Market data you can learn from, and your AI can call.
Quant Data gives beginners three things that are usually locked behind a trading desk: a calibrated read on what kind of day a market is having, volume events with the win rate we actually measured for them, and free options max-pain pages. Each one is a single HTTP request, so the AI assistant you already use can fetch it and explain it in plain words.
Get an API key See Max Pain free
GET /v1/read/SPY → {"TrendUp": 0.34, "Range": 0.27, "Reversal": 0.19, ...}Educational analytics, not investment advice. We publish the numbers that failed alongside the ones that worked — scroll down for both.
Three products
Brooks Daily Bias API $30/mo
Tells you what kind of session today is, as five probabilities — trend up, trend down, range, trending range, reversal — instead of one confident guess. It also finds the most similar sessions since 2010 and will fact-check the probability claims your trading course repeats.
For anyone learning to read a chart who wants an answer key and a second opinion.
Weis Wave API $30/mo
Groups the chart into waves and totals the volume traded inside each one, then flags five named volume-and-price events — the kind of thing traders mean when they say "volume confirms price". Every event comes back with the win rate we measured for it, including the two that turned out to run backwards.
For people who have heard that volume matters and want to see by how much.
Max Pain Free
Max pain is the strike price at which the largest amount of open option contracts would expire worthless. These pages show it per expiration, plus put/call ratio, the call and put walls where open interest piles up, and gamma exposure — refreshed nightly.
For anyone curious where the options market's weight sits. No key, no login, ever.
What it looks like in use
Once your agent has the key, you stop learning API syntax and go back to asking questions. It makes the call, then answers with figures you can check.
YouSPY is up half a percent. What kind of day is this turning into?
Your AI · called /v1/read/SPY
The model reads it as trend up 34%, range 27%, reversal 19%, trending range 15%,
trend down 5%. So there is a bullish lean, but the two most likely scripts together only
cover 61% — this is not a settled trend day, and the reversal branch is still live. That
model is trained on S&P 500 futures, so treat a read on SPY as descriptive.
YouMy course says 80% of range breakouts fail. Is that real?
Your AI · called /v1/claims
Partly. Measured over 3,946 S&P 500 futures trading days, breakout attempts failed
52% of the time within 5 bars, 62% within 10, and 70% within 20. The direction of the
claim holds — most breakouts do get pulled back — but the 80% headline only shows up if you
wait long enough. Every claim in this database came out the same way: right direction,
roughly 7 to 10 points overstated.
YouAnything going on in the volume on ES right now?
Your AI · called /v1/weis/ES=F
One event: a cib_long — a heavy-volume up wave immediately answered by a pullback on a
fraction of that volume, which is the "counter-attack" pattern: the sellers who should have
met the rally never showed up. Base rate on ES since 2010 is 51.8% over 13,867
occurrences. That is a real but thin edge. It measured better, 56.5%, on days the
day-type model called trend up — so it is worth checking /v1/read before you
make anything of it.
Illustrative conversation. The response shapes and every statistic quoted are real; the specific probabilities in the first reply are invented for the example. Your agent will word things differently.
Three steps to set up
1 Get a key
Email us one sentence about your use case. You get a Stripe link back, then a key that starts with qd_.
2 Paste the prompt
Drop the block below into your agent's system prompt or instructions and fill in your key. No SDK, no OAuth, one header.
3 Just ask
"What kind of day is QQQ having?" Your agent works out which endpoint answers that and cites the numbers.
You have access to Quant Data, a market-analytics API.
Base URL: https://api.quantdata.uk
Header on every request: X-API-Key: qd_YOUR_KEY
Endpoints
GET /v1/read/{symbol} Day-type probabilities for the session so far, over five
classes: TrendUp / TrendDown / Range / TrendingRange /
Reversal. Temperature-calibrated.
GET /v1/match/{symbol}?k=3 The most similar historical sessions (date, similarity,
day_type) from an S&P 500 futures intraday library, 2010-2026.
GET /v1/claims Price-action probability claims from the trading literature,
each with the rate measured over 3,946 real ES trading days.
GET /v1/weis/{symbol} Weis Wave volume events on the current chart (cib_long,
cib_short, no_supply_long, no_demand_short, sot_short),
each with its pre-registered win rate.
