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nasdaq-data-link-mcp-os

A Nasdaq Data Link MCP (Model Context Protocol) Server

https://github.com/stefanoamorelli/nasdaq-data-link-mcp

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ai data data-analysis finance financial-analysis financial-data genai llm mcp nasdaq research
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A Nasdaq Data Link MCP (Model Context Protocol) Server

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ai data data-analysis finance financial-analysis financial-data genai llm mcp nasdaq research
Created 9 months ago · Last pushed 5 months ago
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README.md

# 📈 Nasdaq Data Link MCP 🤖
[![License: MIT](https://img.shields.io/badge/License-MIT-green.svg)](LICENSE) [![PyPI version](https://img.shields.io/badge/PyPI-v0.2.0-blue.svg)](https://pypi.org/project/nasdaq-data-link-mcp-os/) ![Python 3.13+](https://img.shields.io/badge/Python-3.13%2B-blue.svg) ![Build Status](https://img.shields.io/badge/build-passing-green.svg) ![Platform](https://img.shields.io/badge/platform-cross--platform-lightgrey.svg) ![](https://badge.mcpx.dev?type=server 'MCP Server') ![AI Powered](https://img.shields.io/badge/AI-powered-6f42c1?logo=anthropic&logoColor=white) [![PyPI Downloads](https://static.pepy.tech/badge/nasdaq-data-link-mcp-os)](https://pepy.tech/projects/nasdaq-data-link-mcp-os)

A community developed and maintained Model Context Protocol (MCP) server that provides access for large language models to the Nasdaq Data Link. Built for use with MCP-compatible clients.

This project aims at making easy to access and explore Nasdaq Data Link’s extensive and valuable financial and economic datasets through natural language interfaces and large language models (LLMs).

🐍 Nasdaq Data Link MCP uses the official Nasdaq/data-link-python SDK.

[!IMPORTANT] This is an open-source project not affiliated with or endorsed by Nasdaq, Inc. Nasdaq® is a registered trademark of Nasdaq, Inc.

🌐 Usage

| Retail Trading Activity | World Bank Data | |:--:|:--:| | Nasdaq Data Link MCP - Retail Trading Activity | Nasdaq Data Link MCP - World Bank Data | | Retail Trading Activity | | | Nasdaq Data Link MCP - Groq + DeepSeek R1 RTAT 10 | |

[!TIP] If you use this project in your research or work, please cite it using the CITATION.cff file, or the APA format:

Amorelli, S. (2025). Nasdaq Data Link MCP (Model Context Protocol) Server [Computer software]. GitHub. https://github.com/stefanoamorelli/nasdaq-data-link-mcp

Once installed and connected to an MCP-compatible client (e.g., Claude Desktop, or Groq Desktop (beta), this server exposes several tools that your AI assistant can use to fetch data.

This project currently supports the following databases: - Equities 360 (company statistics and fundamental data) - Nasdaq RTAT (retail trading activity tracker) - Trade Summary (consolidated trade data including OHLCV) - World Bank dataset on Nasdaq Data Link (world bank database) - Nasdaq Fund Network (NFN) (mutual fund and investment product data)

