FinzData
OfficialRelated Servers
Alternatives to FinzData
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Related Servers
- AlicenseNot gradedqualityCmaintenanceEnables users to prepare and validate market data, launch and control backtests, and retrieve results, causal explanations, and self-contained reports through stdio tools. It also supports polling or canceling jobs and running sweep, walk-forward, factor, and study research workflows with bounded pagination and reproducible artifacts.MIT
- AlicenseNot gradedqualityCmaintenanceEnables AI agents to pull end-of-day and historical stock prices, ticker metadata with available date ranges, crypto pair prices at a chosen resample frequency, and recent financial news filtered by ticker or tag. Runs either against a hosted gateway endpoint or locally over stdio, with API-key handling for the account tiers each data source requires.206 npmMIT
- AlicenseNot gradedqualityBmaintenanceEnables AI agents to read cited stock news, earnings, and filings; screen stocks; run point-in-time backtests; check portfolios; and query a local dashboard across US, A-share, and Hong Kong markets.1MIT
- FlicenseNot gradedqualityAmaintenanceEnables AI agents and backends to query multi-market financial data — A-share, US equity, ETF, index, and crypto quotes, K-lines, technical indicators, fundamentals, money flow, news, and SEC/A-share filings — through MCP tools and a matching HTTP API. Includes agent-friendly artifact offloading and CSV/JSON code-export endpoints, with configurable none/token/JWT authentication and multi-provider failover.-
- AlicenseNot gradedqualityCmaintenanceExposes market data, public strategies, backtesting, subscriptions, and AI generation capabilities as MCP tools that AI clients such as Claude Desktop, Cursor, and Cline can call. It runs locally over stdio or remotely over Streamable HTTP, with anonymous, API-key, or OAuth access.Apache 2.0
- AlicenseNot gradedqualityCmaintenanceEnables authenticated users to manage paper-trading accounts, place and cancel orders with simulated fills, view positions and P&L, search instruments, fetch bars, and run quant-strategy lifecycles over stdio or streamable HTTP.MIT
TDQS
Scored across 11 tools
Most tools have clearly distinct purposes (e.g., prices_daily vs earnings_dates vs insiders). However, fundamentals and financial_statements both cover financial statement data and could be confused; cot/cot_markets and macro/macro_search are differentiated as lookup vs fetch, but the pairing might still cause slight hesitation.
All tool names use consistent snake_case, mostly noun or noun_phrase patterns (company_profile, earnings_dates, prices_daily, cot_markets, macro_search, etc.). No mixing of conventions or verb styles.
11 tools is well within the ideal 3-15 range. Each tool serves a distinct data retrieval need across equities, futures, macro, and SEC filings, with no redundant or filler tools.
The surface covers core financial data domains: company profiles, prices, earnings, short interest, insiders, fundamentals, financial statements, COT, and macro. A notable gap is the absence of a ticker/symbol search or list tool to discover valid symbols, which could hinder agents when using ticker-based tools.