The open financial intelligence platform. 93 modules planned, 27 built, 11,874 lines of code.
Free. Open. MCP-ready. Self-evolving.
Real-time & historical prices, options, fundamentals
10-K, 10-Q, 8-K filings, insider transactions
Cryptocurrency prices, market cap, volume
Real-time news aggregation with NLP sentiment
GDP, CPI, unemployment, interest rates
Patent filings, R&D velocity
Weather data, crop conditions, energy demand
Social sentiment, retail investor attention
Politician trading disclosures
Real-time WebSocket price feeds
Multi-market streaming data
Commission-free trading data feeds
Research report synthesis, earnings analysis
Add QuantClaw Data to any AI agent with a single config. Every module is a callable tool.
{
"mcpServers": {
"quantclaw-data": {
"command": "python",
"args": [
"/path/to/financial-data-pipeline/mcp_server.py"
],
"env": {
"CACHE_DIR": "/tmp/quantclaw-cache"
}
}
}
}HTTP API: data.quantclaw.org/api/v1/{tool}?ticker=AAPL
QuantClaw Data is a self-evolving platform. After each phase, the AI build agent suggests new features — compounding innovation autonomously.
Every new phase references published finance papers — factor models, market microstructure theory, behavioral finance
Features modeled after Bloomberg Terminal, FactSet, Capital IQ, and Refinitiv capabilities
After each phase, the build agent suggests 3 new features based on what it just built — compounding innovation
Each new data source unlocks multiple derived modules — e.g., SEC filings → NLP → supply chain → activist tracking
Real trading needs drive priorities — what would a quant trader actually use at 4am before markets open?
New phases often combine existing modules — e.g., ML earnings predictor uses options flow + sentiment + technicals