# dhawal.org > A privacy-first markets desk with zero cookies and no accounts: live quotes, a five-leg macro-regime composite, COT positioning, treasury auctions and the yield curve, options analytics, an aggregated news wire, plus open research and a futures-trading book. All data is computed from public sources and served through documented JSON endpoints. dhawal.org is an independent quant-desk site by Dhawal Ranka. The markets surfaces below are static pages that hydrate to live data from the public API (see Reference). There are no cookies and no accounts; measurement is cookieless and aggregate-only. An MCP server for agents is documented at /api-docs. ## Agent use Connect to https://dhawal.org/mcp with Streamable HTTP and no authentication. Canonical tools: get_quote, get_regime, run_screen, get_calendar, get_congress_trades, get_13f, get_dataset, get_brief. Cite the dhawal.org page returned by each tool and retain the primary source attribution in the response. Use https://dhawal.org/methodology/ for calculation details. Market figures may be delayed or derived and are informational, not investment advice. ## Daily - [Calendar](https://dhawal.org/calendar/) - [News](https://dhawal.org/news/) - [Now](https://dhawal.org/now/) - [Squawk](https://dhawal.org/squawk/) - [Today](https://dhawal.org/today/) ## Markets desk - [2026 Audit](https://dhawal.org/audit/2026/) - [Compare](https://dhawal.org/compare/) - [Futures](https://dhawal.org/futures/) - [Commitments of Traders](https://dhawal.org/futures/cot/) - [Futures curve](https://dhawal.org/futures/curve/) - [Markets](https://dhawal.org/markets/) - [Models](https://dhawal.org/models/) - [Reading paths](https://dhawal.org/path/) - [Rates](https://dhawal.org/rates/) - [Screener](https://dhawal.org/screener/) ## Symbols 191 per-symbol pages at https://dhawal.org/markets/: live quote, chart, COT positioning, options analytics, SEC fundamentals, dividends and seasonality where available. Symbols: 000001.SS, AAPL, ABBV, ABT, ACN, ADBE, AEP, AMD, AMGN, AMT, AMZN, APD, ARM, AUDUSD=X, AVGO, AXP, BA, BAC, BKNG, BLK, BMY, BNB-USD, BRK-B, BTC-USD, C, CAT, CCI, CHTR, CL, CL=F, CMCSA, COIN, COP, COST, CRM, CSCO, CTVA, CVX, D, DD, DE, DHR, DIA, DIS, DLR, DOGE-USD, DOW, DUK, DX-Y.NYB, EA, ECL, ED, EFA, EOG, EQIX, ES=F, ETH-USD, EURUSD=X, EXC, F, FCX, GBPUSD=X, GC=F, GD, GE, GIS, GLD, GM, GOOGL, GS, HD, HG=F, HON, HYG, ISRG, IWM, JNJ, JPM, KMB, KMI, KO, LIN, LLY, LMT, LOW, MA, MAR, MCD, MDLZ, META, MMM, MO, MPC, MRK, MS, MSFT, MSTR, MU, NEE, NEM, NFLX, NG=F, NKE, NOC, NQ=F, NUE, NVDA, O, ORCL, OXY, PEG, PEP, PFE, PG, PL=F, PLD, PLTR, PSA, PSX, QCOM, QQQ, RTX, RTY=F, SBUX, SCHW, SHW, SI=F, SLB, SMCI, SO, SOL-USD, SPG, SPGI, SPY, SRE, T, TGT, TJX, TLT, TMO, TMUS, TSLA, TTWO, UNG, UNH, UNP, UPS, USDCAD=X, USDCHF=X, USDCNY=X, USDINR=X, USDJPY=X, USO, V, VICI, VLO, VZ, WELL, WFC, WMB, WMT, XEL, XOM, XRP-USD, YM=F, ZB=F, ZC=F, ZF=F, ZN=F, ZS=F, ZW=F, ^AXJO, ^BSESN, ^BVSP, ^DJI, ^FCHI, ^FTSE, ^FVX, ^GDAXI, ^GSPC, ^GSPTSE, ^HSI, ^IXIC, ^KS11, ^N225, ^NSEI, ^RUT, ^STOXX50E, ^TNX, ^TYX, ^VIX ## Indicators - [Indicators](https://dhawal.org/indicators/) - [Futures Key Levels](https://dhawal.org/indicators/futures-day-trading-key-levels/) - [Institutional Orderflow Pro](https://dhawal.org/indicators/institutional-orderflow-pro/) - [Liquidity Levels Pro](https://dhawal.org/indicators/liquidity-levels-pro/) ## Research & writing - [Creations](https://dhawal.org/creations/) - [Research](https://dhawal.org/research/) - [The calendar is not a catalyst | Research](https://dhawal.org/research/calendar-is-not-a-catalyst/) - [Decentralized Community Communication | dhawal.org Research](https://dhawal.org/research/decentralized-community-communication/) - [Technical Analysis for Futures Traders, A Quant-Desk Perspective on Liquidity, Order Flow, and Systematic Edge](https://dhawal.org/research/futures-ta/) - [Appendix A.Html](https://dhawal.org/research/futures-ta/chapters/appendix-a.html) - [Appendix