scan_universe

io.github.quantustik/mcp · Verify this server

Scan the S&P 500 universe and return filtered signals. Pushes filters + pagination to the server (GET /signals): the REST API applies min_conviction/direction/sector and returns one page of size limit, so the LLM payload stays tight regardless of how broad the universe is. Use this to discover high-conviction opportunities across the market rather than analyzing tickers one by one. The scan covers all S&P 500 tickers simultaneously, surfacing cross-ticker convergence patterns that per-ticker analysis would miss. Freshness: scan runs on a scheduled cadence (typically several times per day). Results carry scan_generated_at, and a `data_freshness` sentence only when the scheduled run did not land. Pagination: results are deterministically ordered server-side. When more results remain, next_cursor is a non-null opaque token — pass it back as cursor= to fetch the next page (scan_universe(..., cursor=next_cursor)). next_cursor is null on the last page. Args: min_conviction: Minimum conviction score (0–10). Recommended: 6.0+ for actionable signals, 7.5+ for high-conviction only. direction: Filter by signal verdict — "BUY", "WAIT", "AVOID", or "WATCH". Case-insensitive. sector: Filter by sector name (partial match, case-insensitive). Examples: "Technology", "Health Care", "Financials". limit: Page size — max results per call (default 20, max 100). cursor: Opaque pagination cursor from a previous call's next_cursor. Omit for the first page. Returns a dict with count, scan_generated_at, results list, next_cursor (null when no further pages), and disclaimer embedded in the payload.