How to integrate Twelve data MCP with OpenAI Agents SDK

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Introduction

This guide walks you through connecting Twelve data to the OpenAI Agents SDK using the Composio tool router. By the end, you'll have a working Twelve data agent that can list all supported cryptocurrencies today, convert 100 usd to eur right now, show recent dividend payouts for aapl through natural language commands.

This guide will help you understand how to give your OpenAI Agents SDK agent real control over a Twelve data account through Composio's Twelve data MCP server.

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

Also integrate Twelve data with

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 Twelve data
  • Configure an AI agent that can use Twelve data as a tool
  • Run a live chat session where you can ask the agent to perform Twelve data 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 Twelve data MCP server, and what's possible with it?

The Twelve data MCP server is an implementation of the Model Context Protocol that connects your AI agent and assistants like Claude, Cursor, etc directly to your Twelve Data account. It provides structured and secure access to real-time and historical financial market data, so your agent can retrieve stock prices, analyze dividend and earnings history, explore ETFs, and perform currency conversions on your behalf.

  • Comprehensive market data access: Instantly pull up-to-date information on stocks, forex, cryptocurrencies, commodities, and indices to support analysis or decision-making.
  • Dividend and earnings insights: Retrieve detailed dividend payout history and earnings reports, including EPS estimates, actuals, and trend analysis for specific companies.
  • ETF exploration and categorization: Ask your agent to fetch directories of ETFs, sort by assets, family, or market, and explore various ETF types for in-depth portfolio research.
  • Real-time currency conversion: Effortlessly convert amounts between currencies using live exchange rates for accurate financial planning and reporting.
  • Cryptocurrency and commodity discovery: List all supported cryptocurrencies and commodities, helping you quickly identify available assets for further analysis or trading strategies.

