The full upstream README, mirrored here for reference. Install config, tool schemas, adoption signals, and an original overview live on the Quantdata listing page.
Measured market statistics for index futures and equities, packaged so an AI agent can use them and — more importantly — report them honestly. Installs natively into Claude Code (plugin), Codex CLI (plugin marketplace) and Gemini CLI (extension), all from this one repository.
| Skill | What the agent gains | Key needed |
|---|---|---|
quantdata-daily-bias | Rolling Brooks price-action events with measured outcome rates, a calibrated day-type probability read for the US day session, a plain-arithmetic shape description of the bars already printed, and the measured verdicts on famous price-action claims | Free email key or paid key |
quantdata-weis-wave | Volume-price wave structure and five Weis events, each with its measured win rate | Free email key or paid key |
quantdata-max-pain | Options max pain, open-interest walls, put/call ratio, estimated dealer gamma exposure | Free email key or paid key; public pages need none |
The honest summary of what you get: measured edges of 52–56%, published together with the places the models fail. There is a section below on exactly that, and it is not buried.
Which Quant Data this is. This project is Quant Data at quantdata.uk (API host
api.quantdata.uk, MCP endpointhttps://api.quantdata.uk/mcp, registry nameuk.quantdata/quantdata). It is not affiliated with quantdata.us, an unrelated product with a similar name and a different API. Keys are not interchangeable between the two.
The same repository doubles as a Codex plugin marketplace:
The same four endpoints are a remote MCP server, together with an access tool that can email a free API key. Nothing to install — point the client at:
Streamable HTTP. With no key, one anonymous market-tool response is available per source per UTC
day as a first look. The agent can then call quantdata_request_free_api_key with an email
address; the free qd_ key is sent only to that inbox, needs no login or card, and gives the
four market tools 10 shared successful calls per UTC day. A stdio bridge ships in
quantdata/mcp/ for clients that can only launch a local command.
Details: quantdata/mcp/README.md.
The repository is also a Gemini CLI extension. GEMINI.md carries the three skill bodies
merged into one context file:
Start a new session. You do not invoke a skill by name — just ask:
Did ES=F just break out of its range, and how often did breakouts like this fail?
Is the pullback in ES=F happening on low volume?
Where is max pain for TSLA this Friday?
Which way is dealer gamma leaning on NVDA?
To check it loaded, ask: "Which Quant Data skills do you have?"
A skill is just a folder with a SKILL.md in it, so you can also copy them by hand:
Or project-scoped, committed alongside your code, in .claude/skills/.
One anonymous API or MCP call can return a complete first-look response per source per UTC day.
For continued evaluation, request a free qd_ key by email:
An MCP-connected agent can call quantdata_request_free_api_key instead. The raw key is never
returned by the POST or MCP result; it is delivered only to the email address. The free key
covers all four endpoints, sharing 10 successful calls per UTC day, and needs no account,
password or card.
marketing_opt_in is optional and defaults to false. It is separate from key delivery. An
agent must set it to true only after the owner of that email address explicitly asks for
occasional product updates. Even then, the request records a pending preference, not an active
subscription. The recipient must reply SUBSCRIBE to the key-delivery email to confirm it; no
marketing updates are sent before that confirmation.
The permanently free surface is the Max Pain and GEX pages. No key, no account, no card:
Max pain (the option strike at which option buyers lose the most in aggregate at expiration),
put/call ratio and open interest by expiration, one page per covered US stock or ETF — and a
separate GEX page per ticker with net gamma exposure and the zero gamma (flip) level. The site
is rebuilt nightly from the latest upstream settlement available, and every page states the
open-interest settlement date it uses. Lowercase tickers.
https://quantdata.uk/max-pain and https://quantdata.uk/gex are the coverage lists.
To check the research before paying for it, read https://quantdata.uk/methodology — an ordinary web page, free, no key. It publishes the fact-check of the trading literature's famous probability claims against 3,946 S&P 500 futures trading days (2010–2026). The claim that one of the session's extremes forms within the first 90 minutes is usually taught as 90%; the measured figure is 81.2%. The pattern holds across every claim tested — directionally right, inflated by roughly 7–10 percentage points.
