How to integrate Alpha vantage MCP with OpenAI Agents SDK

This guide walks you through connecting Alpha vantage to the OpenAI Agents SDK 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 OpenAI Agents SDK 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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Alpha Vantage is a financial data platform offering real-time and historical stock market APIs. Get instant, reliable access to equities, forex, and technical analysis data for smarter trading decisions.

56 Tools

Introduction

This guide walks you through connecting Alpha vantage to the OpenAI Agents SDK 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 OpenAI Agents SDK 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

Claude Agent SDKClaude CodeClaude CoworkCodexOpenClawHermesCLIGoogle ADKLangChainVercel AI SDKMastra AILlamaIndexCrewAI

TL;DR

Here's what you'll learn:
  • Get and set up your OpenAI and Composio API keys
  • Install the necessary dependencies
  • Initialize Composio and create a Tool Router session for Alpha vantage
  • Configure an AI agent that can use Alpha vantage as a tool
  • Run a live chat session where you can ask the agent to perform Alpha vantage operations

What is OpenAI Agents SDK?

The OpenAI Agents SDK is a lightweight framework for building AI agents that can use tools and maintain conversation state. It provides a simple interface for creating agents with hosted MCP tool support.

Key features include:

  • Hosted MCP Tools: Connect to external services through hosted MCP endpoints
  • SQLite Sessions: Persist conversation history across interactions
  • Simple API: Clean interface with Agent, Runner, and tool configuration
  • Streaming Support: Real-time response streaming for interactive applications

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 step09 STEPS
1

Prerequisites

Before starting, make sure you have:
  • Composio API Key and OpenAI API Key
  • Primary know-how of OpenAI Agents SDK
  • A live Alpha vantage project
  • Some knowledge of Python or Typescript
2

Getting API Keys for OpenAI and Composio

OpenAI API Key
  • Go to the OpenAI dashboard and create an API key. You'll need credits to use the models, or you can connect to another model provider.
  • Keep the API key safe.
Composio API Key
3

Install dependencies

npm install @composio/openai-agents @openai/agents dotenv

Install the Composio SDK and the OpenAI Agents SDK.

4

Set up environment variables

bash
OPENAI_API_KEY=sk-...your-api-key
COMPOSIO_API_KEY=your-api-key
USER_ID=composio_user@gmail.com

Create a .env file and add your OpenAI and Composio API keys.

5

Import dependencies

import 'dotenv/config';
import { Composio } from '@composio/core';
import { OpenAIAgentsProvider } from '@composio/openai-agents';
import { Agent, hostedMcpTool, run, OpenAIConversationsSession } from '@openai/agents';
import * as readline from 'readline';
What's happening:
  • You're importing all necessary libraries.
  • The Composio and OpenAIAgentsProvider classes are imported to connect your OpenAI agent to Composio tools like Alpha vantage.
6

Set up the Composio instance

dotenv.config();

const composioApiKey = process.env.COMPOSIO_API_KEY;
const userId = process.env.USER_ID;

if (!composioApiKey) {
  throw new Error('COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key');
}
if (!userId) {
  throw new Error('USER_ID is not set');
}

// Initialize Composio
const composio = new Composio({
  apiKey: composioApiKey,
  provider: new OpenAIAgentsProvider(),
});
What's happening:
  • dotenv.config() loads your .env file so COMPOSIO_API_KEY and USER_ID are available as environment variables.
  • Creating a Composio instance using the API Key and OpenAIAgentsProvider class.
7

Create a Tool Router session

// Create Tool Router session for Alpha vantage
const session = await composio.create(userId as string, {
  toolkits: ['alpha_vantage'],
});
const mcpUrl = session.mcp.url;

What is happening:

  • You give the Tool Router the user id and the toolkits you want available. Here, it is only alpha_vantage.
  • The router checks the user's Alpha vantage connection and prepares the MCP endpoint.
  • The returned session.mcp.url is the MCP URL that your agent will use to access Alpha vantage.
  • This approach keeps things lightweight and lets the agent request Alpha vantage tools only when needed during the conversation.
8

Configure the agent

// Configure agent with MCP tool
const agent = new Agent({
  name: 'Assistant',
  model: 'gpt-5',
  instructions:
    'You are a helpful assistant that can access Alpha vantage. Help users perform Alpha vantage operations through natural language.',
  tools: [
    hostedMcpTool({
      serverLabel: 'tool_router',
      serverUrl: mcpUrl,
      headers: { 'x-api-key': composioApiKey },
      requireApproval: 'never',
    }),
  ],
});
What's happening:
  • We're creating an Agent instance with a name, model (gpt-5), and clear instructions about its purpose.
  • The agent's instructions tell it that it can access Alpha vantage and help with queries, inserts, updates, authentication, and fetching database information.
  • The tools array includes a hostedMcpTool that connects to the MCP server URL we created earlier.
  • The headers object includes the Composio API key for secure authentication with the MCP server.
  • requireApproval: 'never' means the agent can execute Alpha vantage operations without asking for permission each time, making interactions smoother.
9

Start chat loop and handle conversation

// Keep conversation state across turns
const conversationSession = new OpenAIConversationsSession();

