How to integrate Alpha vantage MCP with LlamaIndex

This guide walks you through connecting Alpha vantage to LlamaIndex using the Composio tool router. By the end, you'll have a working Alpha vantage agent that can get latest brent crude oil prices, show upcoming earnings calendar for tech stocks, fetch annual balance sheet for apple through natural language commands. This guide will help you understand how to give your LlamaIndex agent real control over a Alpha vantage account through Composio's Alpha vantage MCP server. Before we dive in, let's take a quick look at the key ideas and tools involved.

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Introduction

This guide walks you through connecting Alpha vantage to LlamaIndex using the Composio tool router. By the end, you'll have a working Alpha vantage agent that can get latest brent crude oil prices, show upcoming earnings calendar for tech stocks, fetch annual balance sheet for apple through natural language commands.

This guide will help you understand how to give your LlamaIndex agent real control over a Alpha vantage account through Composio's Alpha vantage MCP server.

Before we dive in, let's take a quick look at the key ideas and tools involved.

Also integrate Alpha vantage with

OpenAI Agents SDKClaude Agent SDKClaude CodeClaude CoworkCodexOpenClawHermesCLIGoogle ADKLangChainVercel AI SDKMastra AICrewAI

TL;DR

Here's what you'll learn:
  • Set your OpenAI and Composio API keys
  • Install LlamaIndex and Composio packages
  • Create a Composio Tool Router session for Alpha vantage
  • Connect LlamaIndex to the Alpha vantage MCP server
  • Build a Alpha vantage-powered agent using LlamaIndex
  • Interact with Alpha vantage through natural language

What is LlamaIndex?

LlamaIndex is a data framework for building LLM applications. It provides tools for connecting LLMs to external data sources and services through agents and tools.

Key features include:

  • ReAct Agent: Reasoning and acting pattern for tool-using agents
  • MCP Tools: Native support for Model Context Protocol
  • Context Management: Maintain conversation context across interactions
  • Async Support: Built for async/await patterns

What is the Alpha vantage MCP server, and what's possible with it?

The Alpha Vantage MCP server is an implementation of the Model Context Protocol that connects your AI agent and assistants like Claude, Cursor, etc directly to your Alpha Vantage account. It provides structured and secure access to real-time and historical financial data, so your agent can fetch market prices, analyze commodities, review company financials, and retrieve earnings transcripts on your behalf.

  • Get global commodities and market prices: Instantly retrieve real-time and historical price indices for all major commodities and markets—including aluminum, copper, coffee, corn, and crude oil.
  • Analyze company financial statements: Ask your agent to fetch detailed annual or quarterly balance sheets for any supported company, making fiscal analysis a breeze.
  • Access upcoming earnings calendars: Pull comprehensive earnings schedules for the next three months, so you never miss an important financial event.
  • Retrieve earnings call transcripts with sentiment: Automatically obtain full-text earnings call transcripts for a given company and quarter, including sentiment signals to help you gauge market tone.
  • Perform historical data research: Let your agent gather time series data for commodities and financial indicators, supporting deeper market research and trend analysis.

What is the Composio tool router, and how does it fit here?

What is Composio SDK?

Composio's Composio SDK helps agents find the right tools for a task at runtime. You can plug in multiple toolkits (like Gmail, HubSpot, and GitHub), and the agent will identify the relevant app and action to complete multi-step workflows. This can reduce token usage and improve the reliability of tool calls. Read more here: Getting started with Composio SDK

The tool router generates a secure MCP URL that your agents can access to perform actions.

How the Composio SDK works

The Composio SDK follows a three-phase workflow:

  1. Discovery: Searches for tools matching your task and returns relevant toolkits with their details.
  2. Authentication: Checks for active connections. If missing, creates an auth config and returns a connection URL via Auth Link.
  3. Execution: Executes the action using the authenticated connection.

