此 MCP 可以做什么
Provides read-only Indian NSE and BSE market research including quotes, financials, corporate actions, filings, derivatives, macro data and computed ratios.
功能
工具
61
工具
add_to_watchlist
Add one or more stocks to the caller's DalalOS watchlist, accepting a pasted list.
Use this when the user says "watch X", "track X", "add X to my watchlist", or asks to save
stocks they just searched/screened/analyzed via DalalOS for later. This writes to DalalOS's
OWN watchlist (tied to the caller's DalalOS account) -- if another connected MCP server also
exposes an add-to-watchlist tool, it is a DIFFERENT, non-overlapping list; use this one for
anything the user wants tracked specifically through DalalOS.
`symbols` accepts a list of strings or a single string, and any entry may itself be a
DELIMITED PASTE -- commas, newlines, semicolons, tabs or pipes -- so a screener export can be
handed over as-is. Each fragment is resolved by exact identifier (NSE symbol, ISIN, BSE code)
first, then by company name, so "Gandhar Oil" becomes GANDHAR. Capped at
`watchlist_tool.MAX_WATCHLIST_BATCH` (200) resolved symbols per call.
Fragments are never guessed at. The response splits three ways: `watchlist` (added),
`unmatched` (no match), and `ambiguous` (two or more plausible matches, returned WITH their
candidates so you can ask the user which they meant rather than picking one). Space-separated
company names cannot be split reliably -- "GANDHAR OIL SAVITA OIL" is one fragment, not two --
so ask the user for one per line or comma-separated if a paste comes back unmatched.
Re-adding a symbol already on the watchlist is a no-op, not an error. Requires an
authenticated caller; see `get_watchlist` for the auth error shape.
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输入模式
{'type': 'object', 'title': 'add_to_watchlistArguments', 'required': ['symbols'], 'properties': {'symbols': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'string'}], 'title': 'Symbols'}}}
get_announcement_bucket
Get every company that filed a matching BSE announcement in a trailing window, market-wide.
`bucket` is one of the ids from list_announcement_buckets (e.g. "order-receipts",
"fundraise"). `days` (1..90, default 7) bounds the trailing window over filing date. Returns
newest first across the WHOLE universe (not one security). Metadata only — the raw disclosed
subject/headline plus a link to the source BSE filing; no PDF parsing, no verdicts. Capped
at 200 rows; `truncated: true` means more announcements matched the window than were
returned (narrow `days` to see the rest) — `total_scanned` reports the true match count,
uncapped. Each event carries its `news_id` — pass it to get_filing_extract for that filing's
extracted facts.
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{'type': 'object', 'title': 'get_announcement_bucketArguments', 'required': ['bucket'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 7}, 'bucket': {'type': 'string', 'title': 'Bucket'}}}
get_batch_quotes
Get EOD quotes for up to 20 Indian stocks in one call (peer benchmarking).
Each item carries the same fields as get_stock_quote (currency, vwap, bse_reported, any
valuation_notes/ratios_caveat/dividend fields) plus `status` and `error` keys, so an
unresolved or uncached symbol is reported per-item rather than failing the whole batch.
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{'type': 'object', 'title': 'get_batch_quotesArguments', 'required': ['symbols'], 'properties': {'symbols': {'type': 'array', 'items': {'type': 'string'}, 'title': 'Symbols'}}}
get_brsr
Get BRSR (Business Responsibility & Sustainability Report) ESG disclosures for a stock.
Accepts NSE symbol, ISIN, or BSE code. `years` (1..10, default 3) caps fiscal years returned,
newest first. Each year gives curated KPIs grouped as `emissions` (Scope 1/2 + intensity),
`energy`, `water`, `waste`, `social` (female board/KMP %, LTIFR, fatalities, POSH complaints,
CSR spend, ...), `governance`, and `meta` — each `{value, unit}`, raw as filed with SEBI.
`include_raw=True` also returns the full ~800-concept BRSR map exactly as disclosed.
