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Get Historical Advanced Volatility

get_historical_advanced_volatility
Read-only

Replay advanced volatility analytics (SVI parameters, forward prices, total variance surface, arbitrage flags, greek surfaces, variance swap fair values) at any minute since April 2018. EOD-stamped (SVI fits refresh daily). Alpha tier.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
atYesAs-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD
apiKeyNoFlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.
symbolYesStock/ETF ticker

TDQS

A4.4/5.0
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations declare readOnlyHint=true, so the description only needs to add behavior beyond safety. It discloses that SVI fits refresh daily (EOD-stamped) and mentions 'Alpha tier', implying access restrictions. This adds useful context without contradicting annotations.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Three concise, information-dense sentences. Every clause contributes: the analytics list, the time range, EOD-stamping, and tier access. No fluff or repetition.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

With no output schema, the description lists the contained analytics (SVI parameters, forward prices, etc.), giving the agent a solid expectation. It lacks return structure/pagination details but is adequate for a read-only retrieval tool.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, so the baseline is 3. The description adds meaningful semantics for the 'at' parameter by specifying 'any minute since April 2018', clarifying the valid time range beyond the schema's generic timestamp description.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description clearly specifies a verb ('Replay') and resource ('advanced volatility analytics') with a concrete scope (any minute since April 2018). It distinguishes itself from siblings like get_advanced_volatility (current data) and get_historical_volatility (likely simpler) by emphasizing the advanced analytics set and historical replay capability.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description provides clear use context: historical replay of volatility analytics. It implies when to use (past timestamps) and the data's EOD-stamping, but it does not explicitly state exclusions or name alternative tools for current data.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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TDQS

A3.6/5.0
Disambiguation2/5

Many tools have overlapping scopes: get_stock_summary, get_volatility, get_vrp, and get_exposure_summary all return comprehensive analytics with shared metrics, making it hard to pick the right one. The flow family (get_flow_live, get_flow_summary, get_flow_scan, get_flow_signals, etc.) has significant redundancy — get_flow_live bundles data also available via separate tools.

Naming Consistency4/5

Tool names mostly follow a consistent get_<noun> pattern, with clear subgroups like get_historical_* and get_*_exposure. Minor deviations exist: post_screener, post_structure_pnl, calculate_greeks, and solve_iv break the get_ convention, but they are still predictable and readable.

Tool Count1/5

With 73 tools, this is far beyond the 3–15 tool sweet spot and even the 50+ extreme mismatch threshold. While the domain is broad, the enormous surface is bloated by near-duplicate historical replay variants (18 get_historical_* tools) and multiple overlapping summary endpoints, making it unwieldy for an agent.

Completeness5/5

The tool set provides thorough coverage of options analytics: quotes, chains, greeks, volatility surface, VRP, exposure, flow, historical replay, screening, and strategy analysis. There are no obvious dead ends — core workflows like calculating greeks, getting exposure, and screening the universe are all supported.

Resources