Example conversations > **You:** What were the most traded stocks by retailers yesterday? > **Claude:** *calls `get_rtat()` and returns relevant matches* > **You:** What was the GDP of Italy in 2022? > **Claude:** Let me look that up... *calls `get_indicator_value` tool* > **Claude:** The GDP of Italy in 2022 was approximately `...` trillion USD. > **You:** List all indicators related to CO₂ emissions. > **Claude:** *calls `search_worldbank_indicators("CO2")` and returns relevant matches* > **You:** What's the latest trading data for Apple? > **Claude:** *calls `get_trade_summary_data()` and presents the trading data* > **You:** Show me yesterday's trading volume for the top tech stocks. > **Claude:** *calls `get_trade_summary_data()` and analyzes volume data* > **You:** What's the market cap and P/E ratio of Microsoft? > **Claude:** *calls `get_stock_stats(symbol="MSFT")` and presents the key statistics* > **You:** Show me Microsoft's profitability ratios for the most recent annual report. > **Claude:** *calls `get_fundamental_data(symbol="MSFT", dimension="MRY")` and presents profitability metrics* > **You:** What's Microsoft's cash flow and R&D spending for the last quarter? > **Claude:** *calls `get_detailed_financials(symbol="MSFT", dimension="MRQ")` and presents cash flow and R&D data* > **You:** What's Microsoft's asset breakdown and debt-to-equity ratio from the latest balance sheet? > **Claude:** *calls `get_balance_sheet_data(symbol="MSFT", dimension="MRQ")` and presents relevant balance sheet items* > **You:** How has Microsoft's free cash flow and capital expenditure changed over the past year? > **Claude:** *calls `get_cash_flow_data(symbol="MSFT", dimension="MRY")` and analyzes free cash flow trends* > **You:** Has Tesla had any stock splits in the last two years? > **Claude:** *calls `get_corporate_action_data(symbol="TSLA", action="split")` and presents the split history* > **You:** What industry and sector is AMD in, and where is the company located? > **Claude:** *calls `get_company_reference_data(symbol="AMD")` and presents industry, sector, and location information* > **You:** Can you find information about mutual funds that are open-ended? > **Claude:** *calls `get_fund_master_report(investment_company_type="N-1A")` and returns the fund information* > **You:** Show me the performance metrics for fund ABCDX for the past year > **Claude:** *calls `get_performance_statistics(ticker="ABCDX")` and presents the performance metrics* > **You:** What are the fees associated with the Growth Fund? > **Claude:** *first finds the fund ID with `get_fund_master_report(name="Growth Fund")`, then calls `get_fees_and_expenses(fund_id="{fund_id}")` and presents the fee structure* > **You:** Compare the historical NAV for ABCDX over the last month > **Claude:** *calls `get_price_history(ticker="ABCDX", start_date="{30 days ago}", end_date="{today}")` and presents the NAV trend* > **You:** What is the investment strategy of fund ABCDX? > **Claude:** *first finds the fund ID with `get_share_class_information(ticker="ABCDX")`, then calls `get_fund_information(fund_id="{fund_id}")` and presents the investment strategy*

📦 Installation

1. Clone the Repository

bash git clone https://github.com/stefanoamorelli/nasdaq-data-link-mcp.git cd nasdaq-data-link-mcp

2. Install Requirements

You'll need Python 3.13+ and the mcp CLI.

bash uv init mcp uv add "mcp[cli]"

MCP SDK: https://github.com/modelcontextprotocol/python-sdk
Nasdaq Data Link SDK: https://github.com/Nasdaq/data-link-python

3. Get Your API Key

Sign up on https://data.nasdaq.com/ and copy your API key.

4. Configure the Environment

bash cp .env.example .env

Then edit .env and add your API key:

NASDAQ_DATA_LINK_API_KEY=your_api_key_here

And the PYTHONPATH: PYTHONPATH=/path/to/your/local/cloned/repo/nasdaq-data-link-mcp

5. Install the MCP Server

bash uv run mcp install nasdaq_data_link_mcp_os/server.py --env-file .env --name "Nasdaq Data Link MCP Server" --with nasdaq-data-link --with pycountry

This registers the server with your MCP client (e.g., Claude Desktop).

🧪 Testing

Run the test suite:

bash python -m pytest tests/ -v

The test suite includes: - Basic functionality tests - Module import verification - Parameter validation - Error handling - Integration tests

Tests are designed to work without requiring an API key for basic functionality verification.

🛠️ Tools

After installation, the following tools are exposed to MCP clients:

