Read hourly market regime and volatility
research_market_contextUse this when the user asks about an asset's model regime, changing volatility or how unusual its volatility is within its own history. Do not use for price predictions, trading decisions, calibrated confidence, annualised volatility or the retired deterministic regime archive. Selection: Use the resolved Research ticker and exact timezone-qualified window, at most 31 days. Every observation is at hourly close regardless of the price chart interval. Presentation: A focused regime and volatility view. Keep 4-hour, 1-day and 7-day magnitudes separate; historical percentiles compare prior observations of this same market. Evidence: Read latest, current_status, processor_status, source pair, coverage and publication times before interpretation. Null ranks may mean building history even when a volatility magnitude exists. USD display may proxy the observed USDC pair; preserve both identities.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | Canonical Research ticker, e.g. BTC-USD. Resolve ambiguous symbols with research_discover; reuse returned identifiers. | |
| window | Yes | Hourly regime and volatility observation window; inclusive start, exclusive end, at most 31 days. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| facts | No | ||
| status | Yes | ||
| message | No | ||
| surface | Yes | ||
| evidence | No | ||
| selection | Yes | ||
| research_url | Yes | ||
| schema_version | No | tcd.mcp-research/v2 | |
| retry_after_seconds | No |