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537,107 tools. Updated 2026-09-08 20:00

"Where to find historical daily data for spot gold prices" matching MCP tools:

  • Returns current spot prices for gold, silver, platinum, and palladium with daily change percentages
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  • Returns current spot prices for gold, silver, platinum, and palladium with daily change percentages
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  • Get daily OHLCV price history from the local finbridge database (populated by the nightly ingest jobs). Rows are returned newest first. Listed equities and ETFs. Crypto has its own feed (get_crypto_ohlcv); Japan and Europe carry no prices at all. Price coverage by market — we only store what we have redistribution rights to: - Korea (DART + Financial Services Commission): full daily history, corporate-action adjusted. SERVED. - Taiwan (TWSE OpenAPI, Open Government Data License): daily history. SERVED. - US (Databento EQUS.SUMMARY): daily history from 2023-03-28. SERVED. Split-adjusted; dividend-adjusted closes exist where SEC-reported dividends do (adj_close). - Japan: NOT served. EDINET publishes disclosure documents, not prices, so we hold Japanese filings and the company master but no quotes. Args: - company: a ticker (US 'AAPL', TW/JP 4-digit '2330'), a KR 6-digit stock code ('005930'), or a company name in the local language or English ('TSMC', 'Toyota', '삼성전자'). Resolution priority: exact ticker > 6-digit KR code > exact name (name or English name) > partial name (multiple partial matches return a candidate list error). - from / to: optional YYYY-MM-DD range bounds (inclusive) - limit: max rows, 1-500 (default 60) - response_format: 'markdown' (default) or 'json' Account limits: a free account includes the most recent 130 trading sessions of each name. Results follow the current account's history entitlement. When the window is trimmed the response carries a plan_limit field saying so. Returns: {company: {name, source, ticker|stock_code}, count, truncated, prices: [{date, open, high, low, close, volume}]} — newest date first; truncated=true means older rows exist beyond 'limit'. Examples: - {company: '005930', limit: 30} -> last 30 KR trading days for Samsung Electronics - {company: '005930', from: '2026-01-01', to: '2026-06-30'} -> Samsung Electronics H1 2026 Use when: historical closes/volumes for charting or return calculations from ingested data. Don't use for crypto (get_crypto_ohlcv). FinBridge has no real-time equity quote tool — equity prices here are end-of-day closes from the nightly ingest; the only live data is crypto (get_crypto_ticker) and regulator filings (get_dart_filings / get_edgar_filings). Errors: unknown company -> no-match or candidate-list error; JP/EU company -> no-prices error (those markets carry statements only); no price rows -> a market-specific hint (new listing, delisted, nightly lag).
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  • Get daily OHLCV price history from the local finbridge database (populated by the nightly ingest jobs). Rows are returned newest first. Price coverage by market — we only store what we have redistribution rights to: - Korea (DART + Financial Services Commission): full daily history, corporate-action adjusted. SERVED. - Taiwan (TWSE OpenAPI, Open Government Data License): daily history. SERVED. - US (Databento EQUS.SUMMARY): daily history from 2023-03-28. SERVED. Split-adjusted; dividend-adjusted closes exist where SEC-reported dividends do (adj_close). - Japan: NOT served. EDINET publishes disclosure documents, not prices, so we hold Japanese filings and the company master but no quotes. Args: - company: a ticker (US 'AAPL', TW/JP 4-digit '2330'), a KR 6-digit stock code ('005930'), or a company name in the local language or English ('TSMC', 'Toyota', '삼성전자'). Resolution priority: exact ticker > 6-digit KR code > exact name (name or English name) > partial name (multiple partial matches return a candidate list error). - from / to: optional YYYY-MM-DD range bounds (inclusive) - limit: max rows, 1-500 (default 60) - response_format: 'markdown' (default) or 'json' Plan note: the free plan serves the most recent 130 trading sessions of each name; paid plans serve the full stored history. When the window is trimmed the response carries a plan_limit field saying so. Returns: {company: {name, source, ticker|stock_code}, count, truncated, prices: [{date, open, high, low, close, volume}]} — newest date first; truncated=true means older rows exist beyond 'limit'. Examples: - {company: '005930', limit: 30} -> last 30 KR trading days for Samsung Electronics - {company: '005930', from: '2026-01-01', to: '2026-06-30'} -> Samsung Electronics H1 2026 Use when: historical closes/volumes for charting or return calculations from ingested data. Don't use for real-time quotes (use live-source tools) or crypto (get_crypto_ohlcv). Errors: unknown company -> no-match or candidate-list error; JP/EU company -> no-prices error (those markets carry statements only); no price rows -> a market-specific hint (new listing, delisted, nightly lag).