Step-by-step Guide

Step by step10 STEPS
1

Prerequisites

Before you begin, make sure you have:
  • Python 3.8/Node 16 or higher installed
  • A Composio account with the API key
  • An OpenAI API key
  • A Alpha vantage account and project
  • Basic familiarity with async Python/Typescript
2

Getting API Keys for OpenAI, Composio, and Alpha vantage

OpenAI API key (OPENAI_API_KEY)
  • Go to the OpenAI dashboard
  • Create an API key if you don't have one
  • Assign it to OPENAI_API_KEY in .env
Composio API key and user ID
  • Log into the Composio dashboard
  • Copy your API key from Settings
    • Use this as COMPOSIO_API_KEY
  • Pick a stable user identifier (email or ID)
    • Use this as COMPOSIO_USER_ID
3

Installing dependencies

npm install @composio/llamaindex @llamaindex/openai @llamaindex/tools @llamaindex/workflow dotenv

Create a new Typescript project and install the necessary dependencies:

  • @composio/llamaindex: Composio's LlamaIndex integration
  • @llamaindex/openai: OpenAI LLM integration
  • @llamaindex/tools: MCP client for LlamaIndex
  • @llamaindex/workflow: Workflow framework for LlamaIndex
  • dotenv: Environment variable management
4

Set environment variables

bash
OPENAI_API_KEY=your-openai-api-key
COMPOSIO_API_KEY=your-composio-api-key
COMPOSIO_USER_ID=your-user-id

Create a .env file in your project root:

These credentials will be used to:

  • Authenticate with OpenAI's GPT-5 model
  • Connect to Composio's Tool Router
  • Identify your Composio user session for Alpha vantage access
5

Import modules

import "dotenv/config";
import readline from "node:readline/promises";
import { stdin as input, stdout as output } from "node:process";

import { Composio } from "@composio/core";

import { mcp } from "@llamaindex/tools";
import { agent as createAgent } from "@llamaindex/workflow";
import { openai } from "@llamaindex/openai";

dotenv.config();

Create a new file called alpha vantage_llamaindex_agent.ts and import the required modules:

Key imports:

  • dotenv.config loads .env at runtime
  • readline gives us a simple CLI chat loop
  • Composio is the main Composio SDK client
  • mcp connects to an MCP endpoint
  • createAgent builds a LlamaIndex agent
  • openai configures the LLM backend
6

Load environment variables and initialize Composio

const OPENAI_API_KEY = process.env.OPENAI_API_KEY;
const COMPOSIO_API_KEY = process.env.COMPOSIO_API_KEY;
const COMPOSIO_USER_ID = process.env.COMPOSIO_USER_ID;

if (!OPENAI_API_KEY) throw new Error("OPENAI_API_KEY is not set");
if (!COMPOSIO_API_KEY) throw new Error("COMPOSIO_API_KEY is not set");
if (!COMPOSIO_USER_ID) throw new Error("COMPOSIO_USER_ID is not set");

What's happening:

This ensures missing credentials cause early, clear errors before the agent attempts to initialise.

7

Create a Tool Router session and build the agent function

async function buildAgent() {

  console.log(`Initializing Composio client...${COMPOSIO_USER_ID!}...`);
  console.log(`COMPOSIO_USER_ID: ${COMPOSIO_USER_ID!}...`);

  const composio = new Composio({
    apiKey: COMPOSIO_API_KEY,
    provider: new LlamaindexProvider(),
  });

  const session = await composio.create(
    COMPOSIO_USER_ID!,
    {
      toolkits: ["alpha_vantage"],
    },
  );

  const mcpUrl = session.mcp.url;
  console.log(`Composio Tool Router MCP URL: ${mcpUrl}`);

  const server = mcp({
    url: mcpUrl,
    clientName: "composio_tool_router_with_llamaindex",
    requestInit: {
      headers: {
        "x-api-key": COMPOSIO_API_KEY!,
      },
    },
    // verbose: true,
  });

  const tools = await server.tools();

  const llm = openai({ apiKey: OPENAI_API_KEY, model: "gpt-5" });

  const agent = createAgent({
    name: "composio_tool_router_with_llamaindex",
        description : "An agent that uses Composio Tool Router MCP tools to perform actions.",
    systemPrompt:
      "You are a helpful assistant connected to Composio Tool Router."+
"Use the available tools to answer user queries and perform Alpha vantage actions." ,
    llm,
    tools,
  });

  return agent;
}

What's happening here:

