QuantData MCP Server
Click on "Install Server".
Wait a few minutes for the server to deploy. Once ready, it will show a "Started" state.
In the chat, type
@followed by the MCP server name and your instructions, e.g., "@QuantData MCP ServerWhat are the biggest SPX GEX walls and the current max pain strike?"
That's it! The server will respond to your query, and you can continue using it as needed.
Here is a step-by-step guide with screenshots.
QuantData MCP Server
MCP server that gives AI agents (Claude Code, Claude Desktop, etc.) access to real-time and historical options market data from QuantData.
Supports any optionable ticker — SPX, SPY, QQQ, AAPL, TSLA, and more. Not just 0DTE.
Available data: GEX/DEX/CEX/VEX exposure walls, exposure term structure, net drift, max pain, IV rank, trade side statistics, open interest, net flow, consolidated order flow, contract OHLCV, and contract statistics.
Quick Start
1. Install
You need Python 3.11+ installed. Check with python3 --version.
Mac:
brew install python(or download from python.org)Windows: Download from python.org (check "Add to PATH" during install)
Then install the package:
# With pip
pip install git+https://github.com/zzulanas/quantdata-mcp.git
# With uv (faster)
uv pip install git+https://github.com/zzulanas/quantdata-mcp.gitDon't have uv? Install it with
curl -LsSf https://astral.sh/uv/install.sh | sh(Mac/Linux) orirm https://astral.sh/uv/install.ps1 | iex(Windows). It's a faster alternative to pip.
2. Get Your Credentials
You need two values from your QuantData account. Open your browser:
Go to v3.quantdata.us and log in
Open DevTools (F12 or right-click → Inspect) → Network tab
Refresh the page
Click on any chart or page on QuantData — you'll see API requests appear
Click any request to
core-lb-prod.quantdata.us, or filter by /api in the topIn the Request Headers, find and copy:
authorization— your auth token (starts witheyJ...)x-instance-id— your instance ID (a UUID likexxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx)
Should look like these:
3. Run Setup
quantdata-mcp setup \
--auth-token "eyJhbGci..." \
--instance-id "xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx"This creates a dedicated page on your QuantData account with 11 data tools and saves your config to ~/.quantdata-mcp/config.json.
4. Add to Claude
Claude Code
Add to your project's .mcp.json (or global ~/.claude/mcp.json):
{
"mcpServers": {
"quantdata": {
"command": "quantdata-mcp",
"args": ["serve"]
}
}
}Restart Claude Code. You should see quantdata in your MCP servers.
Claude Desktop
Add to your Claude Desktop config file:
Mac:
~/Library/Application Support/Claude/claude_desktop_config.jsonWindows:
%APPDATA%\Claude\claude_desktop_config.json
{
"mcpServers": {
"quantdata": {
"command": "quantdata-mcp",
"args": ["serve"]
}
}
}Note:
quantdata-mcpmust be on your system PATH. If it's not found, use the full path:which quantdata-mcp # find the path{ "command": "/Users/you/.local/bin/quantdata-mcp", "args": ["serve"] }Or use
uvxto run without worrying about PATH:{ "command": "uvx", "args": ["--from", "git+https://github.com/zzulanas/quantdata-mcp.git", "quantdata-mcp", "serve"] }
Restart Claude Desktop. The QuantData tools will appear in your tool list.
