Four market-statistics tools + a free qd_ key by email: 1 anonymous look, then 10 calls/UTC day.
Scored across 3 tools
The two market-analysis tools are genuinely different methodologies (Brooks price-action structure vs. Weis Wave volume structure) and their descriptions make the distinction clear; however, both operate on the same instruments and answer overlapping 'what is the market doing' questions, so an agent could still momentarily conflate them. The API-key tool is unmistakable.
All three names share the quantdata_ prefix, use snake_case, and are fully lowercase with no spelling drift. The only minor inconsistency is semantic: two are noun_noun domain labels while one uses the verb_noun request_free_api_key pattern.
Three tools are slightly thin but sensible for a narrowly scoped quant-analysis server: two analytical reads plus one onboarding/auth helper. Nothing feels redundant, though the surface offers no general-purpose data access if neither analysis suits the question.
The two analysis tools are deep, but the surface has notable gaps: no plain quote/OHLCV retrieval, no way to list supported instruments or windows, and no error/rate-limit inspection despite the shared 10-call daily cap. Agents must already know symbols and can hit dead ends for basic data needs.
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). Range breakouts also carry a calibrated per-event estimate of the probability the breakout closes back through its level within 10 bars (validated zero-shot on NQ 2023+: AUC 0.646, calibration error 5.1%, n=2,637). Answers 'what just happened structurally, and how did events like it resolve historically'. Works around the clock on 24-hour instruments, including the Asia-close-to-US-open gap window. Some measured rates contradict the classical claims; quote the measured numbers, not the folklore. Every read also carries two blocks that answer different questions and must not be mixed: day_type is the five-class day-type distribution, from the model trained for the current window. In the regular day session it is mode=day_session, with published accuracy: 66% top-1 over a complete session and 53.5% at the 90-minute mark, against a 37% majority-class baseline. In the Asian window it is mode=asia_session — trained natively on Asian windows, pre-registered, confirmed zero-shot on NQ — whose accuracy figures live in the response's own accuracy field and use their own label taxonomy: never quote the day-session figures for an asia read or vice versa. The gap window has no validated model and returns available=false there. shape is plain arithmetic over the bars already printed (where price closed inside its own range, how much of the travel was one-way, deepest pullback) — no model, no accuracy claim, available in every window including the gap. Report day_type as a distribution with its baseline; report shape as measurement, never as a forecast. day_type.analysis is the block to lead with (day-session reads only; the asia_session read carries no analysis layer) — it answers 'should today's read be trusted at all' before it answers 'what is today'. It carries: confidence (the model's own conviction crossed with how consistently the most similar past sessions resolved — both high has been right 95% of the time, both low only 41%, against a 66% baseline; say which bucket today falls in and stop treating a low-confidence read as a call); live_now (patterns mechanically confirmed on today's bars so far — e.g. 'broke yesterday's low then reclaimed it = bear trap confirmed' — this is what actually happened, trust it over any statistical checklist); what_to_watch (patterns over-represented on this day type, each with a status_today of yes/no/forming/unknown and a concrete way to verify it intraday; use the ordering, not the raw lift decimals); and summary / summary_zh, a one-line verdict written to be relayed verbatim — if you pass along only one sentence, pass that one. Descriptive statistics — not a recommendation. Check window_is_live before calling a read 'now'.
