QuantData 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.git

Don't have uv? Install it with curl -LsSf https://astral.sh/uv/install.sh | sh (Mac/Linux) or irm 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:

1. Go to v3.quantdata.us and log in
2. Open DevTools (F12 or right-click → Inspect) → Network tab
3. Refresh the page
4. Click on any chart or page on QuantData — you'll see API requests appear
5. Click any request to core-lb-prod.quantdata.us, or filter by /api in the top
6. In the Request Headers, find and copy:
   • authorization — your auth token (starts with eyJ...)
   • x-instance-id — your instance ID (a UUID like xxxxxxxx-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.json
• Windows: %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "quantdata": {
      "command": "quantdata-mcp",
      "args": ["serve"]
    }
  }
}

Note: quantdata-mcp must 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 uvx to 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
qd_get_market_snapshot	Full overview: GEX + DEX walls, drift, max pain, trade stats
qd_set_page_date	Switch ticker, session date, and/or expiration for analysis

Exposure (Greeks)

Tool	Description	Key Settings
qd_get_exposure_by_strike	GEX/DEX/CEX/VEX wall data by strike	greek_type, representation_mode (per 1%, per $1, raw), is_net, time_minutes
qd_get_exposure_by_expiration	Greek exposure term structure across expirations	greek_type, representation_mode, is_net, strikes filter

Premium Flow

Tool	Description	Key Settings
qd_get_net_drift	Cumulative call vs put premium flow	aggregation (1min–1hr), moneyness, strikes filter
qd_get_net_flow	Call/put premium flow over time	aggregation, data_mode (premium/volume), moneyness, trade_side, strikes

Order Flow & Trade Stats

Tool	Description	Key Settings
qd_get_order_flow	Consolidated order flow — individual large trades	contract_type, moneyness, trade_side, min_premium, strikes
qd_get_trade_side_stats	Trade aggression: AA/A/M/B/BB breakdown	data_mode, moneyness, strikes
qd_get_contract_statistics	Total premium, trade count, volume by call/put	moneyness, trade_side, strikes

Volatility & Pricing

Tool	Description	Key Settings
qd_get_iv_rank	IV rank vs historical range	lookback_period, maturity, contract_type
qd_get_contract_price	OHLCV price data for a specific contract	strike (required), contract_type, aggregation

Open Interest & Max Pain

Tool	Description
qd_get_max_pain	Max pain strike + distance from current price
qd_get_oi_by_strike	Open interest distribution with near-ATM filtering

Common Parameters

All tools accept these parameters for ticker/date control:

Parameter	Description	Default
ticker	Any optionable symbol (SPX, SPY, QQQ, AAPL, TSLA, etc.)	SPX
date	Session date YYYY-MM-DD	Today
expiration_date	Expiration date YYYY-MM-DD	Same as date (0DTE)

Filter Parameters

Tools that support filtering accept these optional parameters:

Parameter	Values	Description
moneyness	OTM, ITM, ATM	Filter by moneyness (pass a list to combine)
trade_side	AA, A, M, B, BB	Filter by trade aggression
strikes	Dollar values, e.g. [5600.0]	Filter to specific strikes
contract_type	CALL, PUT	Filter to calls or puts only
min_premium	Dollar amount, e.g. 50000	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 API

Your 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