detect_intraday_outlier_jumps
Live look at TODAY's intraday tape, flagging outlier price jumps.
Pulls today's intraday bars for `symbol` (US/Eastern trading day) live at the given
`frequency` and flags each bar whose move is a statistical outlier versus the stock's
own daily-return volatility — i.e. bars where |z-score| of the move exceeds
`zscore_threshold`. Use it for a quick "is the stock making an abnormal intraday move
right now?" read.
Synchronous — returns the flagged bars directly (no task id to poll). Returns a
404-style error if no intraday data is available yet (e.g. before the market opens or
for an uncovered symbol).
Requires auth (your MCP client attaches the OAuth bearer automatically).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Covered ticker, e.g. "AAPL". | |
| frequency | No | Intraday bar size; list_options(kind="intraday_frequency") lists the supported values. | one_minute |
| zscore_threshold | No | Daily-sigma cutoff for flagging a bar: higher = stricter (fewer, more extreme flags), lower = more sensitive. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| latest | No | The most recent bar. | |
| series | Yes | Every bar today, ascending by time. | |
| symbol | Yes | ||
| outliers | Yes | Bars with |z-score| >= zscore_threshold. | |
| prior_close | No | Prior session's close, the return baseline. | |
| most_extreme | No | Today's bar with the largest |z-score|. | |
| daily_std_20d | No | Std dev of the trailing 20 daily log returns (the sigma). | |
| daily_mean_20d | No | Mean of the trailing 20 daily log returns. | |
| is_outlier_now | Yes | True when the latest bar is beyond the threshold. | |
| zscore_threshold | Yes | The |z| cutoff applied. |