Quant Data

Quant Data gives Claude direct access to US options and equities market data: the same data behind the Quant Data dashboard. Ask a question in plain English and Claude pulls the numbers from Quant Data's API as compact tables it can reason over, chart, or compare across tickers. 30+ read-only tools cover: - Options order flow: every option trade, raw or consolidated into sweeps, splits, blocks, and multi-leg orders, with filters on ticker, expiration, strike, premium, trade side, sentiment, moneyness, and OPRA trade conditions. - Flow analytics: net call vs. put flow, net premium drift, gainers and losers ranked by bullish vs. bearish premium, expiration-by-strike heat maps, contract and trade-side statistics, and per-exchange market share. - Greek exposure: delta, gamma, vanna, and charm exposure by strike, by expiration, and over time. - Volatility: IV rank, term structure, volatility skew, and intraday volatility drift. - Open interest: by strike, by expiration, over time, per-contract daily changes, and max pain by expiration and over time. - Equities: stock price history, lit and dark pool prints, dark pool flow and price levels, and a market-wide map of prices, sectors, and market caps. - News and events: ticker-tagged news with sentiment, plus exchange notifications such as trading halts and IPOs. Try asking: - "What is the net premium flow on NVDA today in 15-minute buckets?" - "Where is SPX gamma exposure concentrated by strike right now?" - "Which tickers saw the most bullish options premium this week?" - "Show the biggest open interest changes in TSLA contracts from the last session." Requirements: a Quant Data account with an active API subscription. Connect by signing in with your Quant Data account; there is no API key to copy. Requests count toward your account's API rate limit. The connector only reads data; it never places trades or changes your account.