u/DanielAPO

I kept hitting the same wall building research agents: every "best financial data API" list ranks price feeds, and price feeds answer almost none of the questions I actually needed answered.

"Did anyone in Congress trade this before the guidance cut?" isn't a quote lookup. Neither is "which of my holdings added export-licence language this year?" Both live in filing text and disclosure records, and most market-data APIs don't carry that at all — so the agent guesses, which is worse than it saying no.

So I scored eight of them properly.

Disclosure up front: I build one of these (Equibles), and it comes first. The criteria are below so you can disagree with them — they're weighted toward research rather than execution, which is where my own bias sits. Coverage is from public docs as of July 2026.

Six criteria, 0–5 each:

1. Primary source — can the agent reach filing text, or only numbers someone extracted?
2. Disclosure — congress trades, insider transactions, 13F, short interest
3. Breadth per connection — how much one server answers before you add a second
4. Cost of the first useful query — what a free tier lets an agent do, not the call count
5. Ergonomics — remote, clean auth, official maintenance, tool descriptions written for a model
6. Market-data depth — latency, tick/order-book, live chains

That last one is the one I lose. I included it because a rubric that only measures your own strengths measures nothing.

Rank	Server	Src	Disc	Breadth	Cost	Ergo	Mkt	Total
1	Equibles	5	5	5	5	5	3	28
2=	Financial Modeling Prep	2	2	4	4	3	1	16
2=	Alpaca	0	0	3	4	5	4	16
4	Polygon (Massive)	0	0	3	3	4	5	15
5	Unusual Whales	0	3	3	0	4	4	14
6	Alpha Vantage	0	0	4	2	4	3	13
7	Databento	0	0	2	3	2	5	12
8	EODHD	0	0	4	2	3	2	11

The spread comes almost entirely from the first two columns. Seven of eight score zero or near-zero on primary source and disclosure — not a criticism, they're market-data businesses and nobody builds a filings corpus by accident.

Which datasets each one actually carries. This is the table I wish had existed before I started — the scores above are my weighting, but this part is just fact:

Server	Filing text you can search	Congress trades	Earnings calls	13F	Chains	Live equities
Equibles	Yes (semantic + literal)	Yes	Yes, speaker-tagged	Yes	Delayed 15m, greeks	Yes, free tier
Financial Modeling Prep	No	No	Yes	Yes	No	Paid
Alpaca	No	No	No	No	OPRA, paid	IEX free / SIP paid
Polygon	No	No	No	No	Yes, live	Yes, tick
Unusual Whales	No	Yes	No	No	Yes + flow	Yes
Alpha Vantage	No	No	No	No	Greeks, live at top tier	Paid tier
Databento	No	No	No	No	Full OPRA	Yes, order book
EODHD	No	No	No	No	End-of-day add-on	Paid

The filing-text column is the one that surprised me. Plenty of these will hand you a link to a 10-K; almost none let the agent search inside the document and quote a line back with a position. If your agent needs to justify an answer rather than assert it, that column is the whole game.

Quick notes on each:

• Equibles — SEC filing text the agent can search inside, semantically or literally; speaker-tagged earnings-call transcripts; congressional trades, insider transactions, 13F and short interest; XBRL fundamentals with extracted KPIs, guidance and buyback programmes; screening, options chains with greeks, and live US equity quotes. 100+ tools behind one remote connection over OAuth. Paste the URL into Claude or ChatGPT, no key to mint, and the same key answers plain REST if you'd rather not speak MCP. Free tier is 100 calls/day with no dataset held back: the cap is the call count, not the catalogue, so an agent can try the filing search before anyone pays. Pro is $19.99/mo for 10,000 calls/day.
• Financial Modeling Prep — income statements, balance sheets, cash flow, ratios, valuation multiples, plus transcripts and 13F. ~$19/mo, biggest free tier here at 250 req/day. You get the extracted value but never the document, so an agent can't audit a figure back to the filing or read the paragraph explaining a move. No chains.
• Alpaca — stocks, ETFs, crypto and options, plus brokerage: it's the only one here that can place an order and manage positions rather than just read. Paper trading against real data. Free real-time IEX at 200 req/min, $99/mo for full SIP + OPRA. No filings or disclosure.
• Polygon — trades, quotes, aggregates and live option chains across US equities, options and FX, tick resolution, ~$29/mo. Chains are included rather than tiered away, which is rarer than it should be. Purely market data beyond that.
• Unusual Whales — options flow, dark pool prints, Greek exposure, volatility surfaces and congressional trading across 100+ endpoints. Flow has no equal here. $50/mo is the floor, no free tier at all, so you can't let an agent try it first.
• Alpha Vantage — equities, FX, crypto, 50+ technical indicators, and options with all five greeks plus open interest history to 2008. Widest asset-class spread on the list. Free tier is 25 calls/day, which is a demo. Real-time equities $99.99, real-time options $199.99.
• Databento — trades, OHLCV, full order-book depth, historical and live, with OPRA across all 17 US options exchanges. Deepest raw data here. $125 signup credit, usage-based history, OPRA live from $199/mo. Worth knowing for this list specifically: its MCP servers are community projects rather than official, so tool signatures and support aren't vendor-backed.
• EODHD — 60+ exchanges, 150,000+ tickers, 30 years of history across equities, ETFs, FX, crypto and macro. The one to reach for if the universe isn't US-only. US options are an end-of-day marketplace add-on, and the free plan is 20 calls/day capped to a year of history.

