How to Pull Market Sentiment Data with Claude
Pull market sentiment data with Claude and ToolRouter. VIX, consumer sentiment, and COT positioning in one analysis.
Tool
Claude retrieves sentiment indicators and weaves them into a coherent picture of market psychology. It cross-references VIX levels with COT positioning to identify whether volatility is matched by institutional hedging, and connects consumer sentiment to spending and growth implications — going beyond individual data points to a unified sentiment view.
Connect ToolRouter to Claude
1Open connector settings Open Settings
2Add a custom connector with these details
Name
ToolRouterURL
https://api.toolrouter.com/mcp3Let Claude set you up Open Claude
Steps
Once connected (see setup above), use the Finance Data tool:
- Ask Claude: "What is the current VIX level and how does it compare to the 30-day average?"
- Claude returns VIX data with context
- Ask: "Pull the latest consumer sentiment reading and explain what it implies"
- Ask: "What does the current COT report show about S&P 500 futures positioning?"
Example Prompt
Try this with Claude using the Finance Data tool
Pull the current VIX level, latest consumer sentiment reading, and COT positioning for S&P 500 futures. What does the combined sentiment picture suggest about current market conditions?
Tips
- Ask for VIX levels at key historical stress periods to put today's reading in context
- COT reports release weekly — ask if the data is current to avoid acting on stale positioning
- Combine sentiment data with price action: low VIX plus bullish positioning can signal complacency