SEBI's mandatory ESG filing for the top 1000 listed companies (LODR Reg 34(2)(f)). Raw
disclosed figures only — never an ESG score, rating, or verdict (SEBI-RA line). Coverage
starts from whenever the nightly refresh began ingesting the company's BRSR.
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输入模式
{'type': 'object', 'title': 'get_brsrArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}, 'years': {'type': 'integer', 'title': 'Years', 'default': 3}, 'include_raw': {'type': 'boolean', 'title': 'Include Raw', 'default': False}}}
get_bulk_block_deals
Get NSE bulk/block trade disclosures for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. `deal_type` optionally narrows to "bulk" or "block"
(omitted returns both); `days` (1..1825, default 90) bounds the trailing window; `limit`
(1..500, default 100) caps rows returned, newest first.
Each row is a raw disclosed (symbol, counter-party, direction) record: `client_name`,
`buy_sell` ("BUY"/"SELL"), `quantity`, `price`, and `remarks` (bulk only). NSE's feed reports
one row per counter-party + direction, not a matched buyer/seller pair — there is no official
"buyer paired with seller" record. Only NSE's most-recently-published trading day is fetched
upstream (no reachable historical bulk/block archive), so coverage starts from whenever the
nightly refresh job began running, not further back.
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输入模式
{'type': 'object', 'title': 'get_bulk_block_dealsArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 90}, 'limit': {'type': 'integer', 'title': 'Limit', 'default': 100}, 'query': {'type': 'string', 'title': 'Query'}, 'deal_type': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Deal Type', 'default': None}}}
get_company_exposures
Return one company's REVIEWED macro-factor exposures, labelled via the factor catalog.
Cache-only, read-only: the company's reviewed ``company_exposures`` rows joined to the
``factor_registry`` catalog, so each exposure carries its factor label/description/dimension
alongside the disclosed pathway (directness/direction/lag/mechanism) and source evidence.
This is a DIFFERENT tool from ``get_company_macro_exposures`` (two similarly-named tools): this
one is the plain, raw per-company evidence listing — no ``as_of_date``/factor filter, no live
PPAC/FBIL macro window, no eligibility signals. ``get_company_macro_exposures`` is the
signal-eligibility tool that evaluates those exposures against a complete official macro
window. Neither ever claims a macro move caused or will cause an earnings/price/investment
outcome (SEBI-RA line). A company with no reviewed exposures returns an empty success envelope.
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{'type': 'object', 'title': 'get_company_exposuresArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}}}
get_company_macro_exposures
Return cached company macro pathway evidence and eligible official context signals.
Signals are emitted only when an active, reviewed, sourced company exposure passes the
factor policy against a complete official PPAC Indian Basket or FBIL USD/INR window. This is
conditional context only: it never states that a macro move caused or will cause an earnings,
price, or investment outcome. Missing evidence is returned as explicit coverage, not inferred.
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输入模式
{'type': 'object', 'title': 'get_company_macro_exposuresArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}, 'factors': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'null'}], 'title': 'Factors', 'default': None}, 'as_of_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'As Of Date', 'default': None}}}
get_company_operating_metrics
Return cached, source-grounded operating KPI history for one company.
Coverage distinguishes company-disclosed values from ``not_disclosed`` fields. It never
infers a current order book from a new order and never fetches or writes on this read path.
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{'type': 'object', 'title': 'get_company_operating_metricsArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 100}, 'query': {'type': 'string', 'title': 'Query'}, 'metrics': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'null'}], 'title': 'Metrics', 'default': None}, 'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}, 'latest_only': {'type': 'boolean', 'title': 'Latest Only', 'default': False}}}
get_company_profile
Get a company profile: identity, sector/industry, market snapshot, and TTM summary.
Assembled from cached security master + quotes + financials. Accepts NSE symbol, ISIN, or
BSE code. `fundamentals` is None when no financials are cached yet; `market` is None when
no quote is cached. When present, `market` carries `currency` ("INR") and, only when a
split/bonus fell inside the trailing 52 weeks, `week52_adjustments` — the same treatment
get_stock_quote gives its own snapshot. Both `market` and `fundamentals` may carry caveat
fields (e.g. `market.valuation_notes`, `fundamentals.ttm.basis_note`,
`fundamentals.latest_period_income.non_recurring_items_note`) when a figure is suppressed
or driven by a one-off/non-recurring item — always surface these alongside the figure they
annotate rather than the bare number.
