Review options activity
Read consolidated trades and ranked ticker activity.
/oo Quant Data: Get Quant Data gainers/losers and consolidated order flow with [filters], follow cursors, and summarize returned premium and trade activity.
Ask your AI assistant to work with Quant Data: review options flow and market news.
Copy a prompt into your agent with the oo Skill installed. Add your page links and source notes before running it.
Read consolidated trades and ranked ticker activity.
/oo Quant Data: Get Quant Data gainers/losers and consolidated order flow with [filters], follow cursors, and summarize returned premium and trade activity.
Read ticker-tagged articles and returned sentiment metadata.
/oo Quant Data: List Quant Data news with [ticker/date filters], follow pagination, and summarize returned headlines, topics, and sentiment.
Set up oo CLI and the oo Skill in your agent.
Install OOMOL →Connect using your Quant Data API Key.
Connect Quant Data →Use /oo with the pages to read, the changes to make, and where to save the result.
Connection Guide →Choose Your Agent
Quant Data supplies options activity, exposure, volatility, equity prints, and market news for an AI assistant to analyze returned records.
Read consolidated trades and ranked ticker activity.
Read ticker-tagged articles and returned sentiment metadata.
Rank optionable tickers by bullish and bearish premium, volume, and trade activity.
quant_data.get_gainers_losers List consolidated option blocks, splits, sweeps, and multi-leg trades with cursor pagination.
quant_data.get_order_flow_consolidated Get dealer Greek exposure aggregated by expiration and strike for one ticker.
quant_data.get_exposure_by_strike Get dealer Greek exposure aggregated by strike and expiration for one ticker.
quant_data.get_exposure_by_expiration Get time-bucketed net call and put premium and volume with the underlying stock price.
quant_data.get_net_drift Get total call and put premium or volume over time.
quant_data.get_net_flow Get historical implied-volatility rank for one ticker and maturity window.
quant_data.get_iv_rank Get the implied-volatility surface across expirations and strikes for one ticker.
quant_data.get_volatility_skew Get time-bucketed off-exchange notional value, share count, trade count, and stock price.
quant_data.get_dark_flow Get off-exchange print activity aggregated by price level for one ticker.
quant_data.get_dark_pool_levels List individual lit and dark US equity prints with cursor pagination.
quant_data.get_equity_prints List ticker-tagged market news with topics and per-ticker sentiment using cursor pagination.
quant_data.get_news_articles No matching tools.
These actions retrieve market data and news, without trade execution.
Exposure endpoints return dealer Greek exposure aggregated by strike or expiration.
They summarize premium, volume, and trade activity; they do not establish future price direction.
Manage which optional storage OOMOL can use. You can change these choices from the footer at any time.