FinzData market data
Measured conclusion: Alive, not deep-tested. L2 outcome: not_attempted.
US stocks incl. delisted, futures, CPI/macro vintages, point-in-time GEX, 13F, COT, backtests.
| Author | io.github.FinzData |
|---|---|
| Access | remote |
| Publisher key required | No |
| Measured state | Alive, not deep-tested |
| L1 liveness | alive |
| L1 latency | 210 ms |
| Last measured | 2026-10-26 |
Add to your agent
Copy this into your MCP client config:
{
"mcpServers": {
"FinzData market data": {
"url": "https://api.finzdata.com/mcp",
"transport": "streamable-http"
}
}
}
Measured tools (34)
search_datasetsread-onlyFull-text search over the dataset catalog. Returns matching dataset ids and descriptions. Free of look-ahead concerns; no as_of needed.
Parameters:
query(required) — string — Search text.
Hints: read-only yes · destructive no · idempotent yes · open-world no
describe_datasetread-onlyReturns the schema, coverage and field definitions of one dataset. Raises not_found for an unknown dataset id.
Parameters:
dataset(required) — string — Dataset id.
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_universeread-onlyReturns every US symbol that was trading on as_of, including companies that later delisted (survivorship-free). index='top500'|'top1000'|'top3000' instead returns the most-traded names priced at least $5 that day, ranked by 63-day dollar volume (a point-in-time large-cap proxy, not official S&P or Russell membership). Pages of 500; pass offset. as_of defaults to today.
Parameters:
as_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).index— string — Optional liquidity-ranked subset.offset— integer — Paging offset (default 0).prefix— string — Only symbols starting with this.
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_barsread-onlyReturns daily OHLCV bars for symbols between start and end, clipped to as_of (default today) so no future data leaks. Max 5000 rows per page; use next_cursor for more.
Parameters:
symbols(required) — arraystart(required) — stringbar— string — Bar size: '1d' (default), or intraday '1m', '5m', '15m', '30m', '1h' (paid bundles).end— stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).
Hints: read-only yes · destructive no · idempotent yes · open-world no
backtest_exportread-onlyDaily OHLCV bars for one symbol packaged as ready-to-load files for an open-source backtester or trading framework: backtrader, backtesting_py, vectorbt, zipline (csvdir bundle), lean (QuantConnect LEAN, base64 zip), nautilus, freqtrade or qlib. Returns files (path, encoding, content) and load_code. Write each file at its path, then run load_code. Clipped to as_of; start defaults to 365 days before end.
Parameters:
symbol(required) — stringend— stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).start— stringframework— string
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_fundamentals_pitread-onlyReturns fundamentals for one symbol as known on as_of (no restatements from the future). as_of defaults to today.
Parameters:
symbol(required) — stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_macro_vintageread-onlyReturns a macro series as it was actually published by as_of (vintage data, no revisions from the future). Optional start.
Parameters:
series(required) — stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).start— string — Optional start date.
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_quant_modelread-onlyThe FinzData Quantitative Model as known on as_of: macro regime labels (financial conditions direction, financial risk direction, growth level and direction, inflation direction, macro quadrant GOLDILOCKS/REFLATION/STAGFLATION/SLOWDOWN, liquidity and credit), the growth/inflation nowcast, and the daily S&P 500 market stress probability (2-state Markov-switching). Labels are computed from each input as published on that date (no revisions from the future). Use it to answer 'what macro regime are we in', 'are financial conditions tightening', or to condition a backtest on regime.
Parameters:
as_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_cotread-onlyReturns CFTC Commitments of Traders rows for a market between start and end, clipped to as_of. Max 5000 rows per page.
Parameters:
market(required) — stringstart(required) — stringend— stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_gexread-onlyPoint-in-time dealer gamma exposure for US stocks and ETFs, one row per ticker per session, each stamped with knowledge_time (17:00 New York on the session date). Columns: spot, net_gex_bn (dealer net gamma, $bn per 1% move; >0 dealers long gamma, <0 short), call_gex_bn, put_gex_bn, flip (gamma-flip level), call_wall, put_wall, pcr_oi, atm_iv_pct. Give ticker (+ start/end) for a time series, or date alone for every name that session ranked by |net_gex_bn|. Rows after as_of are hidden.
Parameters:
end— stringdate— string — YYYY-MM-DD, cross-section modeas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).start— stringticker— string
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_political_spendingread-onlyUS election money, cleaned and rolled up (FEC + state and city filings; 2026 cycle plus 2022 and 2018). table: races (per House/Senate race: candidate receipts, outside spending for/against), candidates, donor_geo (donations by city/state/division/region), race_geo, flows (donor state -> race state), spending (campaign spending by category and vendor city), vendors, state_local (state and city contribution totals with in/out-of-state split), state_local_geo. Free keys get every race's totals and national/regional/state donor geography; deeper tables come with PoliSpend from $29 at https://finzdata.com/political-spending-data .
