by massive-com
An MCP server for Massive.com Financial Market Data
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git clone https://github.com/massive-com/mcp_massive[!IMPORTANT] :test_tube: This project is experimental and could be subject to breaking changes.
A Model Context Protocol (MCP) server that provides access to the full Massive.com financial data API through an LLM-friendly interface.
Rather than exposing one tool per endpoint, this server gives the LLM four composable tools — search, docs, call, and query — that cover the entire Massive.com API surface. Data can be stored in-memory as DataFrames, queried with SQL, and enriched with built-in financial functions.
| Tool | Description |
|---|---|
| search_endpoints | Search for API endpoints and built-in functions by natural language query. Returns names, URL patterns, and descriptions. Supports scoping to endpoints, functions, or all. |
| get_endpoint_docs | Get parameter documentation for a specific endpoint. Pass the docs URL from search_endpoints results. |
| call_api | Call any Massive.com REST API endpoint. Supports storing results as an in-memory DataFrame () and applying post-processing functions (). Paginated responses include a next-page hint. |
| | Run SQL against stored DataFrames using SQLite. Supports , , , CTEs, window functions, and more. Results can also be post-processed with . |
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store_asapplyquery_dataSHOW TABLESDESCRIBE <table>DROP TABLE <table>applyFunctions can be applied to API results or query output via the apply parameter on call_api and query_data. Use search_endpoints with scope="functions" to discover them.
| Category | Functions |
|---|---|
| Greeks | bs_price, bs_delta, bs_gamma, bs_theta, bs_vega, bs_rho — Black-Scholes option pricing and greeks |
| Returns | simple_return, log_return, cumulative_return, sharpe_ratio, sortino_ratio |
| Technical | sma (simple moving average), ema (exponential moving average) |
The server dynamically indexes all Massive.com API endpoints at startup from llms.txt, so it automatically stays in sync with the API. Coverage includes: