question is where the call wal… - Unusually long description in tool:get_gamma_heatmap
get_gamma_heatmap (get gamma heatmap) Use this when the question is which expiry…
Recent checks
| When | Result | HTTP | Time |
|---|---|---|---|
| 7 h ago | Passed | 200 | 630 ms |
| 17 h ago | Passed | 200 | 691 ms |
| 27 h ago | Passed | 200 | 697 ms |
| 36 h ago | Passed | 200 | 621 ms |
| 45 h ago | Passed | 200 | 624 ms |
Show 5 older checks
| 2 days ago | Passed | 200 | 602 ms |
| 3 days ago | Passed | 200 | 607 ms |
| 3 days ago | Passed | 200 | 692 ms |
| 3 days ago | Passed | 200 | 562 ms |
| 4 days ago | Passed | 200 | 618 ms |