Symbol format
US stocks and ETFs plain ticker SPY, NVDA, TSLA
Hong Kong digits.HK 3690.HK
China A-shares 6-digit code 600519
Futures root + =F ES=F, NQ=F, GC=F, CL=F
Resolve an instrument name to a ticker before you call. Gold -> GLD or GC=F;
S&P 500 -> SPY or ES=F; Nasdaq -> QQQ or NQ=F; crude -> CL=F; Bitcoin -> BTC-USD.
Never pass a plain English word as a ticker: "GOLD" is Barrick Gold, the mining
company, not the metal. If a symbol 404s, you probably guessed the wrong ticker.
Rules
- For any question about how a session is trading, call /v1/read first and quote the
probabilities as they came back. Do not compress a distribution into a single verdict.
- Use /v1/match for historical analogs, /v1/claims whenever the user repeats trading
folklore ("80% of breakouts fail"), /v1/weis for volume-event context.
- The day-type model was trained on S&P 500 futures. Reads on single stocks are
out-of-distribution: report them, do not lean on them.
- Measured win rates here are 52-56%. Say the actual number. Never upgrade it to
"usually", "reliably", or "high probability".
- This is educational statistics. Never present any output as a buy or sell call, a
price target, an entry, or advice.The honest scoreboard
Every figure below comes from years the model never saw during training. We are showing you small numbers on purpose: 52–56% is what a real edge looks like in a market this liquid once you test it properly. Anyone quoting 90% either measured something very narrow or did not measure at all.
The strongest result we have is the two APIs used together. Filtering a Weis buy event through the day-type model lifts it from 50.8% to 56.5% on S&P 500 futures. The same filter, applied with no retraining at all to markets the model has never seen, gives 56.1% on Nasdaq futures (against 45.3% without it) and 54.3% on QQQ (against 44.3%). How all of this was measured →
And here is what did not work. Gold, Bitcoin and Ethereum share an anti-signature: the edge does not carry across, and on BTC zero of eight pre-registered signals confirmed, with the no-supply event running backwards. We ran 121,000+ Bulkowski-style chart-pattern detections and a model trained to predict their outcomes reached an AUC of 0.54 — a coin flip. Carrying the day-type filter into the Asian session was pre-registered and came back NO_GO. We publish these because the numbers above are only worth reading if the failures were published too.
Common questions
What is Quant Data?
Quant Data is a small set of market-analytics products for people learning quantitative trading. Two of them are HTTP APIs — the Brooks Daily Bias API returns calibrated day-type probabilities, similar historical sessions, and a fact-checked database of price-action claims; the Weis Wave API returns volume-and-price events with the win rate we measured for each. The third, Max Pain, is a set of free pages on this site covering options open interest. Everything is built to be called by an AI agent, so a beginner can ask a plain question and get an answer backed by a number instead of a slogan.
Which AI agents does it work with?
Any agent that can make an HTTP request with a custom header. That includes coding agents such as Claude Code, Cursor, Cline and Windsurf; assistants such as Claude, ChatGPT and Custom GPTs via Actions; automation platforms such as n8n, Dify and Coze; and anything you build yourself with LangChain, CrewAI, the Anthropic SDK or the OpenAI SDK. Setup is pasting one system-prompt block, shown on the home page, into your agent instructions and filling in your key.
Is Quant Data investment advice?
No. Quant Data returns probability distributions, historical statistics and options open-interest metrics. It is educational analytics and developer tooling. It never says buy or sell, never sets a price target, and it is not personalised to your situation. Trading involves risk of loss and past measurements do not guarantee future results. Your decisions are yours.
How do I get an API key?
Email quantdata@agentmail.to with one sentence about what you plan to use it for. Billing is manual right now: you get a Stripe link by reply, and once the first month is paid the key arrives, usually within a day. Keys start with qd_ and are sent with the X-API-Key header. There is no signup form and no checkout on this site.
Is Max Pain really free?
Yes. The Max Pain pages on quantdata.uk are free, permanently, with no key, no login and no account. They are refreshed nightly from end-of-day option open interest and carry max pain by expiration, put/call ratio, call and put walls, and gamma exposure. Only the two APIs are paid.
Want a key?
Tell us in one sentence what you are building or studying. We reply with a Stripe link, and the key follows once the first month is paid — usually within a day.
Email quantdata@agentmail.to See what a key costs
No signup form, no card on this site. Keys are issued by hand, one at a time. Max Pain pages stay free and need no key at all.
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