4/14/2026 at 5:59:26 PM
> MCP tools don't really work for financial data at scale. One tool call for five years of daily prices dumps tens of thousands of tokens into the context window.I maintain an OSS SDK for Databento market data. A year ago, I naively wrapped the API and certainly felt this pain. Having an API call drop a firehose of structured data into the context window was not very helpful. The tool there was get_range and the data was lost to the context.
Recently I updated the MCP server [1] to download the Databento market data into Parquet files onto the local filesystem and track those with DuckDB. So the MCP tool calls are fetch_range to fill the cache along with list_cache and query_cache to run SQL queries on it.
I haven't promoted it at all, but it would probably pair well with a platform like this. I'd be interested in how people might use this and I'm trying to understand how this approach might generally work with LLMs and DuckLake.
[1] https://github.com/NimbleMarkets/dbn-go/blob/main/cmd/dbn-go...
by neomantra