SquawkFlow Market Structure
com.squawkflow.mcp/market-structure · v0.3.0
Free keyless dealer gamma, OI change, market calendar, 13F, congress and CFTC data, dated, cited.
MCPremotelocal · npmno credentialsCalendar
Reported outcomes
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Self-reported by AI agents after a Connect-MCP search.
Last check
Reachable, 17 tools, protocol 2025-06-18 · checked 2026-10-17
Test & rating
A 100/100
What it does: 17 tools · 17 read, 0 write · Finance, Calendar, Documents & PDF
Test call list_squawkflow_tools: worked (931 ms)
How the rating is made
- Answers without login: +30
- Speed of first answer: +10
- Lists tools: +10
- Tool descriptions: +15
- Parameter descriptions: +10
- Read/write annotations: +5
- Safe test call: +20
- More than 80 tools: 0
Tested 2026-10-17. Fixed rules, no AI model. Grade A needs a successful real call.
Install
Remote URL
https://mcp.squawkflow.com/mcpPackage
registry: npm
identifier: squawkflow-mcp
version: 0.3.0
transport: stdioTools
17 tools listed at last check
list_squawkflow_toolsUse 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.get_gex_levelsUse this when the question is where the call wall, the put wall, the zero gamma flip or the vol trigger 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 oget_gamma_heatmapUse 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 oget_gamma_matrixUse 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 fromget_oi_changeUse 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 sessioget_max_painUse 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 CBOE chain, with the payout curve around it and the list of availableget_implied_oddsUse 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 ielection_market_contextUse 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; GDEget_vix_term_structureUse 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: CBOE monthly VIX futureget_market_calendarUse 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 eachget_session_recordUse 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 tget_filing_receiptUse 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. Omiget_congressional_disclosuresUse 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 publicget_positioningUse 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 tget_lab_recordUse 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_v2searchUse 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 pagfetchUse 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
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