Nasdaq Data Link

Nasdaq Data Link Overview

What is Nasdaq Data Link MCP?

Nasdaq Data Link MCP is an open-source Model Context Protocol (MCP) server that enables large language models (LLMs) to access, explore, and interact with the extensive financial and economic datasets available through Nasdaq Data Link. It aims to simplify the process of retrieving and analyzing financial data using natural language interfaces.

How to use Nasdaq Data Link MCP?

To use Nasdaq Data Link MCP, you need to:

Clone the Repository: git clone https://github.com/stefanoamorelli/nasdaq-data-link-mcp.git
Install Requirements: Ensure you have Python 3.13+ and install mcp CLI using uv init mcp and uv add "mcp[cli]". The project uses the official Nasdaq/data-link-python SDK.
Get Your API Key: Obtain an API key from data.nasdaq.com.
Configure the Environment: Copy .env.example to .env and add your Nasdaq Data Link API key and set the PYTHONPATH.
Install the MCP Server: Register the server with your MCP client (e.g., Claude Desktop) using 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.

Once installed and connected to an MCP-compatible client, your AI assistant can use the exposed tools to fetch data.

Key Features of Nasdaq Data Link MCP

Natural Language Interface: Allows LLMs to access financial data using natural language queries.
Extensive Data Access: Provides access to a wide range of Nasdaq Data Link datasets, including:
- Equities 360 (company statistics and fundamental data)
- Nasdaq RTAT (retail trading activity tracker)
- Trade Summary (consolidated trade data)
- World Bank dataset on Nasdaq Data Link
- Nasdaq Fund Network (NFN) (mutual fund and investment product data)
Tool-based Interaction: Exposes various tools for specific data retrieval, such as get_rtat10, get_trade_summary_data, get_indicator_value, get_stock_stats, get_fundamental_data, get_balance_sheet_data, get_cash_flow_data, get_corporate_action_data, get_company_reference_data, and various Nasdaq Fund Network tools.
Community Developed and Maintained: An open-source project that leverages the Model Context Protocol.

Use Cases of Nasdaq Data Link MCP

Nasdaq Data Link MCP can be used for various financial data analysis and research tasks, including:

Market Analysis: Analyzing retail trading activity, trade summaries, and stock statistics.
Company Research: Retrieving fundamental financial data, balance sheets, cash flow statements, and corporate actions for specific companies.
Economic Research: Accessing World Bank datasets for economic indicators.
Fund Analysis: Obtaining information on mutual funds, including performance, fees, and historical pricing.
AI-driven Financial Applications: Building applications where LLMs can directly query and interpret financial data.

FAQ from Nasdaq Data Link MCP

Q: Is this project affiliated with Nasdaq, Inc.? A: No, this is an open-source project and is not affiliated with or endorsed by Nasdaq, Inc. Nasdaq® is a registered trademark of Nasdaq, Inc.

Q: What kind of data can I access with this server? A: You can access a wide range of financial and economic datasets from Nasdaq Data Link, including equities data, retail trading activity, trade summaries, World Bank data, and Nasdaq Fund Network data.

Q: How do I cite this project in my research? A: You can 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

Q: How can I test the server locally? A: You can test the server locally with a UI by running mcp dev nasdaq_data_link_mcp_os/server.py --env-file .env. This opens the MCP Dev interface for manual tool calls and troubleshooting.

Nasdaq Data Link's README

📈 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).

🛠️ 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

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

Nasdaq Data Link Overview

What is Nasdaq Data Link MCP?

How to use Nasdaq Data Link MCP?

Key Features of Nasdaq Data Link MCP

Use Cases of Nasdaq Data Link MCP

FAQ from Nasdaq Data Link MCP

Nasdaq Data Link's README

📈 Nasdaq Data Link MCP 🤖

🌐 Usage

📦 Installation

1. Clone the Repository

2. Install Requirements

3. Get Your API Key

4. Configure the Environment

5. Install the MCP Server

🛠️ Tools

get_rtat10

get_rtat

get_trade_summary_data

get_indicator_value

country_code

list_worldbank_indicators

search_worldbank_indicators

get_stock_stats

list_stock_stat_fields

get_fundamental_data

list_fundamental_fields

get_detailed_financials

list_detailed_financial_fields

get_balance_sheet_data

list_balance_sheet_fields

get_cash_flow_data

list_cash_flow_fields

get_corporate_action_data

list_corporate_action_fields

get_company_reference_data

list_reference_data_fields

get_fund_master_report

get_fund_information

get_share_class_master

get_share_class_information

get_price_history

get_recent_price_history

get_performance_statistics

get_performance_benchmark

get_performance_analytics

get_fees_and_expenses

get_monthly_flows

🧪 MCP Dev & Debugging

📊 Architecture Diagram

📚 References

📄 License

Nasdaq Data Link Reviews

Actions

Nasdaq Data Link's Information

`get_rtat10`

`get_rtat`

`get_trade_summary_data`

`get_indicator_value`

`country_code`

`list_worldbank_indicators`

`search_worldbank_indicators`

`get_stock_stats`

`list_stock_stat_fields`

`get_fundamental_data`

`list_fundamental_fields`

`get_detailed_financials`

`list_detailed_financial_fields`

`get_balance_sheet_data`

`list_balance_sheet_fields`

`get_cash_flow_data`

`list_cash_flow_fields`

`get_corporate_action_data`

`list_corporate_action_fields`

`get_company_reference_data`

`list_reference_data_fields`

`get_fund_master_report`

`get_fund_information`

`get_share_class_master`

`get_share_class_information`

`get_price_history`

`get_recent_price_history`

`get_performance_statistics`

`get_performance_benchmark`

`get_performance_analytics`

`get_fees_and_expenses`

`get_monthly_flows`