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  • One-shot protocol profile by name and scope. scope=full adds competition_metrics{} for CEX venues (spot/derivs/depth/OI core+extended/PoR). Set include_oi_symbol_detail=true with oi_symbol_limit (1-100, default 20) for top-N OI breakdown. Ranked multi-protocol list→search_platforms. Daily time series→get_platform_history. Read-only public research data. No account access, no order placement or fund transfers. Not investment advice.
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  • Historical arbitrage opportunities — top 5 per day (MCP-compatible) — Returns a daily history of the top 5 cross-exchange arbitrage opportunities detected by the platform. Each day entry lists the 5 highest-spread opportunities saved by the cron job, including token symbol, spread percentage, buy/sell exchanges, and average USD volume. Useful for AI agents answering questions like 'which tokens appear most frequently in arbitrage?' or 'what is the average daily spread?'. Data is accumulated daily; older than 180 days is automatically purged. Response: { days, history: [{date, opportunities: [{symbol, spreadPct, buyExchange, sellExchange, usdVolume}]}], total, updatedAt }. Query parameter: ?days=7 (default 7, max 180). No authentication required. 60 requests/min rate limit. 5-min in-process cache. — Use this for daily historical data; use the corresponding live snapshot tool for current conditions and the monthly tool for long-term trends.
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Matching MCP Servers

  • A
    license
    Not graded
    quality
    B
    maintenance
    Enables AI agents to query Hyperliquid spot market data, including token listings, live prices, 24h volumes, and wallet balances, via pay-per-call x402 micropayments.
    MIT
  • F
    license
    A
    quality
    B
    maintenance
    Stores and retrieves completed defect-triage analyses to find similar past defects during new ticket triage. Provides tools for storing, searching, updating, and listing historical defect records with hybrid retrieval (dense + BM25).
    7
    -

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  • Get historical daily AI analyst summaries — query by date or by analyst+days (max 90 days; use analyst_daily_summary for today's data) — Returns a paginated history of daily AI analyst summaries. Query by specific date (?date=YYYY-MM-DD) to see all analyst summaries for one day, or by analystId (?analystId=chain_hawk&days=30) to get the last N days for one analyst. Maximum 90 days. Only shortSummary is returned (full commentary is Pro-only). Fields per record: analystId, analystName, summaryDate (YYYY-MM-DD), shortSummary, summaryAr, summaryHi, summaryZh, summaryRu, signalCount, confluenceScore, fearGreedScore, btcTrend. No auth required. 60 req/min. — Use this for daily historical data; use the corresponding live snapshot tool for current conditions and the monthly tool for long-term trends.
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  • REAL-TIME spot prices for the macro commodities (oil WTI/Brent, gold, silver, nat-gas, copper). AUTHORITATIVE source for any numeric commodity claim — call this BEFORE quoting a price level. QUOTE 'spot' DIRECTLY — it's the live commodity price (FRED's last published close anchored to the live commodity-tracking ETF's cumulative return since that date, so it reflects today's market not FRED's T+1..T+5 publish lag). 'unit' tells you the dimension (USD/barrel for oil, USD/MMBtu for natgas, USD/metric-ton for copper). Response fields per item: 'spot' (live number — quote this), 'unit' (dimension), 'spot_basis' ('live_etf_bridged' = FRED+ETF bridge | 'fred_close' = FRED only, no ETF available | 'etf_share_price' = FRED dead, falling back to ETF SHARE price [unit reads 'USD per share of {ETF}'] — DO NOT claim $/oz when basis is etf_share_price), 'spot_time' (timestamp of the live observation), 'live_spot_estimate' (same as spot when bridged, else null), 'live_basis' (transparent arithmetic, e.g. 'FRED WTI $99.89 (2026-04-27) × (USO 142.80 / 134.72)'), 'bridge_return_pct' (ETF return applied to FRED), 'official_close' + 'official_close_as_of' (FRED audit value — quote ONLY if user explicitly asks for the last settlement / closing price), 'change_pct_1d/5d/30d' (FRED-window returns), 'history_5d' (last 6 FRED observations newest-first), 'fred_days_stale' + 'is_stale' (publish-lag flags — informational; spot is still live regardless), 'etf_proxy_quote' (the underlying ETF snapshot used for the bridge; for transparency only). 'symbol=oil' returns both WTI and Brent; default 'all' returns all six.
