Connect Claude or ChatGPT to Market Data with MCP

AI assistants are good at analysis and bad at fetching data. Ask Claude or ChatGPT for the correlation between Bitcoin and the S&P 500 over the last year and, without a data connection, it will either refuse or guess. The Model Context Protocol (MCP) fixes that: it lets an assistant call external tools, such as a market data API, and work with the real numbers.

This guide shows how to connect Claude Desktop, Claude Code or ChatGPT to market data through AuraStream‘s MCP server, what you can ask once it is connected, and where the limits are. The server is open source (MIT) and on GitHub.

What MCP does

MCP is an open standard for connecting AI assistants to tools and data. An MCP server describes a set of tools (name, inputs, what it returns); the assistant decides when to call them. You ask a question in plain language, the assistant calls the tool with the right parameters, reads the result and answers.

The AuraStream MCP server has three tools:

• list_sources: which data sources are available, their ticker formats and intervals, and which ones you have credentials for.
• get_timeseries: historical data for one or more tickers from one source, for a date range and interval.
• get_latest: the most recent bars for one or more tickers, without picking dates.

It covers 22 sources:

• Market data: Binance, Bybit, Kraken and Yahoo Finance with no extra account; Oanda, Alpaca, Polygon/Massive and FirstRate with your own. Besides OHLCV bars, some return funding rates, order book snapshots, trades and quotes.
• Macro and energy: FRED and EIA (free keys), US Treasury cash, debt and auctions, and World Bank monthly commodity prices back to 1960.
• Positioning and flows: CFTC Commitments of Traders, FINRA short interest, SEC insider trades and company financials, and UK, EU, US and Hong Kong trade data for metals and other goods.
• Crypto fundamentals and news: DefiLlama stablecoin supply, TVL and DEX volume, and GDELT news coverage and tone.

Before you start

• Python 3.10 or later.
• An AuraStream API key. The free plan gives 500 calls a month with every source, no card needed.
• Optional: credentials for any provider that needs them (for example a free FRED or EIA key, or your Oanda token).

Install

pip install aurastream-mcp
aurastream-mcp --help

Connect Claude Desktop

Open Settings, then Developer, then Edit Config, and add the server to claude_desktop_config.json:

{
  "mcpServers": {
    "aurastream": {
      "command": "aurastream-mcp",
      "env": {
        "AURASTREAM_API_KEY": "your-aurastream-key",
        "FRED_API_KEY": "your-fred-key"
      }
    }
  }
}

Restart Claude Desktop. If it cannot find the command, use the full path to aurastream-mcp in your Python environment.

Connect Claude Code

claude mcp add aurastream -e AURASTREAM_API_KEY=your-aurastream-key -- aurastream-mcp

Add -e FRED_API_KEY=... and similar for sources that need credentials, and --scope user to use it in every project.

Connect ChatGPT

ChatGPT only connects to remote MCP servers over HTTPS, so the server has to run somewhere reachable:

AURASTREAM_API_KEY=your-key aurastream-mcp --http --port 8000 --allowed-host mcp.example.com

Put it behind a reverse proxy with TLS or a tunnel (such as Cloudflare Tunnel or ngrok), then add https://mcp.example.com/mcp as a connector in ChatGPT (Settings, Connectors, developer mode). In this mode anyone who knows the URL uses your API key and allowance, so treat it as a private, single-user setup.

Your keys stay out of the chat

Every key, including your provider credentials, is read from the server’s environment variables. None of them is a tool input, so the assistant never sees them and they never appear in a conversation. If the model tries to pass credentials anyway, the server ignores them.

What to ask

• “Get daily BTCUSDT and ETHUSDT from Binance for 2025 and compute their 30-day rolling correlation.”
• “Fetch SPY and QQQ daily from Yahoo for the last six months and compare their maximum drawdowns.”
• “Pull UNRATE and DFF from FRED since 2015 and describe how they moved together.”
• “Show Binance BTCUSDT perpetual funding rates for June 2025.”
• “Show the last 20 hourly bars of EUR_USD from Oanda.”
• “How has managed-money positioning in gold futures changed since 2020, according to the CFTC?”
• “Show monthly UK gold exports to Switzerland since 2020.”

The assistant chooses the source, tickers and dates, calls the tool and works with the result. With Claude Code, it can also write the analysis to a script or notebook you keep.

Limits

• Not a real-time feed. AuraStream returns historical and recent data on request; the last bar may still be forming. For live streaming, use a WebSocket feed from a vendor or exchange.
• Every call counts. Each get_timeseries or get_latest call uses one call from your monthly allowance (500 on the free plan). Put several tickers in one request.
• Results are trimmed. To keep the assistant’s context manageable, each ticker returns the most recent 100 rows by default (up to 1,000). For long, fine-grained histories, use the REST API directly.
• Check the numbers. Assistants can still misread or mis-summarize data. For anything you will trade on, verify the calculation in code.

FAQ

What is an MCP server?

A small program that exposes tools to an AI assistant through the Model Context Protocol, an open standard. The assistant reads the tool descriptions and calls them when a question needs them. The AuraStream server’s code is public on GitHub.

Does it work with ChatGPT as well as Claude?

Yes. Claude Desktop and Claude Code run the server locally. ChatGPT needs the server running remotely over HTTPS and added as a connector.

Is the data real-time?

No. AuraStream serves historical and recent data on request. It is built for research and backtesting, not live trading signals.

Does the assistant see my API keys?

No. Keys are read from environment variables on the machine running the server and are never passed through the conversation.

How much does it cost?

The MCP server is free. Data calls use your AuraStream plan: the free plan includes 500 calls a month, and the paid plan is $30 a month for 5,000 calls.

Which other market data APIs have MCP servers?

OpenBB, Alpha Vantage, Twelve Data and Massive (formerly Polygon.io) also publish MCP servers. See our comparison of unified market data APIs for how they differ.