Quant Data

Request a free Quant Data API key

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 calls per UTC day, and expires after 30 days. Ask the user for their email address first, then call this tool: the key is returned here so you can use it immediately in the X-API-Key header, and a copy is emailed to that address. Do not invent an address — the owner is told an assistant requested it and can have it disabled. This tool never r

Rolling price-action events

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 bottom third of an established range, long-lived-range breakouts, climactic spikes — each paired with the outcome rate measured for that exact definition in that exact window (pre-registered, ES 5-minute bars 2010-2026). Range breakouts also carry a calibrated per-event estimate of the probability the breakout closes back through its level wi

Volume-price wave structure

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 excha

Options max pain by expiration

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. Pure arithmetic — no pricing model, no volatility assumption, so anyone with the same chain gets the same number. Also returns put/call ratio and the heaviest call and put open-interest strikes. Returns every expiration inside 45 days rather than picking one, because the figure is per-expiration and the near- and far-dated values routin

Estimated dealer gamma exposure

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 this is a Black-Scholes ESTIMATE — zero rate, zero dividend, implied volatility solved from end-of-day quotes, and the convention that dealers are long every call and short every put. Keep that framing when reporting it. A null flip is not an error: check flip_status — 'no_sign_change_within_10pct' means net gamma keeps one sign across the w