FirmTape - SPX, ES, NQ, RTY gamma levels, 100+ symbols

com.firmtape由 firmtape.com 发布官方发布者v0.2.7更新于 Oct 24, 2026

SPX, ES, NQ and RTY futures gamma levels (GEX), 1,000+ SPX sessions, plus 100+ ETFs and stocks

已验证Streamable HTTP可网页运行金融数据与分析

概览

AI 生成的概览

远程 MCP 服务器,提供 SPX 做市商 gamma(GEX)水平、历史交易日档案、事件日历,以及 ES、NQ、RTY 和 100 多个标的的 gamma 数据。

可以做什么
  • 获取 SPX 已收盘交易日的做市商持仓水平(零 gamma 翻转位、看涨墙、看跌墙)与整日测量数据
  • 按收盘状态、翻转穿越次数、涨跌幅度、隐含波动率和日历事件筛选、统计并比较历史交易日,查找相似日
  • 查看近期各交易日水平的变化轨迹,以及某一分钟的逐行权价 gamma 分布
  • 获取指数、ETF、个股期权链以及 ES、NQ、RTY 期货的最新 gamma 情况
  • 列出美国市场预定事件,以及被标记为影响市场的分钟
  • 搜索并读取 FirmTape 的说明页、研究记录和交易日文档,并查询档案覆盖范围
适用场景
适合需要 SPX 做市商 gamma 水平、历史交易日背景或事件日历的市场分析与交易研究场景,也便于把当前状态与相似的历史交易日作对比。
运行要求
需要可访问的远程 streamable HTTP 端点;未声明任何软件包、环境变量或请求头。需要能访问 FirmTape 端点的网络。
安装前请注意
清单未声明任何身份验证,任何能访问该端点的人都可以查询。数据属于市场信息而非投资建议,档案覆盖范围存在已知缺口。未描述写入、支付或处理凭据的工具。

安装

在 SourceWeft 中

  1. 打开 控制台中的 FirmTape - SPX, ES, NQ, RTY gamma levels, 100+ symbols,将其添加到工作区。
  2. 为需要使用其工具的对话启用该服务。

Web executable,通过 Streamable HTTP。 远程服务在工作区中配置后即可从网页运行时运行。

交给智能体安装

把这段提示词粘贴到 Claude Code、Codex、Cursor 等智能体,或 SourceWeft 对话中。智能体会读取该服务器的安装指南,先向你展示发布者、端点和登录方式,经你同意后再把它添加到你的客户端。密钥不会写进任何命令。

阅读 https://sourceweft.com/mcp/com.firmtape%2Fspx-options-gamma/install.md,并按其中说明把这个 MCP 服务器接入我的客户端。修改任何配置之前,先告诉我它的发布者、端点和登录方式,等我确认。不要把 API 密钥写进命令或我会提交的文件;问我密钥应从哪里获取。

查看智能体所依据的安装指南

其他 MCP 客户端

把它添加到你客户端的 mcpServers 配置中。

{
  "mcpServers": {
    "firmtape-spx-es-nq-rty-gamma-levels-100": {
      "type": "http",
      "url": "https://mcp.firmtape.com/mcp"
    }
  }
}

工具

14

get_market_moving_minutes

Minutes that moved the tape

The minutes of one finished SPX session that the tape itself marked as market-moving, with what stood beside each: the scheduled event that owned the minute, the moment two or more public news desks carried an item (timed to the second, labelled by class, never the headline's text), or the honest reading that no headline existed and the dealer book moved on its own. Each minute carries the index move over the next 5 and 15 minutes and the flip at that minute. Use when: 'what moved SPX at 14:25 on 2026-09-10', 'were there news-driven minutes yesterday', 'which afternoon moves had no headline'. Not for: the scheduled calendar itself (get_events) or the day's levels (get_levels). Limits: finished sessions only (the live day is part of the paid live stream), sessions from 2022-04 on, ET clock.

输入参数daytape_only

get_events

Market calendar

The scheduled US market events for a window of days, from the same calendar the FirmTape terminal draws: FOMC decisions, press conferences and minutes, CPI, payrolls, PCE, PPI, GDP, retail sales, JOLTS, ISM, the Fed Chair's speeches, the Beige Book, 10/20/30-year Treasury auctions, mega-cap earnings, monthly and quarterly expiration and early closes. Each event carries its minute in ET, a link to its source, and, where the archive has measured it, what usually follows, what the dealer book did, and for the releases the forecast, the prior and the actual print. Use when: 'what is on the calendar this week', 'when is the next FOMC', 'is there anything at 14:00 today'. Not for: session measurements (get_session) or levels (get_levels). Limits: US only, 2019 to about a year ahead, at most 31 days per call.