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold itself has no feed here; a request for XAUUSD answers with the XAUT-USD token reading and says so. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — relay its notes when you use it. | |
| window | No | Omit to follow whichever window has the freshest bars — usually what the user means by 'now'. 'rth' is the US day session; 'gap' is 16:00-21:30 Beijing, the stretch between the Asian close and the US open; 'asia' is 09:00-16:00 Beijing. gap and asia exist for 24-hour instruments (futures, FX, crypto) only. Every window carries its own pre-registered reference rates — the response pairs each event with the rates measured for the window it fired in. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already provide readOnlyHint and openWorldHint, so the description's job is to add operational context. It discloses pre-registration, local measured rates that may contradict folklore, the separate day_type and shape blocks, the missing model in the gap window, the confidence-bucket behavior, and the instruction to lead with day_type.analysis. This is rich, non-contradictory disclosure far beyond the annotations.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is long but high-density: every sentence carries a distinct fact or caution. The bolded lead block and clear separation of day_type/shape/analysis improve scannability. However, the inline, paragraph-style formatting makes it harder to navigate than bulleted sections would be, and a few warnings (e.g., 'do not mix') are repeated in multiple forms.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
With no output schema, the description must explain return values, and it does so thoroughly. It covers the day_type and shape blocks, the fields inside analysis (confidence, live_now, what_to_watch, summary), the asia-specific accuracy field, the available=false case for the gap window, and the proper way to relay the summary. This is complete for a complex tool.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema coverage is 100%, but the description adds substantial meaning beyond the schema. For the symbol parameter it explains resolution pitfalls (GOLD is an equity, gold is GC=F or GLD, XAUT-USD substitution for spot gold) and for the window parameter it explains which instruments support gap and asia and how each window's rates are pre-registered. This is not mere repetition; it is essential disambiguation.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description clearly states the tool detects classical Brooks price-action events in the current trading window and pairs each with historical outcome rates. It answers a specific question—'what just happened structurally, and how did events like it resolve historically'—and is obviously distinct from sibling tools like gamma, max_pain, and weis_wave.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
The description provides clear usage context: it works around the clock on 24-hour instruments, explains the rth/gap/asia window semantics, and tells when a window returns unavailable. It even warns against mixing accuracy figures between day-session and asia-session reads. However, it never explicitly names sibling tools as alternatives or says 'when not to use this tool,' so it stops short of full exclusion guidance.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
Request an email verification link for the user's real inbox. No key or free API entitlement is returned by this tool. Ask the user for their own address; never invent one. The owner must open the email and press the confirmation button before receiving a key. After verification, they can configure X-API-Key in this client. All two market-data tools share 10 successful calls per UTC day. No account, card or payment is required.
| Name | Required | Description | Default |
|---|---|---|---|
| Yes | The user's own email address. Ask them for it; do not guess. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Goes well beyond the annotations (readOnlyHint=false, idempotentHint=true, openWorldHint=true) by disclosing that no key is returned here, that a human out-of-band email confirmation is required, that X-API-Key must be configured client-side afterwards, that the quota is 10 successful calls per UTC day shared with the two sibling tools, and that no account or payment is needed.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
Front-loads the most important correction (no key returned) and keeps each sentence task-relevant. It is slightly longer than necessary — the closing 'No account, card or payment is required' is expectation-setting rather than invocation-critical — but nothing is padding.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
For a one-parameter, no-output-schema tool, everything an agent needs is present: the email-verification flow, human confirmation step, post-verification configuration, quota, and cost expectation. Annotations already cover the safety profile, so no behavioral gap remains.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Only one parameter and schema description coverage is 100%, so the schema already documents the email field including the 'do not guess' instruction. The description's 'Ask the user for their own address; never invent one' adds emphasis but no new syntax or format meaning beyond the schema, so the baseline 3 applies.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
Names a specific verb and resource: 'Request an email verification link for the user's real inbox.' It also corrects the misleading tool title by stating outright that no key or API entitlement is returned, and it distinguishes this onboarding tool from the two market-data siblings it references.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Gives clear operating context: ask the user for their own address, never invent one; the owner must open the email and press the confirmation button before a key arrives. It explains the shared 10-calls-per-UTC-day limit across the two market-data tools, but never states explicitly when this tool should not be used or which sibling to reach for instead.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
Weis Wave volume-price structure: price grouped into waves with volume summed per wave, plus which of five classical volume-price events have fired. Each event carries the win rate measured for it on sixteen years of S&P 500 futures data, including the two that came out REVERSED against the tradition. Answers 'is there volume behind this move'. Quote the measured reference numbers rather than the folklore. Spot FX has no volume at all — use CME currency futures (6E=F) instead. GC=F carries exchange volume and is the gold instrument here. A spot-gold request (XAUUSD) answers with the XAUT-USD token reading plus a note — that is the Tether Gold token's order book, a different instrument. Use session='full' to match the published reference-rate window, or the default 'rth' for a regular-session-only read.