📈 Retail Trading Activity Tracker ### `get_rtat10` Retrieves Retail Trading Activity Tracker 10 (RTAT10) data for specific dates and optional tickers. ```json { "action": "tool", "name": "get_rtat10", "params": { "dates": "2025-03-31,2025-03-28,2025-03-27", "tickers": "TSLA,TQQQ,SQQQ" } } ``` Returns RTAT10 data from Nasdaq Data Link for the given dates and tickers. --- ### `get_rtat` Retrieves Retail Trading Activity (RTAT) data for specific dates and optional tickers. ```json { "action": "tool", "name": "get_rtat", "params": { "dates": "2025-03-31,2025-03-28,2025-03-27", "tickers": "TSLA,TQQQ,SQQQ" } } ``` Returns RTAT data from Nasdaq Data Link for the given dates and tickers.
📊 Trade Summary Tool ### `get_trade_summary_data` Retrieves Trade Summary data from Nasdaq Data Link NDAQ/TS datatable. ```json { "action": "tool", "name": "get_trade_summary_data" } ``` Returns consolidated trade data including open, high, low, close, and volume information.
📊 World Bank Tools ### `get_indicator_value` Fetch the value for a specific indicator and country. ```json { "action": "tool", "name": "get_indicator_value", "params": { "country": "Italy", "indicator": "NY.GDP.MKTP.CD" } } ``` Returns the latest value for that indicator. --- ### `country_code` Returns the ISO 3-letter country code (e.g., `"ITA"` for Italy). ```json { "action": "tool", "name": "country_code", "params": { "countryName": "Italy" } } ``` --- ### `list_worldbank_indicators` Returns a list of all 1500+ indicators available. ```json { "action": "tool", "name": "list_worldbank_indicators" } ``` --- ### `search_worldbank_indicators` Searches for indicators by keyword. ```json { "action": "tool", "name": "search_worldbank_indicators", "params": { "keyword": "population" } } ```
📈 Equities 360 Tools ### `get_stock_stats` Retrieves comprehensive statistics for a company from the Nasdaq Equities 360 database. ```json { "action": "tool", "name": "get_stock_stats", "params": { "symbol": "MSFT" } } ``` Or using FIGI: ```json { "action": "tool", "name": "get_stock_stats", "params": { "figi": "BBG000BPH459" } } ``` Returns company statistics including market cap, PE ratio, 52-week highs/lows, dividend information, and more. --- ### `list_stock_stat_fields` Lists all available fields in the stock statistics database with descriptions. ```json { "action": "tool", "name": "list_stock_stat_fields" } ``` Returns information about all available fields that can be queried through the `get_stock_stats` tool. --- ### `get_fundamental_data` Retrieves fundamental financial data from the Nasdaq Equities 360 Fundamental Summary database. ```json { "action": "tool", "name": "get_fundamental_data", "params": { "symbol": "MSFT", "dimension": "MRY" } } ``` Or using multiple parameters: ```json { "action": "tool", "name": "get_fundamental_data", "params": { "figi": "BBG000BPH459", "calendardate": "2022-12-31", "dimension": "MRQ" } } ``` Returns fundamental data including profitability ratios (ROA, ROE, ROS), valuation metrics (P/E, P/S), income statement items (revenue, gross profit), and financial health indicators (current ratio, debt-to-equity). --- ### `list_fundamental_fields` Lists all available fields in the fundamental summary database with descriptions. ```json { "action": "tool", "name": "list_fundamental_fields" } ``` Returns information about all available fields that can be queried through the `get_fundamental_data` tool. --- ### `get_detailed_financials` Retrieves detailed financial data from the Nasdaq Equities 360 Fundamental Details database. ```json { "action": "tool", "name": "get_detailed_financials", "params": { "symbol": "MSFT", "dimension": "MRQ" } } ``` Or using multiple parameters: ```json { "action": "tool", "name": "get_detailed_financials", "params": { "figi": "BBG000BPH459", "calendardate": "2022-12-31", "dimension": "MRY" } } ``` Returns comprehensive financial statement data including balance sheet items (assets, liabilities, equity), income statement components (revenue, expenses, profit), cash flow details (operating, investing, financing), and detailed financial ratios. --- ### `list_detailed_financial_fields` Lists all available fields in the fundamental details database with descriptions. ```json { "action": "tool", "name": "list_detailed_financial_fields" } ``` Returns information about all available fields that can be queried through the `get_detailed_financials` tool. --- ### `get_balance_sheet_data` Retrieves balance sheet data from the Nasdaq Equities 360 Balance Sheet database. ```json { "action": "tool", "name": "get_balance_sheet_data", "params": { "symbol": "MSFT", "dimension": "MRQ" } } ``` Or using multiple parameters: ```json { "action": "tool", "name": "get_balance_sheet_data", "params": { "figi": "BBG000BPH459", "calendardate": "2022-12-31", "dimension": "MRY" } } ``` Returns comprehensive balance sheet data including assets (current, non-current, intangible), liabilities (current, non-current, debt), stockholders' equity, and key balance sheet metrics. --- ### `list_balance_sheet_fields` Lists all available fields in the balance sheet database with descriptions. ```json { "action": "tool", "name": "list_balance_sheet_fields" } ``` Returns