// Simple CLI
const rl = readline.createInterface({
  input: process.stdin,
  output: process.stdout,
  prompt: 'You: ',
});

console.log('\nComposio Tool Router session created.');
console.log('\nChat started. Type your requests below.');
console.log("Commands: 'exit', 'quit', or 'q' to end\n");

try {
  const first = await run(agent, 'What can you help me with?', { session: conversationSession });
  console.log(`Assistant: ${first.finalOutput}\n`);
} catch (e) {
  console.error('Error:', e instanceof Error ? e.message : e, '\n');
}

rl.prompt();

rl.on('line', async (userInput) => {
  const text = userInput.trim();

  if (['exit', 'quit', 'q'].includes(text.toLowerCase())) {
    console.log('Goodbye!');
    rl.close();
    process.exit(0);
  }

  if (!text) {
    rl.prompt();
    return;
  }

  try {
    const result = await run(agent, text, { session: conversationSession });
    console.log(`\nAssistant: ${result.finalOutput}\n`);
  } catch (e) {
    console.error('Error:', e instanceof Error ? e.message : e, '\n');
  }

  rl.prompt();
});

rl.on('close', () => {
  console.log('\n👋 Session ended.');
  process.exit(0);
});
What's happening:
  • The program prints a session URL that you visit to authorize Alpha vantage.
  • After authorization, the chat begins.
  • Each message you type is processed by the agent using run().
  • The responses are printed to the console.
  • Typing exit, quit, or q cleanly ends the chat.

Complete Code

Here's the complete code to get you started with Alpha vantage and OpenAI Agents SDK:

import 'dotenv/config';
import { Composio } from '@composio/core';
import { OpenAIAgentsProvider } from '@composio/openai-agents';
import { Agent, hostedMcpTool, run, OpenAIConversationsSession } from '@openai/agents';
import * as readline from 'readline';

const composioApiKey = process.env.COMPOSIO_API_KEY;
const userId = process.env.USER_ID;

if (!composioApiKey) {
  throw new Error('COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key');
}
if (!userId) {
  throw new Error('USER_ID is not set');
}

// Initialize Composio
const composio = new Composio({
  apiKey: composioApiKey,
  provider: new OpenAIAgentsProvider(),
});

async function main() {
  // Create Tool Router session
  const session = await composio.create(userId as string, {
    toolkits: ['alpha_vantage'],
  });
  const mcpUrl = session.mcp.url;

  // Configure agent with MCP tool
  const agent = new Agent({
    name: 'Assistant',
    model: 'gpt-5',
    instructions:
      'You are a helpful assistant that can access Alpha vantage. Help users perform Alpha vantage operations through natural language.',
    tools: [
      hostedMcpTool({
        serverLabel: 'tool_router',
        serverUrl: mcpUrl,
        headers: { 'x-api-key': composioApiKey },
        requireApproval: 'never',
      }),
    ],
  });

  // Keep conversation state across turns
  const conversationSession = new OpenAIConversationsSession();

  // Simple CLI
  const rl = readline.createInterface({
    input: process.stdin,
    output: process.stdout,
    prompt: 'You: ',
  });

  console.log('\nComposio Tool Router session created.');
  console.log('\nChat started. Type your requests below.');
  console.log("Commands: 'exit', 'quit', or 'q' to end\n");

  try {
    const first = await run(agent, 'What can you help me with?', { session: conversationSession });
    console.log(`Assistant: ${first.finalOutput}\n`);
  } catch (e) {
    console.error('Error:', e instanceof Error ? e.message : e, '\n');
  }

  rl.prompt();

  rl.on('line', async (userInput) => {
    const text = userInput.trim();

    if (['exit', 'quit', 'q'].includes(text.toLowerCase())) {
      console.log('Goodbye!');
      rl.close();
      process.exit(0);
    }

    if (!text) {
      rl.prompt();
      return;
    }

    try {
      const result = await run(agent, text, { session: conversationSession });
      console.log(`\nAssistant: ${result.finalOutput}\n`);
    } catch (e) {
      console.error('Error:', e instanceof Error ? e.message : e, '\n');
    }

    rl.prompt();
  });

  rl.on('close', () => {
    console.log('\nSession ended.');
    process.exit(0);
  });
}

main().catch((err) => {
  console.error('Fatal error:', err);
  process.exit(1);
});

Conclusion

This was a starter code for integrating Alpha vantage MCP with OpenAI Agents SDK to build a functional AI agent that can interact with Alpha vantage.

Key features:

  • Hosted MCP tool integration through Composio's Tool Router
  • SQLite session persistence for conversation history
  • Simple async chat loop for interactive testing
You can extend this by adding more toolkits, implementing custom business logic, or building a web interface around the agent.
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

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

LlamaIndex logo

LlamaIndex

Use Alpha vantage MCP with LlamaIndex

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. OpenAI Agents SDK 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.

Nirman Dave
Nirman Dave
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.

Ryan Yu
Ryan Yu
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.

Tomisin Jenrola
Tomisin Jenrola
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.

Jerome Leclanche
Jerome Leclanche
Co-Founder, Ingram Technologies