finzdata-mcp
Server Details
US market data, point-in-time fundamentals, macro vintages, COT, 13F and backtests for AI agents.
- Status
- Healthy
- Last Tested
- Transport
- Streamable HTTP ยท MCP 2025-11-25
- URL
TDQS
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Available Tools
11 toolscompare_runsCompare runsRead-onlyInspect
Returns a table (run_id, cagr, sharpe, max_drawdown, turnover, final_equity) for previously run backtests in this session. Unknown run_id -> not_found.
| Name | Required | Description | Default |
|---|---|---|---|
| run_ids | Yes |
describe_datasetDescribe datasetRead-onlyInspect
Returns the schema, coverage and field definitions of one dataset. Raises not_found for an unknown dataset id.
| Name | Required | Description | Default |
|---|---|---|---|
| dataset | Yes | Dataset id. |
get_13fGet 13F filingsRead-onlyInspect
Returns 13F holdings matching a query as known on as_of (default today); filings after as_of are hidden.
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| query | Yes |
get_barsGet OHLCV barsRead-onlyInspect
Returns daily OHLCV bars for symbols between start and end, clipped to as_of (default today) so no future data leaks. Max 5000 rows per page; use next_cursor for more.
| Name | Required | Description | Default |
|---|---|---|---|
| bar | No | Bar size, default '1d'. | |
| end | No | ||
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| start | Yes | ||
| symbols | Yes |
get_cotGet COTRead-onlyInspect
Returns CFTC Commitments of Traders rows for a market between start and end, clipped to as_of. Max 5000 rows per page.
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | ||
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| start | Yes | ||
| market | Yes |
get_eventsGet eventsRead-onlyInspect
Returns corporate/market events of a kind between start and end, clipped to as_of. Max 5000 rows per page.
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | ||
| kind | Yes | ||
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| start | Yes |
get_fundamentals_pitGet fundamentals (point-in-time)Read-onlyInspect
Returns fundamentals for one symbol as known on as_of (no restatements from the future). as_of defaults to today.
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| symbol | Yes |
get_macro_vintageGet macro vintageRead-onlyInspect
Returns a macro series as it was actually published by as_of (vintage data, no revisions from the future). Optional start.
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| start | No | Optional start date. | |
| series | Yes |
get_universeGet universeRead-onlyInspect
Returns the list of tradable symbols as of a date (index membership is point-in-time, so no survivorship bias). as_of defaults to today.
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| index | No | Optional index id. |
run_backtestRun backtestRead-onlyInspect
Runs a deterministic backtest from a JSON spec (universe, start, end, signal, rebalance, top_n, costs_bps, side='long'|'long_short', blind=true to hide tickers). signal.type: momentum, ma_cross, factor, or expr with signal.expr a formula over close prices, e.g. 'rank(ret(252)) - rank(vol(60))' (functions: ret, logret, sma, ema, vol, rsi, high, low, dist_high, lag, rank, zscore, demean, abs, log, sign, clip, min, max, where). Every result includes 'overfitting': trials counted per API key and the deflated Sharpe ratio. Prices are fetched point-in-time with a 400-trading-day lookback buffer and clipped to as_of, so results have no look-ahead. Identical specs on the same snapshot are cached and free. Returns stats, benchmark stats, equity curve, warnings, snapshot id and a disclaimer.
| Name | Required | Description | Default |
|---|---|---|---|
| spec | Yes | Backtest spec. | |
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). |
search_datasetsSearch datasetsRead-onlyInspect
Full-text search over the dataset catalog. Returns matching dataset ids and descriptions. Free of look-ahead concerns; no as_of needed.
| Name | Required | Description | Default |
|---|---|---|---|
| query | Yes | Search text. |
Tool Schema Changelog
Recent tool additions, removals, and schema changes observed during successful MCP inspections.
11 tool updates
- First observed
compare_runs - First observed
describe_dataset - First observed
get_13f - First observed
get_bars - First observed
get_cot - First observed
get_events - First observed
get_fundamentals_pit - First observed
get_macro_vintage - First observed
get_universe - First observed
run_backtest - First observed
search_datasets
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