# 📈 Nasdaq Data Link MCP 🤖

[![License: MIT](https://img.shields.io/badge/License-MIT-green.svg)](LICENSE) [![PyPI version](https://img.shields.io/badge/PyPI-v0.1.1-blue.svg)](https://pypi.org/project/nasdaq-data-link-mcp-os/) ![Python 3.10+](https://img.shields.io/badge/Python-3.10%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)

A community developed and maintained [Model Context Protocol (MCP)](https://github.com/modelcontextprotocol) server that provides access to [Nasdaq Data Link](https://data.nasdaq.com/). Built for use with MCP-compatible [clients](https://modelcontextprotocol.io/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). 🐍 This project uses the official [nasdaq/data-link-python SDK](https://github.com/Nasdaq/data-link-python) > **Disclaimer:** 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](https://cdn.loom.com/sessions/thumbnails/b0299f6f6f1844669b5d2f73a86a3dcb-63f0e754bafcbe42-full-play.gif)](https://www.loom.com/share/b0299f6f6f1844669b5d2f73a86a3dcb) | [![World Bank Data](https://cdn.loom.com/sessions/thumbnails/a07e518bb6eb4de4b5a06a5a1a112a24-ff58182656db7dca-full-play.gif)](https://www.loom.com/share/a07e518bb6eb4de4b5a06a5a1a112a24) | |:--:|:--:| | [Nasdaq Data Link MCP - Retail Trading Activity](https://www.loom.com/share/b0299f6f6f1844669b5d2f73a86a3dcb) | [Nasdaq Data Link MCP - World Bank Data](https://www.loom.com/share/a07e518bb6eb4de4b5a06a5a1a112a24) | Once installed and connected to an `MCP`-compatible client (e.g., [Claude Desktop](https://claude.ai/download), this server exposes several tools that your AI assistant can use to fetch data. In this version (`0.1.0`) the project supports the following databases: - [World Bank dataset on Nasdaq Data Link](https://data.nasdaq.com/databases/WB) (freely available for personal use) - [Nasdaq RTAT](https://data.nasdaq.com/databases/RTAT) (preview available for free, full data under subscription) - [Equities 360](https://data.nasdaq.com/databases/E360) (company statistics and fundamental 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 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*

--- ## 📦 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 3.10+ and the `mcp` CLI. ```bash pip install mcp nasdaq-data-link pycountry ``` > 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/](https://data.nasdaq.com/) and copy your API key.

4. Download World Bank metadata CSV (optional: only if you plan to use the World Bank database)

Download the `World Bank metadata` from [Nasdaq Data Link](https://data.nasdaq.com/databases/WB): ![Nasdaq Data Link World Bank metadata export](https://github.com/user-attachments/assets/411f4f9b-6f19-4b13-bde8-688b39458e18) And save it as `metadata.csv` in the following directory: ``` nasdaq-data-link-mcp/nasdaq_data_link_mcp_os/resources/world_data_bank/metadata/metadata.csv ```

### 5. 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 ``` ### 6. Install the MCP Server ```bash 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). --- ## 🛠️ 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.

---

📊 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.

--- ## 🧪 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] 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 - [Model Context Protocol Python SDK](https://github.com/modelcontextprotocol/python-sdk) - [Nasdaq Data Link Python SDK](https://github.com/Nasdaq/data-link-python) --- ## 📄 License [MIT License](LICENSE) © 2025 [Stefano Amorelli](https://github.com/stefanoamorelli)

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Nasdaq Data Link MCP