  • We create a Composio client using your API key and configure it with the LlamaIndex provider
  • We then create a tool router MCP session for your user, specifying the toolkits we want to use (in this case, alpha vantage)
  • The session returns an MCP HTTP endpoint URL that acts as a gateway to all your configured tools
  • LlamaIndex will connect to this endpoint to dynamically discover and use the available Alpha vantage tools.
  • The MCP tools are mapped to LlamaIndex-compatible tools and plug them into the Agent.
8

Create an interactive chat loop

async function chatLoop(agent: ReturnType<typeof createAgent>) {
  const rl = readline.createInterface({ input, output });

  console.log("Type 'quit' or 'exit' to stop.");

  while (true) {
    let userInput: string;

    try {
      userInput = (await rl.question("\nYou: ")).trim();
    } catch {
      console.log("\nAgent: Bye!");
      break;
    }

    if (!userInput) {
      continue;
    }

    const lower = userInput.toLowerCase();
    if (lower === "quit" || lower === "exit") {
      console.log("Agent: Bye!");
      break;
    }

    try {
      process.stdout.write("Agent: ");

      const stream = agent.runStream(userInput);
      let finalResult: any = null;

      for await (const event of stream) {
        // The event.data contains the streamed content
        const data: any = event.data;

        // Check for streaming delta content
        if (data?.delta) {
          process.stdout.write(data.delta);
        }

        // Store final result for fallback
        if (data?.result || data?.message) {
          finalResult = data;
        }
      }

      // If no streaming happened, show the final result
      if (finalResult) {
        const answer =
          finalResult.result ??
          finalResult.message?.content ??
          finalResult.message ??
          "";
        if (answer && typeof answer === "string" && !answer.includes("[object")) {
          process.stdout.write(answer);
        }
      }

      console.log(); // New line after streaming completes
    } catch (err: any) {
      console.error("\nAgent error:", err?.message ?? err);
    }
  }

  rl.close();
}

What's happening:

  • We're creating a direct terminal interface to chat with Alpha vantage
  • The LLM's responses are streamed to the CLI for faster interaction.
  • The agent uses context to maintain conversation history
  • The agent processes the request, selects appropriate Alpha vantage tools, and returns a result
  • We extract the answer from the result data structure and display it to the user
  • You can type 'quit' or 'exit' to stop the chat loop gracefully
  • Agent responses and any errors are streamed in a clear, readable format
9

Define the main entry point

async function main() {
  try {
    const agent = await buildAgent();
    await chatLoop(agent);
  } catch (err) {
    console.error("Failed to start agent:", err);
    process.exit(1);
  }
}

main();

What's happening here:

  • We're orchestrating the entire application flow
  • The agent gets built with proper error handling
  • Then we kick off the interactive chat loop so you can start talking to Alpha vantage
10

Run the agent

npx ts-node llamaindex-agent.ts

When prompted, authenticate and authorise your agent with Alpha vantage, then start asking questions.

Complete Code

Here's the complete code to get you started with Alpha vantage and LlamaIndex:

import "dotenv/config";
import readline from "node:readline/promises";
import { stdin as input, stdout as output } from "node:process";

import { Composio } from "@composio/core";
import { LlamaindexProvider } from "@composio/llamaindex";

import { mcp } from "@llamaindex/tools";
import { agent as createAgent } from "@llamaindex/workflow";
import { openai } from "@llamaindex/openai";

dotenv.config();

const OPENAI_API_KEY = process.env.OPENAI_API_KEY;
const COMPOSIO_API_KEY = process.env.COMPOSIO_API_KEY;
const COMPOSIO_USER_ID = process.env.COMPOSIO_USER_ID;

if (!OPENAI_API_KEY) {
    throw new Error("OPENAI_API_KEY is not set in the environment");
  }
if (!COMPOSIO_API_KEY) {
    throw new Error("COMPOSIO_API_KEY is not set in the environment");
  }
if (!COMPOSIO_USER_ID) {
    throw new Error("COMPOSIO_USER_ID is not set in the environment");
  }

