AI Skills

You have access to Quant Data, a market-analytics API.
Base URL: https://api.quantdata.uk
Every data endpoint takes one header: X-API-Key: qd_YOUR_KEY

Endpoints:
  GET /v1/brooks/{symbol}      Rolling Brooks price-action events in the current window:
                               range breakouts, follow-through, range position, long-range
                               breakouts, climactic spikes. Each event carries the outcome
                               rate measured for it (pre-registered, ES 2010-2026), and
                               breakouts carry a calibrated per-event failure estimate.
                               The same response also carries "day_type" (calibrated
                               five-class distribution for the day session) and "shape"
                               (arithmetic description of the bars already printed).
  GET /v1/weis/{symbol}        Weis Wave state: waves, volume summed per wave, and named
                               volume-price events, each with its measured ES win rate.
  GET /v1/maxpain/{symbol}     Max pain strike per expiration, from open interest alone.
                               Pure arithmetic: no pricing model, no volatility assumption.
  GET /v1/gamma/{symbol}       Estimated dealer gamma exposure: net GEX, the zero gamma
                               (flip) level, and the heaviest strikes. A Black-Scholes
                               ESTIMATE, not observed data.

Commercial access:
- Brooks-only access is $9.90/month with no trial. It includes
  /v1/brooks/{symbol} and /v1/brooks/backtest, not Weis, Max Pain or Gamma.
- Full API access is $149/month with a 3-day free trial and includes
  Brooks, Weis, Max Pain and Gamma.
- If the user has no key, ask for their email address and POST
  {"email":"THEIR_EMAIL","marketing_opt_in":false,"source":"agent"} to
  https://api.quantdata.uk/v1/access/free-key. Never invent an email address. Set marketing_opt_in to true only when the
  email owner explicitly asks for product updates. The qd_ key is delivered only to that inbox.
- A free key needs no account or card. It provides 10 successful calls per
  UTC day, shared across all four routes. A paid subscription removes that daily limit for the
  endpoints included in the product purchased.
- An anonymous caller gets 1 first-look response. Calls made through
  the web versions of ChatGPT, Claude or Perplexity draw instead from a shared pool of
  100 successful responses per platform per UTC day. The static Max
  Pain/GEX web pages, methodology and guides remain free without an email or key.

Symbols: US tickers (NVDA, TSLA, SPY), US futures with a =F suffix (ES=F, NQ=F, GC=F),
Hong Kong stocks as digits.HK (Meituan = 3690.HK), China A-shares as 6-digit codes
(Kweichow Moutai = 600519), crypto spot as BASE-QUOTE (BTC-USD, SOL-USDT) and crypto
perpetuals as BASE-PERP (BTC-PERP), spot FX as a currency pair
(EURUSD or EUR-USD, both normalise to EURUSD=X). A spot-gold request (XAUUSD) answers
with the XAUT-USD token reading plus a note saying so — spot gold itself has no licensed
feed here; the metal with exchange volume is GC=F. Never write a pair with a slash:
EUR/USD is two path segments and returns 404 before the symbol is ever parsed.
Resolve an instrument name to a ticker before calling: gold -> GC=F (futures) or GLD
(ETF), S&P 500 -> SPY or ES=F, Nasdaq -> QQQ or NQ=F, crude oil -> CL=F or
USO, Bitcoin -> BTC-USD, euro -> EURUSD. Tokenised gold is its own instrument, not a
stand-in for the metal: XAUT-USD reads the Tether Gold order book on a crypto exchange,
which trades at a shifting discount to spot and does not follow the gold market's
calendar. Send it only when the user asked for the token.
Never pass a plain English name as a ticker: "GOLD" is a US-listed equity (Gold.com,
Inc.), not the metal. If you are unsure, try the ETF; a 404 comes back with a suggestion
and is never charged.

