Market Data MCP Server

A market-data platform for ADK-Rust Enterprise banking and energy agents. 26 MCP tools covering instruments across asset classes, real-time quotes and historical bars, analytics (returns, volatility, correlation, moving averages), yield & forward curves with interpolation, FX conversion, benchmarks/indices, watchlists, price alerts, and forecasting — plus a single gated write to publish official marks.

Real data, optionally. By default the server runs on a deterministic in-memory backend (great for offline use and tests). Set MARKET_DATA_BACKEND=live and quotes, history, analytics, and FX pull real market data from free public sources — no API key required. See Backends.

A platform, not a point solution

This is modeled as a general market/reference-data backbone (à la a Bloomberg/Refinitiv-style data service), so banking and energy agents are clients of one shared platform:

Agent	Domain	Uses
Treasury Liquidity Analyst	banking	`interpolate_curve` (yield), `fx_convert`, `analytics`, `publish_mark`
Demand Forecast Agent	energy-utilities	`history`, `forecast`, `moving_average`
Renewable Dispatch Assistant	energy-utilities	`interpolate_curve` (forward), `forecast`, `create_alert`, `get_quote`

Architecture

Capabilities

Instruments & quotes — instruments across equity/bond/fx/commodity/rate/energy/index; latest bid/ask/last quotes (resolvable by id or symbol).
Historical bars — daily OHLC history (the historian).
Analytics — period return, min/max/mean, daily and annualized volatility (×√252), simple moving averages, and return correlation (Pearson) between instruments.
Curves — yield and forward term structures with linear interpolation (flat extrapolation beyond the ends).
FX — convert between currencies using direct, inverse, or USD-triangulated rates.
Benchmarks — equal-weighted index levels with member contributions.
Watchlists & alerts — instrument watchlists with live quotes; price alerts (above/below) evaluated on every new quote.
Forecasting — linear-drift projection over a close series with in-sample error, for demand/price forecasting.
Official marks — publish a closing/official mark (the gated write).

Governance posture

One gated write — publish_mark is external_write + requires_approval: an official mark feeds downstream valuation, P&L, NAV, and collateral, so it carries real-world weight. Every other tool is a read or an internal data ingest.
Everything material is audited — mark publication and data changes append to an audit trail (audit_log).
This is a reference/analytics engine with fictitious seed data; forecasts and analytics are simple, transparent methods (not investment advice).

Backends

The data source is selected by the MARKET_DATA_BACKEND environment variable:

Value	Behavior
`memory` (default)	Deterministic seeded data. Offline, fast, used by the test suite.
`live`	Real market data from free, no-API-key public sources.

In live mode these tools route to real sources (everything else is unchanged):

Tool	Live source
`get_quote`	Yahoo Finance chart API (real-time/delayed price)
`history`	Yahoo Finance chart API (daily OHLC)
`analytics`	computed from real Yahoo Finance history
`fx_convert`	ECB reference rates via Frankfurter

In live mode, pass a symbol (e.g. AAPL, ^GSPC, MSFT) as the instrument_id. Tools return real numbers or an honest error — they never fall back to sample data. backend_info reports the active backend and which sources are in use.

MARKET_DATA_BACKEND=live mcp-market-data

The free sources are delayed/best-effort and unofficial. For production-grade, low-latency or licensed data, point the live client at a proper vendor feed — the tool contract stays the same.

Tools (26)

Instruments & Quotes (5)

create_instrument · get_instrument · list_instruments · set_quote · get_quote

History & Analytics (5)

add_bar · history · analytics · moving_average · correlation

Curves & FX (4)

create_curve · list_curves · interpolate_curve · fx_convert

Benchmarks & Watchlists (4)

create_benchmark · benchmark_level · create_watchlist · watchlist_quotes

Alerts & Forecasting (3)

create_alert · list_alerts · forecast

Official Marks, Audit & Ops (5)

publish_mark (gated, external) · latest_mark · list_marks · audit_log · backend_info

Example

// Treasury: interpolate the yield curve and convert FX
{"name": "interpolate_curve", "arguments": {"curve_id": "CRV-1010", "tenor": 3.0}}
{"name": "fx_convert", "arguments": {"amount": 10000000, "from": "EUR", "to": "GBP"}}

// Energy: forecast demand, check a forward, set a dispatch alert
{"name": "forecast", "arguments": {"instrument_id": "INS-1018", "horizon": 7}}
{"name": "create_alert", "arguments": {"instrument_id": "INS-1014", "condition": "above", "threshold": 60}}

// Gated: publish an official mark
{"name": "publish_mark", "arguments": {"instrument_id": "INS-1001", "price": 190.25}}

Install & run

cargo install mcp-market-data
mcp-market-data            # serves MCP over stdio

Or build from source:

git clone https://github.com/zavora-ai/mcp-market-data
cd mcp-market-data && cargo build --release
./target/release/mcp-market-data

Registry manifest

server_id = "mcp_market_data"
display_name = "Market Data"
version = "1.1.0"
domain = "banking"
risk_level = "medium"
writes_allowed = "gated"

The full mcp-server.toml declares all 25 tools with risk classes and approval gates for registry onboarding.

License

Apache-2.0

mcp-market-data 1.1.0