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OneTick MCP Server

by xbsd

OneTick MCP Server

Enterprise-grade MCP server for OneTick tick data analytics. Provides 18 tools across 4 categories, 6 workflow commands, and 6 domain skills — covering equities, futures, FX, options, and indices from 200+ global exchanges.

Quick Start

1. Install

git clone https://github.com/your-org/onetick-mcp.git
cd onetick-mcp
pip install -e .

2. Set Credentials

export ONETICK_CLIENT_ID=your_client_id
export ONETICK_CLIENT_SECRET=your_client_secret

Or copy .env.example to .env and fill in your credentials.

3. Connect to Claude

Choose your platform below.


Related MCP server: MCP Options Order Flow Server

Platform Setup

Claude Code (CLI)

Register the MCP server so Claude Code can use all 18 tools:

# Add to your current project
claude mcp add onetick -- onetick-mcp

# Or with explicit credentials
claude mcp add onetick \
  --env ONETICK_CLIENT_ID=your_client_id \
  --env ONETICK_CLIENT_SECRET=your_client_secret \
  -- onetick-mcp

# Verify it's registered
claude mcp list

This creates a .mcp.json in your project root. To register across all projects instead:

claude mcp add --scope user onetick -- onetick-mcp

Direct mode (registers all 18 tools upfront instead of 3 meta-tools — uses more tokens but skips the discovery step):

claude mcp add onetick -- onetick-mcp --direct

Claude Desktop

Add to your Claude Desktop configuration file:

macOS: ~/Library/Application Support/Claude/claude_desktop_config.json Windows: %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "onetick": {
      "command": "uv",
      "args": [
        "run",
        "--directory",
        "/path/to/onetick_mcp",
        "onetick-mcp"
      ],
      "env": {
        "ONETICK_CLIENT_ID": "your_client_id",
        "ONETICK_CLIENT_SECRET": "your_client_secret"
      }
    }
  }
}

Replace /path/to/onetick_mcp with the actual path to this repository.


Using Skills and Commands

The server ships with 6 skills (domain knowledge) and 6 commands (step-by-step workflows) that tell Claude how to chain the MCP tools into complete analyses. These work together: commands define what to do, skills provide how to interpret the results.

Skills (Domain Knowledge)

Skills are loaded from the skills/ directory. Each skill teaches Claude a domain — what metrics matter, how to interpret them, and what output format to produce.

Skill

Domain

When to Use

tca-analysis

Execution benchmarking

Trading costs, slippage, VWAP shortfall, cost decomposition

market-microstructure

Liquidity & price formation

Order book depth, bid-ask dynamics, buy/sell pressure

intraday-analytics

Volume & momentum

Volume profile, VWAP deviation, unusual activity detection

volatility-analysis

Risk measurement

Realized vol, vol regimes, historical percentile comparison

execution-quality

Fill assessment

Interval-level benchmark comparison, best/worst fill windows

market-overview

Daily briefing

Price action, volume, volatility, spreads across symbols

Commands (Workflow Orchestration)

Commands are loaded from the commands/ directory. Each command chains 3-5 tool calls into a complete analysis with a defined workflow.

Command

What It Does

Tool Chain

/analyze-tca

Transaction Cost Analysis

CALC_VWAP -> CALC_SPREAD_STATS -> CALC_TRADE_STATS -> GET_BARS

/analyze-microstructure

Market microstructure

GET_BOOK_SNAPSHOT -> CALC_BOOK_IMBALANCE -> CALC_SPREAD_STATS

/analyze-intraday

Intraday activity profile

CALC_VWAP -> CALC_TRADE_STATS -> GET_BARS

/analyze-volatility

Realized volatility analysis

CALC_VOLATILITY -> GET_DAILY_BARS -> CALC_SPREAD_STATS -> CALC_TRADE_STATS

/analyze-execution

Execution quality assessment

CALC_VWAP -> CALC_TRADE_STATS -> CALC_SPREAD_STATS -> GET_BARS

/market-overview

Market snapshot

GET_DAILY_BARS -> CALC_VWAP -> CALC_TRADE_STATS -> CALC_VOLATILITY -> CALC_SPREAD_STATS

How to Use in Claude Code

Once the MCP server is registered, you can use commands and ask questions naturally:

# Run a workflow command
/analyze-tca AAPL 2024-01-15 09:30:00 2024-01-15 16:00:00

# Ask natural language questions (Claude picks the right tools)
"What's the VWAP for MSFT today?"
"Show me the order book for TSLA"
"Morning briefing for AAPL, MSFT, GOOGL"
"How volatile is AMZN compared to the last 20 days?"

