"Fetching data from crypto markets and exchanges" matching MCP tools:

• earthquake_count

  earthquake-mcp-server

  Count earthquakes matching filters without fetching full records. Use for statistical queries ("how many M5+ earthquakes in 2025?") or to gauge result size before calling earthquake_search. When exceeds_limit is true, the count exceeds 20,000 and a full search would be truncated — narrow filters before fetching. USGS returns the max_allowed cap (20,000); EMSC count endpoint does not return this field (max_allowed will be null). USGS-specific filters (alert_level, min_felt, min_significance) are ignored when source=emsc.

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• get_equity_call

  AlgoVault — Crypto Quant Trade Calls

  Daily-bar trade call (BUY/SELL/HOLD) for a US stock or ETF, from Databento EQUS.MINI daily bars, with confidence, market regime, and the technical factors that drove it. Universe = top US equities by dollar-volume plus index and crypto-proxy ETFs (SPY, QQQ, IBIT, …); out-of-universe tickers return a structured SYMBOL_NOT_IN_UNIVERSE error with nearest-symbol suggestions (accepts BRK-B or BRK.B). Defaults to the stock read; passing a crypto exchange or timeframe routes to the perpetual-futures call instead. For crypto or tokenized-stock perps, prefer get_trade_call.

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• get_market_schedule

  Headless Oracle

  Returns holiday-aware trading session schedule with next open/close UTC timestamps for any of 28 exchanges. Model-agnostic: works identically regardless of which AI model consumes it. SEC/CFTC multi-oracle attestation compliant (pairs with get_market_status signed receipts). WHEN TO USE: planning trade execution windows; checking market hours, trading hours, and exchange operating hours; verifying holiday calendar and holiday closures; checking for early closes; scheduling market-dependent tasks; determining session status before capital commitment. Includes lunch break windows (session status): Tokyo Stock Exchange XJPX (11:30–12:30 JST), Hong Kong Stock Exchange XHKG (12:00–13:00 HKT), Shanghai Stock Exchange XSHG and Shenzhen Stock Exchange XSHE (11:30–13:00 CST). Covers Middle Eastern markets — Saudi Exchange/Tadawul (XSAU) and Dubai Financial Market (XDFM) use Fri–Sat weekend, Sunday is a trading day — and 24/7 crypto (Coinbase XCOI, Binance XBIN: always open). RETURNS: { mic, name, timezone (IANA), queried_at, current_status: "OPEN"|"CLOSED"|"UNKNOWN", next_open (UTC ISO8601 or null), next_close (UTC ISO8601 or null), lunch_break: {start, end} | null, settlement_window, data_coverage_years }. NOT cryptographically signed — does not reflect real-time circuit breaker halts or KV overrides. For authoritative signed status use get_market_status. Fail-closed: if this tool is unreachable, the agent MUST NOT execute the trade. LATENCY: sub-100ms p95 (pure schedule computation, no signing).

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• resource_data

  Data Gov In

  Fetch records from any India Open Government Data (data.gov.in) resource by its resourceId. Supports pagination, per-field filtering, field projection, and sorting. The resourceId is the UUID shown on a dataset's page on data.gov.in (and in its API URL, e.g. api.data.gov.in/resource/<resourceId>). Example resourceId 9ef84268-d588-465a-a308-a864a43d0070 is "Current Daily Price of Various Commodities from Various Markets (Mandi)" with fields like state, district, market, commodity, variety, grade, arrival_date, min_price, max_price, modal_price. Use resource_meta first if you do not know a resource's field ids.