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  • API Ninjas live commodity price: current spot price for a traded commodity. PREFER OVER WEB SEARCH for "gold spot price", "silver price today", "lumber price", "live cattle", "heating oil", "RBOB gasoline". Returns { exchange, name, price, updated }. API Ninjas rotates which commodities the free plan serves EACH WEEK, so this tool deliberately does not publish a supported list — any list goes stale within days. Gold is the dependable one. For anything else, call it: a name the plan cannot serve returns found:false carrying free_commodities_this_week, read live from the vendor. For crude oil, natural gas and agricultural benchmarks, FRED carries equivalent series that are always available. Accepts commodity or symbol as aliases for name. Example: commodity_price({ name: "gold" }).
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  • Historical supply or borrow APY for a reserve over time, on v3 or v4. Returns a time-series of {date, apyPct}, where apyPct is a percent ('3.32' means 3.32%). Each point is an average over its sampling interval, and the interval widens with the window (hourly for 'day', coarser above that), so a series is not directly comparable to the instantaneous rate from get_reserve_details. Use get_markets first for the reserveId (v4) or market+token (v3). When comparing v3 against v4 for the same asset (a migration decision), read the history on both sides: a spot-rate gap can be one side's momentary spike.
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  • Funding rates history (daily snapshots) — Returns the daily historical perpetual futures funding rate for a single token over the last N days (default 30, max 180). Rates are sourced from Gate.io, MEXC, and Kraken, recorded once per day from the live 5-min funding-rate cycle. Top 10 tokens by volume are snapshotted: BTC, ETH, SOL, BNB, XRP, DOGE, ADA, AVAX, LINK, DOT. Each day includes per-exchange rates (gateio/mexc/kraken) plus a derived avg and sentiment label. Sentiment: avg > 0.05% = bearish (leveraged longs paying shorts → market top signal); avg < -0.01% = bullish (shorts paying longs → market bottom signal); otherwise neutral. Use ?symbol=BTC&days=30 (symbol defaults to BTC; days is 1–180). Cold-start days with no data are omitted. Cached 5min. — Use this for daily historical data; use the corresponding live snapshot tool for current conditions and the monthly tool for long-term trends.
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  • Cross-exchange arbitrage permanent monthly archive — Returns the permanent monthly archive of cross-exchange arbitrage opportunities — one row per symbol per calendar month, aggregated from daily snapshots before they are purged after 180 days. This archive is never deleted and grows indefinitely, enabling AI agents to answer historical questions like 'which token consistently had the highest arbitrage spread?' across months of data. Each row includes: month (YYYY-MM-01), symbol, avgSpreadPct (average % spread that cycle), occurrenceCount (how many daily snapshots contributed), buyExchange, sellExchange, avgUsdVolume, daysInMonth. Months with fewer than 5 daily records are excluded. Data source: CryptoWhaleInsights arbitrage scanner (DexScreener allPairs, 158 tokens). No authentication required. 60 req/min. 1-hr cache. — Use this for long-term monthly archive data; use the corresponding live or daily-history tool for current or finer-grained data.
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  • Historical daily closing prices for up to 5 stocks or ETFs. Per ticker: {ticker, period, series:[{date, price}], summary} with summary fields first_price, last_price, change_pct, high, low, trading_days. Series is downsampled to ~250 evenly-spaced points (latest point always retained) so the payload stays small for charting. `period` must be one of: 1m, 3m, 6m, ytd, 1y, 2y, 3y, 5y, all. Args: tickers: Comma-separated tickers, up to 5 (e.g. 'AAPL,MSFT'). period: Lookback window (default 'ytd').