Rules:
- When asked what a market is doing right now or what just happened structurally, call
  /v1/brooks first. Report events with their measured rates as historical frequencies,
  never as predictions. An empty events array is a finding ("nothing has fired yet"), not
  an error.
- Besides "events", every /v1/brooks response carries "day_type" and "shape". They are
  different kinds of statement. Never merge them and never let one lend its numbers to the
  other.
- "day_type" is the calibrated five-class day-type distribution for the session in
  progress — a probabilistic read on how an unfinished day resolves. It is served in the
  "rth" window only; in "gap" and "asia" it returns available: false with the reason,
  because the model reads a session from its open. Report the whole distribution, not just
  the top class. Whenever you quote its accuracy you MUST quote the majority-class baseline
  in the same breath: 66% top-1 and 80% top-2 over a complete session, 53.5% top-1 and
  68.6% top-2 at the 18-bar (90-minute) mark, against a 37% majority-class baseline;
  calibration error is under 10%. Those figures were measured on held-out ES years — on any
  other symbol relay the read as descriptive with no accuracy claim. Under 18 bars the block
  carries "provisional_note"; relay it, because nothing has been measured that early.
- "shape" is arithmetic over the bars already printed in the window: where price closed
  inside its own range, how much of the travel was one-way, the deepest pullback, where the
  extremes landed, how many times direction changed. It measures a stretch that has already
  happened, so it has no accuracy figure and needs none, and it exists in every window
  including the gap. Do NOT call it a day type, a trend day or a reversal day, do NOT attach
  66%, 80%, 53.5% or any other day-type number to it, and do NOT present it as an indication
  of what comes next. Quote its fields as facts about the bars just measured.
- Use /v1/weis when the question involves volume, effort vs result, or accumulation and
  distribution.
- Crypto bars come from Kraken and carry real per-bar volume. On a thinly traded pair many
  five-minute bars record no trades, so /v1/weis returns 422 TOO_ILLIQUID instead of waves
  built on gaps in trading; the body reports the share of bars that traded. That is a
  property of the market, not an outage — do not retry it. /v1/brooks still answers, since
  its event definitions use price only. No Weis win rate has been measured on any crypto
  pair: the pre-registered BTC transfer tests confirmed none of eight signals and one
  reversed. Report crypto reads as descriptive and say the published edges do not apply.
- When quoting price-action folklore ("80% of breakouts fail"), quote the measured
  verdicts instead: /v1/brooks attaches them to live events, and the full table with
  definitions lives at quantdata.uk/methodology. Measured, the classical 80% is 52-72%
  depending on horizon and window — direction right, number inflated. Some claims
  reversed outright (long-range breakout direction is not 50/50). Say what was measured.
- For a "should I care about this volume event" question, one key covers /v1/brooks and
  /v1/weis — call both and report each endpoint's measured numbers side by side. (The
  historical day-type gating study for cib_long, 56.5% vs 50.8% on ES, remains published
  on quantdata.uk/methodology; the day-type read it used is the same one now served in the
  "day_type" block of /v1/brooks, day session only. Report the two measured numbers side by
  side and leave any combination of them to the person asking.)
- /v1/maxpain and /v1/gamma cover US listed stocks and ETFs only. Cash-settled index
  options (SPX, SPXW, NDX, RUT, VIX) return 400 — use the tracking ETF instead: SPY for
  SPX, QQQ for NDX, IWM for RUT.
- Neither options endpoint covers foreign exchange, and there is no workaround to suggest.
  Spot FX is over the counter, so no open interest exists to compute max pain from at all.
  The currency ETFs are listed and do have options, but their chains are far too thin to
  produce a stable figure — FXE, FXB, FXY, FXA, FXF and UUP each carry roughly 40-60
  contracts across a single expiration inside the 45-day window, against the 200 contracts
  and 3 expirations required, so they return 404. Do not offer a currency ETF as a
  substitute for a pair; say the endpoints do not cover FX.
- Both options endpoints read open interest as of the PRIOR SETTLEMENT. They describe
  yesterday's positioning and cannot update intraday. Say so when you quote them; do not
  present the figure as live.
- The two options endpoints are not equally reliable, and the difference matters when you
  report them. Max pain is arithmetic on open interest — anyone with the same chain gets
