finzdata-mcp

Full-text search over the dataset catalog. Returns matching dataset ids and descriptions. Free of look-ahead concerns; no as_of needed.

{
  "type": "object",
  "properties": {
    "query": {
      "type": "string",
      "description": "Search text."
    }
  },
  "required": [
    "query"
  ]
}

Returns the schema, coverage and field definitions of one dataset. Raises not_found for an unknown dataset id.

{
  "type": "object",
  "properties": {
    "dataset": {
      "type": "string",
      "description": "Dataset id."
    }
  },
  "required": [
    "dataset"
  ]
}

Returns 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.

{
  "type": "object",
  "properties": {
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    },
    "index": {
      "type": "string",
      "enum": [
        "top500",
        "top1000",
        "top3000"
      ],
      "description": "Optional liquidity-ranked subset."
    },
    "offset": {
      "type": "integer",
      "description": "Paging offset (default 0)."
    },
    "prefix": {
      "type": "string",
      "description": "Only symbols starting with this."
    }
  },
  "required": []
}

Returns 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.

{
  "type": "object",
  "properties": {
    "symbols": {
      "type": "array",
      "items": {
        "type": "string"
      }
    },
    "start": {
      "type": "string"
    },
    "end": {
      "type": "string"
    },
    "bar": {
      "type": "string",
      "description": "Bar size, default '1d'."
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "symbols",
    "start"
  ]
}

Returns fundamentals for one symbol as known on as_of (no restatements from the future). as_of defaults to today.

{
  "type": "object",
  "properties": {
    "symbol": {
      "type": "string"
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "symbol"
  ]
}

Returns a macro series as it was actually published by as_of (vintage data, no revisions from the future). Optional start.

{
  "type": "object",
  "properties": {
    "series": {
      "type": "string"
    },
    "start": {
      "type": "string",
      "description": "Optional start date."
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "series"
  ]
}

Returns CFTC Commitments of Traders rows for a market between start and end, clipped to as_of. Max 5000 rows per page.

{
  "type": "object",
  "properties": {
    "market": {
      "type": "string"
    },
    "start": {
      "type": "string"
    },
    "end": {
      "type": "string"
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "market",
    "start"
  ]
}

Returns 13F holdings matching a query as known on as_of (default today); filings after as_of are hidden.

{
  "type": "object",
  "properties": {
    "query": {
      "type": "string"
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "query"
  ]
}

Returns corporate/market events of a kind between start and end, clipped to as_of. Max 5000 rows per page.

{
  "type": "object",
  "properties": {
    "kind": {
      "type": "string"
    },
    "start": {
      "type": "string"
    },
    "end": {
      "type": "string"
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "kind",
    "start"
  ]
}

Runs 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.

{
  "type": "object",
  "properties": {
    "spec": {
      "type": "object",
      "description": "Backtest spec."
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "spec"
  ]
}

Returns a table (run_id, cagr, sharpe, max_drawdown, turnover, final_equity) for previously run backtests in this session. Unknown run_id -> not_found.

{
  "type": "object",
  "properties": {
    "run_ids": {
      "type": "array",
      "items": {
        "type": "string"
      }
    }
  },
  "required": [
    "run_ids"
  ]
}

Runs 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.

{
  "type": "object",
  "properties": {
    "spec": {
      "type": "object",
      "description": "Backtest spec (see run_backtest)."
    },
    "title": {
      "type": "string",
      "description": "1-120 characters."
    },
    "description": {
      "type": "string",
      "description": "Hypothesis: why it should work and what would falsify it."
    },
    "visibility": {
      "type": "string",
      "enum": [
        "public",
        "private"
      ]
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "spec",
    "title"
  ]
}

Copies 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.

{
  "type": "object",
  "properties": {
    "slug": {
      "type": "string"
    },
    "changes": {
      "type": "object"
    },
    "title": {
      "type": "string"
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "slug",
    "changes"
  ]
}

Lists 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).

{
  "type": "object",
  "properties": {
    "sort": {
      "type": "string",
      "enum": [
        "robust",
        "forward",
        "new",
        "forks"
      ]
    },
    "family": {
      "type": "string"
    },
    "limit": {
      "type": "integer"
    }
  },
  "required": []
}

Returns one public Hub strategy: spec, server-computed backtest result, forward-tracking record and fork lineage.

{
  "type": "object",
  "properties": {
    "slug": {
      "type": "string"
    }
  },
  "required": [
    "slug"
  ]
}

Stars (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.

{
  "type": "object",
  "properties": {
    "slug": {
      "type": "string"
    },
    "unstar": {
      "type": "boolean"
    }
  },
  "required": [
    "slug"
  ]
}

Posts 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.

{
  "type": "object",
  "properties": {
    "slug": {
      "type": "string"
    },
    "body": {
      "type": "string"
    }
  },
  "required": [
    "slug",
    "body"
  ]
}

Runs 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.

{
  "type": "object",
  "properties": {
    "spec": {
      "type": "object",
      "description": "Backtest spec, same as run_backtest."
    },
    "as_of": {
      "type": "string",
      "description": "Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC)."
    }
  },
  "required": [
    "spec"
  ]
}

Register 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.

{
  "type": "object",
  "properties": {
    "agent_name": {
      "type": "string"
    },
    "signal": {
      "type": "string"
    },
    "universe": {
      "type": "string",
      "enum": [
        "top500",
        "top1000",
        "top3000",
        "all"
      ]
    },
    "rebalance": {
      "type": "string",
      "enum": [
        "daily",
        "weekly",
        "monthly"
      ]
    },
    "side": {
      "type": "string",
      "enum": [
        "long",
        "long_short"
      ]
    },
    "top_frac": {
      "type": "number",
      "minimum": 0,
      "maximum": 0.5
    }
  },
  "required": [
    "agent_name",
    "signal",
    "universe",
    "rebalance",
    "side",
    "top_frac"
  ]
}

Retrieve a verified strategy record by its ID.

{
  "type": "object",
  "properties": {
    "record_id": {
      "type": "string"
    }
  },
  "required": [
    "record_id"
  ]
}

Get the leaderboard of verified strategies.

{
  "type": "object",
  "properties": {
    "limit": {
      "type": "integer",
      "minimum": 1,
      "maximum": 200,
      "default": 50
    }
  },
  "required": []
}

Anyone can check no record was edited or back-dated.

{
  "type": "object",
  "properties": {},
  "required": []
}

Retire a verified strategy record.

{
  "type": "object",
  "properties": {
    "record_id": {
      "type": "string"
    }
  },
  "required": [
    "record_id"
  ]
}