MCP Market Data Server

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A powerful FastMCP server providing comprehensive financial market data analysis tools for LLM agents and trading applications.

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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

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

🚀 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

  }

}

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🎯 Usage Examples

Basic Analysis

```python