# Run multi-symbol analysis
/market-overview AAPL,MSFT,GOOGL,AMZN

How Skills and Commands Work Together

Each command references its corresponding skill. For example, /analyze-tca uses the tca-analysis skill for domain expertise:

  1. Command defines the workflow: which tools to call, in what order, with what parameters

  2. Skill provides interpretation: what the numbers mean, how to classify results, what output format to use

  3. MCP Tools execute the computation: deterministic analytics on OneTick's C++ engine

This separation means you can also ask free-form questions. Claude will use the skill knowledge to pick the right tools and interpret results, even without invoking a command explicitly.


Packaging as a Plugin

To distribute the server + skills + commands as a self-contained Claude Code plugin:

1. Create Plugin Manifest

Create .claude-plugin/plugin.json:

{
  "name": "onetick",
  "description": "OneTick market data analytics — tick data, TCA, microstructure, volatility analysis across 200+ global exchanges",
  "version": "0.2.0",
  "author": {
    "name": "OneTick"
  }
}

2. Create Plugin MCP Config

Create .mcp.json at the repo root:

{
  "mcpServers": {
    "onetick": {
      "type": "stdio",
      "command": "onetick-mcp",
      "env": {
        "ONETICK_CLIENT_ID": "${ONETICK_CLIENT_ID}",
        "ONETICK_CLIENT_SECRET": "${ONETICK_CLIENT_SECRET}"
      }
    }
  }
}

3. Test the Plugin

claude --plugin-dir /path/to/onetick_mcp

When packaged as a plugin, commands are namespaced:

/onetick:analyze-tca AAPL 2024-01-15 09:30:00 2024-01-15 16:00:00

Plugin Directory Structure

onetick_mcp/
├── .claude-plugin/
│   └── plugin.json            <- Plugin manifest
├── .mcp.json                  <- MCP server config (auto-starts with plugin)
├── commands/                  <- Workflow commands (become slash commands)
│   ├── analyze-tca.md
│   ├── analyze-microstructure.md
│   ├── analyze-intraday.md
│   ├── analyze-volatility.md
│   ├── analyze-execution.md
│   └── market-overview.md
├── skills/                    <- Domain knowledge (loaded automatically)
│   ├── tca-analysis/SKILL.md
│   ├── market-microstructure/SKILL.md
│   ├── intraday-analytics/SKILL.md
│   ├── volatility-analysis/SKILL.md
│   ├── execution-quality/SKILL.md
│   └── market-overview/SKILL.md
├── src/                       <- MCP server implementation
│   ├── server.py
│   ├── config.py
│   ├── response.py
│   └── tools/
│       ├── registry.py
│       ├── meta_tools.py
│       ├── data_retrieval.py
│       ├── metadata.py
│       ├── analytics.py
│       └── sql.py
├── tests/
├── CONNECTORS.md              <- Complete tool reference
├── pyproject.toml
└── .env.example

MCP Tools Reference

Progressive Discovery (Default)

The server exposes only 3 meta-tools by default, reducing token usage by ~88%:

Meta-Tool

Purpose

TOOL_LIST

List all 18 tools with brief descriptions (~1,000 tokens)

TOOL_GET

Full schema for specific tool(s) (~200 tokens per tool)

TOOL_CALL

Execute a tool by name with JSON arguments

Workflow: TOOL_LIST -> identify relevant tools -> TOOL_GET for schemas -> TOOL_CALL with arguments.

Use --direct mode to register all 18 tools upfront (no meta-tools, but ~8,000 tokens upfront).

