Futures Volume & Open Interest Strategy

Futures Volume & Open Interest Strategy MCP Connector for Claude

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Analyze trend strength and direction using price, volume, and Open Interest momentum.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides a deterministic analysis engine for futures markets. It synthesizes price action, volume surges, and Open Interest (OI) momentum to distinguish between trend initiation and exhaustion. Use analyze_market_momentum to identify high-conviction BUY or SELL signals, calculate_market_health_metrics to detect institutional concentration and OI divergence, and get_trend_summaries for a high-level overview of market trends and volatility.

futuresopen-interestvolumetrading-strategymarket-analysis

3 tools expose this connector's capabilities to your AI agent.

analyze_market_momentum

get_trend_summaries

Provides high-level trend and volatility overview

calculate_market_health_metrics

Quantifies market structural composition

See how to talk to your AI agent using Futures Volume & Open Interest Strategy.

Analyze the current market momentum for these series: price [50000, 50500, 51000], volume [1000, 1200, 2000], and OI [60000, 62000, 65000] with an avgVolume20 of 1000.

The market is in a Strong Uptrend. Signal: BUY. Confidence: High.

Check the market health metrics for the following data: OI [60000, 61000, 60500], price [50000, 51000, 52000], volume [1000, 1100, 1050], and topTraderOi 15000.

OI Concentration: 24.79%. Speculative Intensity: 0.017. OI Divergence: true.

Provide a trend summary for price [45000, 44000], volume [5000, 8000], and OI [70000, 75000].

Price Trend: Down. OI Trend: Up. Volume Ratio: 1.6.

A BUY signal is generated during a Strong Uptrend when price is above the 20-day MA, OI is > 50,000, OI change is ≥ 1%, and volume is ≥ 1.5x the 20-day average. A SELL signal is generated during a Strong Downtrend under similar liquidity and momentum thresholds.

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