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The MarketDataset MCP Server exposes all data endpoints as Model Context Protocol tools. This lets AI agents (Claude, GPT-4, Cursor, etc.) query live market data mid-conversation without writing custom code.

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Available tools

ToolDescription
get_forex_pricesHistorical OHLCV for forex pairs
get_forex_pairsList available forex pairs
get_forex_cot_reportsCFTC COT positioning data
get_crypto_pricesHistorical OHLCV for crypto
get_crypto_assetsList available crypto assets
get_crypto_funding_ratesPerpetual futures funding rates
get_crypto_open_interestFutures open interest
get_crypto_liquidationsForced liquidation history
get_macro_calendarEconomic calendar events
get_central_bank_ratesG10 central bank interest rates

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Installation

cd mcp-server
npm install
npm run build

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Configuration

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Claude Desktop

Add to ~/Library/Application Support/Claude/claude_desktop_config.json: 
{
  "mcpServers": {
    "marketdataset": {
      "command": "node",
      "args": ["/path/to/marketdataset/mcp-server/dist/index.js"],
      "env": {
        "MARKETDATASET_API_KEY": "sk_your_key_here"
      }
    }
  }
}

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Cursor

Add to .cursor/mcp.json in your project: 
{
  "mcpServers": {
    "marketdataset": {
      "command": "node",
      "args": ["/path/to/marketdataset/mcp-server/dist/index.js"],
      "env": {
        "MARKETDATASET_API_KEY": "sk_your_key_here"
      }
    }
  }
}

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Example usage in Claude

Once configured, you can ask Claude:
“What is the current EURUSD funding rate environment? Show me the last 30 days of funding rates for BTCUSDT.”
“Analyze the COT report for EURUSD over the last 6 months and identify any positioning extremes.”
“Get me the 4-hour BTCUSDT candles from November 2024 with the corresponding open interest data.”

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Environment variables

VariableDescription
MARKETDATASET_API_KEYYour API key (required)
MARKETDATASET_API_URLBase URL override (default: https://marketdataset.ai)