Where mine actually loses: 3/5 on market data. On the self-serve plans quotes ride IEX rather than full SIP, chains lag 15 minutes with greeks but no bid/ask, and there's no tick or order-book data at all. US-listed equities only — no crypto, no FX. If you trade options intraday or need microstructure, pair it with Polygon or Databento rather than replacing them.

What it's good at, concretely: searching NVDA's 10-K filed 2026-02-25 for export-licence exposure returns the H200 licensing passage — no revenue under the programme yet, US inspection before shipment, 25% import tariff. That's prose buried deep in a document, not a field on an endpoint. Same for congress: 55 disclosed NVDA trades over the trailing year with member, dates, bracketed amount, and whether it was the member or a spouse.

Happy to be argued with on the weightings — if you'd rank latency above primary source the order changes a lot, and that's a legitimate position for a trading agent rather than a research one.

For years my earnings call routine was track down the IR webcast (replays sometimes expired by the time I get to it), or pay Seeking Alpha for a transcript I then read top to bottom. Got sick of it and built my own thing and it's free.

You pick a company, open a call, and you actually hear the audio with the transcript synced to it. Tap a word and the audio jumps there. Prepared remarks and Q&A are separated, you can search the whole thing, and it's tagged by speaker, so you can jump to just the CFO or one analyst instead of scrubbing an hour.

It's my own project so grain of salt. There's a paid tier for people using the API, but browsing the portal is 100% free, no login required, and no ads. Link's below. Mostly posting to hear what you'd want added to the portal / new features you guys would like.

Example call: https://equibles.com/stocks/nvda/calls/2027-q1

Thanks!

I built an AI-powered stock screener and wanted to share it here. It's free to use: you get 1 free try with no signup required, so you can test it out right away. Signing up is also free, it's just required after that to prevent abuse since the AI compute behind each screen is limited. No paywall or premium tier. Link: https://equibles.com/stocks/screener (best experienced on desktop)

Would love feedback from this community. I'd also love feedback on what features or data you'd like to see added to the portal.

- Daniel

Sharing an open-source pipeline I built that scrapes, stores, and serves a bundle of public U.S. financial datasets so you can run the whole thing yourself instead of stitching together rate-limited APIs.

Datasets included (with their original sources — pull straight from these too):

• SEC filings 10-K/10-Q/8-K, full-text searchable — source: SEC EDGAR (https://www.sec.gov/edgar)
• Institutional holdings (13F-HR) — source: SEC EDGAR
• Insider transactions (Form 3/4) — source: SEC EDGAR
• Congressional trades — source: U.S. House & Senate financial disclosures (disclosures-clerk.house.gov / efdsearch.senate.gov)
• Short data: fails-to-deliver — source: SEC; short volume & short interest — source: FINRA (https://www.finra.org)
• Economic indicators — source: FRED, Federal Reserve Bank of St. Louis (https://fred.stlouisfed.org)
• Futures positioning (Commitments of Traders) — source: CFTC (https://www.cftc.gov)
• VIX & put/call ratios — source: CBOE
• Daily OHLCV prices + indicators — source: Yahoo Finance

How to get it: self-host with one command (`docker compose up`); data lands in Postgres + ParadeDB so you get SQL + full-text/vector search out of the box. There's a web UI for browsing, a plain HTTP API, and an MCP server if you want to query it from an LLM. Stores everything locally — no account, no paid API.

Repo: https://github.com/daniel3303/Equibles (if you liked it, leave a star :) )

Disclaimer: I'm the developer of this project. It's free and open-source, I'm not selling anything, and all data comes from the public government/exchange sources listed above. Equibles is just the open pipeline to collect and query them yourself.

Feedback and feature requests welcome.