How to integrate Alpha vantage MCP with Pydantic AI

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Introduction

This guide walks you through connecting Alpha vantage to Pydantic AI 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 Pydantic AI 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

TL;DR

Here's what you'll learn:
  • How to set up your Composio API key and User ID
  • How to create a Composio Tool Router session for Alpha vantage
  • How to attach an MCP Server to a Pydantic AI agent
  • How to stream responses and maintain chat history
  • How to build a simple REPL-style chat interface to test your Alpha vantage workflows

What is Pydantic AI?

Pydantic AI is a Python framework for building AI agents with strong typing and validation. It leverages Pydantic's data validation capabilities to create robust, type-safe AI applications.

Key features include:

  • Type Safety: Built on Pydantic for automatic data validation
  • MCP Support: Native support for Model Context Protocol servers
  • Streaming: Built-in support for streaming responses
  • Async First: Designed 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.

Supported Tools & Triggers

Tools
Get All Commodities Price IndexTool to retrieve the global price index of all commodities.
ALUMINUMTool to fetch global aluminum prices.
Balance SheetTool to return annual and quarterly balance sheets for a company.
Brent Crude Oil PricesTool to fetch Brent crude oil prices.
Cash FlowTool to return annual and quarterly cash flow statements for a company.
Global Coffee PriceTool to retrieve the global coffee price series.
Company Overview (Stocks Only)Tool to retrieve company overview and fundamental data for individual company stocks.
COPPERTool to fetch global price of copper in monthly, quarterly, and annual intervals.
CornTool to retrieve global price of corn in monthly, quarterly, and annual intervals.
COTTONTool 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 SeriesTool to retrieve intraday time series data for cryptocurrencies with realtime updates.
Currency Exchange RateTool to retrieve real-time exchange rate for a currency pair.
Digital Currency Daily Time SeriesTool to retrieve daily historical time series for a digital currency traded on a specific market.
Digital Currency Monthly Time SeriesTool to retrieve monthly digital currency prices in a fiat currency.
Digital Currency Weekly Time SeriesTool to retrieve weekly digital currency prices in a fiat currency.
Durable Goods OrdersTool to fetch monthly manufacturers' new orders of durable goods data for the United States.
EarningsTool to retrieve annual and quarterly earnings (EPS history) for a specific company symbol.
Earnings CalendarTool to return the earnings calendar for the next three months.
Earnings Call TranscriptTool to retrieve the earnings call transcript for a given company and quarter.
Federal Funds RateTool to fetch daily, weekly, and monthly federal funds rate data of the United States.
FX Daily Time SeriesTool to fetch daily time series (open, high, low, close) for a currency pair.
FX Intraday Time SeriesTool to retrieve intraday OHLC time series for a forex pair at 1-60 minute intervals (premium endpoint).
FX Monthly Time SeriesTool to get monthly time series (open, high, low, close) for a currency pair.
FX Weekly Time SeriesTool to get weekly time series (open, high, low, close) for a currency pair.
Get Dividend HistoryTool to retrieve historical dividend payment records for a stock symbol.
Get Historical OptionsTool to retrieve full historical options chain for a symbol on a specific date with 15+ years of history, including Greeks and IV.
Analytics Sliding WindowTool to retrieve advanced analytics metrics with sliding window calculations for trend analysis.
Global QuoteTool to retrieve latest price and volume information for a specified security ticker in realtime.
Income StatementTool to fetch annual and quarterly income statements.
InflationTool to fetch annual U.
IPO CalendarTool to retrieve the IPO calendar for the next three months.
Listing StatusTool to fetch listing status of US stocks and ETFs.
Market StatusTool to retrieve current market status (open/closed) for global stock exchanges.
News SentimentTool to fetch live and historical market news & sentiment.
Nonfarm PayrollTool to fetch monthly U.
Real GDPTool to fetch U.
Real GDP Per CapitaTool to fetch quarterly Real GDP per capita data of the United States.
Realtime Bulk QuotesTool to retrieve realtime quotes for US-traded symbols in bulk (up to 100 symbols per request).
Retail SalesTool to fetch monthly retail trade sales data of the United States.
Sector PerformanceTool to retrieve real-time and historical sector performance data.
Stock SplitsTool to retrieve historical stock split events for a symbol.
Global Sugar PriceTool to retrieve the global sugar price series.
Symbol SearchTool to search for best-matching symbols based on keywords.
Technical IndicatorTool to fetch technical indicators for the specified equity or currency pair.
Time Series DailyTool 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 IntradayTool to retrieve intraday OHLCV for a given equity.
Time Series Intraday ExtendedTool to retrieve historical intraday OHLCV data for the trailing 2 years, covering over 2 million data points per ticker.
Time Series MonthlyTool to retrieve monthly open, high, low, close, and volume for a global equity.
Monthly Adjusted Time SeriesTool to retrieve monthly adjusted OHLC and volume for a global equity.
Weekly Time SeriesTool to fetch weekly open, high, low, close, and volume for a global equity symbol.
Weekly Adjusted Time SeriesTool to fetch weekly adjusted time series data with split/dividend adjustments, covering 20+ years of historical data.
Top Gainers, Losers & Most ActiveTool to fetch the top 20 gainers, losers, and most actively traded US tickers.
US Treasury YieldTool to fetch US Treasury yield data for specified maturity and interval.
Unemployment RateTool to fetch monthly unemployment rate data of the United States.
WHEATTool to fetch global price of wheat.