Supported Tools & Triggers

Tools
Cash FlowTool to get company cash flow statement.
Consolidated Cash FlowTool to get raw consolidated cash flow statements.
List CommoditiesTool to retrieve a list of supported commodities.
Correlation CoefficientTool to fetch Pearson correlation coefficient between two series over a period.
List CountriesTool to retrieve a list of countries with ISO codes, names, capitals, and currencies.
Cross ListingsTool to retrieve cross-listed symbols for a security across multiple exchanges.
List CryptocurrenciesTool to list all supported cryptocurrencies.
List Cryptocurrency ExchangesTool to list supported cryptocurrency exchanges.
Currency ConversionTool to convert an amount from one currency to another.
DividendsTool to retrieve dividend payout history for a specified symbol.
EarningsTool to retrieve earnings data including EPS estimates and actuals.
EPS RevisionsTool to provide analysts’ revisions of a company’s future EPS over the last week and month.
EPS TrendTool to retrieve EPS trend estimates for a specified company.
ETFS DirectoryTool to fetch a daily updated list of exchange-traded funds sorted by total assets.
ETFS FamilyTool to fetch a comprehensive list of ETFs by family.
Get ETF TypesTool to retrieve ETF categories by market, including types like 'Equity Precious Metals'.
ETF WorldTool to fetch comprehensive ETF analytics (summary, performance, risk, composition).
ETF World CompositionTool to fetch global ETF composition details including sector, country, asset allocations, top holdings, and bond metrics.
ETF World RiskTool to get global ETF risk metrics.
List supported exchangesTool to retrieve a list of supported exchanges.
List supported forex pairsTool to retrieve a list of all supported forex currency pairs.
Get AD IndicatorTool to retrieve Accumulation/Distribution (AD) indicator data for a financial instrument.
Get API UsageTool to retrieve your current plan and remaining API credits.
Get APO (Absolute Price Oscillator)Tool to calculate the Absolute Price Oscillator (APO) for a financial instrument.
Get Aroon IndicatorTool to retrieve Aroon Indicator data for identifying market trends.
Balance SheetTool to retrieve a company's balance sheet (assets, liabilities, equity).
Balance Sheet ConsolidatedTool to get raw consolidated balance sheet data (assets, liabilities, equity) for a company.
Get Bollinger BandsTool to calculate Bollinger Bands (BBANDS) for a financial instrument.
Get BondsTool to retrieve a daily updated list of available bonds (fixed income securities).
Get CCITool to retrieve Commodity Channel Index (CCI) values for a specified security.
Get Ceiling (CEIL)Tool to retrieve the Ceiling (CEIL) transformation for a time series.
Get Chande Momentum OscillatorTool to retrieve Chande Momentum Oscillator (CMO) data for a security.
Get Detrended Price OscillatorTool to calculate the Detrended Price Oscillator (DPO) for a specified financial instrument.
Get Earliest TimestampTool to return the first available timestamp for a symbol and interval.
Get End of Day PriceTool to retrieve end of day (EOD) closing price and metadata for a financial instrument.
Global ETF PerformanceTool to get global ETF performance metrics (trailing and annual returns).
Get exchange scheduleTool to get trading sessions and hours for exchanges.
Get Fund HoldersTool to retrieve mutual fund holders for a company.
Get FundsTool to fetch a daily updated list of available investment funds.
Get Heikin Ashi CandlesTool to retrieve Heikin Ashi candlestick data that smooths price action by averaging values.
Get HLC3 AverageTool to calculate the High, Low, Close Average (HLC3) for a security over a specified period.
Get Hilbert Transform Sine WaveTool to fetch Hilbert Transform Sine Wave (HT_SINE) data for an instrument.
Get Ichimoku Cloud IndicatorTool to retrieve Ichimoku Kinko Hyo indicator data for analyzing trend direction, support/resistance levels, and trading opportunities.
Income StatementTool to retrieve a company's income statement data (annual or quarterly).
Insider TransactionsREQUIRES PRO, ULTRA, OR ENTERPRISE PLAN.
Get Available IntervalsTool to retrieve a list of available time intervals supported by the API.
Get Keltner ChannelTool to retrieve Keltner Channel indicator data for volatility-based technical analysis.
Key ExecutivesREQUIRES ULTRA OR ENTERPRISE PLAN.
Get Last ChangeTool to retrieve the latest update timestamps for a fundamentals dataset.
