{"$schema":"https://wellknown.network/schemas/agent-record-v1.json","schemaVersion":"1","id":"ag_ekwdzpaagpt4","handle":"quantdata","url":"https://wellknown.network/agents/quantdata","links":{"self":"https://wellknown.network/agents/quantdata/record.json","html":"https://wellknown.network/agents/quantdata","markdown":"https://wellknown.network/agents/quantdata/record.md","api":"https://wellknown.network/api/v1/agents/quantdata","status":"https://wellknown.network/api/v1/agents/quantdata/status","claim":"https://wellknown.network/agents/quantdata/claim","claimApi":"https://wellknown.network/api/v1/claims","claimDescriptor":"https://wellknown.network/agents/quantdata/claim.json","badge":"https://wellknown.network/agents/quantdata/badge.svg","openapi":"https://wellknown.network/openapi.json","history":"https://wellknown.network/api/v1/agents/quantdata/history","tools":"https://wellknown.network/api/v1/agents/quantdata/tools"},"ard":{"identifier":"urn:air:api.quantdata.uk:server:quantdata","type":"application/mcp-server-card+json"},"kind":"mcp_server","declared":{"name":"quantdata","summary":"Four market-statistics tools + a free qd_ key by email: 1 anonymous look, then 10 calls/UTC day.","description":"Four market-statistics tools + a free qd_ key by email: 1 anonymous look, then 10 calls/UTC day.","publisher":{"name":"uk.quantdata","url":null},"homepage":"https://quantdata.uk/mcp","repository":"https://github.com/celineycn/quantdata-plugin","version":"1.1.0","license":null,"protocols":["mcp"],"tags":[],"pricing":null,"endpoints":[{"url":"https://api.quantdata.uk/mcp","type":"mcp_streamable_http","auth":null,"probeable":true}],"skills":null,"tools":null,"extra":{"updatedAt":"2026-08-01T04:27:32.511789Z","publishedAt":"2026-08-01T04:27:32.511789Z","registryName":"uk.quantdata/quantdata"},"attribution":{"kind":"mcp_registry","name":"mcp_registry","repoUrl":"mcp_registry","summary":"mcp_registry","version":"mcp_registry","description":"mcp_registry","homepageUrl":"mcp_registry","publisherName":"mcp_registry"}},"derived":{"capabilities":[{"slug":"finance.markets","name":"Markets & Trading","confidence":1,"provenance":"derived"},{"slug":"productivity.email","name":"Email","confidence":0.859,"provenance":"derived"},{"slug":"commerce.payments","name":"Payments","confidence":0.51,"provenance":"derived"}],"categories":["commerce","finance","productivity"],"language":"en"},"observed":{"status":"live","statusReason":"Responded 47m ago.","lastOkAt":"2026-10-10T00:27:09.866Z","lastProbedAt":"2026-10-10T00:27:09.866Z","statusComputedAt":"2026-10-10T00:29:39.875Z","reliability30d":{"probes":110,"successRate":1,"p50Ms":243,"basis":"service","measures":{"availability":"availability","latency":"response time","tools":"tool surface observed","summary":"Checks reached the service itself."},"checks":{"total":110,"ok":110,"authBoundaryOk":0,"serviceOk":110,"note":"Counted from the observation rows for the window, checks of the server only (HTTP, A2A card, MCP initialize). ok = authBoundaryOk + serviceOk. `probes` is the sum of daily rollups and includes registry checks, so it can differ from `total`."}},"latestObservations":[{"at":"2026-10-10T00:27:09.866Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":168,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-09T17:28:57.604Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":193,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-09T11:25:51.855Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":291,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-09T04:28:01.483Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":392,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-08T21:22:42.189Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":400,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-08T14:22:59.210Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":286,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-08T07:26:52.867Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":238,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-08T01:22:11.135Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":384,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-07T19:23:29.078Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":205,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}},{"at":"2026-10-07T12:31:50.716Z","kind":"mcp_initialize","ok":true,"httpStatus":200,"latencyMs":227,"error":null,"detail":{"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"toolCount":5,"toolsHash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","serverName":"quantdata","capabilities":["tools"],"serverVersion":"3.4.0","protocolVersion":"2025-06-18"}}],"tools":[{"name":"quantdata_request_free_api_key","description":"Get a free qd_ API key for an email address. No account, card, payment or GUI is required. The key covers all four market-data tools, sharing 10 successful call"},{"name":"quantdata_brooks_events","description":"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 bott"},{"name":"quantdata_weis_wave","description":"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 "},{"name":"quantdata_max_pain","description":"Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there"},{"name":"quantdata_gamma","description":"Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain thi"}],"package":null,"toolSurface":{"id":"ts_jgebu438a7b7","endpointId":"ep_7jmvax3tkdqx","hash":"49f2f8e80e0b77ca0ec2be7d3d0ee2da867d689321183207a344a7783d116bc4","toolCount":5,"serverName":"quantdata","serverVersion":"3.4.0","protocolVersion":"2025-06-18","firstSeenAt":"2026-09-12T12:26:13.241Z","lastSeenAt":"2026-10-10T00:27:09.874Z","observations":102,"toolNames":["quantdata_request_free_api_key","quantdata_brooks_events","quantdata_weis_wave","quantdata_max_pain","quantdata_gamma"],"distinctSurfaces":1},"endpointFacts":[{"id":"ep_7jmvax3tkdqx","url":"https://api.quantdata.uk/mcp","type":"mcp_streamable_http","factsCheckedAt":"2026-10-09T11:25:51.862Z","auth":{"observedAt":"2026-10-09T11:25:52.066Z","authRequired":false,"scheme":null,"resourceMetadata":null,"authorizationServer":null,"conformance":{"dpop":false,"rfc8414":false,"rfc9728":false,"pkceS256":false,"clientIdMetadataDocument":false,"dynamicClientRegistration":false}},"tls":{"observedAt":"2026-10-09T11:25:52.106Z","protocol":"TLSv1.3","chainValid":true,"chainError":null,"hostMatches":true,"subject":"quantdata.uk","issuer":{"commonName":"WE1","organization":"Google Trust Services"},"validFrom":"2026-09-22T17:37:44.000Z","validTo":"2026-12-21T18:37:33.000Z","daysToExpiry":72,"sanCount":2,"fingerprint256":"A0:FA:FE:0F:84:C3:81:E3:21:BB:9F:0A:12:DF:17:01:DB:DC:AA:BE:EF:EB:48:51:A1:2A:8B:DA:9F:55:4B:E2"}}]},"verification":{"claimed":false,"claimedAt":null,"proofs":[]},"provenance":{"sources":[{"source":"mcp_registry","key":"uk.quantdata/quantdata","url":"https://registry.modelcontextprotocol.io/v0/servers/uk.quantdata%2Fquantdata","firstSeenAt":"2026-09-07T09:23:19.809Z","fetchedAt":"2026-10-08T21:19:53.391Z","normalizedAt":"2026-10-08T21:19:53.391Z"}]},"firstSeenAt":"2026-09-07T09:23:19.809Z","updatedAt":"2026-10-10T00:30:19.335Z"}