Parameters:
table(required) — stringcycle— integer — Election cycle, e.g. 2026 (default), 2022, 2018.state— string — 2-letter state code filter.office— string
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_13fread-onlyReturns 13F holdings matching a query as known on as_of (default today); filings after as_of are hidden.
Parameters:
query(required) — stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_eventsread-onlyReturns events of one kind between start and end (YYYY-MM-DD), clipped to as_of. kind='earnings' (company report dates, symbol and timing) or kind='macro' (economic releases such as CPI, payrolls, FOMC). Max 5000 rows per page.
Parameters:
kind(required) — stringstart(required) — stringend— stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).all_releases— boolean — kind=macro only: true returns every data release (hundreds a week); default returns market-moving releases (CPI, payrolls, GDP, PCE, retail sales, claims, ISM ...).
Hints: read-only yes · destructive no · idempotent yes · open-world no
run_backtestRuns a deterministic backtest from a JSON spec (universe, start, end, signal, rebalance, top_n, costs_bps, side='long'|'long_short', blind=true to hide tickers). universe: a list of symbols, or 'top500'|'top1000'|'top3000'|'all' for the liquid US market (each month the N most-traded names priced >= min_price, default $5, by 63-day dollar volume; 'all' = liquid_top names, default 1000, max 3000; delisted names included while they traded; membership is set on each month's last trading day and used from the next). rebalance: D|W|M|Q (or daily/weekly/monthly/quarterly). signal.type: momentum (lookback, skip days), ma_cross, factor, or expr with signal.expr a formula over close prices, e.g. 'rank(ret(252)) - rank(vol(60))' (functions: ret, logret, sma, ema, vol, rsi, high, low, dist_high, lag, rank, zscore, demean, abs, log, sign, clip, min, max, where). Point-in-time fundamentals for US stocks (from 2011) work as expr variables and as signal.type factor fields (set ascending false to buy the highest): earnings_yield, book_to_market, sales_yield, ebitda_ev, dividend_yield, roe, leverage, log_mcap, e.g. 'rank(book_to_market) + rank(ret(252) - ret(21))'; such results carry a 'fundamentals' coverage and survivorship report. Every result includes 'overfitting': trials counted per API key and the deflated Sharpe ratio. Prices are fetched point-in-time with a 400-trading-day lookback buffer and clipped to as_of, so results have no look-ahead. Identical specs on the same snapshot are cached and free. Returns stats, benchmark stats, equity curve, warnings, snapshot id and a disclaimer.
Parameters:
spec(required) — object — Backtest spec.as_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).
Hints: read-only no · destructive no · idempotent yes · open-world no
compare_runsread-onlyReturns a table (run_id, cagr, sharpe, max_drawdown, turnover, final_equity) for previously run backtests in this session. Unknown run_id -> not_found.
Parameters:
run_ids(required) — array
Hints: read-only yes · destructive no · idempotent yes · open-world no
publish_strategyRuns a backtest spec (same format as run_backtest) on the server and publishes it to the FinzData Hub as a public, reproducible strategy page at data.finzdata.com/s/<slug>, forward-tracked daily from today. Only server-computed results are stored. Costs one backtest; free accounts may publish 3 a day. visibility='private' keeps it unlisted.
Parameters:
spec(required) — object — Backtest spec (see run_backtest).title(required) — string — 1-120 characters.as_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).visibility— stringdescription— string — Hypothesis: why it should work and what would falsify it.
Hints: read-only no · destructive no · idempotent no · open-world yes
fork_strategyCopies a published Hub strategy, applies `changes` (nested fields merged, e.g. {"signal": {"lookback": 126}}), re-runs it on the server and publishes the fork linked to its parent. Costs one backtest.
Parameters:
slug(required) — stringchanges(required) — objectas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).title— string
Hints: read-only no · destructive no · idempotent no · open-world yes
list_strategiesread-onlyLists public FinzData Hub strategies. sort: robust (deflated Sharpe), forward (forward Sharpe, 63+ days of out-of-sample record), new, forks. Optional family (momentum, expr, ma_cross, factor).
Parameters:
sort— stringlimit— integerfamily— string
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_strategyread-onlyReturns one public Hub strategy: spec, server-computed backtest result, forward-tracking record and fork lineage.
Parameters:
slug(required) — string
Hints: read-only yes · destructive no · idempotent yes · open-world no
star_strategyStars (or with unstar=true removes your star from) a public Hub strategy. Stars feed the Trending list; rankings stay on deflated Sharpe and forward record.
Parameters:
slug(required) — stringunstar— boolean
Hints: read-only no · destructive no · idempotent yes · open-world yes
comment_strategyPosts a public comment (1-2000 characters) on a Hub strategy, e.g. a question, a result from a fork or a suggested change. Comments are shown under your handle.