information about all available fields that can be queried through the `get_balance_sheet_data` tool. --- ### `get_cash_flow_data` Retrieves cash flow statement data from the Nasdaq Equities 360 Cash Flow database. ```json { "action": "tool", "name": "get_cash_flow_data", "params": { "symbol": "MSFT", "dimension": "MRQ" } } ``` Or using multiple parameters: ```json { "action": "tool", "name": "get_cash_flow_data", "params": { "figi": "BBG000BPH459", "calendardate": "2022-12-31", "dimension": "MRY" } } ``` Returns cash flow statement data including operating activities (ncfo), investing activities (ncfi), financing activities (ncff), free cash flow (fcf), capital expenditures (capex), and more. --- ### `list_cash_flow_fields` Lists all available fields in the cash flow statement database with descriptions. ```json { "action": "tool", "name": "list_cash_flow_fields" } ``` Returns information about all available fields that can be queried through the `get_cash_flow_data` tool. --- ### `get_corporate_action_data` Retrieves corporate actions data from the Nasdaq Equities 360 Corporate Actions database. ```json { "action": "tool", "name": "get_corporate_action_data", "params": { "symbol": "TSLA", "action": "split" } } ``` Or using other parameters: ```json { "action": "tool", "name": "get_corporate_action_data", "params": { "date": "2023-03-24" } } ``` Returns information about corporate events such as stock splits, mergers, acquisitions, and other significant company actions that can affect stock price and ownership. --- ### `list_corporate_action_fields` Lists all available fields in the corporate actions database with descriptions. ```json { "action": "tool", "name": "list_corporate_action_fields" } ``` Returns information about all available fields that can be queried through the `get_corporate_action_data` tool. --- ### `get_company_reference_data` Retrieves company reference data from the Nasdaq Equities 360 Reference Data database. ```json { "action": "tool", "name": "get_company_reference_data", "params": { "symbol": "AMD" } } ``` Or using FIGI: ```json { "action": "tool", "name": "get_company_reference_data", "params": { "figi": "BBG000BBQCY0" } } ``` Returns static information about companies including exchange, industry, sector classification, website URLs, SEC filing links, and location information. --- ### `list_reference_data_fields` Lists all available fields in the company reference database with descriptions. ```json { "action": "tool", "name": "list_reference_data_fields" } ``` Returns information about all available fields that can be queried through the `get_company_reference_data` tool.
📊 Nasdaq Fund Network (NFN) Tools ### `get_fund_master_report` Retrieves Fund Master Report (NFN/MFRFM) data from Nasdaq Fund Network. ```json { "action": "tool", "name": "get_fund_master_report", "params": { "fund_id": "12345" } } ``` Returns basic fund data from Nasdaq Fund Network for the given fund ID. ### `get_fund_information` Retrieves Fund Information Report (NFN/MFRFI) data with detailed information about funds. ```json { "action": "tool", "name": "get_fund_information", "params": { "fund_id": "12345" } } ``` ### `get_share_class_master` Retrieves Fund Share Class Master (NFN/MFRSM) data with basic information about fund share classes. ```json { "action": "tool", "name": "get_share_class_master", "params": { "fund_id": "12345" } } ``` ### `get_share_class_information` Retrieves Fund Share Class Information (NFN/MFRSI) data with detailed share class attributes. ```json { "action": "tool", "name": "get_share_class_information", "params": { "ticker": "ABCDX" } } ``` ### `get_price_history` Retrieves Fund Price History (NFN/MFRPH) data with historical NAV and pricing. ```json { "action": "tool", "name": "get_price_history", "params": { "ticker": "ABCDX", "start_date": "2024-01-01", "end_date": "2024-04-30" } } ``` ### `get_recent_price_history` Retrieves recent Fund Price History (NFN/MFRPH10) data for the last 10 trading days. ```json { "action": "tool", "name": "get_recent_price_history", "params": { "ticker": "ABCDX" } } ``` ### `get_performance_statistics` Retrieves Fund Performance Statistics (NFN/MFRPS) data with performance returns. ```json { "action": "tool", "name": "get_performance_statistics", "params": { "ticker": "ABCDX" } } ``` ### `get_performance_benchmark` Retrieves Fund Performance Benchmark (NFN/MFRPRB) data about benchmark indexes. ```json { "action": "tool", "name": "get_performance_benchmark", "params": { "ticker": "ABCDX" } } ``` ### `get_performance_analytics` Retrieves Fund Performance Analytics (NFN/MFRPA) data with metrics like alpha, beta, etc. ```json { "action": "tool", "name": "get_performance_analytics", "params": { "ticker": "ABCDX" } } ``` ### `get_fees_and_expenses` Retrieves Fund Fee and Expense Data (NFN/MFRPM) about fees, expenses, and sales charges. ```json { "action": "tool", "name": "get_fees_and_expenses", "params": { "ticker": "ABCDX" } } ``` ### `get_monthly_flows` Retrieves Fund Monthly Flows (NFN/MFRMF) data showing historical fund flows. ```json { "action": "tool", "name": "get_monthly_flows", "params": { "ticker": "ABCDX" } } ```