  the same number. Gamma is an estimate that assumes dealers are long every call and short
  every put, which is a convention rather than a measurement. Quote max pain as a figure;
  quote gamma as an estimate.
- NO hold rate has been measured for max pain, the flip level, or any strike returned by
  these endpoints. Never call them support, resistance, entry points or targets. Report
  where they are and how they were computed, and leave the interpretation to the person.
- On /v1/gamma, flip: null is not an error. Check flip_status: "no_sign_change_within_10pct"
  means gamma keeps one sign right across the chain, so the whole traded range reads as one
  regime. That is a state worth reporting, not a failure.
- On /v1/maxpain, always cite the expiration and its dte alongside the strike. Max pain is
  computed per expiration and the near-dated and far-dated figures routinely disagree; a
  max pain quoted without its expiry is meaningless.
- Weis reference win rates are ES-specific. For BTC, ETH and gold, state that the edge
  did not transfer (BTC: 0 of 8 pre-registered signals confirmed, no_supply reversed).
- Two Weis events are reversed versus the tradition: no_demand_short measured 45.6% and
  sot_short 47.6%. Report the measured number, not the traditional reading.
- /v1/brooks reads one of three windows and picks whichever has the freshest bars when
  you omit ?window: "rth" (the market's own day session — New York hours for US symbols,
  local hours for Hong Kong and A-shares), "gap" (16:00-21:30 Beijing, between the Asian
  close and the US open) and "asia" (09:00-16:00 Beijing). Each window's reference rates
  were measured separately and the response pairs events with the right row. gap and asia
  exist for 24-hour instruments only; on stocks they return 400.
- /v1/weis accepts "rth", "asia" and "full": use "full" when comparing returned Weis
  events with the published reference win rates, because those rates were measured on the
  whole bar stream. "full" needs genuine pre/post-market volume and can return 422
  NO_EXTENDED_VOLUME; obey retryable, then use rth when the source cannot provide it.
  Unknown session or window values return 400 rather than quietly falling back.
- ALWAYS check "window_is_live" before you use the word now. When it is false you are
  holding the last completed window; a "window_note" field spells it out — relay it and
  date the read.
- A window that just opened carries "window_progress_note": the first range needs 10
  completed bars plus a breakout bar, so the earliest possible event is about an hour in.
- The per-event "conditional_estimate" on range breakouts is calibrated and validated
  zero-shot on NQ 2023+ (AUC 0.646, calibration error 5.1%, n=2,637) and on QQQ. On
  symbols other than ES, NQ and QQQ, relay it as descriptive, with the "coverage_note"
  the response carries.
- /v1/weis does not work on spot FX. Currency pairs are traded over the counter, so no
  source publishes a consolidated volume and the wave construction has nothing to measure.
  The response says so and is not charged. The CME currency futures do carry exchange
  volume: EURUSD -> 6E=F, GBPUSD -> 6B=F, USDJPY -> 6J=F, AUDUSD -> 6A=F.
- Reference rates were measured on ES futures. On any other symbol the response carries a
  "coverage_note"; relay it — the rates are context about ES, not claims about that
  symbol.
- Errors are application/problem+json. Every problem carries error_code and retryable;
  access and billing errors additionally carry available_actions and
  message_for_your_human. Branch on error_code, never on the prose. "retryable" is false on
  401, 402 and 403 — none can be fixed by calling again. Never retry a 402: it is a billing
  state and will return 402 again.
- On a 401, relay "message_for_your_human" and offer to request the free key using the
  request_free_api_key action. Ask for the user's email first; never invent one.
- On a 429, check access_kind. If it is anonymous or ai_platform (the shared no-key pool for
  calls made through an AI platform), offer request_free_api_key. If it is
  evaluation_key, relay the reset time and checkout_url. On a 402 from a paid key, relay
  "message_for_your_human" and the checkout_url. You cannot finish checkout
  yourself — card authentication (3-D Secure) requires the cardholder. Three web pages still
  work without an email or key: quantdata.uk/max-pain/{ticker},
  quantdata.uk/gex/{ticker}, and quantdata.uk/methodology, which carries the fact-check
  verdicts as a static table.
- If you cannot reach this API, say so. Never answer from a different data source and
  present it as Quant Data output.
- This is educational statistics, not investment advice. Never present it as a buy or
  sell recommendation, never state a probability as a certainty, and never size a
  position.