输入参数tofromimpact

list_sessions

List sessions

List the finished SPX trading sessions in the free FirmTape archive, newest first, with the total count and how far back coverage runs. Every listed day can be fetched with get_session / get_levels and replayed free at FirmTape. Use when: you need to know which days exist, or the size and span of the archive, before asking about one. Not for: any measurement about a day — call get_session with that date instead. Limits: finished sessions only (today's session appears after the close), max 50 days per call.

输入参数limit

get_coverage

Archive coverage

What the free FirmTape SPX archive holds: the first and last finished session, how many sessions, and the NYSE trading days in that span that are MISSING from it (weekdays minus US market holidays; early closes count as trading days), optionally inside a from/to window. Use when: 'is 2024-03-15 in the archive', 'how complete is 2023', 'which days are missing' before a study that needs every session. Not for: the newest days themselves (list_sessions) or any measurement (get_session). Limits: the trading calendar covers 2022 to 2026; missing days are reported, never filled in.

输入参数tofrom

screen_sessions

Screen sessions

Filter the finished SPX sessions in the FirmTape archive by their closing measurements and count them: regime at the close and at the open, zero-gamma flip crossings, direction and size of the move, net-gamma percentile, 0DTE ATM IV at the open, the calendar event, weekday and year. Returns how many sessions match, two shares over them (closed above the flip, mean absolute move) printed next to the same shares over the whole archive, and the matched days. A matched share close to the archive's share is a base rate, not a pattern. Use when: 'how often did FOMC days close in negative gamma', 'the days that closed below the flip with the percentile under 20', 'largest moves on CPI days since 2024'. Not for: one day's numbers (get_session), gamma by strike (get_gex_profile), or testing a rule with out-of-sample statistics (the Lab). Limits: counts over finished sessions' closing measurements only, no per-strike data; at most 50 sessions listed per call. Counts, not investment advice.

输入参数ivdirdowgpctmoveopensortyearcrosseventlimitregime

similar_days

Similar days

Find the finished SPX sessions whose state at the same time of day was nearest to one moment, and what the rest of each of those days did. The state is eight volume-book measurements: distance from the zero-gamma flip, move since the open, distance from the session mean, net-gamma percentile, 0DTE ATM IV and its change since the open, the range so far, and the time spent above the flip. Returns the nearest days (one moment each, with a replay link), their shares (rest of day up, mean move to the close, closed above the flip) and the SAME shares over every archived moment in the same quarter-hours: a matched share close to the archive's is a base rate, not a pattern. Use when: 'what happened on days like this', 'days that looked like 2026-10-14 at 11:00'. Not for: filtering by named conditions such as FOMC or a percentile band (screen_sessions), or testing a rule out of sample (the Lab). Limits: finished sessions from 09:45 to 15:30 ET, SPX only. Similar on these eight numbers and nothing else; history, not a forecast and not investment advice.

输入参数kday必填lanesminute

get_session

Session summary

Everything FirmTape measured for ONE finished SPX session: OHLC and VWAP, the zero-gamma flip and how often price crossed it, call/put walls, net-gamma percentile, ATM IV at the open. Use when: you want a whole day in a single call. Not for: the level set alone (get_levels returns the same day, narrower), how the levels moved across days (get_level_history), or gamma by strike (get_gex_profile). ES: pass symbol ES (or MES) for the same day in E-mini prices, the SPX book moved by the day's ES basis. Limits: finished sessions only, one day per call. Measurements only — FirmTape deliberately publishes no buy/sell signals.

输入参数day必填symbolcontract

get_level_history

Level history

How the SPX dealer-positioning levels MOVED across recent finished sessions: the zero-gamma flip, call wall and put wall day by day, each session's change from the one before, and summary statistics for the window (flip range, net drift, mean daily movement, how often price closed above the flip). Use when: the question is about a trend or a window — has the flip been climbing, how far does it travel in a week — instead of calling get_levels once per day. Not for: one day (get_levels / get_session) or anything inside a session (get_gex_profile). ES: pass symbol ES (or MES) for the same series in E-mini prices, each session moved by its own ES basis. Limits: finished sessions only, max 40 per call; days absent from the archive are reported in `missing`, never interpolated. Measurements only — no buy/sell signals, no forecast.