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold itself has no feed here; a request for XAUUSD answers with the XAUT-USD token reading and says so. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — relay its notes when you use it. | |
| session | No | Omit for the US regular session. Use 'full' when comparing returned Weis events with the published reference win rates: those rates were measured on the whole bar stream, including pre/post-market. 'full' requires genuine extended-hours volume and can return 422 NO_EXTENDED_VOLUME; obey retryable, then use 'rth' if the source cannot provide it. 'asia' is accepted for 24-hour instruments only and is explicitly unvalidated. |
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already indicate read-only and open-world hints. The description adds context about measured win rates on 16 years of data, including reversed events, and warns about instrument nuances, which aids interpretation. It does not detail the exact output structure, but the read-only nature is clear.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is dense but front-loaded with the core functionality, followed by important instrument and session caveats. Every sentence adds value, though it is a single large paragraph that could benefit from bullet points for readability. It's appropriately sized for the tool's complexity.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
Without an output schema, the description gives a good sense of what is returned (waves, volume, events, win rates). It also covers key edge cases like XAUUSD and session-specific behavior. Minor gaps remain around exact return format, but overall it is complete enough for an agent.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema descriptions already cover both parameters thoroughly (100% coverage), so baseline is 3. The description adds value by explaining the rationale for instrument choice (e.g., FX futures instead of spot) and the session 'full' behavior, which is not fully in the schema. This elevates the score above baseline.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description clearly states what the tool does: groups price into waves with summed volume and identifies five classical volume-price events with measured win rates. It answers a specific question ('is there volume behind this move') and distinguishes itself from siblings by focusing on Weis Wave structure and reference data.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Provides explicit instrument selection guidance: spot FX has no volume so use CME futures (6E=F), GC=F is the gold instrument, and XAUUSD returns a different instrument (XAUT-USD) with a note. Also explains session parameter usage ('full' matches published reference window, default 'rth') and error handling (422) in the schema, offering clear when-to-use and alternative handling.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
Recent tool additions, removals, and schema changes observed during successful MCP inspections.
quantdata_gammaquantdata_max_painquantdata_request_free_api_key2 fields changedInput schema / properties / email / descriptionPrevious value: -"Inbox that should receive the qd_ key."New value: +"The user's own email address. Ask them for it; do not guess."Input schema / properties / marketing_opt_inRemoved value: -{
- "default": false,
- "description": "Optional separate consent for product-update emails.",
- "type": "boolean"
-}quantdata_brooks_events1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold (XAUUSD) is not covered. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold itself has no feed here; a request for XAUUSD answers with the XAUT-USD token reading and says so. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — relay its notes when you use it."quantdata_weis_wave1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold (XAUUSD) is not covered. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold itself has no feed here; a request for XAUUSD answers with the XAUT-USD token reading and says so. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — relay its notes when you use it."quantdata_brooks_events1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.). XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold (XAUUSD) is not covered. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."quantdata_weis_wave1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.). XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold (XAUUSD) is not covered. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."quantdata_brooks_events1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.)."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.). XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."quantdata_weis_wave1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.)."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.). XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — send it only when the user asked for tokenised gold."quantdata_brooks_events1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GLD or GC=F, not GOLD — GOLD is Barrick, the mining company."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.)."quantdata_weis_wave1 field changedInput schema / properties / symbol / descriptionPrevious value: -"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GLD or GC=F, not GOLD — GOLD is Barrick, the mining company."New value: +"Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Spot gold as XAUUSD. Resolve names to tickers first: gold is XAUUSD (spot), GLD (ETF) or GC=F (futures) — not GOLD, which is a US-listed equity (Gold.com, Inc.)."quantdata_brooks_eventsquantdata_day_typequantdata_weis_wave2 fields changedInput schema / properties / session / descriptionPrevious value: -"Omit for the US day session, the only window these numbers were measured on. 'asia' (09:00-16:00 Beijing) is accepted for 24-hour instruments only and is explicitly unvalidated — the pre-registered transfer test returned NO_GO. Only pass it if the user asks, and say it is unvalidated when you report it."New value: +"Omit for the US regular session. Use 'full' when comparing returned Weis events with the published reference win rates: those rates were measured on the whole bar stream, including pre/post-market. 'full' requires genuine extended-hours volume and can return 422 NO_EXTENDED_VOLUME; obey retryable, then use 'rth' if the source cannot provide it. 'asia' is accepted for 24-hour instruments only and is explicitly unvalidated."Input schema / properties / session / enumPrevious value: -[
- "rth",
- "asia"
-]New value: +[
+ "rth",
+ "asia",
+ "full"
+]quantdata_request_free_api_keyFree US market data as tools: SEC filings, insiders, short interest, 13F, COT, Fed liquidity.
Crypto market data, 200 indicators, order flow and a chart link. No account, no API key.
Free read-only tools: Market402 x402 index search, operator track records, PDF price quotes.
Crypto market signals and portfolio telemetry. 6 tools pay-per-call in USDC, no API key.
Add one secure layer between your agents and this server.