Skip to content

MCP Tools Reference

The COT Bias MCP Server (cotbias-mcp) exposes five high-level tools, one resource catalog, and two guided prompt templates designed specifically for LLM context windows.

🛠 Available Tools

Description: Single-call comprehensive synthesis of an asset's current weekly AI positioning regime, macro narrative attribution, capital flow summary, and the latest 4-week COT trend.

  • Parameters:
  • symbol (string, required): Asset ticker symbol (e.g. 'ES', 'GC', 'CL', '6E').
  • Best For: General questions about a market where the agent needs both qualitative rationale and quantitative trends in a single compact tool call.

2. get_ai_inference

Description: Current week's institutional positioning regime and AI macro attribution.

  • Parameters:
  • symbol (string, required): Market symbol (e.g. 'GC').
  • Response Fields:
  • ai_bias_score: 'Strongly Bullish', 'Bullish', 'Neutral', 'Bearish', 'Strongly Bearish'
  • regime_status: 'Bullish Alignment', 'Transitioning', etc.
  • primary_driver: Dominant participant group.
  • momentum: Open interest dynamics ('New Longs', 'Short Covering').
  • crowdedness_risk: Squeeze vs Liquidation assessment.
  • smart_money_divergence: Smart vs dumb money accumulation.
  • dumb_money_index: Speculator crowd sentiment index.
  • qualitative_attribution: Macro commentary breakdown.

3. get_timeseries

Description: Historical weekly CFTC positioning data across Legacy, Disaggregated, TFF, or Supplemental reports.

  • Parameters:
  • symbol (string, required): Market symbol.
  • contract_type (string, optional, default 'futopt'): 'fut' (Futures only), 'futopt' (Combined), or 'opt' (Options delta).
  • lookback_weeks (integer, optional, default 26, max 156): Number of weekly records to retrieve. Defaults to 26 weeks to preserve LLM token context.
  • report (string, optional, default 'legacy'): CFTC report family.

4. scan_markets

Description: Screen across all 60+ tracked futures markets by positioning classifications and squeeze risks.

  • Parameters:
  • ai_bias_score (string, optional): Filter by directional bias.
  • crowdedness_risk (string, optional): Filter by risk (e.g. 'High Squeeze Risk').
  • momentum (string, optional): Filter by flow dynamics (e.g. 'New Longs (OI Expanding)').
  • cot_positioning (string, optional): Filter by alignment ('Convergence', 'Divergence').

5. list_markets

Description: List all tracked futures and options contracts with symbols, CFTC commodity codes, and supported report types.

  • Parameters:
  • sector (string, optional): Filter by sector ('Equity', 'Commodity', 'FX', 'Rates').

📦 Resources

  • cot://markets: JSON catalog of all tracked markets, updated dynamically from the API.

📝 Prompt Templates

MCP clients supporting prompts can trigger pre-engineered analytical workflows:

1. cot-macro-briefing

Instructs the agent to scan the entire futures universe for extreme squeeze risks and liquidation setups across Equities, Commodities, and Rates, followed by an institutional macro commentary.

2. cot-market-deep-dive

  • Arguments: symbol
  • Conducts an end-to-end positioning evaluation for the specified asset, inspecting commercial hedging pressure, multi-week momentum, and structural inflection levels.