Market Data Retrieval (8 tools)

Tool

Description

Key Parameters

GET_TICK_DATA

Raw tick data (trades, quotes, NBBO) for a single symbol

symbol, tick_type, database, start, end, max_rows

GET_BARS

OHLC/VWAP/TWAP bars at configurable intervals

symbol, bar_type, interval, database

GET_DAILY_BARS

End-of-day OHLCV with corporate action adjustment

symbol, start_date, end_date, adjusted

GET_MULTI_SYMBOL

Data for 2+ symbols in parallel

symbols, data_type, bar_type, interval

GET_BOOK_SNAPSHOT

Point-in-time order book reconstruction

symbol, timestamp, max_levels

GET_BOOK_TIMESERIES

Order book snapshots at regular intervals

symbol, start, end, interval

GET_CORPORATE_ACTIONS

Splits, dividends, mergers, adjustment factors

symbol, start_date, end_date

GET_STATIC_DATA

Reference data (name, currency, ISIN) or auction prices

symbol, data_type

Metadata & Discovery (4 tools)

Tool

Description

LIST_DATABASES

All available databases by region and asset class

GET_DATABASE_INFO

Tick types, date range, schema for a specific database

SEARCH_SYMBOLS

Find symbols by pattern (SQL LIKE: 'AAPL', 'AA%', '%GOLD%')

LIST_VENUES

All supported exchanges by region and asset class

Analytics & Computation (5 tools)

All computations are deterministic, executed on OneTick's C++ engine.

Tool

Description

Formula

CALC_VWAP

Single aggregate VWAP for a time range

SUM(Price*Volume) / SUM(Volume)

CALC_SPREAD_STATS

Bid-ask spread statistics per interval

Spread = ASK - BID

CALC_BOOK_IMBALANCE

Order book buy/sell pressure

(BidVol - AskVol) / (BidVol + AskVol)

CALC_VOLATILITY

Realized volatility from trade data

StdDev(log returns), annualized

CALC_TRADE_STATS

Trade flow: count, volume, VWAP, avg size per interval

Aggregated from trade ticks

SQL (1 tool)

Tool

Description

EXECUTE_SQL

Run OneTick SQL SELECT queries. Table format: DATABASE.TICK_TYPE

See CONNECTORS.md for complete parameter specifications and optimization guidance.


Usage Examples

Quick Lookups

"What is the current price of AAPL?"
-> GET_TICK_DATA (symbol='AAPL', tick_type='TRD', max_rows=1)

"EUR/USD rate right now"
-> GET_TICK_DATA (symbol='EUR/USD', database='GLOBAL_FX', tick_type='QTE', max_rows=1)

"What's the DJIA at?"
-> GET_TICK_DATA (database='DJ_INDICES', max_rows=1)

Daily / Historical Data

"AAPL daily chart for this month"
-> GET_DAILY_BARS (symbol='AAPL', start_date='2026-04-01', end_date='2026-04-30')

"MSFT historical prices adjusted for splits"
-> GET_DAILY_BARS (symbol='MSFT', adjusted=True)

Intraday Bars

"5-minute OHLC bars for AAPL today"
-> GET_BARS (symbol='AAPL', bar_type='ohlc', interval='5min')

"Compare 5-min bars for AAPL, MSFT, GOOGL"
-> GET_MULTI_SYMBOL (symbols='AAPL,MSFT,GOOGL', data_type='bars', interval='5min')

Analytics

"What's the VWAP for AAPL today?"
-> CALC_VWAP (symbol='AAPL', start='2026-04-08 09:30:00', end='2026-04-08 16:00:00')

"Is there buying pressure in TSLA?"
-> CALC_BOOK_IMBALANCE (symbol='TSLA')

"Realized volatility for GOOGL"
-> CALC_VOLATILITY (symbol='GOOGL', interval='5min')

Workflow Commands

"Run a TCA for CSCO from 9:30 to 12:00 on Jan 3, 2024"
-> /analyze-tca chains: CALC_VWAP -> CALC_SPREAD_STATS -> CALC_TRADE_STATS -> GET_BARS

"Analyze AAPL's market microstructure"
-> /analyze-microstructure chains: GET_BOOK_SNAPSHOT -> CALC_BOOK_IMBALANCE -> CALC_SPREAD_STATS

"Morning briefing for AAPL, MSFT, GOOGL"
-> /market-overview chains: GET_DAILY_BARS -> CALC_VWAP -> CALC_TRADE_STATS -> CALC_VOLATILITY -> CALC_SPREAD_STATS

SQL Queries

SELECT SYMBOL_NAME, SUM(SIZE) AS VOLUME
FROM US_COMP.TRD
WHERE SYMBOL_NAME = 'AAPL'
  AND TIMESTAMP >= '2024-01-15 09:30:00 America/New_York'
GROUP BY SYMBOL_NAME

Tool Selection Guide

Question Type

Use This Tool

NOT This

"What is the price of X?"

