How does the MCP tool compare bullish and bearish sector flow?

It returns bullish premium and bearish premium as separate fields for every sector ETF contract. It also supplies call and put contract volume, then marks net premium and bullish ratio as derived values with sector-flow-v1 methodology metadata.

Can I request intraday sector options flow?

Yes, a series request can return up to 390 intraday constituent-options points for one supported sector. The sector identifier is required, marketDate applies only to this series, and the response still includes the latest 11-ETF overview.

Does sector options flow predict SPY, QQQ, or sector ETF prices?

No, sector options flow cannot predict SPY, QQQ, sector ETF, or stock prices. The tool reports a bounded market snapshot whose activity may include hedging and multi-leg strategies, so it is research context rather than investment advice.

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

Sector Flow MCP Server for US Options Flow

Q: Which sectors does the sector flow MCP server cover?

It always covers a fixed universe of 11 US sector ETF contracts. The rows are associated with Technology, Financial Services, Healthcare, Communication Services, Consumer Discretionary, Consumer Staples, Energy, Industrials, Materials, Utilities, and Real Estate.

The Pineify sector flow MCP server compares the latest bullish and bearish options premium for 11 US sector ETF contracts. It can also add a bounded intraday constituent-options tide for one selected sector. These are separate data scopes: the ETF overview is latest-only, while marketDate applies only to the selected sector tide. The result is market context, not a prediction, recommendation, or trade instruction.

Connect Pineify MCP View all MCP tools

MCP tool name

get-sector-flow-snapshot

Example prompt

Use Pineify to compare Technology XLK and Energy XLE against the other nine sectors by bullish premium, bearish premium, and derived net premium.

Direct answer

What get-sector-flow-snapshot does

get-sector-flow-snapshot covers the SPDR ETF contracts associated with Technology, Financial Services, Healthcare, Communication Services, Consumer Discretionary, Consumer Staples, Energy, Industrials, Materials, Utilities, and Real Estate. Each overview row reports the latest available options flow for an ETF such as XLK, XLE, or XLRE; it is not a historical constituent-series observation.

The overview compares bullish premium, bearish premium, call volume, and put volume across all 11 ETF contracts. Net premium and bullish ratio are explicitly derived under the sector-flow-v1 methodology, so an agent can keep calculated fields separate from supplied observations.

A series request adds a separate bounded intraday path aggregated from the selected sector’s constituent options. Its points can include observation time, market date, net call premium, net put premium, net premium, and net contract volume. A requested marketDate applies to this series only; the latest-only 11-ETF overview remains in the same response.

Contract

What the agent sends and receives

Inputs

marketDate: optional date in YYYY-MM-DD format for the selected constituent-options series only; it never date-filters the latest-only 11-ETF overview
detail: summary or series; defaults to summary
sector: required when detail is series, chosen from the fixed 11 supported sector identifiers
granularity: 1m or 5m; defaults to 5m
pointLimit: optional integer from 1 to 390 and allowed only when detail is series

Structured output

Exactly 11 latest sector ETF contract-flow rows with sector name, ETF symbol, bullish premium, bearish premium, call volume, and put volume
Derived net premium and bullish ratio for every sector, including methodology metadata and nullable values
An optional selected-sector constituent-options series with up to 390 points for observed time, market date, net call premium, net put premium, net premium, and net contract volume
Component metadata that identifies ETF-contract versus sector-constituent scope, latest or requested-date selection, component market date, and retrieval time
Independent component status for the ETF snapshot and selected-sector series, plus root query context, partial status, and warnings

Capabilities

Where this MCP tool fits

Compare a fixed 11-sector universe

Review the same ordered set of 11 US sector ETF contracts in every response, including XLK for Technology, XLE for Energy, and XLU for Utilities.

Separate bullish and bearish flow

Compare bullish premium with bearish premium, plus call and put contract volume, instead of reducing sector activity to one unsupported directional label.

Inspect derived sector measures

Read net premium and bullish ratio as derived values with their methodology version, while retaining the underlying bullish and bearish premium fields.

Add one bounded sector series

Request up to 390 intraday constituent-options points for one supported sector while keeping the latest 11-ETF contract snapshot in the result.

Agent workflow

A bounded call from question to review

1
Start with the full sector snapshot
Request summary detail, then compare the latest options flow across all 11 sector ETF contracts. Do not assign a requested marketDate to these rows.
2
Choose one sector for the intraday path
If a sector needs closer review, switch detail to series, pass its supported identifier and optional marketDate, and set a point limit no greater than 390. This adds a constituent-options tide rather than ETF history.
3
Check provenance before interpretation
Read componentMetadata, nullable fields, derived markers, component status, partial flag, and warnings before comparing ETF contract flow with a selected sector tide.

Prompt examples

Questions an agent can route to this tool

"Use Pineify to compare Technology XLK and Energy XLE against the other nine sectors by bullish premium, bearish premium, and derived net premium."

"Get the latest fixed 11-sector ETF contract options-flow snapshot, rank the available rows by derived net premium, and report any null fields or warnings."

"Return up to 120 constituent-options tide points for Technology, then compare that separate scope with the latest ETF overview without predicting SPY or QQQ."

Operator notes

How I review the result

When I compare XLK with XLE, I treat both overview rows as latest ETF contract options flow and inspect bullish premium and bearish premium before I use the derived net value. I do not fill missing values with a claim about sector leadership.

When I review SPY or QQQ market context, I use this tool to check cross-sector flow rather than treating the index ETF as one of the 11 sector rows. I keep index-level conclusions separate from the sector ETF snapshot.

When I request the Technology series, I check selectedSectorTide scope, marketDate, each observedAt value, and component status. I call it a bounded constituent-options record, not an XLK history or evidence that XLK will rise or fall next.

Boundaries to keep in the prompt

The overview universe is fixed at 11 supported US sector ETF contracts. The tool does not return sector holdings, individual constituents, fundamentals, price performance, or arbitrary industry groups.
Bullish and bearish options flow does not establish future direction. Options activity can reflect hedges, spreads, closing trades, or positions whose full context is not present in this snapshot.
Only one selected sector can include an intraday constituent-options series in a call, and the series is limited to 390 points. The selected-sector component can be unavailable while the latest 11-ETF summary remains usable.
Fields can be null, and net premium and bullish ratio are derived rather than directly observed. The ETF overview has no date filter and reports marketDate as null in component metadata; a requested date belongs only to the selected sector tide.
This is an information tool, not investment advice. It promises no return, recommends no position, and executes no trade.

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.

MCP tool family

Continue the workflow

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Market Tide MCP Tool

Compare the latest sector ETF contract snapshot with bounded market-wide call and put premium conditions.

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Technical Analysis Snapshot MCP Tool

Review latest available technical fields for one ticker after the sector comparison.

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