async function buildAgent() {

  console.log(`Initializing Composio client...${COMPOSIO_USER_ID!}...`);
  console.log(`COMPOSIO_USER_ID: ${COMPOSIO_USER_ID!}...`);

  const composio = new Composio({
    apiKey: COMPOSIO_API_KEY,
    provider: new LlamaindexProvider(),
  });

  const session = await composio.create(
    COMPOSIO_USER_ID!,
    {
      toolkits: ["alpha_vantage"],
    },
  );

  const mcpUrl = session.mcp.url;
  console.log(`Composio Tool Router MCP URL: ${mcpUrl}`);

  const server = mcp({
    url: mcpUrl,
    clientName: "composio_tool_router_with_llamaindex",
    requestInit: {
      headers: {
        "x-api-key": COMPOSIO_API_KEY!,
      },
    },
    // verbose: true,
  });

  const tools = await server.tools();

  const llm = openai({ apiKey: OPENAI_API_KEY, model: "gpt-5" });

  const agent = createAgent({
    name: "composio_tool_router_with_llamaindex",
    description:
      "An agent that uses Composio Tool Router MCP tools to perform actions.",
    systemPrompt:
      "You are a helpful assistant connected to Composio Tool Router."+
"Use the available tools to answer user queries and perform Alpha vantage actions." ,
    llm,
    tools,
  });

  return agent;
}

async function chatLoop(agent: ReturnType<typeof createAgent>) {
  const rl = readline.createInterface({ input, output });

  console.log("Type 'quit' or 'exit' to stop.");

  while (true) {
    let userInput: string;

    try {
      userInput = (await rl.question("\nYou: ")).trim();
    } catch {
      console.log("\nAgent: Bye!");
      break;
    }

    if (!userInput) {
      continue;
    }

    const lower = userInput.toLowerCase();
    if (lower === "quit" || lower === "exit") {
      console.log("Agent: Bye!");
      break;
    }

    try {
      process.stdout.write("Agent: ");

      const stream = agent.runStream(userInput);
      let finalResult: any = null;

      for await (const event of stream) {
        // The event.data contains the streamed content
        const data: any = event.data;

        // Check for streaming delta content
        if (data?.delta) {
          process.stdout.write(data.delta);
        }

        // Store final result for fallback
        if (data?.result || data?.message) {
          finalResult = data;
        }
      }

      // If no streaming happened, show the final result
      if (finalResult) {
        const answer =
          finalResult.result ??
          finalResult.message?.content ??
          finalResult.message ??
          "";
        if (answer && typeof answer === "string" && !answer.includes("[object")) {
          process.stdout.write(answer);
        }
      }

      console.log(); // New line after streaming completes
    } catch (err: any) {
      console.error("\nAgent error:", err?.message ?? err);
    }
  }

  rl.close();
}

async function main() {
  try {
    const agent = await buildAgent();
    await chatLoop(agent);
  } catch (err: any) {
    console.error("Failed to start agent:", err?.message ?? err);
    process.exit(1);
  }
}

main();

Conclusion

You've successfully connected Alpha vantage to LlamaIndex through Composio's Tool Router MCP layer. Key takeaways:
  • Tool Router dynamically exposes Alpha vantage tools through an MCP endpoint
  • LlamaIndex's ReActAgent handles reasoning and orchestration; Composio handles integrations
  • The agent becomes more capable without increasing prompt size
  • Async Python provides clean, efficient execution of agent workflows
You can easily extend this to other toolkits like Gmail, Notion, Stripe, GitHub, and more by adding them to the toolkits parameter.
TOOLS

Supported Tools

Every Alpha vantage action and event your agent gets out of the box.

Get All Commodities Price Index

Tool to retrieve the global price index of all commodities.

ALUMINUM

Tool to fetch global aluminum prices.

Balance Sheet

Tool to return annual and quarterly balance sheets for a company.

Brent Crude Oil Prices

Tool to fetch Brent crude oil prices.

