Altair

Measured conclusion: Deep-tested. L2 outcome: tools_ok.

Free TradingAgents equity research reports and Altair pages; paid signals feed via x402 inside MCP.

Add to your agent

Copy this into your MCP client config:

{
  "mcpServers": {
    "Altair": {
      "url": "https://altairworld.com/mcp",
      "transport": "streamable-http"
    }
  }
}

Measured tools (8)

• list_pages read-only

  Return public Altair page paths, URLs, titles and descriptions. Use this to discover pages before read_page.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• read_page read-only

  Return a public Altair page's full markdown with its path, URL, title and description. Use a path from list_pages when you need the page content.

  Parameters:

  • path (required) — string — Site path from list_pages, e.g. /indicators; 1–2048 characters.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• get_market_breadth read-only

  Return the latest S&P 500 sector breadth and S&P 500, Nasdaq-100 and PHLX Semiconductor (SOX) constituent percentages above their 20-session simple moving averages, with SPX, NDX and SOX price-index benchmark levels (no dividends). History uses the loader's constituent lists, not point-in-time membership. Optionally choose 1–252 recent trading sessions; default 20.

  Parameters:

  • days — integer — Recent trading sessions to return in history; integer from 1 to 252, default 20.

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• get_market_indicators read-only

  Return the latest readings of ten factor indicators and TD Sequential 9 (daily and weekly) for the S&P 500 (SPX), Nasdaq-100 (NDX) and PHLX Semiconductor (SOX) price indices: value, reading, bullish/neutral/bearish signal and the rule's bands, with each rule's source and its 2005–2026 S&P 500 and Nasdaq-100 evidence. Signals are rule readings, not forecasts; several are contrarian, and SOX implied volatility is Cboe's semiconductor ETF index VXSMH. Five-year histories are at /api/market/indicators.

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• list_research_reports read-only

  Return published TradingAgents report metadata and URLs newest first, the matching total and counts for all tickers. Use this to find reports before read_research_report, optionally filter by ticker and page with limit and offset.

  Parameters:

  • limit — integer — Maximum reports to return per call; integer from 1 to 100, default 20.
  • offset — integer — Number of matching reports to skip, e.g. 20 for the next page with limit 20; integer from 0 to 9007199254740991, default 0.
  • ticker — string — Stock ticker, e.g. NVDA; case-insensitive, 1–32 characters after trimming. Omit to list all tickers.

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• get_research_decisions read-only

  Return every model's final portfolio decision for one ticker on its newest analysis date, or a chosen one: rating, report-time price, price target, confidence, time horizon and executive summary, with report URLs. A few kilobytes instead of a full report; use it to compare models, then read_research_report for the reasoning.

  Parameters:

  • ticker (required) — string — Stock or ETF ticker, e.g. NVDA or SPY; case-insensitive, 1–32 characters after trimming.
  • date — string — Analysis date YYYY-MM-DD from list_research_reports. Omit for the newest.

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• read_research_report read-only

  Return a full TradingAgents report as markdown, its ticker, date, model and URL, and an informational-only disclaimer; sections cover analyst reports, research decisions, trading plans, risk management and portfolio decisions. Use a url from list_research_reports for free access without sign-in.

  Parameters:

  • url (required) — string — A report url returned by list_research_reports; 1–2048 characters.

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• get_research_signals

  Return the latest final portfolio decision per ticker as structured JSON, including report dates, models, source URLs and summaries. Optional tickers and since filters; ten-minute cache. Costs $0.01 USD per call by default via x402 payments inside MCP; the payment challenge gives the current price. Free sample: /api/research/signals/sample.

  Parameters:

  • since — string — Inclusive minimum analysis date, a valid YYYY-MM-DD date. Omit for all dates.
  • tickers — string — 1–100 comma-separated uppercase ticker symbols, e.g. NVDA,AAPL. Omit for all tickers.

  Hints: read-only no · destructive no · idempotent no · open-world yes

Publisher website

Measured by MCPYP probing. Untested fields are omitted, never estimated. Listing is always free; MCPYP never proxies calls or stores user tokens.