Start there. If the numbers are not the size you expected from an honest test, do not buy.
The free email key covers every endpoint below, with 10 successful calls per UTC day shared
across them. When that daily allowance is reached, the API returns 429 with the reset time and
a checkout action to hand to a person. The paid plan removes the evaluation limit for ongoing,
batch or unattended use.
One plan: $149/month, first 3 days free. Checkout is self-serve at https://quantdata.uk/pricing, and a card is collected up front. Checkout with the same email used for the free key upgrades that key in place, so an agent does not need a new secret. Cancel any time in the Stripe customer portal (https://billing.stripe.com/p/login/3cIfZhgcHfOb5IE7PD9Ve00), signing in with the checkout email.
| Endpoint | Returns |
|---|---|
GET /v1/brooks/{symbol} | Rolling Brooks price-action events, each with its measured outcome rate; range breakouts carry a calibrated per-event estimate. Every read also carries day_type — the calibrated five-class day-type distribution, US day session only — and shape, arithmetic over the bars already printed, in every window |
GET /v1/weis/{symbol} | Volume waves and five named volume-price events with measured win rates |
GET /v1/maxpain/{symbol} | Max pain per expiration, from open interest alone — pure arithmetic, no pricing model |
GET /v1/gamma/{symbol} | Estimated dealer gamma exposure: net GEX, the zero gamma (flip) level, the heaviest strikes |
One key covers all four. The two options endpoints are deliberately separate because the two figures are not equally reliable: max pain is arithmetic anyone can reproduce from the same chain, gamma is a Black-Scholes estimate built on an unobservable dealer-positioning convention. The skills quote the first as a figure and the second as an estimate.
The fact-check verdicts live on https://quantdata.uk/methodology as a static table — a web page to read, free and needing no key, not an endpoint to call.
Keys bought under the older two-product pricing keep working at their original price.
An AI agent can request the free key, but it cannot buy the paid plan for you. Card authentication (3-D Secure) requires the cardholder, so after the free allowance is reached the skills hand the checkout link to a person and stop.
Copy the qd_ key from its delivery email into a secret store. Never paste a key into
SKILL.md — those files are meant to be copied, committed and shared.
Then open a new terminal, or run source ~/.zshrc. Check it:
For an agent with no shell, the key goes wherever that tool stores secrets — an Actions
authentication field, a credential entry, a .env loaded by your runtime. Same rule: a secret
store, not a shared file.
Nothing here is specific to any one agent. A SKILL.md body is instructions plus an HTTP
contract, so it works anywhere you can set a system prompt and send a request with a custom
header. (Claude Code, Codex and Gemini CLI install natively — see Install above.)
SKILL.md you want, under quantdata/skills/.--- of the YAML header.$QUANTDATA_API_KEY references with whatever your platform calls its secret.Known to work this way: ChatGPT Custom GPTs (paste into Instructions, and add
api.quantdata.uk as an Action with an X-API-Key header), Cursor and Windsurf rules files,
Cline, GitHub Copilot instructions, n8n and Dify agent nodes, CrewAI and AutoGen
agent backstories, LangChain system messages, and anything built directly on the OpenAI or
Anthropic SDKs.
If your tool can send one HTTP request with one custom header, it is supported. There is no SDK, no OAuth flow and no callback URL.
These rules are written into each SKILL.md and they are the reason the plugin exists:
disclaimer field; it travels with the
numbers.day_type block predicts how an
unfinished session could resolve and has published accuracy; the shape block measures bars
that already printed and has none, because nothing is being predicted. A skill that labels a
shape description a "trend day", or hangs the day-type accuracy on it, has broken the
product just as surely as inventing a number.message_for_your_human and hand checkout to the person.
Respect quota_resets_at; never loop, and never substitute a different data source and
present the result as Quant Data output.Publishing this is the point, not a disclaimer:
no_supply reversed direction outright.Educational analytics and developer tooling. Not investment advice, not a recommendation to buy or sell, not a price forecast. Trading involves risk of loss; past performance does not guarantee future results. Independent research — not affiliated with or endorsed by Al Brooks, David Weis, or any exchange or broker.
Docs: https://quantdata.uk/skills · Questions: quantdata@quantdata.uk