B.Html](https://dhawal.org/research/futures-ta/chapters/appendix-b.html) - [Appendix C.Html](https://dhawal.org/research/futures-ta/chapters/appendix-c.html) - [Appendix D.Html](https://dhawal.org/research/futures-ta/chapters/appendix-d.html) - [Ch01 Foundations.Html](https://dhawal.org/research/futures-ta/chapters/ch01-foundations.html) - [Ch02 Market Structure.Html](https://dhawal.org/research/futures-ta/chapters/ch02-market-structure.html) - [Ch03 Liquidity Orderflow.Html](https://dhawal.org/research/futures-ta/chapters/ch03-liquidity-orderflow.html) - [Ch04 Price Action.Html](https://dhawal.org/research/futures-ta/chapters/ch04-price-action.html) - [Ch05 Support Resistance.Html](https://dhawal.org/research/futures-ta/chapters/ch05-support-resistance.html) - [Ch06 Trend Tools.Html](https://dhawal.org/research/futures-ta/chapters/ch06-trend-tools.html) - [Ch07 Oscillators.Html](https://dhawal.org/research/futures-ta/chapters/ch07-oscillators.html) - [Ch08 Volatility.Html](https://dhawal.org/research/futures-ta/chapters/ch08-volatility.html) - [Ch09 Volume Profile.Html](https://dhawal.org/research/futures-ta/chapters/ch09-volume-profile.html) - [Ch10 Vwap.Html](https://dhawal.org/research/futures-ta/chapters/ch10-vwap.html) - [Ch11 Order Flow.Html](https://dhawal.org/research/futures-ta/chapters/ch11-order-flow.html) - [Ch12 Liquidity.Html](https://dhawal.org/research/futures-ta/chapters/ch12-liquidity.html) - [Ch13 Open Type.Html](https://dhawal.org/research/futures-ta/chapters/ch13-open-type.html) - [Ch14 Cross Market.Html](https://dhawal.org/research/futures-ta/chapters/ch14-cross-market.html) - [Ch15 Systematic.Html](https://dhawal.org/research/futures-ta/chapters/ch15-systematic.html) - [Ch16 Validation.Html](https://dhawal.org/research/futures-ta/chapters/ch16-validation.html) - [Ch17 Risk.Html](https://dhawal.org/research/futures-ta/chapters/ch17-risk.html) - [Ch18 Execution.Html](https://dhawal.org/research/futures-ta/chapters/ch18-execution.html) - [Ch19 When Fails.Html](https://dhawal.org/research/futures-ta/chapters/ch19-when-fails.html) - [Ch20 Worked Examples.Html](https://dhawal.org/research/futures-ta/chapters/ch20-worked-examples.html) - [Ch21 Daily Plan.Html](https://dhawal.org/research/futures-ta/chapters/ch21-daily-plan.html) - [Front Matter.Html](https://dhawal.org/research/futures-ta/chapters/front-matter.html) - [Diagrams.Html](https://dhawal.org/research/futures-ta/companions/diagrams.html) - [Frameworks.Html](https://dhawal.org/research/futures-ta/companions/frameworks.html) - [Outline.Html](https://dhawal.org/research/futures-ta/companions/outline.html) - [Research Summary.Html](https://dhawal.org/research/futures-ta/companions/research-summary.html) ## Datasets - [Historical regime source archive (JSON)](https://dhawal.org/data/regime-history-source.json) - [Seasonality dataset (CSV)](https://dhawal.org/data/seasonality-index.csv) - [Seasonality dataset (JSON)](https://dhawal.org/data/seasonality-index.json) - [The Memory | Historical macro regimes](https://dhawal.org/memory/) - [Seasonality](https://dhawal.org/seasonality/) ## Reference - [API spec (OpenAPI 3.1)](https://dhawal.org/.well-known/api/v1/spec.json) - [Changelog](https://dhawal.org/changelog/) - [Colophon](https://dhawal.org/colophon/) - [The Machine Floor](https://dhawal.org/machine/) - [MCP server](https://dhawal.org/mcp) - [Methodology](https://dhawal.org/methodology/) - [Agent skill](https://dhawal.org/skill.md) - [Status](https://dhawal.org/status/) - [dhawal.org vs the incumbents](https://dhawal.org/versus/) ## About - [About](https://dhawal.org/about/) - [Contact](https://dhawal.org/contact/) - [Résumé](https://dhawal.org/resume/) ## Other pages - [13F](https://dhawal.org/13f/) - [The open API](https://dhawal.org/api-docs/) - [Congress](https://dhawal.org/congress/) - [Notes](https://dhawal.org/notes/) - [Portfolio](https://dhawal.org/portfolio/) - [Pro](https://dhawal.org/pro/) - [Quote](https://dhawal.org/q/) - [Standards](https://dhawal.org/standards/)