TickerDB
Pre-computed market data that improves agent reasoning, reduces token usage, and replaces pipelines.
| Endpoint | https://mcp.tickerdb.com/mcp (streamable-http) |
|---|---|
| Registry version | 1.8.6 |
| Now | 16 tools · grade C (71) · pin ts_449dad295f259c96d44746d1a7d9a499 · protocol 2025-06-18 |
| First / last listed | 2026-11-02 03:25 UTC / 2026-11-02 03:25 UTC |
| Grade over time | 2026-11-02: C (71), 16 tools |
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Tools: get_summary get_ohlcv get_search get_schema get_market get_account get_changes get_universe get_insiders get_insider_trades get_status get_funds get_fund_holdings get_fund_holders get_indexes get_index_members
get_summary | Get pre-computed market intelligence for a specific stock, crypto, or ETF ticker. Supports 4 modes: (1) Snapshot (default) for the latest categorical state; (2) Historical snapshot by date; (3) Historical series with start and end dates; (4) Events by field and optional band (when a band was entered, what it left, how long the prior state lasted), for any tracked band: momentum_rsi_zone, trend_dir params: ticker*, timeframe, date, start, end, fields, meta, field, band, sample, limit, before, after, stats, context_ticker, context_field, context_band, adjustment |
get_ohlcv | Get stored end-of-day OHLCV candles for a stock, ETF, or crypto ticker, daily or weekly. Use this for exact-return calculations, charts, and backtests after get_summary identifies a setup. Results are paginated; pass next_cursor back as cursor to continue. Prices are stored as traded; adjustment picks the basis: split (default), split_dividend (total return) or raw. Credit cost is 1 credit per 100 params: ticker*, timeframe, start, end, limit, order, cursor, adjustment |
get_search | Search for assets matching filter criteria, including categorical states (e.g. oversold assets, strong uptrends, bull/bear flag setups, triangle or wedge setups, free-cash-flow surplus or burn, recent golden crosses, weekly stage 2 assets near the 40w MA with high volume, volatility squeeze active, volume climax detected, insider buying zone, sector-aligned breakouts, extreme fear, cheap PEG) or r params: filters*, fields, sort_by, sort_direction, timeframe, date, start, end, limit, member_of, held_by |
get_schema | Get the schema of all available fields and their valid band values, with a plain-words description, unit and minimum plan for each. Every field has level: ticker (per-asset snapshot columns for get_search, get_summary) or market (market_* and macro_* regime bands, one row per date, for get_market and as get_search filters matched on the same date). Use this when the user asks 'what fields are avai params: none |
get_market | Get the market level: regime bands for the whole US equity market (market_*) and the US economy (macro_*), one row per date, point in time. Use it for 'what regime is the market in?', 'is breadth washed out?', 'is the yield curve inverted?', 'is the economy in stagflation?', 'what is the recession risk?', 'when did the yield curve last un-invert?', 'list every market regime change in 2024'. Key ba params: fields, filters, changes, timeframe, date, start, end, order, limit |
get_account | Get your account details including current plan tier, monthly credit limits, and current usage. Response includes tier, limits (monthly_requests, overage_enabled, search_results, history_days), and usage (monthly_requests_used, monthly_requests_remaining, credit_balance for pay-per-use accounts). Also returns scheduled_tier and scheduled_change_at if a plan change is pending. params: none |
get_changes | Get field-level band changes of the newest published date for up to 50 tickers: day-over-day for daily, week-over-week for weekly. Each change is {field, from, to}; Plus and Pro also get stability, periods_in_current_state and recent flips. ticker_context gives each ticker's last_changed_date. Use it for 'what changed for AAPL, MSFT and NVDA today?' instead of pulling full summaries; use get_summa params: tickers*, timeframe |
get_universe | Get selected fields for EVERY asset on one date in a single call (about 11,000 rows), ordered by ticker: the input of a daily or weekly trading model run. Fields use the same names as get_search and are tier-gated the same way; at most 60 per call. Costs 5 credits per 10 fields. member_of / held_by restrict it to an index's or a fund's holdings on that date ("S&P 500 members with garp_core_score") params: fields*, date, timeframe, asset_class, member_of, held_by |
get_insiders | Find insiders (people and organisations whose trades are disclosed in SEC Form 4: CEOs, officers, directors, 10%+ owners including funds) by name, ticker or type, or list them most active first. Step 1 of a copy/inverse insider model ('make a model that copies Bezos'): search the name, pick the right result from its companies, roles and activity, then call get_insider_trades with its slug. Search params: q, ticker, type, role, active_since, limit, offset |
get_insider_trades | One insider's disclosed transactions (SEC Form 4), ordered by disclosure time: the event series of a copy/inverse insider model. Get the slug from get_insiders first. Two rules for backtests: act at disclosed_at (when it became public), never trade_date (up to lag_days earlier; using it is look-ahead); and only open-market trades are decisions: set open_market_only=true to drop grants, option exer params: insider*, start, end, ticker, open_market_only, exclude_planned, order, limit, offset |
get_status | When the data last changed (free, 0 credits): for daily and weekly snapshots and each asset class, the newest published date, whether it is preliminary or final (eod), its row count and when it was released; the market level's newest date; recent releases; and the release schedule. Call it to decide whether new data is out before re-pulling summaries, search results or a universe, instead of polli params: none |
get_funds | Find funds (ETFs and mutual funds) that publish holdings to the SEC on Form N-PORT, by name words or ticker, largest first. Each fund has fund_id (SEC series id), tickers, is_etf, its first and newest public portfolio dates. Then use get_fund_holdings for a portfolio, or held_by in get_universe / get_search. Names, tickers and sizes are current, not point in time. Costs 1 credit. params: q, ticker, etf_only, limit, offset |
get_fund_holdings | A fund's full portfolio as public on one date (SEC Form N-PORT), largest positions first: every line as filed (stocks, bonds, cash funds, derivatives) with ticker (TickerDB symbol on that date when the CUSIP maps to an asset we cover, else null), cusip, isin, balance, value_usd, weight_pct (percent of net assets), asset_category (EC = common stock). Point in time: filing.filed_on is when the portf params: fund*, date, limit, offset |
get_fund_holders | Which funds held a stock on one date (SEC Form N-PORT, point in time: each fund's newest portfolio filed by the date), largest positions first, plus the tracked indexes it belonged to (index_memberships) and totals over every holder (fund_count, fund_shares). Each fund's shares and value_usd are as of its own report_date, typically 2-5 months earlier. Costs 1 credit plus 1 per 100 funds beyond 100 params: ticker*, date, etf_only, limit, offset |
get_indexes | List the indexes whose membership TickerDB tracks (sp500, sp400, sp600, sp100, nasdaq100, russell1000, russell2000), each with the fund it is read from (e.g. IVV for the S&P 500), its first covered date (late 2019) and today's member count. Membership is the SEC Form N-PORT holdings of a fully replicating fund, point in time by filing date: typically 2-5 months behind the index provider's own chan params: none |
get_index_members | An index's members on one date, point in time: the long stock positions of its tracking fund's newest SEC N-PORT portfolio FILED by that date (source.report_date is the portfolio's own quarter-end date, source.filed_on when it became public; a stock added to the index after report_date appears with the next filing). Each member has ticker (as of the date), name and weight_pct (percent of fund net params: index*, date |
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