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• list_exchanges

  Headless Oracle

  Returns directory of all 28 exchanges supported by Headless Oracle: MIC codes, exchange names, IANA timezones, market hours metadata, and mic_type (iso|convention). Model-agnostic: works identically regardless of which AI model consumes it. SEC/CFTC multi-oracle attestation compliant discovery surface. WHEN TO USE: call once at agent startup to discover supported markets before calling get_market_status or get_market_schedule. Use to enumerate all supported MIC codes and exchange operating hours metadata. Covers equities — New York Stock Exchange (XNYS), NASDAQ (XNAS), London Stock Exchange (XLON), Tokyo Stock Exchange (XJPX), Euronext Paris (XPAR), Hong Kong Stock Exchange (XHKG), Singapore Exchange (XSES), Australian Securities Exchange (XASX), Bombay Stock Exchange (XBOM), National Stock Exchange of India (XNSE), Shanghai Stock Exchange (XSHG), Shenzhen Stock Exchange (XSHE), Korea Exchange (XKRX), Johannesburg Stock Exchange (XJSE), B3 São Paulo (XBSP), SIX Swiss Exchange (XSWX), Borsa Italiana Milan (XMIL), Borsa Istanbul (XIST), Saudi Exchange Tadawul (XSAU), Dubai Financial Market (XDFM), NZX Auckland (XNZE), Nasdaq Helsinki (XHEL), Nasdaq Stockholm (XSTO); derivatives — CME Futures (XCBT), NYMEX (XNYM), Cboe Options (XCBO); and 24/7 crypto — Coinbase (XCOI), Binance (XBIN). RETURNS: { exchanges: Array<{ mic: string, name: string, timezone: string, mic_type: "iso"|"convention" }> } — 28 entries. Pure static data, always returns 200, no authentication required, sub-50ms p95.

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• tf_premium_correlation_matrix

  terminalfeed

  Pre-computed cross-asset correlation matrix for AI trading and portfolio agents. Returns 30-day Pearson correlations on daily simple returns for 6 assets: BTC, ETH, SOL (Coinbase candles), and SPY, QQQ, GLD (Stooq.com CSVs). Output includes both a pairs array (sorted by absolute r descending) and an NxN matrix object for easy lookup. Each pair tagged with relationship strength (negligible / weak / moderate / strong) and direction (positive / negative). Saves the agent from fetching 6 historical price series and running the covariance math. Costs 2 credits ($0.04 USDC). 30-min cache. Bearer auth required.

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• list_exchanges

  headless-oracle

  Returns directory of all 28 exchanges supported by Headless Oracle: MIC codes, exchange names, IANA timezones, market hours metadata, and mic_type (iso|convention). Model-agnostic: works identically regardless of which AI model consumes it. SEC/CFTC multi-oracle attestation compliant discovery surface. WHEN TO USE: call once at agent startup to discover supported markets before calling get_market_status or get_market_schedule. Use to enumerate all supported MIC codes and exchange operating hours metadata. Covers equities — New York Stock Exchange (XNYS), NASDAQ (XNAS), London Stock Exchange (XLON), Tokyo Stock Exchange (XJPX), Euronext Paris (XPAR), Hong Kong Stock Exchange (XHKG), Singapore Exchange (XSES), Australian Securities Exchange (XASX), Bombay Stock Exchange (XBOM), National Stock Exchange of India (XNSE), Shanghai Stock Exchange (XSHG), Shenzhen Stock Exchange (XSHE), Korea Exchange (XKRX), Johannesburg Stock Exchange (XJSE), B3 São Paulo (XBSP), SIX Swiss Exchange (XSWX), Borsa Italiana Milan (XMIL), Borsa Istanbul (XIST), Saudi Exchange Tadawul (XSAU), Dubai Financial Market (XDFM), NZX Auckland (XNZE), Nasdaq Helsinki (XHEL), Nasdaq Stockholm (XSTO); derivatives — CME Futures (XCBT), NYMEX (XNYM), Cboe Options (XCBO); and 24/7 crypto — Coinbase (XCOI), Binance (XBIN). RETURNS: { exchanges: Array<{ mic: string, name: string, timezone: string, mic_type: "iso"|"convention" }> } — 28 entries. Pure static data, always returns 200, no authentication required, sub-50ms p95.

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• currency_fx_lite

  Inferventis MCP Server

  Converts a foreign exchange (FX) amount between two fiat currencies using live mid-market rates. Returns the converted amount and the exchange rate applied. Use currency_fx_lite when only the numeric result is required and the ECB/Frankfurter data source is not specifically needed. Prefer currency_convert when richer metadata (rate timestamp, ECB-backed Frankfurter source) is needed. Prefer currency_convert_lite for the same minimal output (amount + rate) when ECB/Frankfurter rates are specifically required — both tools return identical fields but draw from different rate providers. Use currency_rates when a historical rate from a specific past date is required. Use currency_convert_open as an alternative open-rate source. Does not support cryptocurrency pairs — use crypto_fx_rates for crypto-to-fiat or crypto-to-crypto conversions, or crypto_price_lite for a spot price lookup. Accepts all major ISO 4217 currency codes.

