Content
# MCP Market Data Server
<div>
[](https://www.python.org/downloads/)
[](https://opensource.org/licenses/MIT)
[](https://github.com/jlowin/fastmcp)
[](https://twelvedata.com/)
*A powerful FastMCP server providing comprehensive financial market data analysis tools for LLM agents and trading applications.*
</div>
---
## 🎯 Overview
The **MCP Market Data Server** is a production-ready financial analysis server implementing the [Model Context Protocol (MCP)](https://modelcontextprotocol.io/). 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
---
## 📖 API Reference
### 🎚️ `financial_volume_profile`
Analyzes volume distribution across price levels to identify key trading zones.
**Request:**
```json
{
"tool": "financial_volume_profile",
"symbol": "AAPL"
}
```
**Response:**
```json
{
"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:**
```json
{
"tool": "financial_technical_analysis",
"symbol": "MSFT"
}
```
**Response:**
```json
{
"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:**
```json
{
"tool": "financial_technical_zones",
"symbol": "GOOGL"
}
```
**Response:**
```json
{
"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:**
```json
{
"tool": "analyze_open_interest",
"symbol": "SPY"
}
```
**Response:**
```json
{
"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:**
```json
{
"tool": "financial_fvg_analysis",
"symbol": "AAPL"
}
```
**Response:**
```json
{
"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"}
]
}
}
```
---
## 🎯 Usage Examples
### Basic Analysis
```python
# Query: "Show me AAPL volume profile analysis"
# Response: Complete volume distribution with POC at $150.25
```
### Multi-Tool Analysis
```python
# Query: "Analyze TSLA using all technical tools and provide trading recommendation"
# Response: Comprehensive analysis with volume profile, indicators, and key zones
```
### Specific Scenarios
```python
# 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"
```
---
