SquawkFlow Market Structure
Free keyless dealer gamma, OI change, market calendar, 13F, congress and CFTC data, dated, cited.
| Endpoint | https://mcp.squawkflow.com/mcp (streamable-http) |
|---|---|
| Registry version | 0.3.0 |
| Now | 17 tools · grade D (51) · pin ts_1d125f383eb955083caf10f91dc3908c · protocol 2025-06-18 |
| First / last listed | 2026-10-26 02:01 UTC / 2026-10-26 02:01 UTC |
| Grade over time | 2026-10-26: D (51), 17 tools |
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Tools: list_squawkflow_tools get_gex_levels get_gamma_heatmap get_gamma_matrix get_oi_change get_max_pain get_implied_odds election_market_context get_vix_term_structure get_market_calendar get_session_record get_filing_receipt get_congressional_disclosures get_positioning get_lab_record search fetch
list_squawkflow_tools | Use this when you are not sure whether SquawkFlow has the symbol, the date, the expiration or the measure you need, or when you want the list of things this server deliberately does not publish. Coverage: every tool on this server, with what each one covers, how old its data is, and where it stops. Takes no arguments and makes no market data call. Not for: any market figure. This returns descripti params: none |
get_gex_levels | Use this when the question is where the call wall, the put wall, the zero gamma flip or the Swing Line sits right now, or whether an index is in a positive or negative gamma regime. Also called GEX, gamma exposure or dealer gamma positioning. Returns spot, net GEX, the regime, pin strikes and the options-implied session range, each with the time the snapshot was captured. Set frontExpiry when the params: symbol, frontExpiry |
get_gamma_heatmap | Use this when the question is which expiry carries the gamma, how much gamma sits at one strike, which strikes gained open interest overnight on an index, or what the charm ramp into the close looks like today. The gamma heatmap, also called the gamma grid or the gamma surface: dealer gamma broken out by strike AND expiration rather than summed across expiries, in net dollar gamma per 1% move with params: symbol |
get_gamma_matrix | Use this when the question is where dealer gamma sits across the sectors rather than in one index: which sector ETFs sit above or below their zero gamma flip, and where each one carries its call wall and put wall. One grid, eleven SPDR sector ETFs plus the SPX, SPY and QQQ index row, every tile from the same build so the tiles share one capture clock. Coverage: a fixed grid of the eleven SPDR sect params: none |
get_oi_change | Use this when the question is what changed in an option book overnight: which strikes and expirations gained or lost open interest between two daily settlements, with the signed contract counts and both settlement dates. Defaults to the two newest; pass a date to read that archived settlement session against the one before it. Set scan to true instead to see which symbols across the whole archive params: symbol, limit, date, scan |
get_max_pain | Use this when the question is what max pain is for an expiration, or where the pain point sits for this Friday. Returns the settlement strike that minimises the aggregate option payout for one expiration, computed from the delayed option chain, with the payout curve around it and the list of available expirations. Coverage: SPX only. One expiration per call. Not for: dealer gamma at those strikes params: symbol, expiration |
get_implied_odds | Use this when the question is what probability the market puts on a level by a date, for example what probability the market puts on SPX above 7700 by Friday, or what odds the chain prices on QQQ closing below 740 next week. Returns the priced probability of settling above and below that level, an independent cross-check of the same number, a ladder of levels around the forward, and the implied di params: symbol, level, expiration |
election_market_context | Use this when the question asks what the SPX chain prices for the first post-election session, which VX window includes Nov 3, or where the dated election week schedule is published. Coverage: SPX event premium with both readings, comparator and limits after method sign-off; dated VX comparison; GDELT ratio only after its production gate; the published exchange calendar. Not for: election outcomes params: none |
get_vix_term_structure | Use this when the question is whether VIX is in contango or backwardation, how steep the curve is, or what the front month settled at. Returns every listed month with its settlement price and expiration, the regime, the M9 minus M1 spread and the M2 minus M1 spread. Coverage: Official monthly VIX futures settlement curve only. Daily settlement prices, so the curve updates once per trading day and params: none |
get_market_calendar | Use this when the question is a date: whether the exchange holds a session on a given day, when the next session is, when the next monthly, quarterly or VIX futures expiration falls, or which exchange holidays are coming. Returns the published calendar answered as of one date, with the document each entry was read from. Coverage: US equity options expirations, VIX futures settlement dates, the SPX params: date |
get_session_record | Use this when the question is what SquawkFlow published for a given trading day before it traded, and what the record says happened to those levels. Returns the dated record for one session: the levels as published, the verdict on each one, the capture coverage, how the published levels moved from the prior session, and whether the record has settled or is still open. This is the dated tool on thi params: date |
get_filing_receipt | Use this when the question is what an institutional manager reported holding in a quarter. Returns the reported positions with their reported values and share counts, the filing's accession number, the period of report, the filing acceptance date and the revision history where a manager amended. Omit the manager to list the published cohort. Coverage: SEC Form 13F-HR filings for a named cohort of params: manager, quarter, limit |
get_congressional_disclosures | Use this when the question is what a member of Congress disclosed buying or selling, or who disclosed trading a ticker. Every record carries three separate dates and never collapses them: the transaction date the filing states, the filer notification date where the source states one, and the public disclosure date the filing became available. The lag between the first and the last is published, or params: symbol, chamber, filer, since, limit |
get_positioning | Use this when the question is how index futures positioning is distributed across trader classifications: dealers and intermediaries, asset managers, leveraged funds, other reportables and nonreportables, with long, short, spreading and net contracts and the week history. Omit the contract to list the published pages. Coverage: the CFTC Traders in Financial Futures futures-only report for the inde params: contract, weeks |
get_lab_record | Use this when the question is which dated simulated records the SquawkFlow Lab holds and whether they have been graded. Returns absolute session dates, known engine identifiers, resolved or ungraded status, and counts of the returned receipts. Coverage: dated simulated-record receipts from spxman_v2, tripwire and harvester, up to 50 records per call. Every record is simulated: no orders were place params: limit, engine |
search | Use this when you want the SquawkFlow page that answers a question, or a citable link rather than a number: glossary definitions, methodology and explainer pages, expiration calendars, filing pages and dated session records. Returns ids, titles and canonical URLs. Pass an id to fetch to read the page. A query naming an ISO date finds the dated record for it. Coverage: the pages SquawkFlow publishe params: query*, limit |
fetch | Use this when you have an id from search and want the page text itself, with the canonical URL to cite. Returns the published markdown verbatim, so the page carries its own capture stamp and its own limits section into your answer. Coverage: any page with a published markdown mirror. Ids are written page:/path, session:YYYY-MM-DD, glossary:<slug>, learn:<slug> or institution:<slug>:<YYYY-qN>, and params: id* |
Entries describe changes in tool definitions. They are not statements about a server, its quality or its author. The grade measures how the tool definitions fit model providers (token cost, schema compatibility, confusable names) as scored by the ToolFit engine at the time of the listing. JSON: append .json. Opt-out: how or hello@youraitools.co.