FinzData market data

FinzData MCP server

Research-grade US market data and server-side backtests for AI agents: Claude, ChatGPT, Gemini CLI, Cursor, Kimi, GLM and any MCP client.

Remote server: https://api.finzdata.com/mcp (Streamable HTTP, MCP 2026-07-28, accepts 2025-06-18 clients) Auth: OAuth 2.1 with PKCE (sign in with your FinzData API key), or the header Authorization: Bearer YOUR_API_KEY Free key: https://finzdata.com/signin · Pricing: https://finzdata.com/pricing · Agent docs: https://api.finzdata.com/agents.md

Coverage

Market data your backtests can trust. The whole market, remembered: every one of the 16,000+ US stocks that has traded on the NYSE and Nasdaq in the last 26+ years, delisted included, point in time. Around them: 139 futures markets with every contract since 2007, the VIX and Cboe volatility indexes with the VIX futures curve, options-market gamma for single stocks, ETFs and the major indexes, 231 ETFs, and crypto since 2015. Macro exactly as it was known: 18,000+ series including CPI, payrolls, wages, GDP and the Treasury yield curve, every vintage kept. Plus COT positioning since 1986. Bars at every resolution you backtest on: 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily, with tick-level trades on the Institutional plan. In pandas with one line: pip install finzdata.

Why FinzData for agents

• Survivorship-free. Universes include every company that traded on a date, delisted names included.
• Point-in-time. Every data tool takes as_of, so answers contain only what was public that day: fundamentals as filed, and macro series as first published (ALFRED vintages).
• Backtests run on the server. Describe a strategy and get back CAGR, volatility, Sharpe, drawdown, turnover, a benchmark, an equity curve, a reproducible run_id and a deflated Sharpe ratio that counts every variant you tried.

Tools (all read-only)

Connect

Claude: add FinzData from the Claude connector directory, or add a custom connector with https://api.finzdata.com/mcp.

ChatGPT: add the FinzData app from the ChatGPT directory, or add a connector in developer mode with the URL above.

Gemini CLI:

export FINZDATA_API_KEY=your-key

gemini extensions install https://github.com/FinzData/finzdata-mcp

Cursor (.cursor/mcp.json), Windsurf, Cline, Kimi CLI, GLM / Z.ai coding tools and any client that takes a remote server:

{

"mcpServers": { "finzdata": { "url": "https://api.finzdata.com/mcp", "headers": { "Authorization": "Bearer YOUR_API_KEY" } } } }

Clients that only run local (stdio) servers: pip install finzdata-mcp (or uvx finzdata-mcp) with FINZDATA_API_KEY set. See README.pypi.md.

Example prompts

• "Backtest 12-1 momentum on the 500 most-traded US stocks since 2010, monthly, top 50, 10 bps costs."
• "What was the US unemployment rate for March 2020 as first reported?"
• "How are managed-money traders positioned in gold futures?"
• "Which institutions hold the most NVIDIA shares in the latest 13F quarter?"

Plans

Free accounts cover the last 12 months, with 100 data calls and 5 backtests a day. Paid plans and prepaid credits ($0.001 per data call, $0.05 per backtest) unlock full history.

Data, not investment advice. Support: info@finzdata.com · https://finzdata.com/support · Privacy: https://finzdata.com/privacy