Skill Quant Data pour Claude Code, Codex et agents IA

Quant Data

Operate Quant Data through your OOMOL-connected account. This skill calls the quant_data connector with the oo CLI; OOMOL injects credentials server-side, so you never handle raw tokens.

Running an action

Assume the user has already installed the oo CLI, signed in, and connected Quant Data. Do not run oo auth login or open the connection URL proactively — just run the action. Fall back to First-time setup only when a command actually fails with an auth or connection error.

1. Inspect the contract to get the authoritative input/output schema before building a payload:

oo connector schema "quant_data" --action "<action_name>"

2. Run the action with a JSON payload that matches the input schema:

oo connector run "quant_data" --action "<action_name>" --data '<json>' --json

--data takes a JSON object string or @path/to/file.json; omit it to send {}.
The response is { "data": ..., "meta": { "executionId": "..." } }; the execution id lives under meta.executionId.

Each action is listed below with a one-line description; actions that change state carry a [write] or [destructive] tag. Before constructing --data, fetch the action’s live schema with oo connector schema to get its authoritative input fields.

Available actions

get_dark_flow — Get time-bucketed off-exchange notional value, share count, trade count, and stock price.
get_dark_pool_levels — Get off-exchange print activity aggregated by price level for one ticker.
get_equity_prints — List individual lit and dark US equity prints with cursor pagination.
get_exposure_by_expiration — Get dealer Greek exposure aggregated by strike and expiration for one ticker.
get_exposure_by_strike — Get dealer Greek exposure aggregated by expiration and strike for one ticker.
get_gainers_losers — Rank optionable tickers by bullish and bearish premium, volume, and trade activity.
get_iv_rank — Get historical implied-volatility rank for one ticker and maturity window.
get_net_drift — Get time-bucketed net call and put premium and volume with the underlying stock price.
get_net_flow — Get total call and put premium or volume over time.
get_news_articles — List ticker-tagged market news with topics and per-ticker sentiment using cursor pagination.
get_order_flow_consolidated — List consolidated option blocks, splits, sweeps, and multi-leg trades with cursor pagination.
get_volatility_skew — Get the implied-volatility surface across expirations and strikes for one ticker.

Safety

Untagged actions are reads (get / list / search) — safe to run directly.
Actions tagged [write] change Quant Data state — confirm the exact payload and effect with the user before running.
Actions tagged [destructive] remove or overwrite data — always confirm the target and get explicit approval first.

First-time setup

These are one-time steps — do not repeat them on every call. Run a step only when a command fails for the matching reason.

oo: command not found — install the oo CLI (other platforms: https://cli.oomol.com/install-guide.md):

curl -fsSL https://cli.oomol.com/install.sh | bash    # macOS / Linux

irm https://cli.oomol.com/install.ps1 | iex           # Windows PowerShell

Not signed in / authentication error — sign in to your OOMOL account once:
```
oo auth login
```
scope_missing / credential_expired / app_not_ready / app_not_found — Quant Data is not connected, or the connection expired or lacks a scope. Connect once (auth type: API key) at:
```
https://console.oomol.com/app-connections?provider=quant_data
```
HTTP 402 / OOMOL_INSUFFICIENT_CREDIT — billing stop. Recharge at https://console.oomol.com/billing/token-recharge before retrying.

Resources

Quant Data homepage: https://quantdata.us/