Cash Flow

Tool to return annual and quarterly cash flow statements for a company.

Global Coffee Price

Tool to retrieve the global coffee price series.

Company Overview (Stocks Only)

Tool to retrieve company overview and fundamental data for individual company stocks.

COPPER

Tool to fetch global price of copper in monthly, quarterly, and annual intervals.

Corn

Tool to retrieve global price of corn in monthly, quarterly, and annual intervals.

COTTON

Tool to retrieve global cotton prices in monthly, quarterly, and annual intervals.

Consumer Price Index (CPI)

Tool to fetch monthly and semiannual Consumer Price Index (CPI) data of the United States.

Crypto Intraday Time Series

Tool to retrieve intraday time series data for cryptocurrencies with realtime updates.

Currency Exchange Rate

Tool to retrieve real-time exchange rate for a currency pair.

Digital Currency Daily Time Series

Tool to retrieve daily historical time series for a digital currency traded on a specific market.

Digital Currency Monthly Time Series

Tool to retrieve monthly digital currency prices in a fiat currency.

Digital Currency Weekly Time Series

Tool to retrieve weekly digital currency prices in a fiat currency.

Durable Goods Orders

Tool to fetch monthly manufacturers' new orders of durable goods data for the United States.

Earnings

Tool to retrieve annual and quarterly earnings (EPS history) for a specific company symbol.

Earnings Calendar

Tool to return the earnings calendar for the next three months.

Earnings Call Transcript

Tool to retrieve the earnings call transcript for a given company and quarter.

Federal Funds Rate

Tool to fetch daily, weekly, and monthly federal funds rate data of the United States.

FX Daily Time Series

Tool to fetch daily time series (open, high, low, close) for a currency pair.

FX Intraday Time Series

Tool to retrieve intraday OHLC time series for a forex pair at 1-60 minute intervals (premium endpoint).

FX Monthly Time Series

Tool to get monthly time series (open, high, low, close) for a currency pair.

FX Weekly Time Series

Tool to get weekly time series (open, high, low, close) for a currency pair.

Get Dividend History

Tool to retrieve historical dividend payment records for a stock symbol.

Get Historical Options

Tool to retrieve full historical options chain for a symbol on a specific date with 15+ years of history, including Greeks and IV.

Analytics Sliding Window

Tool to retrieve advanced analytics metrics with sliding window calculations for trend analysis.

Global Quote

Tool to retrieve latest price and volume information for a specified security ticker in realtime.

Income Statement

Tool to fetch annual and quarterly income statements.

Inflation

Tool to fetch annual U.

IPO Calendar

Tool to retrieve the IPO calendar for the next three months.

Listing Status

Tool to fetch listing status of US stocks and ETFs.

Market Status

Tool to retrieve current market status (open/closed) for global stock exchanges.

News Sentiment

Tool to fetch live and historical market news & sentiment.

Nonfarm Payroll

Tool to fetch monthly U.

Real GDP

Tool to fetch U.

Real GDP Per Capita

Tool to fetch quarterly Real GDP per capita data of the United States.

Realtime Bulk Quotes

Tool to retrieve realtime quotes for US-traded symbols in bulk (up to 100 symbols per request).

Retail Sales

Tool to fetch monthly retail trade sales data of the United States.

Sector Performance

Tool to retrieve real-time and historical sector performance data.

Stock Splits

Tool to retrieve historical stock split events for a symbol.

Global Sugar Price

Tool to retrieve the global sugar price series.

Symbol Search

Tool to search for best-matching symbols based on keywords.

Technical Indicator

Tool to fetch technical indicators for the specified equity or currency pair.

Time Series Daily

Tool to retrieve daily time series data (date, daily open, high, low, close, volume) for a global equity symbol, covering 20+ years of historical data.

Time Series Intraday

Tool to retrieve intraday OHLCV for a given equity.

Time Series Intraday Extended

Tool to retrieve historical intraday OHLCV data for the trailing 2 years, covering over 2 million data points per ticker.

Time Series Monthly

Tool to retrieve monthly open, high, low, close, and volume for a global equity.

