API reference

A valid key calling an endpoint outside its entitlement gets 403, not 401 — so you can tell “wrong key” apart from “wrong subscription” without guessing. Max Pain is free and needs no key at all.

Quickstart

# Day-type probabilities for the current session
curl -H "X-API-Key: qd_live_9f3c..." \
     https://api.quantdata.uk/v1/read/NVDA

# Five nearest historical analogs
curl -H "X-API-Key: qd_live_9f3c..." \
     "https://api.quantdata.uk/v1/match/NVDA?k=5"

# The fact-check database (no symbol)
curl -H "X-API-Key: qd_live_9f3c..." \
     https://api.quantdata.uk/v1/claims

# Weis Wave state, US day session
curl -H "X-API-Key: qd_live_9f3c..." \
     https://api.quantdata.uk/v1/weis/ES=F

# Same instrument, Asian session (futures only)
curl -H "X-API-Key: qd_live_9f3c..." \
     "https://api.quantdata.uk/v1/weis/ES=F?session=asia"

Endpoints

GET /v1/read/{symbol}

Calibrated day-type probabilities for the session currently in progress. Requires a Brooks Daily Bias entitlement.

{
  "symbol": "NVDA",
  "session": "2026-07-24",
  "session_window": "rth",
  "bars": 54,
  "quote": {
    "open": 178.42, "high": 181.06, "low": 177.85,
    "last": 180.63, "prev_close": 177.91, "change_pct": 1.53
  },
  "source": "leandata",
  "probs": {
    "TrendUp": 0.34, "Reversal": 0.22, "TrendingRange": 0.21,
    "Range": 0.2, "TrendDown": 0.03
  },
  "top2_coverage_note": "ES-trained model; equities are out-of-distribution — descriptive use",
  "disclaimer": "Educational analytics, not investment advice."
}

GET /v1/match/{symbol}

The historical trading days whose intraday shape most closely matches the current session, drawn from a 2010–2026 S&P 500 E-mini library. Requires a Brooks Daily Bias entitlement. Always reads the US day session; there is no session parameter here.

{
  "symbol": "NVDA",
  "session": "2026-07-24",
  "similar_days": [
    { "date": "2018-04-10", "similarity": 0.912, "day_type": "TrendUp" },
    { "date": "2023-11-02", "similarity": 0.889, "day_type": "TrendingRange" },
    { "date": "2015-10-05", "similarity": 0.871, "day_type": "TrendUp" }
  ],
  "note": "similarity=shape correlation vs ES intraday library (2010-2026)"
}

Only our own labels, dates and similarity scores are returned. No course material, slide titles or third-party text is ever exposed through this endpoint.

GET /v1/claims

The fact-check database: the price-action tradition’s famous probability claims next to what we measured on 3,946 S&P 500 E-mini trading days. No parameters. The payload is static between research releases, so cache it rather than calling it per question. Requires a Brooks Daily Bias entitlement.

{
  "instrument": "ES 5min RTH 2010-2026",
  "meta": "directions correct, numbers inflated 7-10pp — trust the direction, discount the number",
  "verdicts": [
    { "id": "opening-extreme-bar1",
      "claim": "after the first bar, one side's daily extreme is already set",
      "brooks": 20, "measured": 26.3, "n": 3946 },
    { "id": "opening-extreme-90min",
      "claim": "90 minutes in, one side's daily extreme is already set",
      "brooks": 90, "measured": 81.2, "n": 3946 },
    { "id": "bull-day-low-early",
      "claim": "on a bull day the low forms in the first third of the session",
      "brooks": 90, "measured": 83.3, "n": 3946 },
    { "id": "or-breakout-hold",
      "claim": "after an opening-range breakout the opposite extreme holds",
      "brooks": 90, "measured": 83.5, "n": 3578 },
    { "id": "tr-breakout-fail",
      "claim": "trading-range breakouts fail (the \"80% rule\")",
      "brooks": 80,
      "measured": { "within_5_bars": 52.0, "within_10_bars": 62.4, "within_20_bars": 69.7 },
      "n": "5000-9700 events" }
  ]
}

GET /v1/weis/{symbol}

Weis Wave structure and volume-price events for the instrument. Requires a Weis Wave entitlement.

{
  "symbol": "ES=F",
  "session": "2026-07-24",
  "session_window": "rth",
  "bars": 812,
  "source": "leandata",
  "waves_total": 63,
  "current_wave": {
    "dir": "up", "bars": 7, "move": 12.25,
    "volume": 41822.0, "vol_vs_median20": 0.63
  },
  "recent_waves": [
    { "dir": "down", "move": -21.75, "bars": 14,
      "volume": 128640.0, "end_time": "2026-07-24 10:35:00-04:00" },
    { "dir": "up", "move": 18.5, "bars": 9,
      "volume": 74210.0, "end_time": "2026-07-24 11:20:00-04:00" }
  ],
  "events": [
    { "type": "no_supply_long", "dir": "long",
      "time": "2026-07-24 12:15:00-04:00", "price": 6404.75,
      "reference": {
        "es_win": 0.514, "es_n": 23077, "es_p": "3e-5",
        "verdict": "CONFIRMED(ES)",
        "warning": "reverses on BTC (48.3%) — do not port across assets"
      } }
  ],
  "disclaimer": "Wave/event analytics derived from Weis Wave methodology. Reference stats are ES-futures-specific (2010-2026, pre-registered tests); edges do NOT transfer across assets (verified: BTC null/reversed). Educational analytics, not investment advice."
}

A maximum of ten events are returned, most recent last. Reference win rates hover between 45% and 52% and two of them run the opposite way from the tradition — that is the measured truth, not a bug. See the Weis Wave page for the full table and the pre-registration.