GET_TICK_DATA (max_rows=1)

GET_DAILY_BARS

"X daily chart"

GET_DAILY_BARS

GET_BARS or GET_TICK_DATA

"VWAP for X" (single number)

CALC_VWAP

GET_BARS

"VWAP bars every 5min" (time series)

GET_BARS (bar_type=vwap)

CALC_VWAP

"Volume today"

CALC_TRADE_STATS

GET_TICK_DATA

"Bid-ask spread"

CALC_SPREAD_STATS

GET_TICK_DATA

"Show order book"

GET_BOOK_SNAPSHOT

CALC_BOOK_IMBALANCE

"Buying/selling pressure"

CALC_BOOK_IMBALANCE

GET_BOOK_SNAPSHOT

"What databases exist?"

LIST_DATABASES

LIST_VENUES

"What exchanges exist?"

LIST_VENUES

LIST_DATABASES

"Compare multiple symbols"

GET_MULTI_SYMBOL

Multiple GET_TICK_DATA calls


Supported Databases

Database

Asset Class

Region

Examples

US_COMP

Equities

US

AAPL, MSFT, GOOGL, TSLA

CME

Futures

US

ES (S&P), CL (crude oil), GC (gold), NG (nat gas)

GLOBAL_FX

FX

Global

EUR/USD, GBP/JPY, USD/JPY

LSE

Equities

EU

VOD, BP, HSBA

XETRA

Equities

EU

SIE, SAP, ALV

EURONEXT

Equities

EU

AI, MC, SAN

EUREX

Futures

EU

FESX, FGBL

SP_INDICES

Indices

US

SPX, RUT

DJ_INDICES

Indices

US

INDU (DJIA)

CBOE_IDX

Indices

US

VIX

US_OPTIONS

Options

US

OPRA consolidated

CA_COMP / TSX

Equities

CA

RY, TD, BNS

OneTick cloud demo databases use _SAMPLE suffix (e.g., US_COMP_SAMPLE). The server resolves this automatically — if US_COMP is not found, it tries US_COMP_SAMPLE.


Requirements

  • Python 3.10+

  • OneTick Cloud API credentials (ONETICK_CLIENT_ID and ONETICK_CLIENT_SECRET)

  • onetick-py[webapi] package (installed automatically)

  • Valid OneTick data entitlements for the databases you want to access

Credential Setup

Obtaining Credentials

  1. Log in to your OneTick Cloud account at cloud.onetick.com

  2. Navigate to API settings or contact your OneTick administrator

  3. Generate a client ID and client secret for API access

Configuration Methods

Method

Best For

How

Environment variables

Development

export ONETICK_CLIENT_ID=...

.env file

Local use

Copy .env.example to .env

Claude Desktop config

Claude Desktop

Add to claude_desktop_config.json

CLI arguments

Quick testing

onetick-mcp --client-id X --client-secret Y

OneTick Connection Details

  • REST endpoint: https://rest.cloud.onetick.com:443

  • Auth endpoint: https://cloud-auth.parent.onetick.com/realms/OMD/protocol/openid-connect/token

  • Authentication: OAuth2 client_credentials flow (automatic)

Running Tests

# Tool selection validation (7 tests)
python tests/test_tool_selection.py

# Workflow/skill structure validation (9 tests)
python tests/test_workflow_validation.py

# Independent query optimization validation (10 rules, 100 queries)
python tests/test_independent_queries.py

License

MIT

A
license - permissive license
Not graded
quality - not tested
D
maintenance

Maintenance

Maintainers
Response time
Release cycle
Releases (12mo)
Commit activity

Resources

Unclaimed servers have limited discoverability.

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If you are the server author, to access and configure the admin panel.

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