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quantdata

by uk.quantdata

Volume-price wave structure

quantdata_weis_wave
Read-only

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.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolYesTicker. 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.
sessionNoOmit 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.

Schema Changelog

Changes observed during successful MCP inspections. Dates show when Glama detected each change.

  1. Changed1 schema field changed
    • changedInput schema / properties / symbol / description
      Previous 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."
  2. Changed1 schema field changed
    • changedInput schema / properties / symbol / description
      Previous 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."
  3. Changed1 schema field changed
    • changedInput schema / properties / symbol / description
      Previous 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."
  4. Changed1 schema field changed
    • changedInput schema / properties / symbol / description
      Previous 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.)."
  5. Changed2 schema fields changed
    • changedInput schema / properties / session / description
      Previous 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."
    • changedInput schema / properties / session / enum
      Previous value: -[
-  "rth",
-  "asia"
-]New value: +[
+  "rth",
+  "asia",
+  "full"
+]
  6. First observed

TDQS

A4.5/5.0
Behavior4/5

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.

Conciseness4/5

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.

Completeness4/5

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.

Parameters4/5

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.

Purpose5/5

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.

Usage Guidelines5/5

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.

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TDQS

A4.7/5.0
Disambiguation5/5

Each tool targets a distinct market data domain: Brooks price action events, dealer gamma, options max pain, API key request, and Weis Wave volume-price structure. Despite some conceptual overlap between options-related tools, their descriptions clearly differentiate calculations and data sources.

Naming Consistency5/5

All five tools follow the exact same `quantdata_<topic>` snake_case pattern, making the naming perfectly uniform and predictable. No mixed conventions or stylistic deviations.

Tool Count5/5

Five tools is a well-scoped set for a specialized quant data server. Each tool serves a clear analytical purpose, and the API key request tool supports access to the four data tools without bloating the surface.

Completeness5/5

The set explicitly covers four market-data categories plus key management, and each tool is fully self-contained for its intended analysis. No obvious dead ends or missing core operations within the stated domain of quantitative market analytics.

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