`market.bse_reported`, when present, carries BSE's OWN published ROE/operating margin/net
margin — a DIFFERENT, BSE-computed figure (not necessarily the same period or
consolidated/standalone basis) from `fundamentals`' XBRL-derived ratios. Cross-check/
fallback signal only — never the same number as the computed `roe`/margins.
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{'type': 'object', 'title': 'get_company_profileArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}}}
get_company_report
Get a source-linked, read-only canonical company report for one security.
Accepts an NSE symbol, ISIN, BSE code, or company name. `days` (1-365, default 90) is the
reporting window that selects which recent disclosures are in scope. Returns the validated
`company_report_v1` model as the envelope `data`: company identity, source-linked `facts`
with `citations`, mechanically-computed `calculations`, evidence-referenced `claims`,
materiality-bucketed `events`, and a `coverage` block that names any missing reviewed mapping
rather than implying non-disclosure.
This is DalalOS's own consolidated report over its cached exchange filings + reviewed
exposure/peer mappings; if another connected MCP server exposes a similarly-named
"company report" tool it is a DIFFERENT, non-interchangeable source. Read-only: assembled
entirely from cache, no upstream fetch and no LLM call. Every number in a claim references
the fact/calculation supporting it, and NO verdict, target price, or buy/sell language can
appear — the canonical validator rejects such a report before it is ever built (SEBI
research-analyst boundary). An unresolvable query (or a required input with nothing cached)
returns `reason_code="not_found"`; an out-of-range `days` returns `invalid_argument`.
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{'type': 'object', 'title': 'get_company_reportArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 90}, 'query': {'type': 'string', 'title': 'Query'}}}
get_corporate_actions
Get the disclosed corporate-action timeline for ONE STOCK, HISTORICAL (splits, bonuses,
dividends, etc.) — the per-stock, backward-looking sibling of get_market_calendar (whole-
market, any window, all event types merged) and get_upcoming_results (whole-market, forward-
only results convenience). Use this tool, not get_market_calendar, when you want one
company's corporate-action history rather than a market-wide view.
Accepts NSE symbol, ISIN, or BSE code. `years` (1..20, default 5) bounds the window.
`types` optionally filters to a subset of action types. Newest first; raw disclosures.
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{'type': 'object', 'title': 'get_corporate_actionsArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}, 'types': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'null'}], 'title': 'Types', 'default': None}, 'years': {'type': 'integer', 'title': 'Years', 'default': 5}}}
get_data_freshness
Report cache freshness: last successful refresh per data domain and overall health.
Every scraper-backed domain (including fii_dii and the ipos family) carries a staleness
threshold matched to its real refresh cadence, so a domain whose scraper job silently stops
running gets flagged stale rather than reporting `max_age_hours: null` forever.
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{'type': 'object', 'title': 'get_data_freshnessArguments', 'properties': {}}
get_delivery_trends
Get the delivery-volume / delivery-percentage trend for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. `days` (1..1825) bounds the lookback window.
Returns the raw delivery quantity and delivery % time series from the NSE bhavcopy.
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{'type': 'object', 'title': 'get_delivery_trendsArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 90}, 'query': {'type': 'string', 'title': 'Query'}}}
get_derivatives_positioning
Get NSE F&O (futures & options) positioning for one underlying.
Accepts an NSE symbol, ISIN, or BSE code for a stock, OR a raw F&O underlying/index name
(e.g. "NIFTY", "BANKNIFTY") that has no security-master row of its own.
Returns the latest trading day's aggregate: `futures_oi`/`futures_oi_change`, `call_oi`/
`put_oi`, `pcr` (put_oi / call_oi — a mechanically-computed ratio, not a signal),
`total_volume`, and `in_ban_list`. Raw NSE bhavcopy figures only — no OI-buildup
interpretation or bullish/bearish framing (SEBI-RA line).