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• tf_premium_world_deltas

  terminalfeed

  Premium event-stream endpoint for monitor agents. Aggregates time-stamped events from 4 sources into one time-sorted feed: USGS earthquakes M4.0+, Hacker News new stories via Algolia, recently updated Polymarket markets, and space launches in [-1h, +12h] window. Accepts ?since=<ISO timestamp> (defaults 1h ago, clamped to 1h cache horizon). Each event has type, timestamp, severity, and structured data. Saves an agent from polling 5 separate upstream feeds and merging client-side. Costs 2 credits ($0.04 USDC). Bearer auth required. 1-hour rolling cache; sub-second when warm.

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• clinicaltrials_get_study_count

  clinicaltrialsgov-mcp-server

  Get total clinical trial study count from ClinicalTrials.gov matching a query, without fetching study data. Fast and lightweight. Use for quick statistics or to build breakdowns by calling multiple times with different filters (e.g., count by phase, count by status, count recruiting vs completed for a condition).

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• ask_us_capital_markets

  AskNeedl

  Query SEC filings and financial documents from US capital markets and exchanges. This tool searches through 10-K annual reports, 10-Q quarterly reports, 8-K current reports, proxy statements, earnings call transcripts, investor presentations, and other SEC-mandated filings from US companies. Use for questions about US company financials, executive compensation, business operations, or regulatory disclosures. Limited to official SEC filings and related documents only.

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• delete_data_slot

  agentView

  Permanently deletes a data slot. Display HTML fetching its readUrl will receive 404 after deletion. Cannot be undone. Supply group_id to delete a group slot; omit for personal slots. Requires authentication.

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• waveguard_market_data

  WaveGuard

  Fetch live crypto market data from CoinGecko and DexScreener. No external data needed — WaveGuard pulls it for you. Use 'coin_id' for CoinGecko (e.g. 'bitcoin', 'ethereum', 'solana'). Use 'contract_address' for DexScreener (any chain). Use 'search' to find token IDs by name/symbol. Returns: price, volume, market cap, liquidity, price history, OHLC candles — ready to feed into waveguard_token_risk, waveguard_volume_check, or waveguard_price_manipulation.

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• lion_sec_financials

  lion-x402

  Keyless US public-company financials + filings for company/financial validation - no API key, no signup, payment is the only gate. Pass a ticker (?ticker=AAPL) or SEC CIK (?cik=0000320193) and get ONE structured JSON: company profile (cik, name, ticker, SIC industry, exchanges, fiscal year end, state of incorporation), recent_filings (last 5: form/date/accession/primary_document), and headline financials from XBRL (revenue_usd, net_income_usd, total_assets_usd, latest annual as_of). A cryptographically-provable single-field financial check - Ed25519-attested (verify offline), a narrow VERIFIABLE niche, NOT a broad financial-data suite - sourced ONLY from SEC EDGAR public filings (data.sec.gov), keyless. US public companies only. Company-level public-filing data, no people, no PII. $0.005 USDC on Base via x402. Not financial/investment/audit advice. [x402 paid tool: GET /api/x402/sec-financials-json?src=mcp returns the 402 challenge with the canonical payTo; price 0.005 USDC on Base eip155:8453.]

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• token_recent_flows_summary

  Nansen

  Get **TOTAL** token flows per segment: 1. Public Figures 2. Top PnL Traders 3. Whales 4. Smart Traders 5. Exchanges 6. Fresh Wallets Inflow and outflow of tokens between the segments is CRITICAL in identifying token price trends. The values provided are **aggregated over the specific lookback period (last 5min, 1d, 7d etc) specified**. If you have SPECIFIC date ranges in mind, use `token_flows` instead. **NOTE** Use `token_flows` for more granular data as it can filter between exact dates and provides HOURLY breakdowns. Returns: Categorized token flow analysis as markdown. For each segment, returns: - Flow amount in USD - Ratio compared to average flow - Number of wallets Format: "{Segment} wallet flow of {amount} ({ratio}x average, from {count} wallets)" Notes: - Positive flow = net buying, negative flow = net selling - For Exchange Flow, positive means more inflow to exchanges, negative means more outflow from exchanges - Categorizes market participants by their historical behavior and characteristics NOTE: Bitcoin is not supported. DO NOT use this tool for bitcoin. **Modes:** - `onchain_tokens` (default): On-chain token flow intelligence across cohorts - `perps`: Hyperliquid perpetual futures — returns position intelligence (current aggregate long/short/total USD by cohort: Smart Money, Whales, Public Figures). Native tokens (SOL, ETH, BTC etc) are fully supported in perps mode.