Available Tools
Market Overview
Tool | Description |
| Full overview: GEX + DEX walls, drift, max pain, trade stats |
| Switch ticker, session date, and/or expiration for analysis |
Exposure (Greeks)
Tool | Description | Key Settings |
| GEX/DEX/CEX/VEX wall data by strike |
|
| Greek exposure term structure across expirations |
|
Premium Flow
Tool | Description | Key Settings |
| Cumulative call vs put premium flow |
|
| Call/put premium flow over time |
|
Order Flow & Trade Stats
Tool | Description | Key Settings |
| Consolidated order flow — individual large trades |
|
| Trade aggression: AA/A/M/B/BB breakdown |
|
| Total premium, trade count, volume by call/put |
|
Volatility & Pricing
Tool | Description | Key Settings |
| IV rank vs historical range |
|
| OHLCV price data for a specific contract |
|
Open Interest & Max Pain
Tool | Description |
| Max pain strike + distance from current price |
| Open interest distribution with near-ATM filtering |
Common Parameters
All tools accept these parameters for ticker/date control:
Parameter | Description | Default |
| Any optionable symbol (SPX, SPY, QQQ, AAPL, TSLA, etc.) |
|
| Session date YYYY-MM-DD | Today |
| Expiration date YYYY-MM-DD | Same as |
Filter Parameters
Tools that support filtering accept these optional parameters:
Parameter | Values | Description |
|
| Filter by moneyness (pass a list to combine) |
|
| Filter by trade aggression |
| Dollar values, e.g. | Filter to specific strikes |
|
| Filter to calls or puts only |
| Dollar amount, e.g. | Minimum premium threshold (order flow only) |
Example Usage
Ask Claude things like:
"What are the biggest GEX walls right now?"
"Show me yesterday's DEX walls at 10:30 AM"
"Pull up the trade side stats — are puts or calls more aggressive today?"
"Compare the GEX profile at open vs close for last Thursday"
"Show me AAPL gamma exposure for the April 17 monthly expiration"
"What's the OTM-only net drift for SPX today?"
"Show me the order flow — just calls with premium over $50K"
"Get the OHLCV for the SPX 6600 call today"
"What's the IV rank with a 30-day lookback?"
"Show the GEX term structure across all expirations"
Multi-Ticker Support
All tools work with any optionable ticker. Just pass ticker="AAPL" (or whatever symbol).
Important: SPX, SPY, and QQQ have daily expirations (0DTE works by default). For equity options like AAPL or TSLA, you must set expiration_date to a valid expiration (e.g. monthly 3rd Friday) or you'll get empty data.
> Show me TSLA GEX walls for the April 17 monthly
> qd_get_exposure_by_strike(ticker="TSLA", expiration_date="2026-04-17")Historical Data
All tools support historical analysis. Either pass date= to any tool, or use qd_set_page_date to switch context:
> Set the date to 2026-03-26 and show me the GEX walls at 10:00 AM
> qd_set_page_date(date="2026-03-26")
> qd_get_exposure_by_strike(greek_type="GAMMA", time_minutes=600)Time scrubbing: time_minutes = minutes from midnight (570 = 9:30 AM, 720 = 12:00 PM, 960 = 4:00 PM).
Note: date must be a valid trading day (not weekends or market holidays).
How It Works
QuantData doesn't have an official API. This server uses reverse-engineered REST endpoints from their web app. Each user has "tools" (chart widgets) on "pages" — the setup command creates a dedicated page with all 11 data types so the MCP server can query them.
Architecture:
Claude --> MCP (stdio) --> quantdata-mcp server --> QuantData REST APIYour credentials and tool IDs are stored locally at ~/.quantdata-mcp/config.json.
Commands
quantdata-mcp setup --auth-token <TOKEN> --instance-id <ID> # One-time setup
quantdata-mcp serve # Start MCP server (used by Claude)Requirements
Python 3.11+
Active QuantData subscription
Troubleshooting
"Config not found" error: Run quantdata-mcp setup first.
Auth errors (401): Your token expired. Get a new one from the Network tab and re-run setup. Your existing page and tools will be reused:
quantdata-mcp setup --auth-token "NEW_TOKEN" --instance-id "SAME_ID"Empty data: Make sure you have an active QuantData subscription and the market was open on the date you're querying. For non-index tickers (AAPL, TSLA), make sure you set expiration_date to a valid options expiration.
"No such file or directory" in Claude Desktop: Use the full path to quantdata-mcp (see step 4 above).
License
MIT
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