FinzData for GLM

Built for AI, quants, data scientists and financial analysts who backtest. Clean data. Real insights. Real alpha.

FinzData gives GLM point-in-time market data, macro vintages and server-side backtests through function calling and MCP — so the model answers market questions with real numbers it can cite, never guesses.

No API key needed

FinzData works the moment you install it: no FinzData account and no FinzData key. Your model gets the free AI preview (the last 6 months of data) automatically, and it knows to tell you when older or deeper data needs a key. When you want more, get a free API key (email only, 12 months of data) at https://finzdata.com/account, or full history at https://finzdata.com/shop, then set FINZDATA_API_KEY. Nothing else changes.

Install

pip install finzdata-glm

Quick start

from finzdata_glm import ask
print(ask("How did managed money positioning in crude oil change over the last 3 months?"))   # no FinzData key needed

What to ask

• "How are speculators positioned in crude oil futures by the latest COT report?"
• "Show SPY's dealer gamma, call wall and put wall for the last 30 sessions."
• "What did the first-published CPI print say last month, before revisions?"
• "Backtest a 12-month momentum strategy on US stocks, delisted names included."
• "How many ships transited the Strait of Hormuz each day last month?"
• "Who are the largest 13F holders of NVDA, and who added the most last quarter?"

Command line

finzdata-glm "How did managed money positioning in crude oil change over the last 3 months?"
finzdata-glm --show-tools

Z.ai API

Set ZAI_API_KEY (or ZHIPUAI_API_KEY) and ask. The default model is glm-5.3; override with model= or FINZDATA_GLM_MODEL.

Mainland endpoint

Set FINZDATA_GLM_REGION=cn to use https://open.bigmodel.cn/api/paas/v4.

MCP for GLM agents and IDEs

from finzdata_glm import mcp_config
print(mcp_config())   # {"mcpServers": {"finzdata": {"url": "https://api.finzdata.com/mcp", ...}}}

Paste it into any MCP-capable GLM coding agent or IDE.

GLM open weights

The GLM models on Hugging Face (zai-org/GLM-5.3 and family) work through pip install finzdata-huggingface, or host them yourself with vLLM (--enable-auto-tool-choice with the GLM tool-call parser) or SGLang and pass base_url="http://localhost:8000/v1".

Use with any OpenAI-compatible server

from finzdata_glm import openai_tools, FinzDataMCP
tools = openai_tools()          # pass as `tools=` to any chat.completions call
result = FinzDataMCP().call("get_cot", {"market": "crude"})   # run the tool the model picked

Tool profiles

lite (6 core tools, for small models), data (20 data and backtest tools, the default) and full (every read tool). Tools that change data on FinzData are never exposed unless you ask for them explicitly.

Coverage

16,000+ US stocks that have traded on NYSE and Nasdaq since January 2000, delisted included, point in time; 5,100+ ETFs; 139 futures markets with every contract since 2007; point-in-time options gamma (GEX) for single stocks, ETFs and the major indexes; CFTC COT since 1986; 13F holdings; SEC fundamentals as filed; end-of-day options chains; 22,700+ macro series with every vintage kept; 512 crypto pairs (Bitcoin since 2013); FX for 79 currency pairs; 123 indexes incl. the VIX term structure; tick trades for 1,100+ US stocks and ETFs; FinzData Global Macro Pulse (ship transits through 28 chokepoints, port calls, flights, toll traffic); 1, 5, 15, 30-minute, hourly and daily bars; server-side backtests.

Access

No key needed to start: AI/MCP use gives the last 6 months. A free account (email only, https://finzdata.com/account) gives the last 12 months of daily US stock bars, COT, SEC fundamentals, US macro and 13F, and the last 30 days of futures and daily GEX. Full history: https://finzdata.com/shop — $19 one ticker, $49 one futures market, $195 for 5 years of the whole US market.

With a key:

export FINZDATA_API_KEY=fz_...   # free at https://finzdata.com/account

or pass finzdata_api_key="fz_..." to ask.

Links

• Site: https://finzdata.com
• Docs: https://finzdata.com/docs
• MCP server: https://api.finzdata.com/mcp
• Python client: pip install finzdata
• Contact: the FinzData team, info@finzdata.com