🧪 MCP Dev & Debugging

To test the server locally with a UI:

bash mcp dev nasdaq_data_link_mcp_os/server.py --env-file .env

This opens the MCP Dev interface where you can call tools manually, inspect results, and troubleshoot.

📊 Architecture Diagram

```mermaid graph TD subgraph "Local Machine" A[MCP Server: Nasdaq Data Link MCP] --> C[MCP Client, ie. Claude Desktop] end

C -->|user prompt| D[LLM ie. Claude 3.7 Sonnet] D -->|calls tool| A A -->|fetches data| B[Nasdaq Data Link API] B -.-> E[Retail Trading Activity Tracker] B -.-> F[World Bank Metadata] B -.-> N[Trade Summary NDAQ/TS]

subgraph "Nasdaq Fund Network (NFN)" O1[Fund Master MFRFM] O2[Fund Information MFRFI] O3[Share Class Master MFRSM] O4[Share Class Info MFRSI] O5[Price History MFRPH/MFRPH10] O6[Performance MFRPS/MFRPRB/MFRPA] O7[Fees & Expenses MFRPM] O8[Monthly Flows MFRMF] end

B -.-> O1 B -.-> O2 B -.-> O3 B -.-> O4 B -.-> O5 B -.-> O6 B -.-> O7 B -.-> O8

subgraph " " G[Statistics NDAQ/STAT] H[Fundamentals NDAQ/FS] I[Fundamental Details NDAQ/FD] J[Balance Sheet NDAQ/BS] K[Cash Flow NDAQ/CF] L[Corporate Actions NDAQ/CA] M[Reference Data NDAQ/RD] end

B -.->|Equities 360| G

```

📚 References

📄 License

MIT License © 2025 Stefano Amorelli

Owner

  • Name: Stefano Amorelli
  • Login: stefanoamorelli
  • Kind: user
  • Location: Tallinn, Estonia

Citation (CITATION.cff) 

cff-version: 1.2.0
message: "If you use this software, please cite it as below."
authors:
  - family-names: Amorelli
    given-names: Stefano
    orcid: 0009-0004-4917-0999
title: "Nasdaq Data Link MCP (Model Context Protocol) Server"
version: 1.0.0
date-released: 2025-04-06
url: https://github.com/stefanoamorelli/nasdaq-data-link-mcp

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proxy.golang.org: github.com/stefanoamorelli/nasdaq-data-link-mcp
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pypi.org: nasdaq-data-link-mcp-os

Community maintained and open-source MCP server for the Nasdaq Data Link

  • Homepage: https://github.com/stefanoamorelli/nasdaq-data-link-mcp
  • Documentation: https://nasdaq-data-link-mcp-os.readthedocs.io/
  • License: MIT License Copyright (c) 2025 Stefano Amorelli Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
  • Latest release: 0.2.0
    published 8 months ago
  • Versions: 6
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