Nasdaq Data Link MCP

What is Nasdaq Data Link MCP about?

Nasdaq Data Link MCP exposes a collection of MCP tools that let AI assistants fetch real‑time and historical financial data—from retail trading activity and equity fundamentals to World Bank indicators and mutual‑fund details—through simple JSON‑based tool calls.

How to use Nasdaq Data Link MCP?

1. Clone and install the repository.
2. Create a .env file from the example and insert your Nasdaq Data Link API key (NASDAQ_DATA_LINK_API_KEY).
3. Register the server with an MCP‑compatible client (e.g., Claude Desktop, Groq Desktop) using the command:

   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
   

4. From the client, invoke any of the exposed tools (e.g., get_stock_stats, get_rtat, get_indicator_value) by passing the required parameters in the tool JSON payload.

Key features of Nasdaq Data Link MCP

• Broad data coverage: Retail Trading Activity Tracker, Trade Summary, Equities 360 fundamentals, World Bank indicators, Nasdaq Fund Network.
• Fine‑grained tools: Individual endpoints for stock stats, balance sheets, cash flows, corporate actions, fund performance, fees, price history, and more.
• Field discovery: Helper tools (list_*_fields) return available columns for each dataset, enabling dynamic queries.
• Country code lookup: country_code tool simplifies ISO‑3 conversions for World Bank queries.
• Search capabilities: Keyword‑based search across World Bank indicators.
• Cross‑platform: Works on any OS with Python 3.13+ and the MCP client.

Use cases of Nasdaq Data Link MCP

• Financial research assistants: Retrieve the latest earnings, valuation ratios, or cash‑flow metrics for a given ticker during a conversational session.
• Economic data queries: Pull GDP, inflation, or CO₂ emission indicators for any country on demand.
• Fund analysis bots: Get fee structures, performance statistics, and NAV history for mutual funds.
• Retail market monitoring: Query RTAT data to see which stocks are most traded by retail investors on a specific day.
• Automated reporting: Combine multiple tool calls to build daily or weekly financial dashboards without manual API handling.

FAQ from the Nasdaq Data Link MCP

Q: Do I need a paid Nasdaq Data Link subscription? A: An API key is required; free tier access is available for many datasets, but premium data may need a paid subscription.

Q: Can I use this server without an MCP client? A: The server is designed to be called via MCP tool specifications; direct HTTP calls are not provided out‑of‑the‑box.

Q: Which Python version is required? A: Python 3.13 or newer.

Q: Are there rate limits? A: Rate limits are enforced by the Nasdaq Data Link API, not by the MCP server itself.

Q: How do I discover what fields I can request? A: Use the list_*_fields tools (e.g., list_stock_stat_fields) to retrieve field names and descriptions.

📈 Nasdaq Data Link MCP 🤖

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

Nasdaq Data Link MCP - Retail Trading Activity	Nasdaq Data Link MCP - World Bank Data
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)

You: What were the most traded stocks by retailers yesterday?
Claude: calls get_rtat(<yetserday>) 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

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).

🧪 Testing

Run the test suite:

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:

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.

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.

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"
  }
}

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.

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"
  }
}

🧪 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.

📊 Architecture Diagram

📚 References

• Model Context Protocol Python SDK
• Nasdaq Data Link Python SDK

📄 License

MIT License © 2025 Stefano Amorelli