INDIVIDUAL MCP TOOL

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.

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_max_pain and invoke it with your own arguments.

Indexed input schema

{}

Risk classification

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.

Parent server

quantdata.uk

CONNECT WITH APPROVAL

Client installation

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.

Related tools

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_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.