dbn-go-mcp-data#

dbn-go-mcp-data is a full-featured Model Context Protocol (MCP) server for Databento services. It includes all the metadata discovery tools from dbn-go-mcp-meta, plus data download (fetch_range) and a local DuckDB-backed Parquet cache for efficient re-queries.

It requires your Databento API Key. Since this program is typically executed by a host program (like Claude Desktop), the preferred method is to store the API key in a file and use --key-file or the DATABENTO_API_KEY_FILE environment variable.

CAUTION: The fetch_range tool incurs Databento billing! All other tools are free.

Data fetched via fetch_range is cached locally as Parquet and queryable via DuckDB using query_cache.

Overview#

dbn-go-mcp-data                          # MCP server on stdio (default)
dbn-go-mcp-data --sse                    # MCP server over HTTP (SSE), localhost only

The MCP server supports two transport modes:

• stdio (default): For direct integration with Claude Desktop, Claude Code, and other stdio-based clients
• HTTP/SSE: For web-based or networked clients using Server-Sent Events

Command-Line Flags#

  -h, --help                Show help
  -k, --key string          Databento API key (or set 'DATABENTO_API_KEY' envvar)
  -f, --key-file string     File to read Databento API key from (or set 'DATABENTO_API_KEY_FILE' envvar)
  -l, --log-file string     Log file destination (or MCP_LOG_FILE envvar). Default is stderr
  -j, --log-json            Log in JSON (default is plaintext)
  -c, --max-cost float      Max cost, in dollars, for a query (<=0 is unlimited) (default 1)
      --cache-dir string    Directory for cached data files (default "~/.dbn-go/cache/")
      --cache-db string     Path to DuckDB database file (default "~/.dbn-go/cache.duckdb")
  -p, --hostport string     host:port to listen to SSE connections (default "127.0.0.1:8889")
      --sse                 Use SSE Transport (default is STDIO transport)
  -v, --verbose             Verbose logging

Available Tools#

Discovery Tools (no billing)#

These tools query Databento metadata and do not incur any billing charges. They are identical to those in dbn-go-mcp-meta.

list_datasets#

Lists all available Databento dataset codes. Optionally filter by date range.

Parameters:

list_schemas#

Lists all available data record schemas for a given dataset.

Parameters:

list_fields#

Lists all field names and types for a given schema (JSON encoding).

Parameters:

list_publishers#

Lists all publishers with their publisher_id, dataset, venue, and description. Optionally filter by dataset.

Parameters:

get_dataset_range#

Returns the available date range (start and end) for a dataset.

Parameters:

get_dataset_condition#

Returns data quality/availability condition per day (available, degraded, pending, missing, intraday).

Parameters:

list_unit_prices#

Lists unit prices in USD per gigabyte for each schema and feed mode in a dataset.

Parameters:

resolve_symbols#

Resolves symbols from one symbology type to another for a given dataset and date range.

Parameters:

Query Tools#

get_cost#

Returns the estimated cost in USD, billable data size in bytes, and record count for a query. Always call this before fetch_range.

Parameters:

fetch_range#

Fetches market data from Databento and caches it locally as Parquet. Returns metadata about the cached file (view name, record count, size). Use query_cache to query the data with SQL. This incurs Databento billing. The server enforces a per-query budget limit (default $1.00, configurable via --max-cost). For large queries, prefer compact schemas like ohlcv-1d or ohlcv-1h.

Supported schemas: ohlcv-1s, ohlcv-1m, ohlcv-1h, ohlcv-1d, trades, mbp-1, tbbo, imbalance, statistics.

Parameters:

Cache Tools (no billing)#

These tools provide access to the local DuckDB cache.

query_cache#

Query cached market data using SQL. Returns results as CSV. Data previously fetched via fetch_range is stored locally and can be queried without additional billing.

Parameters:

list_cache#

Lists all cached datasets with their schema, symbols, date ranges, and size.

No parameters.

clear_cache#

Removes cached data. Optionally filter by dataset and/or schema. With no parameters, clears all cached data.

Parameters:

Recommended Workflow#

The recommended workflow for an LLM is:

1. list_datasets — discover available datasets
2. list_schemas — see which schemas a dataset supports
3. list_fields — understand the record structure of a schema
4. get_dataset_range / get_dataset_condition — verify data availability
5. get_cost — estimate the cost of your query
6. fetch_range — fetch and cache the data locally as Parquet
7. query_cache — query the cached data with SQL (returns CSV)

Installation#

Claude Desktop#

Add dbn-go-mcp-data to your Claude Desktop configuration file:

{
  "mcpServers": {
    "dbn": {
      "command": "dbn-go-mcp-data",
      "args": [
        "--key-file", "/path/to/databento_api_key.txt",
        "--max-cost", "1.50"
      ]
    }
  }
}

Restart Claude Desktop to load the new MCP server.

Claude Code#

claude mcp add --transport stdio dbn -- dbn-go-mcp-data --key-file /path/to/databento_api_key.txt
claude mcp list

Gemini CLI#

gemini mcp add --transport stdio dbn -- dbn-go-mcp-data --key-file /path/to/databento_api_key.txt
gemini mcp list

GitHub Copilot CLI#

{
  "mcpServers": {
    "dbn": {
      "command": "dbn-go-mcp-data",
      "args": [
        "--key-file", "/path/to/databento_api_key.txt"
      ]
    }
  }
}

HTTP/SSE Mode#

For networked deployments, run the MCP server over HTTP with Server-Sent Events:

dbn-go-mcp-data --sse                                  # localhost only (default 127.0.0.1:8889)
dbn-go-mcp-data --sse --hostport 0.0.0.0:8889          # listen on all interfaces

See Also#

• dbn-go-mcp-meta — Metadata-only MCP server (no billing, no CGO)
• Databento Documentation
• Model Context Protocol — MCP specification
• GitHub Repository