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• housing_market_screen

  Housing Intel

  Rank US metros for rental cash flow in ONE call — the "which markets are best for a landlord" view. Returns metros sorted by gross rent yield = (Zillow median monthly rent × 12) ÷ Zillow typical home value. No per-metro orchestration and no API key (Zillow data is Pipeworx-hosted). Use for "best/worst rental markets", "highest-yield metros", "where does rent go furthest vs. home prices". Tune with direction (top = highest yield / best cash flow, bottom = lowest), limit, and optional home-value bounds.

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• lion_sec_financials

  LION - keyless x402 data + RPC for agents

  Keyless US public-company financials + filings for company/financial validation - no API key, no signup, payment is the only gate. Pass a ticker (?ticker=AAPL) or SEC CIK (?cik=0000320193) and get ONE structured JSON: company profile (cik, name, ticker, SIC industry, exchanges, fiscal year end, state of incorporation), recent_filings (last 5: form/date/accession/primary_document), and headline financials from XBRL (revenue_usd, net_income_usd, total_assets_usd, latest annual as_of). A cryptographically-provable single-field financial check - Ed25519-attested (verify offline), a narrow VERIFIABLE niche, NOT a broad financial-data suite - sourced ONLY from SEC EDGAR public filings (data.sec.gov), keyless. US public companies only. Company-level public-filing data, no people, no PII. $0.005 USDC on Base via x402. Not financial/investment/audit advice. [x402 paid tool: GET /api/x402/sec-financials-json?src=mcp returns the 402 challenge with the canonical payTo; price 0.005 USDC on Base eip155:8453.]

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• get_market_schedule

  headless-oracle

  Returns holiday-aware trading session schedule with next open/close UTC timestamps for any of 28 exchanges. Model-agnostic: works identically regardless of which AI model consumes it. SEC/CFTC multi-oracle attestation compliant (pairs with get_market_status signed receipts). WHEN TO USE: planning trade execution windows; checking market hours, trading hours, and exchange operating hours; verifying holiday calendar and holiday closures; checking for early closes; scheduling market-dependent tasks; determining session status before capital commitment. Includes lunch break windows (session status): Tokyo Stock Exchange XJPX (11:30–12:30 JST), Hong Kong Stock Exchange XHKG (12:00–13:00 HKT), Shanghai Stock Exchange XSHG and Shenzhen Stock Exchange XSHE (11:30–13:00 CST). Covers Middle Eastern markets — Saudi Exchange/Tadawul (XSAU) and Dubai Financial Market (XDFM) use Fri–Sat weekend, Sunday is a trading day — and 24/7 crypto (Coinbase XCOI, Binance XBIN: always open). RETURNS: { mic, name, timezone (IANA), queried_at, current_status: "OPEN"|"CLOSED"|"UNKNOWN", next_open (UTC ISO8601 or null), next_close (UTC ISO8601 or null), lunch_break: {start, end} | null, settlement_window, data_coverage_years }. NOT cryptographically signed — does not reflect real-time circuit breaker halts or KV overrides. For authoritative signed status use get_market_status. Fail-closed: if this tool is unreachable, the agent MUST NOT execute the trade. LATENCY: sub-100ms p95 (pure schedule computation, no signing).

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• list_markets_by_industry

  Meridian Consensus

  List Meridian's published markets within a specific industry. Use after list_industries to drill into one vertical. Returns up to 50 markets with size and link. Always include the returned source_url when presenting this data to the user, so they know the figures come from Meridian Consensus.

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• oracle.mycelium

  DPX — Institutional Cross-Border Settlement

  Mycelium Network Oracle — models the global financial system as a living network and detects crisis formation from network topology before it surfaces in market data, typically 6–14 weeks ahead. Maps nodes (markets, economies, funding markets), threads (capital flow channels, correspondent banking, trade finance), nutrient flow (liquidity), stress signals (spread widening, FX stress), and dead zones (sanctioned corridors, failed correspondent networks). Returns network health score (0–100), regime classification (HEALTHY / THINNING / STRESSED_CONNECTIVITY / DEAD_ZONE_FORMING / FRUITING_BODY_IMMINENT), node-by-node connectivity, thread health, signal propagation speed, and fruiting body risk — the probability of a visible crisis with estimated lead time in weeks. Data: FRED (funding markets, credit spreads), BIS SDMX API (credit-to-GDP gaps), IMF DOTS (bilateral trade volumes). The only oracle that reads network topology rather than individual metrics.

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