输入参数todaysfromsymbolcontract

get_symbol_gamma

Gamma for another symbol, ES, NQ or RTY

The latest dealer gamma picture for a symbol OTHER than the SPX archive: index, ETF and stock option chains (for example QQQ, SPY, IWM, NDX, RUT, NVDA, TSLA, GLD, TLT), and the E-mini futures ES, NQ and RTY (MES, MNQ, M2K): ES/NQ/RTY are the SPX/NDX/RUT books moved by the day's basis (future minus index, from put-call parity on the index options; no CME data). Returns spot, the zero-gamma flip, call and put walls and net gamma for the VOLUME book and the OPEN_INTEREST book, the heaviest strikes, a per-expiry table and a trust grade. Use when: the question is about a ticker's gamma exposure, flip or walls right now or at the last close, including ES, NQ or RTY gamma levels. Not for: SPX or ES history or a past date (get_session, get_levels, get_gex_profile, which take symbol ES for past days); anything inside a past session. Limits: latest snapshot only (rebuilt every few minutes in session hours); calls count as dealer-long and puts as dealer-short, which is a convention, not a measurement, and on single stocks it is an approximation (see trust.grade: A and B are indices and ETFs, C and D single stocks). Units: US dollars of dealer delta per 1% move.

输入参数symbol必填contract

get_levels

Level set

Only the dealer-positioning level set for one finished SPX session: zero-gamma flip, call wall, put wall, plus where the session closed relative to them. A strict subset of get_session. Use when: the levels are the whole question and the rest of the session would be noise. Not for: OHLC, flip crossings, net-gamma percentile or ATM IV (get_session); more than one day (get_level_history); gamma by strike (get_gex_profile). ES: pass symbol ES (or MES) for ES gamma levels, the SPX levels moved by the day's ES basis (future minus index from put-call parity; no CME data); NQ levels come from get_symbol_gamma. Limits: finished sessions only, one day per call.

输入参数day必填symbolcontract

get_gex_profile

Gamma by strike

The SPX dealer gamma LADDER for one minute of a finished session: gamma by strike around spot, the level set, and the heaviest strikes. Read by default as the VOLUME book, the one the terminal's chart draws; also as the MEASURED book (signed off the trade tape, FirmTape's own read) or the OPEN_INTEREST convention every other public GEX chart draws — the same minute through three lenses. The level set is the volume book's whichever ladder is read. Use when: the question is about SHAPE — where gamma sits, how heavy a wall is, how far the three conventions disagree — or about one moment inside a session rather than the day as a whole. Not for: a day's headline numbers (get_session), the level set alone (get_levels), or movement across days (get_level_history). ES: pass symbol ES (or MES) for ES strikes, the SPX ladder moved by the ES basis at the frame's minute. Limits: finished sessions only, one frame every 5 minutes (a requested minute snaps back to the frame at or before it), published window ±2.5% of spot; the three books are not comparable in magnitude. Measurements only, no buy/sell signals.

输入参数day必填bookminutesymbolcontractexpiry_scopestrikes_around_spot

get_watched_sites

Energy sites and ports watched from orbit

Oil refineries, export terminals, LNG plants, fuel depots and oil ports that FirmTape Geo watches by satellite, mainly in Russia, Crimea and the Gulf: NASA FIRMS thermal anomalies at each site measured against that site's own normal, dated Sentinel-2 images (true colour and SWIR, latest and before/after each anomaly) and, for ports, large vessels counted by Sentinel-1 radar as a weekly median against the port's own trailing 8 weeks. Every site has a page to cite. Use when: 'was there a fire at the Tuapse refinery', 'which Russian refineries had thermal anomalies this month', 'how many tankers are waiting at Fujairah'. Not for: strike confirmation. A thermal anomaly is heat seen at a pass (flaring, an upset or a fire read alike); fires put out between passes are missed, and a quiet site is no reading, never proof nothing happened. Images are context, not damage evidence. Limits: the curated list only (about 110 sites); FIRMS from the day each site's watch began.

输入参数qidkindcountry

fetch

Fetch a FirmTape document

Retrieve the full text of one FirmTape document by the id `search` returned: `session:YYYY-MM-DD` for a finished trading session, `page:/path` for an explainer or research page. A FirmTape URL or a bare YYYY-MM-DD trading day is accepted too. Use when: you hold an id from `search`, or a client that only speaks search/fetch (ChatGPT). Not for: structured numbers — get_session and get_levels answer the same day with fields instead of prose. Limits: public FirmTape documents only; long pages are truncated with a link to the rest.

输入参数id必填

版本历史

5
  1. v0.2.7最新Oct 12, 2026
  2. v0.2.6Oct 3, 2026
  3. v0.2.5Oct 1, 2026
  4. v0.2.3Sep 19, 2026
  5. v0.2.1Sep 16, 2026

评分

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