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

Prerequisites

Before starting, make sure you have:
  • Python 3.9 or higher
  • A Composio account with an active API key
  • Basic familiarity with Python and async programming

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
  • Log in to the Composio dashboard.
  • Navigate to your API settings and generate a new API key.
  • Store this key securely as you'll need it for authentication.

Install dependencies

bash
pip install composio pydantic-ai python-dotenv

Install the required libraries.

What's happening:

  • composio connects your agent to external SaaS tools like Alpha vantage
  • pydantic-ai lets you create structured AI agents with tool support
  • python-dotenv loads your environment variables securely from a .env file

Set up environment variables

bash
COMPOSIO_API_KEY=your_composio_api_key_here
USER_ID=your_user_id_here
OPENAI_API_KEY=your_openai_api_key

Create a .env file in your project root.

What's happening:

  • COMPOSIO_API_KEY authenticates your agent to Composio's API
  • USER_ID associates your session with your account for secure tool access
  • OPENAI_API_KEY to access OpenAI LLMs

Import dependencies

python
import asyncio
import os
from dotenv import load_dotenv
from composio import Composio
from pydantic_ai import Agent
from pydantic_ai.mcp import MCPServerStreamableHTTP

load_dotenv()
What's happening:
  • We load environment variables and import required modules
  • Composio manages connections to Alpha vantage
  • MCPServerStreamableHTTP connects to the Alpha vantage MCP server endpoint
  • Agent from Pydantic AI lets you define and run the AI assistant

Create a Tool Router Session

python
async def main():
    api_key = os.getenv("COMPOSIO_API_KEY")
    user_id = os.getenv("USER_ID")
    if not api_key or not user_id:
        raise RuntimeError("Set COMPOSIO_API_KEY and USER_ID in your environment")

    # Create a Composio Tool Router session for Alpha vantage
    composio = Composio(api_key=api_key)
    session = composio.create(
        user_id=user_id,
        toolkits=["alpha_vantage"],
    )
    url = session.mcp.url
    if not url:
        raise ValueError("Composio session did not return an MCP URL")
What's happening:
  • We're creating a Tool Router session that gives your agent access to Alpha vantage tools
  • The create method takes the user ID and specifies which toolkits should be available
  • The returned session.mcp.url is the MCP server URL that your agent will use

Initialize the Pydantic AI Agent

python
# Attach the MCP server to a Pydantic AI Agent
alpha_vantage_mcp = MCPServerStreamableHTTP(url, headers={"x-api-key": COMPOSIO_API_KEY})
agent = Agent(
    "openai:gpt-5",
    toolsets=[alpha_vantage_mcp],
    instructions=(
        "You are a Alpha vantage assistant. Use Alpha vantage tools to help users "
        "with their requests. Ask clarifying questions when needed."
    ),
)
What's happening:
  • The MCP client connects to the Alpha vantage endpoint
  • The agent uses GPT-5 to interpret user commands and perform Alpha vantage operations
  • The instructions field defines the agent's role and behavior

