MCP Market Data Server

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🎯 Overview

The MCP Market Data Server is a production-ready financial analysis server implementing the Model Context Protocol (MCP). It provides four powerful analysis tools that deliver institutional-grade market insights:

• 🎚️ Volume Profile Analysis - Identify key support/resistance levels based on volume distribution
• 📈 Technical Analysis - Access 15+ standard indicators with multi-timeframe analysis
• 🎯 Technical Zones - Calculate high-probability price zones for precise entry/exit decisions
• 📊 ORB Analysis - Opening Range Breakout levels with multi-period analysis for intraday/0DTE trading
• 🔍 Fair Value Gap Analysis - Detect price imbalances and unfilled gaps for mean reversion trades

Perfect for algorithmic trading, quantitative analysis, and AI-powered trading agents.

✨ Features

📊 Multi-Timeframe Analysis

• ⏱️ 1-minute: Scalping and micro-movements
• ⏱️ 5-minute: Intraday swing trading
• ⏱️ 1-day: Position trading and trend analysis

📈 Volume Profile Intelligence

• 🎯 Point of Control (POC) identification
• 📊 Value Area High/Low (VAH/VAL) calculations
• 🔥 High/Low Volume Node detection
• 💹 Volume dynamics and momentum analysis
• 📈 Upside probability assessment

🔧 Technical Indicators Suite

• Moving Averages: SMA (20, 50, 200), EMA (20), VWAP
• Momentum: RSI, MACD, Stochastic Oscillator
• Volatility: ATR (Average True Range)
• Volume: OBV, CMF, Volume Rate of Change
• Advanced: Ichimoku Cloud, Trend Strength Analysis
• Patterns: Divergence Detection

🎯 Smart Zone Analysis

• 📐 Fibonacci retracement/extension levels
• 📅 Previous day high/low levels
• 📊 ATR-based volatility zones
• 🎚️ Volume Profile derived zones
• 🎨 Zone strength classification

📊 Opening Range Breakout (ORB)

• ⏱️ Multi-period analysis (5, 15, 30 minutes)
• 🎯 Breakout confirmation with volume
• 📈 Extension targets (0.5x, 1x, 1.5x, 2x)
• 🔍 ORB squeeze detection
• 📡 Trading bias analysis

🔍 Fair Value Gap (FVG) Detection

• 📊 3-candle pattern recognition
• 📈 Multi-timeframe gap analysis (1m, 5m, 15m)
• 🎯 Fill percentage and interaction tracking
• 💹 Volume analysis during gap formation
• 📐 Statistical fill probability
• 🎨 Gap strength classification

🚀 Enterprise Features

• ⚡ Async/await architecture for high performance
• 🔒 Secure API key management
• 🏗️ Modular, extensible design
• 📝 Comprehensive logging and error handling
• 🧪 Full test coverage
• 📋 Type hints throughout

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📖 API Reference

🎚️ financial_volume_profile

Analyzes volume distribution across price levels to identify key trading zones.

Request:

{
  "tool": "financial_volume_profile", 
  "symbol": "AAPL"
}

Response:

{
  "symbol": "AAPL",
  "status": "success",
  "timeframe_volume_profile": {
    "5m": {
      "volume_profile_structure": {
        "point_of_control": 150.25,
        "value_area_high": 151.80,
        "value_area_low": 149.10,
        "high_volume_nodes": [...],
        "low_volume_nodes": [...]
      },
      "volume_dynamics": {
        "supports_continued_upside": true,
        "volume_supports_upside_probability": 75.5,
        "volume_trend": "increasing",
        "volume_bias": "bullish"
      }
    }
  },
  "consolidated_analysis": {
    "supports_continued_upside": true,
    "confidence": "high"
  }
}

📈 financial_technical_analysis

Provides comprehensive technical indicators across multiple timeframes.

Request:

{
  "tool": "financial_technical_analysis",
  "symbol": "MSFT"
}

Response:

{
  "symbol": "MSFT", 
  "status": "success",
  "timeframe_indicators": {
    "1d": {
      "indicators": {
        "current_price": 380.50,
        "sma_20": 375.20,
        "sma_50": 370.15,
        "rsi": 65.2,
        "macd": {
          "macd": 2.34,
          "signal": 1.98,
          "histogram": 0.36
        },
        "atr": 8.45,
        "vwap": 379.80
      },
      "trend_analysis": {
        "trend": "uptrend",
        "strength": "moderate"
      }
    }
  }
}

🎯 financial_technical_zones

Identifies precise support/resistance zones using multiple methodologies.

