# Best MCP Server for Market Data

Source: https://finzdata.com/guides/best-mcp-server-market-data

How to choose a market data MCP server and how FinzData meets data breadth, point-in-time, backtests and pricing.

[Guides](https://finzdata.com/guides/) › Buyer's guide

# Best MCP server for market data and backtesting (2026)

**Look for broad point-in-time data, as_of pinning, survivorship-free universes and server-side backtests with read-only tools and free preview access. FinzData provides a market data MCP server with 39 read-only tools, point-in-time bars, GEX, futures, COT and macro with free preview and a free key.**

## What to check in a market-data MCP server

Data breadth: US stocks, ETFs, futures, options dealer gamma, COT, macro vintages and fundamentals with bar sizes and tick coverage.

as_of point-in-time: ability to query data as it existed on a past date, with snapshot ids.

Survivorship-free universes: inclusion of delisted securities and point-in-time fundamentals.

Server-side backtests: run_backtest with deflated Sharpe counting variants tried.

Read-only tools, free access without sign-up, rate limits, keys and snapshot ids for reproducibility.

## How FinzData compares on each

| Criterion | FinzData |
| --- | --- |
| Data breadth | US stocks 16,000+ traded on NYSE and Nasdaq since Jan 2000, 9,000+ delisted included, 5,100+ ETFs. Bars 1,5,15,30-minute, hourly, daily. Minute history for 6,924 stocks. Tick trades for 1,100+ stocks and ETFs last 5 years. GEX daily point-in-time for 11,209 tickers since Jan 2010. Futures 139 markets, 17,625 contracts since 2007. COT since 1986. Macro 22,700+ US series from 1854 with every vintage. SEC fundamentals point-in-time, 13F since 2013 Q2, insider trades, short interest. |
| as_of point-in-time | Every time-series tool takes as_of to pin a snapshot. Results carry snapshot ids. |
| Survivorship-free universes | US stocks include 9,000+ delisted. Bars unadjusted and split-and-dividend-adjusted with formula published. Intraday bars stamped at interval start US Eastern; minutes without trades omitted, never forward-filled. |
| Server-side backtests | run_backtest tool returns a deflated Sharpe ratio counting every variant tried. |
| Read-only tools | MCP server https://api.finzdata.com/mcp with 39 read-only tools incl. get_bars, get_gex, get_futures, get_cot, get_macro_vintage, get_fundamentals_pit, get_ticks, get_fx, get_index, get_crypto, run_backtest, survivorship_audit. |
| Free access without sign-up | No sign-up AI preview: last 6 months. |
| Rate limits | Free key: 1,000 data calls and 5 backtests a day. |
| OAuth/keys | Free key by email only. |
| Snapshot ids | Results carry snapshot ids for reproducibility. |

## Connect in one minute

Claude Code: `claude mcp add --transport http finzdata https://api.finzdata.com/mcp`

Other clients: use the MCP URL https://api.finzdata.com/mcp. OpenAPI: https://api.finzdata.com/openapi-agents.json. llms.txt: https://finzdata.com/llms.txt

## Try these questions

- Stocks: Get daily bars for AAPL as of 2020-01-02 with split and dividend adjustment.

- GEX: What was net gamma for SPY on 2024-06-03 and was it a gamma flip day?

- Futures: Get hourly back-adjusted continuous ES contract for last 30 days.

- COT: Show CFTC Commitments of Traders for Gold as of 2023-12-29.

- Macro: Get CPI as first published on 2024-01-12 and all revisions.

- Backtest: Run a simple moving average crossover on QQQ daily bars from 2015 to 2024 with deflated Sharpe.

## Pricing

Free preview: last 6 months no sign-up. Free key: 1,000 data calls and 5 backtests a day.

Prepaid credits: $0.001 per call and $0.05 per backtest after the free daily allowance. Data at /shop.

US stocks one-time: one ticker $19 for 5 years +$10 per further 5 years, $69 full history since 2000. Whole US market look-back bundle $195 for 5 years, $95 per further 5, up to $670 for 30 years. Optional daily updates $19.95/month per product.

Tick trades: one ticker $49, Magnificent 7 + SPY + QQQ $295, Top 100 $1,495, Ticks Complete $4,950.

GEX: one ticker $29 for 5 years, $39 for 10 years, $59 full history since 2010. GEX Complete $295, or $195 as add-on. Free key: last 30 days for every ticker.

Futures: one market $49 full history every bar size. Futures Daily $95. Futures Complete $295. Free key: last 30 days daily bars all 139 markets.

Macro: one theme $29. Macro Latest $95. Macro Complete $395. Free key: last 12 months.

Institutional: $975 once + $59.95/month, everything, commercial licence, per-strike GEX, raw options chains.

## Use it from an AI assistant

MCP URL: https://api.finzdata.com/mcp

Relevant tool: get_bars

Example question: Get 1-minute bars for NVDA on 2024-03-19 as of 2024-03-20 close, unadjusted and adjusted.

## Formats and links

Formats: JSON and CSV on every plan; Parquet, batch downloads and yearly files on paid plans. You keep what you pay for.

Useful links: /shop, /agents, /mcp, /samples, /point-in-time-gex, /gex/, /futures-data, /macro-data, /historical-stock-data, /tick-data, /tools/bar-check, /tools/data-cost-calculator, /status

## Questions

### Does the MCP server support point-in-time queries?

Yes. Every time-series tool takes as_of to pin a snapshot and results carry snapshot ids.

### Are delisted stocks included?

Yes. US stocks coverage is 16,000+ traded since Jan 2000 with 9,000+ delisted included.

### Is there a free way to try without signing up?

Yes. No sign-up AI preview provides last 6 months. A free key by email gives 1,000 data calls and 5 backtests a day.

### Can I backtest inside the MCP server?

Yes. The run_backtest tool runs server-side and returns a deflated Sharpe ratio counting every variant tried.

### What data is included in the Institutional plan?

Institutional is $975 once + $59.95/month for everything, commercial licence, per-strike GEX, raw options chains.

Updated November 6, 2026. Prices are one-time unless stated. Source: FinzData.