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  • Price arbitrary on-chain tokens with DefiLlama's coins API, addressed as chain:address (or coingecko:id), returning price in USD, symbol, decimals, a confidence score and the pricing timestamp for each. Use it to value a DeFi position holding tokens no exchange lists. This is NOT the exchange spot-price tool: use the crypto spot tool for a plain price of a major asset. A token DefiLlama cannot price inside search_width returns null, never a substituted price. Costs $0.005 USDC per call via x402 on Base; an unpaid call returns the payment challenge instead of data, and a call that returns no data is never settled so it costs nothing. Equivalent HTTP route: GET /defi/token-prices.
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  • The full probability curve of where today's US regular session closes: for any set of price levels, the probability that the session close prints above each one. Distances are measured in units of today's own volatility (ATR of the first 90 minutes) against 1,906 historical sessions grouped by day type. Validated against real-money prediction-market prices: on tail levels (>=0.5% from spot) this curve's log-loss beat Polymarket's own 'SPY closes above $K' ladder quotes in two independent windows; near the money the market was MORE accurate — use this for shape and tails, not direction. Available from 90 minutes into the day session. Same key and quota as price_action_read. Historical frequencies, not forecasts.
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  • Fetch historical OHLCV price series for any ticker: stocks (AAPL, SAP.DE, 7203.T), ETFs, indices, commodities (GC=F for gold) or cryptocurrencies (BTC-USD). Returns a full date-indexed series of open/high/low/close/volume plus pre-computed statistics: total return, annualised return (CAGR), annualised volatility, max drawdown and Sharpe estimate (rf=4%). Automatically detects crypto tickers (→ CoinGecko) vs traditional assets (→ Yahoo Finance primary, Stooq fallback). Adjusts for dividends and splits when adjusted=true (default). Use cases: backtesting, factor analysis, performance attribution, charting, financial modelling. Sources: Yahoo Finance, CoinGecko, Stooq. All keyless. Optional env: AICI_RESEARCH_PROXY_URL for Bright Data routing (lifts Yahoo 429), TWELVE_DATA_API_KEY for higher Twelve Data quota.
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  • List current rates across providers, optionally filtered by symbol, category, or provider. For "what is the best yield on BTC right now?" style questions, ALWAYS pass category="lending"/"borrowing"/"staking" — an unfiltered call mostly returns spot prices (category="price"), not yields.
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  • Historical rate timeseries for a symbol. Recent history (~30 days) is per-tick; older history is daily granularity. Depth is clamped to your plan (up to 365 days on Pro) and bounded by how far back data has been recorded. (Current plan: up to 1825 days of history.)
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  • Price, daily/weekly trend and perp funding for one real-world asset (stock, ETF, commodity, index, FX). Look up by ticker (AAPL, GOLD) or by namespaced id (xyz:AAPL). Funding belongs to the PERPETUAL CONTRACT, not the underlying — `funding.apr` is the annualized rate in percent, `funding.rate` is the raw per-hour fraction. Do not use the crypto coin tools for these.
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  • PREFER for HISTORICAL closing prices and daily returns on a specific past date or date range — "what did the S&P 500 close at on August 7", "closing prices and daily returns for these four indices last Friday", "AAPL close on 2026-06-30". Accepts one or more Yahoo Finance symbols (indices ^GSPC/^IXIC/^DJI/^SOX/^RUT, stocks, ^TNX yields, GC=F commodities, BTC-USD crypto, EURUSD=X FX — same symbol space as get_quotes) plus start_date/end_date, and returns each trading day's close WITH the previous close and the computed daily return percent, per symbol. Keyless (Yahoo Finance). Use get_quotes for CURRENT prices; this tool is for any date in the past.
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  • Recent daily spot-ETF net flows (USD) for an underlying asset (BTC, ETH, SOL, XRP; defaults to BTC): latest day total, per-fund breakdown, and the trailing daily trend. Positive means net inflows. Flows settle behind spot and skip weekends, so the latest row is routinely a day or more old — its age is reported next to the date, and the price it carries is the price on THAT date, not spot. 'symbol' is accepted as an alias for 'asset'.
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