nasdaq-data-link-mcp
Nasdaq Data Link MCP is an open-source Model Context Protocol server designed for large language models to access financial data from Nasdaq Data Link. It provides tools for accessing multiple financial and economic datasets, empowering users to query and analyze data via natural language interfaces.
๐ Nasdaq Data Link MCP ๐ค
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 Linkโs extensive and valuable financial and economic datasets through natural language interfaces and large language models (LLMs).
๐ 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. Nasdaqยฎ is a registered trademark of Nasdaq, Inc.
๐ Usage
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Nasdaq Data Link MCP - Retail Trading Activity | Nasdaq Data Link MCP - World Bank Data |
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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 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: callsget_rtat(<yetserday>)
and returns relevant matches
You: What was the GDP of Italy in 2022?
Claude: Let me look that up... callsget_indicator_value
tool
Claude: The GDP of Italy in 2022 was approximately...
trillion USD.
You: List all indicators related to COโ emissions.
Claude: callssearch_worldbank_indicators("CO2")
and returns relevant matches
You: What's the latest trading data for Apple?
Claude: callsget_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: callsget_stock_stats(symbol="MSFT")
and presents the key statistics
You: Show me Microsoft's profitability ratios for the most recent annual report.
Claude: callsget_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: callsget_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: callsget_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: callsget_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: callsget_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: callsget_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: callsget_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: callsget_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 withget_fund_master_report(name="Growth Fund")
, then callsget_fees_and_expenses(fund_id="{fund_id}")
and presents the fee structure
You: Compare the historical NAV for ABCDX over the last month
Claude: callsget_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 withget_share_class_information(ticker="ABCDX")
, then callsget_fund_information(fund_id="{fund_id}")
and presents the investment strategy
๐ฆ Installation
1. Clone the Repository
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.
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
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
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).
Docker ๐ณ
If you prefer using a container, a prebuilt image is available on Docker Hub. Pull the latest image and run it with your Nasdaq Data Link API key:
docker pull stefanoamorelli/nasdaq-data-link-mcp:latest
docker run -e NASDAQ_DATA_LINK_API_KEY="your_api_key_here" stefanoamorelli/nasdaq-data-link-mcp:latest
The container automatically launches the MCP server defined in nasdaq_data_link_mcp_os/server.py
, so once it starts you can connect to it just like the manual setup.
Cline example
See the Cline documentation for instructions on managing MCP configuration.
Provide Cline with the following information:
I want to add the MCP server for Nasdaq Data Link.
Here's the GitHub link: @https://github.com/stefanoamorelli/nasdaq-data-link-mcp
Can you add it?
๐ ๏ธ Tools
After installation, the following tools are exposed to MCP clients:
๐ Retail Trading Activity Tracker
get_rtat10
Retrieves Retail Trading Activity Tracker 10 (RTAT10) data for specific dates and optional tickers.
{
"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.
{
"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.
๐ Trade Summary Tool
get_trade_summary_data
Retrieves Trade Summary data from Nasdaq Data Link NDAQ/TS datatable.
{
"action": "tool",
"name": "get_trade_summary_data"
}
Returns consolidated trade data including open, high, low, close, and volume information.
๐ World Bank Tools
get_indicator_value
Fetch the value for a specific indicator and country.
{
"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).
{
"action": "tool",
"name": "country_code",
"params": {
"countryName": "Italy"
}
}
list_worldbank_indicators
Returns a list of all 1500+ indicators available.
{
"action": "tool",
"name": "list_worldbank_indicators"
}
search_worldbank_indicators
Searches for indicators by keyword.
{
"action": "tool",
"name": "search_worldbank_indicators",
"params": {
"keyword": "population"
}
}
๐ Equities 360 Tools
get_stock_stats
Retrieves comprehensive statistics for a company from the Nasdaq Equities 360 database.
{
"action": "tool",
"name": "get_stock_stats",
"params": {
"symbol": "MSFT"
}
}
Or using FIGI:
{
"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.
{
"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.
{
"action": "tool",
"name": "get_fundamental_data",
"params": {
"symbol": "MSFT",
"dimension": "MRY"
}
}
Or using multiple parameters:
{
"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.
{
"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.
{
"action": "tool",
"name": "get_detailed_financials",
"params": {
"symbol": "MSFT",
"dimension": "MRQ"
}
}
Or using multiple parameters:
{
"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.
{
"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.
{
"action": "tool",
"name": "get_balance_sheet_data",
"params": {
"symbol": "MSFT",
"dimension": "MRQ"
}
}
Or using multiple parameters:
{
"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.
{
"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.
{
"action": "tool",
"name": "get_cash_flow_data",
"params": {
"symbol": "MSFT",
"dimension": "MRQ"
}
}
Or using multiple parameters:
{
"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.
{
"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.
{
"action": "tool",
"name": "get_corporate_action_data",
"params": {
"symbol": "TSLA",
"action": "split"
}
}
Or using other parameters:
{
"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.
{
"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.
{
"action": "tool",
"name": "get_company_reference_data",
"params": {
"symbol": "AMD"
}
}
Or using FIGI:
{
"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.
{
"action": "tool",
"name": "list_reference_data_fields"
}
Returns information about all available fields that can be queried through the get_company_reference_data
tool.
๐ Nasdaq Fund Network (NFN) Tools
get_fund_master_report
Retrieves Fund Master Report (NFN/MFRFM) data from Nasdaq Fund Network.
{
"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.
{
"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.
{
"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.
{
"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.
{
"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.
{
"action": "tool",
"name": "get_recent_price_history",
"params": {
"ticker": "ABCDX"
}
}
get_performance_statistics
Retrieves Fund Performance Statistics (NFN/MFRPS) data with performance returns.
{
"action": "tool",
"name": "get_performance_statistics",
"params": {
"ticker": "ABCDX"
}
}
get_performance_benchmark
Retrieves Fund Performance Benchmark (NFN/MFRPRB) data about benchmark indexes.
{
"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.
{
"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.
{
"action": "tool",
"name": "get_fees_and_expenses",
"params": {
"ticker": "ABCDX"
}
}
get_monthly_flows
Retrieves Fund Monthly Flows (NFN/MFRMF) data showing historical fund flows.
{
"action": "tool",
"name": "get_monthly_flows",
"params": {
"ticker": "ABCDX"
}
}
๐งช MCP Dev & Debugging
To test the server locally with a UI:
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.
๐ Architecture Diagram
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
๐ References
๐ License
ยฉ 2025 Stefano Amorelli