Parameters:
slug(required) — stringbody(required) — string
Hints: read-only no · destructive no · idempotent no · open-world yes
survivorship_auditRuns your backtest spec twice: once on the point-in-time universe (delisted companies included while they traded, the honest result) and once on only the names still trading today (what a backtest on a current ticker list does). Returns both stats and the inflation in CAGR and Sharpe that survivorship bias adds. Use universe 'top500'|'top1000'|'top3000' or a symbol list. Costs one backtest.
Parameters:
spec(required) — object — Backtest spec, same as run_backtest.as_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).
Hints: read-only no · destructive no · idempotent yes · open-world no
get_futuresread-onlyDaily OHLCV and open interest for 139 futures markets (CME, CBOT, NYMEX, COMEX, ICE, Eurex, Cboe): every individual contract since 2007 plus continuous back-adjusted series. Give root (ES, NQ, YM, RTY, CL, GC, SI, NG, ZN, ZB, VX, 6E ...; a leading '/' is fine) for the continuous series, or contract (e.g. ESZ26) for one contract. Clipped to as_of. Free keys get recent days; full history from $29 per market.
Parameters:
root(required) — string — Futures root, e.g. ES, NQ, CL, GC, VX.end— stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).start— stringcontract— string — Optional single contract, e.g. ESZ26.continuous— boolean — Back-adjusted continuous series (default true when no contract).
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_cryptoread-onlyOHLCV bars for crypto pairs since 2015 (BTC-USD, ETH-USD, SOL-USD and more). interval: 1min, 5min, 1hour or 1day (default). Clipped to as_of. Free keys get daily bars for the last 12 months.
Parameters:
symbol(required) — string — Pair, e.g. BTC-USD.end— stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).start— stringinterval— string
Hints: read-only yes · destructive no · idempotent yes · open-world no
translate_stockcharts_scanread-onlyTranslates a StockCharts.com scan (e.g. '[type = stock] and [daily close > daily sma(50,daily close)] and [rsi(14) < 70] rank by [ROC(20)]') into a FinzData signal formula and a ready-to-run backtest spec. Returns expr, universe, notes, and any clauses not yet supported (never guessed). No data is fetched.
Parameters:
scan(required) — string — StockCharts scan text.start— string — Backtest start for the returned spec (default 2015-01-01).
Hints: read-only yes · destructive no · idempotent yes · open-world no
backtest_stockcharts_scanBacktests a StockCharts.com scan on point-in-time US stocks since 2000, delisted names included: each rebalance (weekly by default) holds the stocks that pass the scan, equally weighted up to top_n, 10 bps costs. Optional symbols (e.g. a ChartList) restricts the universe. Returns the translation plus the same stats, benchmark and equity curve as run_backtest. Costs one backtest.
Parameters:
scan(required) — string — StockCharts scan text.start(required) — stringend— stringas_of— string — Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC).top_n— integer — Max names held (default 50).symbols— array — Optional universe, e.g. a ChartList.rebalance— string
Hints: read-only no · destructive no · idempotent yes · open-world no
register_strategyRegister a new strategy signal. The strategy is scored ONLY on data after registration, the record can never be edited or deleted, ranking starts at 63 trading sessions, and FinzData never trades on submitted signals.
Parameters:
agent_name(required) — stringsignal(required) — stringuniverse(required) — stringrebalance(required) — stringside(required) — stringtop_frac(required) — number
Hints: read-only no · destructive no · idempotent no · open-world yes
get_verified_recordread-onlyRetrieve a verified strategy record by its ID.
Parameters:
record_id(required) — string
Hints: read-only yes · destructive no · idempotent yes · open-world no
verified_boardread-onlyGet the leaderboard of verified strategies.
Parameters:
limit— integer
Hints: read-only yes · destructive no · idempotent yes · open-world no
verify_chainread-onlyAnyone can check no record was edited or back-dated.
Hints: read-only yes · destructive no · idempotent yes · open-world no
retire_strategydestructiveRetire one of your verified strategy records: it stops accruing new forward results, keeps its full history and stays public on the Verified board marked retired.
Parameters:
record_id(required) — string
Hints: read-only no · destructive yes · idempotent no · open-world yes
search_mcp_serversread-onlyfinds financial MCP servers graded nightly by FinzData for health, protocol conformance and prompt-injection risk; results include install URLs.
Parameters:
q— stringlimit— integercategory— stringmin_grade— string
Hints: read-only yes · destructive no · idempotent yes · open-world no
get_mcp_serverread-onlyretrieves a financial MCP server listing with tools, probe history, issues and verified-data status.
Parameters:
slug(required) — string
Hints: read-only yes · destructive no · idempotent yes · open-world no
claim_mcp_serverclaims a listing for the calling API key so its owner can enable price-accuracy checks; first claimant wins; contact [email protected] to dispute.
Parameters:
slug(required) — string
Hints: read-only no · destructive no · idempotent yes · open-world no
Measured by MCPYP probing. Untested fields are omitted, never estimated. Listing is always free; MCPYP never proxies calls or stores user tokens.