What does the market tide MCP server measure?

It summarizes broad US options flow for one requested or latest available market-date snapshot. The response reports net call premium, net put premium, net premium, available percentage changes, a derived sentiment label, and the top-impact symbols returned by the dataset.

Is a bullish or bearish market tide a certain direction?

No, a bullish or bearish market tide is not certain market direction. It is a derived label for the returned premium snapshot, and option activity can include hedges, closing trades, spreads, and other positions that the label cannot resolve.

How fresh is the options flow market sentiment snapshot?

The response states its freshness with marketDate, observedAt, retrievedAt, and selection. Selection identifies a requested date or the latest available session, so an agent should quote those fields instead of calling the result live.

What does a top-impact symbol mean in get-market-tide?

A top-impact symbol is one of the bounded symbols returned with a net premium contribution to the snapshot. Its presence does not prove trader intent, predict that symbol, or explain the full market-level label by itself.

Can the market tide MCP tool predict stock prices?

No, the market tide MCP tool cannot predict stock prices. It provides read-only options-flow observations and an explicit inference for research, without recommending a trade, changing a portfolio, or promising a return.

Can AI predict stock prices with this MCP tool?

No. AI cannot predict stock prices with certainty, and this MCP tool does not promise future returns. It gives an agent bounded data or validation results that still require independent review, risk controls, and source checking.

Market analysis

Market Tide MCP Server for Broad Options Flow Direction

Pineify get-market-tide is a read-only market tide MCP server that summarizes broad US options-flow direction from the latest available or requested market-date snapshot. It returns net call and put premium, a labeled sentiment inference, and the symbols with the largest reported impact. The result is a bounded observation, not certain direction, a price forecast, or investment advice.

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MCP tool name

get-market-tide

Example prompt

Use Pineify to return the latest available market tide summary, list up to 10 top-impact symbols, and explain whether SPY or QQQ appears in the returned drivers without predicting the next market move.

Direct answer

What get-market-tide does

Use this options flow market sentiment MCP tool when an agent needs a market-level view before examining one ticker. The summary includes net call premium, net put premium, net premium, percentage-change fields, and an observed timestamp. Numeric fields can be null.

The sentiment object labels the snapshot bullish, bearish, or neutral, with strong, moderate, slight, or neutral strength. The response marks that label as derived under market-tide-v1, so an agent can keep the inference separate from the reported premium fields.

A summary request returns the market snapshot and up to 20 top-impact symbols. A series request can add at most 390 intraday points at one-minute or five-minute granularity. Every response states the selected market date, retrieval time, partial status, component availability, and warnings.

Contract

What the agent sends and receives

Inputs

marketDate: optional date in YYYY-MM-DD format; omission selects the latest available market session
detail: summary or series; defaults to summary
granularity: 1m or 5m; defaults to 5m
otmOnly: boolean that limits the calculation to out-of-the-money options when true; defaults to false
topImpactLimit: integer from 1 to 20; defaults to 10
pointLimit: optional number from 1 to 390 and allowed only when detail is series

Structured output

Snapshot observation time, net call premium, net put premium, net premium, and nullable call, put, and net percentage changes
Derived bullish, bearish, or neutral direction with strength and the market-tide-v1 methodology version
A bounded top-impact list with symbol and nullable net premium contribution
An optional intraday series with up to 390 one-minute or five-minute points
US market metadata, selected market date, retrieval time, selection mode, component status, partial flag, and warnings

Capabilities

Where this MCP tool fits

Read broad US options-flow conditions

Compare net call premium, net put premium, net premium, and available percentage changes for one latest available or requested US market-date snapshot.

Identify reported impact symbols

Request between 1 and 20 top-impact symbols and inspect each symbol beside its reported net premium contribution.

Request a bounded intraday series

Choose series detail with one-minute or five-minute granularity and return up to 390 points with observation time, market date, net premium fields, and net volume.

Separate inference from observation

Read direction and strength as derived sentiment with methodology metadata, then check component status, partial results, and warnings before describing the snapshot.

Agent workflow

A bounded call from question to review

1
Choose the market scope
Use the latest available session or pass one supported market date. Decide whether the question covers all included options or only out-of-the-money contracts.
2
Select summary or series detail
Use summary for one bounded snapshot. Use series when the agent needs intraday points, then set one-minute or five-minute granularity and an optional point limit from 1 to 390.
3
Review freshness and availability
Check marketDate, observedAt, retrievedAt, selection, component status, partial, and warnings. Report nullable fields as missing rather than filling gaps.
4
Test the inferred label against its drivers
Compare the derived direction and strength with net premium fields and top-impact symbols. Use symbol-level tools for follow-up research without turning the market label into a forecast.

Prompt examples

Questions an agent can route to this tool

"Use Pineify to return the latest available market tide summary, list up to 10 top-impact symbols, and explain whether SPY or QQQ appears in the returned drivers without predicting the next market move."

"Request a five-minute market tide series with at most 120 points for the latest available session. Report the snapshot timestamp, net call and put premium, derived sentiment, and any missing fields or warnings."

"Compare the latest available all-options summary with an out-of-the-money-only summary. Show whether NVDA, SPY, or QQQ appears in either top-impact list, but do not call the result a certain direction."

Operator notes

How I review the result

When I prepare an SPY and QQQ market check, I start with detail set to summary and topImpactLimit set to 10. I quote the returned marketDate and observedAt before discussing the derived direction.

When I inspect an intraday shift, I request five-minute series data with a fixed pointLimit. I compare net call premium, net put premium, and net premium across returned points instead of assuming the latest label held all session.

When NVDA, SPY, or QQQ appears in topImpact, I treat its netPremiumUsd value as a reported contribution to this bounded snapshot. I do not infer trader identity, position intent, or the symbol's next price move from that rank.

Boundaries to keep in the prompt

The tool returns one requested or latest available bounded snapshot, plus an optional series of no more than 390 points. It is not a live stream, a full options tape, or complete price history.
Bullish, bearish, or neutral sentiment and its strength are derived labels under market-tide-v1. They describe the returned premium data and do not establish certain market direction or predict prices.
A top-impact symbol and its net premium value do not reveal trader identity, opening or closing intent, hedging context, or the symbol's future performance.
Snapshot, series, and top-impact numeric fields can be null. The top-impact component can be unavailable, and every summary must preserve partial status and warnings.
The tool does not return sector detail, full option chains, personalized advice, or trade execution. It is an information tool, not investment advice, and it promises no return.

Pineify MCP is an information and code-validation tool, not investment advice. It does not promise returns, place trades, or modify a portfolio. Review timestamps, source fields, code diagnostics, and risk assumptions before acting.

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