Monthly Adjusted Time Series

Tool to retrieve monthly adjusted OHLC and volume for a global equity.

Weekly Time Series

Tool to fetch weekly open, high, low, close, and volume for a global equity symbol.

Weekly Adjusted Time Series

Tool to fetch weekly adjusted time series data with split/dividend adjustments, covering 20+ years of historical data.

Top Gainers, Losers & Most Active

Tool to fetch the top 20 gainers, losers, and most actively traded US tickers.

US Treasury Yield

Tool to fetch US Treasury yield data for specified maturity and interval.

Unemployment Rate

Tool to fetch monthly unemployment rate data of the United States.

WHEAT

Tool to fetch global price of wheat.

FRAMEWORKS

How to build Alpha vantage MCP Agent with another framework

OpenAI Agents SDK logo

OpenAI Agents SDK

Use Alpha vantage MCP with OpenAI Agents SDK

Claude Agent SDK logo

Claude Agent SDK

Use Alpha vantage MCP with Claude Agent SDK

Claude Code logo

Claude Code

Use Alpha vantage MCP with Claude Code

Claude Cowork logo

Claude Cowork

Use Alpha vantage MCP with Claude Cowork

Codex logo

Codex

Use Alpha vantage MCP with Codex

OpenClaw logo

OpenClaw

Use Alpha vantage MCP with OpenClaw

Hermes logo

Hermes

Use Alpha vantage MCP with Hermes

CLI logo

CLI

Use Alpha vantage MCP with CLI

Google ADK logo

Google ADK

Use Alpha vantage MCP with Google ADK

LangChain logo

LangChain

Use Alpha vantage MCP with LangChain

Vercel AI SDK logo

Vercel AI SDK

Use Alpha vantage MCP with Vercel AI SDK

Mastra AI logo

Mastra AI

Use Alpha vantage MCP with Mastra AI

CrewAI logo

CrewAI

Use Alpha vantage MCP with CrewAI

FAQ

Frequently asked questions

With a standalone Alpha vantage MCP server, the agents and LLMs can only access a fixed set of Alpha vantage tools tied to that server. However, with the Composio Tool Router, agents can dynamically load tools from Alpha vantage and many other apps based on the task at hand, all through a single MCP endpoint.

Yes, you can. LlamaIndex fully supports MCP integration. You get structured tool calling, message history handling, and model orchestration while Tool Router takes care of discovering and serving the right Alpha vantage tools.

Yes, absolutely. You can configure which Alpha vantage scopes and actions are allowed when connecting your account to Composio. You can also bring your own OAuth credentials or API configuration so you keep full control over what the agent can do.

All sensitive data such as tokens, keys, and configuration is fully encrypted at rest and in transit. Composio is SOC 2 Type 2 compliant and follows strict security practices so your Alpha vantage data and credentials are handled as safely as possible.

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Karan skipped his own birthday party to fix our critical issue. It was 10pm and he diverted his Waymo to help us instead. This really sets the bar — it shows the commitment you need when users rely on your software.

Harsha Gaddipati
Harsha Gaddipati
Co-founder, Slashy

A lot of students tell us that the moment their connected tools start talking to each other inside Opennote feels almost magical. The agent just knows them, and it's immensely helped keep new users on the platform.

Abhi Arya
Abhi Arya
Co-founder, Opennote

We chose Composio over Pipedream because it delivered depth where it mattered — niche tools and tricky edge cases other platforms simply ignored. That gave us confidence to scale without compromising.

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CEO, Zams

As a solo builder, shipping fast is life or death. The only way I can outcompete incumbents is by outmanoeuvring them. Getting bogged down managing agent auth would have been a death sentence.

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Founder, Extra Thursday

Before Composio, adding tool integrations was slow and resource-intensive. Each one could take weeks of engineering time, and maintaining them meant constantly keeping up with API changes.

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Founder & CEO, SwarmZero

With hands-on help from their founder, we integrated Gmail and Google Drive in just 30 minutes. This level of personal support and commitment is exactly what startups should strive for.

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Co-Founder, Ingram Technologies