Build the chat interface

python
# Simple REPL with message history
history = []
print("Chat started! Type 'exit' or 'quit' to end.\n")
print("Try asking the agent to help you with Alpha vantage.\n")

while True:
    user_input = input("You: ").strip()
    if user_input.lower() in {"exit", "quit", "bye"}:
        print("\nGoodbye!")
        break
    if not user_input:
        continue

    print("\nAgent is thinking...\n", flush=True)

    async with agent.run_stream(user_input, message_history=history) as stream_result:
        collected_text = ""
        async for chunk in stream_result.stream_output():
            text_piece = None
            if isinstance(chunk, str):
                text_piece = chunk
            elif hasattr(chunk, "delta") and isinstance(chunk.delta, str):
                text_piece = chunk.delta
            elif hasattr(chunk, "text"):
                text_piece = chunk.text
            if text_piece:
                collected_text += text_piece
        result = stream_result

    print(f"Agent: {collected_text}\n")
    history = result.all_messages()
What's happening:
  • The agent reads input from the terminal and streams its response
  • Alpha vantage API calls happen automatically under the hood
  • The model keeps conversation history to maintain context across turns

Run the application

python
if __name__ == "__main__":
    asyncio.run(main())
What's happening:
  • The asyncio loop launches the agent and keeps it running until you exit

Complete Code

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

python
import asyncio
import os
from dotenv import load_dotenv
from composio import Composio
from pydantic_ai import Agent
from pydantic_ai.mcp import MCPServerStreamableHTTP

load_dotenv()

async def main():
    api_key = os.getenv("COMPOSIO_API_KEY")
    user_id = os.getenv("USER_ID")
    if not api_key or not user_id:
        raise RuntimeError("Set COMPOSIO_API_KEY and USER_ID in your environment")

    # Create a Composio Tool Router session for Alpha vantage
    composio = Composio(api_key=api_key)
    session = composio.create(
        user_id=user_id,
        toolkits=["alpha_vantage"],
    )
    url = session.mcp.url
    if not url:
        raise ValueError("Composio session did not return an MCP URL")

    # Attach the MCP server to a Pydantic AI Agent
    alpha_vantage_mcp = MCPServerStreamableHTTP(url, headers={"x-api-key": COMPOSIO_API_KEY})
    agent = Agent(
        "openai:gpt-5",
        toolsets=[alpha_vantage_mcp],
        instructions=(
            "You are a Alpha vantage assistant. Use Alpha vantage tools to help users "
            "with their requests. Ask clarifying questions when needed."
        ),
    )

    # Simple REPL with message history
    history = []
    print("Chat started! Type 'exit' or 'quit' to end.\n")
    print("Try asking the agent to help you with Alpha vantage.\n")

    while True:
        user_input = input("You: ").strip()
        if user_input.lower() in {"exit", "quit", "bye"}:
            print("\nGoodbye!")
            break
        if not user_input:
            continue

        print("\nAgent is thinking...\n", flush=True)

        async with agent.run_stream(user_input, message_history=history) as stream_result:
            collected_text = ""
            async for chunk in stream_result.stream_output():
                text_piece = None
                if isinstance(chunk, str):
                    text_piece = chunk
                elif hasattr(chunk, "delta") and isinstance(chunk.delta, str):
                    text_piece = chunk.delta
                elif hasattr(chunk, "text"):
                    text_piece = chunk.text
                if text_piece:
                    collected_text += text_piece
            result = stream_result

        print(f"Agent: {collected_text}\n")
        history = result.all_messages()

if __name__ == "__main__":
    asyncio.run(main())

Conclusion

You've built a Pydantic AI agent that can interact with Alpha vantage through Composio's Tool Router. With this setup, your agent can perform real Alpha vantage actions through natural language. You can extend this further by:
  • Adding other toolkits like Gmail, HubSpot, or Salesforce
  • Building a web-based chat interface around this agent
  • Using multiple MCP endpoints to enable cross-app workflows (for example, Gmail + Alpha vantage for workflow automation)
This architecture makes your AI agent "agent-native", able to securely use APIs in a unified, composable way without custom integrations.

How to build Alpha vantage MCP Agent with another framework

FAQ

What are the differences in Tool Router MCP and Alpha vantage MCP?

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.

Can I use Tool Router MCP with Pydantic AI?

Yes, you can. Pydantic AI 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.

Can I manage the permissions and scopes for Alpha vantage while using Tool Router?

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.

How safe is my data with Composio Tool Router?

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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Altera
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Context
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Entelligence
Rolai

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