Get Linear Regression AngleTool to calculate the linear regression angle for a given time series of stock prices.
Get Linear Regression InterceptTool to calculate the y-intercept of a linear regression line for a given dataset.
Get Linear Regression SlopeTool to calculate the linear regression slope for a given dataset over a specified period.
Get Base-10 Logarithm (LOG10)Tool to compute the base-10 logarithm (LOG10) of a specified input value.
Get LogoTool to retrieve official logo URLs for a symbol.
Get MACDTool to calculate the Moving Average Convergence Divergence (MACD) for a specified financial instrument.
Get MAMATool to fetch MESA Adaptive Moving Average (MAMA) indicator data.
Market MoversTool to retrieve a snapshot of top gainers or losers for a specified market.
Get Market StateTool to report current open/closed status for exchanges.
Get Maximum ValueTool to calculate and return the highest value within a specified data series over a given period.
Get McGinley Dynamic IndicatorTool to calculate the McGinley Dynamic indicator, which provides a refined moving average that adapts to market volatility.
Get Median PriceTool to calculate and retrieve the Median Price (MEDPRICE) technical indicator for a security.
Get Minus Directional IndicatorTool to calculate and return the Minus Directional Indicator (MINUS_DI) for a security.
Global Mutual Fund PerformanceTool to get global mutual fund performance metrics (trailing, annual, quarterly, load-adjusted returns).
Mutual Funds World RiskTool to fetch global mutual fund risk metrics.
Global Mutual Fund SummaryTool to retrieve a global mutual fund summary snapshot.
Global Mutual Fund SustainabilityTool to get global mutual fund sustainability and ESG metrics.
Get Plus Directional IndicatorTool to fetch the Plus Directional Indicator (PLUS_DI) time series data for a security.
Get PriceTool to retrieve the latest market price for a specified financial instrument.
Price TargetTool to fetch analysts' price target dataset for equities.
Get ProfileTool to retrieve company profile.
RecommendationsRetrieve aggregated analyst recommendations for a stock.
Get Rate of Change (ROC)Tool to retrieve Rate of Change (ROC) indicator data for a security.
Get ROCP (Rate of Change Percentage)Tool to calculate and return the Rate of Change Percentage (ROCP) for a financial security.
Get ROCR100Tool to calculate the Rate of Change Ratio 100 (ROCR100) for a security.
Get Relative VolumeTool to fetch relative volume (RVOL) data for a security.
Stock SplitsTool to retrieve historical stock split events.
Splits CalendarTool to retrieve a calendar of stock split events.
Get StatisticsTool to retrieve key company statistics including valuation and financial overview.
Get Stochastic RSITool to calculate the Stochastic Relative Strength Index (Stochastic RSI) for a specified financial instrument.
Get Summation (SUM)Tool to calculate the cumulative total (Summation) of a specified data series over a defined time period.
Get Technical Indicators ListTool to retrieve a comprehensive list of available technical indicators.
Get TEMA (Triple Exponential Moving Average)Tool to calculate the Triple Exponential Moving Average (TEMA) for a financial instrument.
Get Variance (VAR)Tool to calculate the statistical variance of a financial data series.
Get Weighted Close PriceTool to calculate and retrieve the Weighted Close Price (WCLPRICE) for a security.
Get Weighted Moving Average (WMA)Tool to calculate and retrieve the Weighted Moving Average (WMA) for a security over a specified period.
List market indicesTool to retrieve a list of market indices.
Institutional HoldersTool to retrieve institutional holders positions for a company.
Mutual Funds FamilyTool to list all available mutual fund families.
Mutual Funds ListTool to retrieve a daily updated list of mutual funds sorted by total assets.
Mutual Funds World CompositionTool to fetch global mutual fund portfolio composition including sectors, asset allocation, top holdings, and bond metrics.
Options ChainTool to retrieve the options chain for a given symbol and optional expiration date.
Options ExpirationTool to retrieve available option expiration dates.
QuoteTool to retrieve the latest market data for a specified symbol.
List StocksTool to retrieve a list of stocks.
Symbol SearchTool to search for financial instruments by symbol or company name.
Technical IndicatorsTool to fetch time-series data for a specific technical indicator.
Time SeriesTool to retrieve historical and real-time time series data for a specified symbol.

