You don't have to build an MCP server to give Claude access to real market data — Quantustik already runs one. This is the shortest path from "no key" to "Claude is reading live S&P 500 signals": get a key, add one server entry to your MCP client config, and run a guided prompt.
Get a free key at /developers — no card required.
Light, anonymous use of the server also works with a soft hourly cap, but a free key raises that limit substantially, and you will need one for anything beyond a quick test. Once you have a key, every request authenticates with a standard bearer header: Authorization: Bearer <your-api-key>.
Quantustik publishes a standard MCP discovery manifest at /.well-known/mcp.json describing the transport (streamable-HTTP) and the auth scheme (bearer). Most MCP-aware clients, including Claude, accept a server entry built from those same three facts: server URL https://quantustik.com/mcp, transport streamable-http, and an Authorization header carrying your bearer key — for example, a JSON server-config block with an "mcpServers" entry named "quantustik" whose "url" is https://quantustik.com/mcp, "transport" is "streamable-http", and whose "headers" object sets "Authorization" to "Bearer <your-api-key>".
Exact config file location and syntax vary by client — check your client's MCP server documentation for where this entry goes. The manifest at /.well-known/mcp.json is the source of truth for the URL and transport if a client asks you to point at it directly instead of hand-writing the entry above.
Once the server is connected, the fastest way to see it work is a guided prompt rather than poking individual tools. `risk_check` takes a ticker (and optionally a position size) and walks the agent through a fixed, risk-first sequence: pull the trade plan, state the maximum loss before any upside, report the take-profit ladder and trailing-stop rule, check whether the invalidation level has already been breached, and surface the calibration score and staleness flag so you can weigh how much to trust the numbers.
The shape of the answer is fixed by the prompt's instructions, but the actual numbers come from live data at request time — a real run will show real entry/exit levels, a real R:R, and a real verdict for whatever ticker you ask about, not a canned example. If the setup does not clear the 2:1 risk/reward bar or the verdict is not decisively directional, the honest answer is "not actionable right now" — treat that as the guardrail working, not a bug.
From here, an agent can go further: `find_swing_trade` runs the same market-conditions-first, risk-gated methodology to shortlist setups instead of checking one ticker at a time, and `market_briefing` gives a quick top-of-day read on market conditions and sentiment. All of it is read-only, all of it carries the same disclaimer as the rest of the product, and none of it places or manages an order on your behalf.
This walks through connecting to real, live data — it does not walk through what to do with the output. The tools return the same calibrated-but-imperfect quantum-model verdicts documented elsewhere on the site; connecting an agent to them does not make the underlying forecast more accurate, and every tool is read-only (no order is ever placed through it). The free tier is rate-capped; see the developers page for current limits rather than a number that will drift here.
Educational research only — not investment advice.