📈 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

Once installed and connected to an MCP-compatible client (e.g., Claude Desktop, or Groq Desktop (beta), this server provides 5 essential tools that work with any Nasdaq Data Link database.

Featured databases:

• World Bank - Global development indicators
• Equities 360 - Company fundamentals and financials
• Nasdaq RTAT - Retail trading activity
• Nasdaq Fund Network (NFN) - Mutual funds and ETFs
• ...and 100+ more databases via dataset codes

You: What was the GDP of Italy in 2022? Claude: searches datasets, gets WORLDBANK/GDP data

You: Show me Apple stock data for Q1 2024 Claude: gets WIKI/AAPL dataset with date filters

You: What datasets are available for CO₂ emissions? Claude: searches datasets for "CO2 emissions"

You: Export Tesla data as JSON Claude: exports dataset in JSON format

📦 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

The server exposes 5 essential tools that work with any Nasdaq Data Link database:

search_datasets

Search for datasets by keyword.

Examples:

# Find GDP datasets
search_datasets(query="GDP")

# Search for oil prices
search_datasets(query="oil prices")

# Find retail trading data
search_datasets(query="retail trading")

# Search for fund data
search_datasets(query="mutual funds")

get_dataset

Get data from a specific dataset with optional date filters.

Examples:

# Get Apple stock data for Q1 2024
get_dataset(dataset_code="WIKI/AAPL", start_date="2024-01-01", end_date="2024-03-31")

# Get World Bank GDP data
get_dataset(dataset_code="WORLDBANK/GDP_MKTP_CD")

# Get retail trading activity
get_dataset(dataset_code="NDAQ/RTAT", start_date="2024-03-01")

# Get company fundamentals
get_dataset(dataset_code="QOR/STATS_MSFT")

# Get fund price history
get_dataset(dataset_code="NFN/MFRPH_ABCDX", start_date="2024-01-01", end_date="2024-12-31")

get_dataset_metadata

Get metadata about a dataset without downloading data.

Examples:

# Check GDP dataset structure
get_dataset_metadata(dataset_code="WORLDBANK/GDP_MKTP_CD")

# View available columns for Apple stock
get_dataset_metadata(dataset_code="WIKI/AAPL")

# Inspect fund data structure
get_dataset_metadata(dataset_code="NFN/MFRFM")

list_databases

List available databases on Nasdaq Data Link.

Example:

list_databases()

export_dataset

Export dataset in different formats (CSV, JSON, XML).

Examples:

# Export Apple data as JSON
export_dataset(dataset_code="WIKI/AAPL", output_format="json", start_date="2024-01-01")

# Export to CSV with date range
export_dataset(dataset_code="WORLDBANK/GDP_MKTP_CD", output_format="csv", start_date="2020-01-01", end_date="2023-12-31")

# Export as XML
export_dataset(dataset_code="NDAQ/RTAT", output_format="xml")

🧪 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

📚 References

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

📖 Citation

[!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

📄 License

MIT License © 2025 Stefano Amorelli