Request:

{
  "tool": "financial_technical_zones",
  "symbol": "GOOGL"  
}

Response:

{
  "symbol": "GOOGL",
  "status": "success", 
  "timeframe_zones": {
    "5m": {
      "zones": [
        {
          "type": "SUPPORT",
          "level": 142.50,
          "strength": "strong",
          "source": "Volume Profile POC",
          "confidence": 85
        },
        {
          "type": "RESISTANCE", 
          "level": 145.80,
          "strength": "moderate",
          "source": "Previous Day High",
          "confidence": 70
        }
      ]
    }
  }
}

📊 analyze_open_interest

Analyzes Opening Range Breakout patterns for intraday and 0DTE trading strategies.

Request:

{
  "tool": "analyze_open_interest",
  "symbol": "SPY"
}

Response:

{
  "symbol": "SPY",
  "status": "success",
  "timestamp": "2024-03-15T14:30:00Z",
  "market_session": "regular_hours",
  "current_price": 425.50,
  "orb_analysis": {
    "5min": {
      "orb_high": 424.75,
      "orb_low": 424.25,
      "orb_range": 0.50,
      "position": "above_range",
      "breakout_confirmed": true,
      "breakout_type": "bullish",
      "volume_analysis": {
        "volume_ratio_vs_day_avg": 1.35,
        "high_volume": true
      },
      "targets": {
        "bull_1x": 425.25,
        "bear_1x": 423.75
      },
      "targets_hit": ["bull_0.5x", "bull_1x"]
    }
  },
  "trading_bias": {
    "bias": "bullish",
    "confidence": "high",
    "strength_factors": [
      "5min bullish breakout confirmed",
      "5min high volume above range"
    ]
  },
  "orb_squeeze": {
    "squeeze_detected": false,
    "compression_ratio": 0.95
  }
}

🔍 financial_fvg_analysis

Detects and analyzes Fair Value Gaps across multiple timeframes.

Request:

{
  "tool": "financial_fvg_analysis",
  "symbol": "AAPL"
}

Response:

{
  "symbol": "AAPL",
  "status": "success",
  "current_price": 195.50,
  "timeframe_data": {
    "1m": {
      "fvg_count": 3,
      "gaps": [
        {
          "gap_id": "1m_2024-12-01T14:15:00Z",
          "type": "bullish",
          "price_levels": {
            "gap_high": 195.80,
            "gap_low": 195.20,
            "gap_size": 0.60
          },
          "volume_data": {
            "candle_2_volume": 125000,
            "avg_volume_20_periods": 67000
          },
          "filled_percentage": 0.0,
          "age_minutes": 15
        }
      ]
    }
  },
  "nearest_gaps": {
    "above_current_price": [
      {"level": 196.10, "distance": 0.60, "timeframe": "1m"}
    ],
    "below_current_price": [
      {"level": 194.75, "distance": 0.75, "timeframe": "5m"}
    ]
  }
}

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🎯 Usage Examples

Basic Analysis

# Query: "Show me AAPL volume profile analysis"
# Response: Complete volume distribution with POC at $150.25

Multi-Tool Analysis

# Query: "Analyze TSLA using all technical tools and provide trading recommendation"
# Response: Comprehensive analysis with volume profile, indicators, and key zones

Specific Scenarios

# Scalping Setup
# Query: "Find 1-minute support levels for SPY for quick trades"

# Swing Trading
# Query: "Identify 5-minute resistance zones for NVDA breakout trading"

# Position Trading  
# Query: "Show daily technical analysis for QQQ trend confirmation"

# Mean Reversion
# Query: "Identify partially filled FVGs in NVDA that could complete filling"

# 0DTE Trading
# Query: "Analyze SPY ORB for 0DTE entry - is breakout confirmed?"

# FVG Trading
# Query: "Find unfilled gaps in TSLA for retracement entries"

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