How to Use the EOD Historical Data MCP in OpenAI Agents SDK
Build production financial agents with the OpenAI Agents SDK, backed by real-time market data from EOD Historical Data.
Works with every AI agent you already use
…and any MCP-compatible client
Connect EOD Historical Data MCP to OpenAI Agents SDK
Create your Vinkius account to connect EOD Historical Data to OpenAI Agents SDK and route execution through our secure gateway. The platform manages server hosting, runtime updates, and security layers. Configuration requires no manual server provisioning.
Backtest Strategies with Real Data
Use the `get_eod_historical` and `get_intraday_historical` tools to pull clean price data directly into your agent. Your OpenAI agent automatically discovers these tools, letting you ask for things like "get the last 5 years of daily prices for AAPL" without writing API-specific code. The SDK's guardrails validate the agent's plan before it ever calls the EOD Historical Data API. This setup helps you build safer, more predictable financial bots. You can also pull `get_splits` and `get_dividends` to make sure your backtests are adjusted correctly. The full request and response trace shows up right in your OpenAI dashboard, so you know exactly what data your agent used for its analysis.
Run Fundamental Analysis with an MCP Server
This MCP Server exposes tools like `get_fundamentals` and `get_bulk_fundamentals` for deep company analysis. Your agent can pull income statements, balance sheets, and cash flow data for a single stock or an entire exchange. Just ask it to "compare the P/E ratios for tech stocks on the NASDAQ." Because the OpenAI Agents SDK lets you create specialized agents, you can build a team of them. Have one agent for fundamental analysis and another for technicals using `get_technical_indicators`. The SDK handles the handoff between them, so each agent does one job well.
Monitor Live Markets & News Feeds
Connect your agent to market data using the `get_real_time` tool for delayed quotes. It can also monitor financial news with `get_news` and analyze the underlying tone with the `get_sentiments` tool. Since the tools are auto-discovered, you can build agents that react to market events. For example, an agent could fetch breaking news, check the sentiment, and then pull the latest intraday price. This all happens as part of a single, validated action plan.
Set up EOD Historical Data MCP in OpenAI Agents SDK
Prerequisites
- Python 3.10+ installed
-
openai-agentspackage (pip install openai-agents) - Active Vinkius subscription with a valid endpoint token
- 1
Install the SDK
Run
pip install openai-agentsto install the OpenAI Agents SDK. The MCP integration is built-in — no extra dependencies needed. - 2
Connect via SSE transport
Use
MCPServerSsewith your Vinkius endpoint URL. Replace[YOUR_TOKEN_HERE]with your token from cloud.vinkius.com. The SDK auto-discovers all EOD Historical Data tools at runtime. - 3
Create your Agent
Pass the MCP to
Agent(mcp_servers=[server]). The agent receives EOD Historical Data tools as native definitions — JSON schemas resolve automatically. - 4
Run the agent
Call
Runner.run(agent, prompt)to execute. The agent invokes the appropriate EOD Historical Data tools and returns structured results. Copy the full example on the right to get started.
import asyncio
from agents import Agent, Runner
from agents.mcp import MCPServerSse
async def main():
async with MCPServerSse(
url="https://edge.vinkius.com/[YOUR_TOKEN_HERE]/mcp"
) as server:
agent = Agent(
name="EOD Historical Data Agent",
instructions="You have access to EOD Historical Data tools.",
mcp_servers=[server],
)
result = await Runner.run(agent, "List recent transactions")
print(result.final_output)
asyncio.run(main()) Independent Platform Disclaimer: Vinkius is an independent platform and is not affiliated with, endorsed by, sponsored by, verified by, or otherwise authorized by EOD Historical Data. All third-party trademarks, logos, and brand names are the property of their respective owners. Their use on this website is strictly for informational purposes to identify service compatibility and interoperability.
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Common questions about EOD Historical Data MCP in OpenAI Agents SDK
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