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:
  • Composio API Key and OpenAI API Key
  • Primary know-how of OpenAI Agents SDK
  • A live Twelve data project
  • Some knowledge of Python or Typescript

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

Install dependencies

pip install composio_openai_agents openai-agents python-dotenv

Install the Composio SDK and the OpenAI Agents SDK.

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.

Import dependencies

import asyncio
import os
from dotenv import load_dotenv

from composio import Composio
from composio_openai_agents import OpenAIAgentsProvider
from agents import Agent, Runner, HostedMCPTool, SQLiteSession
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 Twelve data.

Set up the Composio instance

load_dotenv()

api_key = os.getenv("COMPOSIO_API_KEY")
user_id = os.getenv("USER_ID")

if not api_key:
    raise RuntimeError("COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key")

# Initialize Composio
composio = Composio(api_key=api_key, provider=OpenAIAgentsProvider())
What's happening:
  • load_dotenv() loads your .env file so OPENAI_API_KEY and COMPOSIO_API_KEY are available as environment variables.
  • Creating a Composio instance using the API Key and OpenAIAgentsProvider class.

Create a Tool Router session

# Create a Twelve data Tool Router session
session = composio.create(
    user_id=user_id,
    toolkits=["twelve_data"]
)

mcp_url = session.mcp.url

What is happening:

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

Configure the agent

# Configure agent with MCP tool
agent = Agent(
    name="Assistant",
    model="gpt-5",
    instructions=(
        "You are a helpful assistant that can access Twelve data. "
        "Help users perform Twelve data operations through natural language."
    ),
    tools=[
        HostedMCPTool(
            tool_config={
                "type": "mcp",
                "server_label": "tool_router",
                "server_url": mcp_url,
                "headers": {"x-api-key": api_key},
                "require_approval": "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 Twelve data 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 dict includes the Composio API key for secure authentication with the MCP server.
  • require_approval: 'never' means the agent can execute Twelve data operations without asking for permission each time, making interactions smoother.

Start chat loop and handle conversation

print("\nComposio Tool Router session created.")

chat_session = SQLiteSession("conversation_openai_toolrouter")

print("\nChat started. Type your requests below.")
print("Commands: 'exit', 'quit', or 'q' to end\n")

async def main():
    try:
        result = await Runner.run(
            agent,
            "What can you help me with?",
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")
    except Exception as e:
        print(f"Error: {e}\n")

    while True:
        user_input = input("You: ").strip()
        if user_input.lower() in {"exit", "quit", "q"}:
            print("Goodbye!")
            break

        result = await Runner.run(
            agent,
            user_input,
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")

asyncio.run(main())
What's happening:
  • The program prints a session URL that you visit to authorize Twelve data.
  • After authorization, the chat begins.
  • Each message you type is processed by the agent using Runner.run().
  • The responses are printed to the console, and conversations are saved locally using SQLite.
  • Typing exit, quit, or q cleanly ends the chat.

Complete Code

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

import asyncio
import os
from dotenv import load_dotenv

from composio import Composio
from composio_openai_agents import OpenAIAgentsProvider
from agents import Agent, Runner, HostedMCPTool, SQLiteSession

load_dotenv()

api_key = os.getenv("COMPOSIO_API_KEY")
user_id = os.getenv("USER_ID")

if not api_key:
    raise RuntimeError("COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key")

# Initialize Composio
composio = Composio(api_key=api_key, provider=OpenAIAgentsProvider())

# Create Tool Router session
session = composio.create(
    user_id=user_id,
    toolkits=["twelve_data"]
)
mcp_url = session.mcp.url

# Configure agent with MCP tool
agent = Agent(
    name="Assistant",
    model="gpt-5",
    instructions=(
        "You are a helpful assistant that can access Twelve data. "
        "Help users perform Twelve data operations through natural language."
    ),
    tools=[
        HostedMCPTool(
            tool_config={
                "type": "mcp",
                "server_label": "tool_router",
                "server_url": mcp_url,
                "headers": {"x-api-key": api_key},
                "require_approval": "never",
            }
        )
    ],
)

print("\nComposio Tool Router session created.")

chat_session = SQLiteSession("conversation_openai_toolrouter")

print("\nChat started. Type your requests below.")
print("Commands: 'exit', 'quit', or 'q' to end\n")

async def main():
    try:
        result = await Runner.run(
            agent,
            "What can you help me with?",
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")
    except Exception as e:
        print(f"Error: {e}\n")

    while True:
        user_input = input("You: ").strip()
        if user_input.lower() in {"exit", "quit", "q"}:
            print("Goodbye!")
            break

        result = await Runner.run(
            agent,
            user_input,
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")

asyncio.run(main())

Conclusion

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

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.

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FAQ

What are the differences in Tool Router MCP and Twelve data MCP?

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

Can I use Tool Router MCP with OpenAI Agents SDK?

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 Twelve data tools.

Can I manage the permissions and scopes for Twelve data while using Tool Router?

Yes, absolutely. You can configure which Twelve data 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 Twelve data data and credentials are handled as safely as possible.

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