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Historical Skew Series

get_historical_skew_series
Read-only

Alpha: daily SPY/QQQ fixed-tenor 25-delta put/call skew, risk reversal, butterfly, changes and prior-only context. EOD model reconstruction with explicit gaps and unknown original publication time; not intraday as-served replay. Release pending: returns 503 historical_source_unhealthy (daily_series_disabled) until the daily-series release is enabled.

Input Schema

NameRequiredDescriptionDefault
endYesEnd YYYY-MM-DD, before today ET; maximum 366 calendar days.
startYesStart YYYY-MM-DD.
apiKeyNoFlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.
symbolYesSPY or QQQ
tenor_daysNoCalendar-day IV tenor: 30, 60 or 90.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Added

TDQS

A4.3/5.0
Behavior5/5

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

readOnlyHint already marks it as a safe read, and the description adds substantial behavior beyond that: reconstruction gaps, unknown original publication time, and a concrete failure mode (503 historical_source_unhealthy / daily_series_disabled) that an agent must expect before calling. This is exactly the kind of pre-call context that prevents a wasted invocation.

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

Conciseness4/5

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

Three tight sentences that front-load what the series contains, then caveats, then availability — nothing is padding. The 'Alpha:' prefix and packed jargon add slight parsing friction, but every sentence carries information.

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

Completeness5/5

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

With no output schema, the description still enumerates the return contents (skew, risk reversal, butterfly, changes, prior-only context) and warns of the blocking 503 state. For a read-only series tool with fully-covered parameters, an agent has everything needed to decide and call correctly.

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, but the description adds conceptual meaning to tenor_days ('fixed-tenor') and to symbol ('SPY/QQQ'), and the 25-delta framing explains what the returned skew numbers represent. It still does not document the allowed tenor values or the date-range/ET constraints, which the schema already covers.

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

Purpose4/5

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

The description names a specific artifact — daily SPY/QQQ fixed-tenor 25-delta skew, risk reversal, butterfly and changes — which is far more than the name alone conveys and clearly separates it from live snapshot siblings like get_skew_term. It differentiates by data mode ('EOD model reconstruction... not intraday as-served replay') rather than naming the sibling tool directly, so it stops just short of a 5.

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?

Gives clear selection context: use it for EOD historical reconstruction rather than intraday as-served replay, and warns that the endpoint returns 503 historical_source_unhealthy until the daily-series release is enabled. It does not explicitly say which sibling to reach for instead of this tool (e.g. get_skew_term for current skew), so no explicit alternative routing.

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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