INDIVIDUAL MCP TOOL

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.

quantdata.uknone authenticationAvailability not checked

LIVE ENDPOINT

https://api.quantdata.uk/mcp

No auth detected

Connect to this endpoint to inspect the live schema for quantdata_gamma and invoke it with your own arguments.

{}

Inferred read-only · medium confidence · heuristic, not a guarantee.

No write-capable action terms were found; this is not proof that invocation has no side effects.

CONNECT WITH APPROVAL

Review this server and its permissions before adding it. Secret placeholders must be set locally.

Codex

~/.codex/config.toml

[mcp_servers.quantdata]
url = "https://api.quantdata.uk/mcp"
enabled = true

Claude Code

.mcp.json

{
  "mcpServers": {
    "quantdata": {
      "type": "http",
      "url": "https://api.quantdata.uk/mcp"
    }
  }
}

Claude Desktop

Settings → Connectors → Add custom connector

Name: quantdata
Remote MCP URL: https://api.quantdata.uk/mcp

Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.

Cursor

.cursor/mcp.json

{
  "mcpServers": {
    "quantdata": {
      "url": "https://api.quantdata.uk/mcp"
    }
  }
}

Visual Studio Code

.vscode/mcp.json

Add to Visual Studio Code

{
  "servers": {
    "quantdata": {
      "type": "http",
      "url": "https://api.quantdata.uk/mcp"
    }
  }
}

Generic MCP

Client-specific MCP configuration

{
  "name": "quantdata",
  "transport": "streamable-http",
  "url": "https://api.quantdata.uk/mcp"
}

MCP Inspector

Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.

quantdata_request_free_api_key — Send a free qd_ API key to an email address.
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 measured for that exact definition in that exact window (pre-registered, ES 5-minute bars 2010-2026).
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.
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.