Symbol formats

Symbols are normalised server-side, so several common spellings resolve to the same instrument. The rules:

Errors

Error bodies look like this:

HTTP 401  { "detail": "missing X-API-Key" }
HTTP 401  { "detail": "invalid key" }
HTTP 402  { "detail": "subscription expired 2026-07-01 — renew to continue" }
HTTP 402  { "detail": "usage cap reached — contact support" }
HTTP 403  { "detail": "key not entitled to this product" }
HTTP 400  { "detail": "session=asia is only supported for 24h futures (e.g. ES=F/NQ=F/GC=F); single stocks and ETFs have no Asian session" }
HTTP 404  { "detail": "no data for XAUUSD — try GLD or GC=F; not charged" }
HTTP 404  { "detail": "insufficient sessions" }

# Weis-specific, returned as HTTP 200 with an error field:
{ "error": "no volume data from source; Weis analysis requires volume" }
{ "error": "insufficient bars (98<120)" }

Billing rule worth repeating, because it changes how you can write an agent: a call is charged only after data has been successfully fetched. Failed lookups, bad tickers and auth failures cost nothing, so an agent is free to probe for the right symbol instead of refusing to try.

Rate limits and fair use

There is no per-second rate limit today. Each key carries a soft monthly call cap, sized well above normal interactive use; it exists to catch runaway loops and abuse rather than to meter you, and hitting it returns 402 rather than silently degrading. If you have a legitimate reason to go past it, email us and we will raise it.

What we ask instead of a hard limit:

• Do not poll faster than the data changes. Everything here is built on 5-minute bars. Calling /v1/read more than once every five minutes for the same symbol returns the same answer and burns your cap.
• Cache /v1/claims. It changes when we publish new research, which is a few times a year, not per request.
• One key per project, not per user. If you are reselling or embedding, tell us — we would rather size a key correctly than discover it at 3am.
• Retry politely. On a 5xx, back off exponentially. On a 4xx, fix the request; retrying will not help.

System prompt for an AI agent

Quant Data is designed to be called by an agent rather than clicked by a human. Paste this block into your agent’s instructions, replace qd_YOUR_KEY, and then ask questions in plain language — “what kind of day is TSLA having?”, “is there any volume evidence behind this move in ES?”. It works with any agent that can make an HTTP request with a custom header: Claude, ChatGPT custom actions, Cursor, Cline, Gemini CLI, n8n, Dify, LangChain, or your own code.

You have access to Quant Data, a market-analytics API.
Base URL: https://api.quantdata.uk
Send this header on every request: X-API-Key: qd_YOUR_KEY

Endpoints:
  GET /v1/read/{symbol}        Day-type probabilities for the current session
                               (TrendUp / TrendDown / Range / TrendingRange / Reversal,
                               calibrated: when it says 70%, reality is about 70%).
  GET /v1/match/{symbol}?k=3   Most similar historical trading days (date, similarity,
                               day_type) from a 2010-2026 ES intraday library.
  GET /v1/claims               Fact-checked database of price-action probability claims,
                               measured on 3,946 trading days.
  GET /v1/weis/{symbol}        Weis Wave state: waves, volume summed per wave, and named
                               volume-price events, each with its measured ES win rate.

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 as PAIR-USD (BTC-USD).
Resolve an instrument name to a ticker before calling: gold -> GLD or GC=F, S&P 500 ->
SPY or ES=F, Nasdaq -> QQQ or NQ=F, crude oil -> CL=F or USO, Bitcoin -> BTC-USD.
Never pass a plain English name as a ticker: "GOLD" is Barrick the mining company, not
the metal. If you are unsure, try the ETF; a 404 comes back with a suggestion and is
never charged.

Rules:
- When asked about a stock's intraday behaviour or what kind of day it is having, call
  /v1/read first and cite the probabilities as probabilities, not as a prediction.
- Use /v1/match for historical analogs, /v1/claims when quoting price-action folklore,
  and /v1/weis when the question involves volume, effort vs result, or accumulation
  and distribution.
- The strongest published result combines the two paid products: a Weis cib_long or
  no_supply_long event is worth materially more when /v1/read has TrendUp on top
  (56.5% vs 50.8% ungated on ES). For a "should I care about this volume event"
  question, call both before answering.
- 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.
- 24h futures: default to the US day session. If a response carries "session_hint" and
  the user has not chosen a session, ask once whether they want the US day session or
  the Asian session (suggest US - it is the only window the model was validated on),
  then remember their choice. Pass ?session=asia only for futures, and only when asked.
- The day-type model is trained on ES futures. Treat single-stock reads as descriptive
  summaries of the session so far, not forecasts.
- 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.

The rules in that prompt are not decoration. The session-hint rule stops an agent silently reading the wrong trading window; the cross-asset rule stops it quoting an ES win rate at someone asking about Bitcoin; the reversed-events rule stops it repeating folklore our own data contradicts. If you trim the prompt, keep those three.

Get a key

Billing is manual and low-tech by design. Email quantdata@agentmail.to with one sentence about what you are building, we reply with a payment link, and your qd_ key follows — usually within a day. There is no signup form on this site and no card stored here.

Email for an API key See pricing

Brooks Daily Bias API $30/mo · Weis Wave API $30/mo · both together $50/mo · Max Pain is free and needs no key.