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输入模式
{'type': 'object', 'title': 'get_derivatives_positioningArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}}}
get_dividends
Get the cash-dividend history for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. `years` (1..15, default 5) bounds the window.
Returns disclosed dividend amounts per share with ex-dates. Raw disclosures only.
`annual_totals` (fiscal-year, Apr-Mar buckets) also carries a dividend-YIELD HISTORY: each
bucket's `fy_end_price_date`/`fy_end_price` (the closing price on/before that FY's 31 March
year-end) and `dividend_yield` (that FY's total dividend / that FY-end close) — None when no
price history reaches that far back yet.
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{'type': 'object', 'title': 'get_dividendsArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}, 'years': {'type': 'integer', 'title': 'Years', 'default': 5}}}
get_event_context
Return cached prior-state context for a canonicalized filing event.
Use after get_filing_extract for an order, capacity or other supported event. The result
retains source quotes and reports only deterministic historical links; it does not infer
price correlation, business causality, or an investment conclusion. Cache-only: no fetches,
extraction requests, or writes occur on this tool path.
``event_family`` additionally carries the persisted family TIMELINE — every cached filing in
this disclosure thread, in filing order — and ``open_questions`` lists the factual follow-ups
still unanswered by those filings (e.g. a required contract value the company has not
disclosed), each with the filing that raised it and, once answered, the filing that resolved
it. Both are raw, source-linked groupings of the company's own disclosures: never a verdict,
target, forecast or recommendation.
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{'type': 'object', 'title': 'get_event_contextArguments', 'required': ['query', 'news_id'], 'properties': {'query': {'type': 'string', 'title': 'Query'}, 'news_id': {'type': 'string', 'title': 'News Id'}}}
get_fii_activity
DEPRECATED (issue #285) — renamed to `get_stock_fii_flow`; use that instead.
Kept as a thin back-compat alias for this release only (no removal date committed yet):
delegates to the exact same query function as `get_stock_fii_flow`, so the response is
byte-for-byte identical for the same arguments. See `get_stock_fii_flow`'s docstring for the
full parameter/behavior description.
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{'type': 'object', 'title': 'get_fii_activityArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 90}, 'query': {'type': 'string', 'title': 'Query'}}}
get_fii_dii_flow
DEPRECATED (issue #285) — renamed to `get_market_fii_dii_flow`; use that instead.
Kept as a thin back-compat alias for this release only (no removal date committed yet):
delegates to the exact same query function as `get_market_fii_dii_flow`, so the response is
byte-for-byte identical for the same arguments. See `get_market_fii_dii_flow`'s docstring for
the full parameter/behavior description.
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{'type': 'object', 'title': 'get_fii_dii_flowArguments', 'properties': {'segment': {'type': 'string', 'title': 'Segment', 'default': 'cash'}, 'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}}}
get_filing_extract
Get the cached PDF-extraction for one BSE corporate filing. Accepts NSE symbol, ISIN,
or BSE code + a BSE news_id. Obtain the `news_id` from get_stock_events, which lists a
security's recent filings each carrying its `news_id`.
Returns cached grounded facts + a factual summary extracted from the filing PDF. On a cache
miss for any filing that has an attached PDF, calling this tool ENQUEUES on-demand extraction
and waits up to ~30 seconds for the result; if it is not ready by then it returns
`status="pending", queued=true` with `retry_after_seconds` (and an `eta_seconds` estimate from
the current queue and recent run times) — call again after that long to retrieve the facts
(works for ANY filing with a PDF, not a fixed doc-type list) — EXCEPT financial-results
filings, which return `not_queued` reason `results_available_via_financials` (+ a `see_instead`
pointer) because their figures come from XBRL via get_financials / get_financial_trends, not
PDF extraction. Every `pending` response carries a `reason_code` that stays consistent across
repeat polls of the same news_id: `on_demand_processing` (this tool's own trigger enqueued it
and it is still queued/running — keep polling), `auto_backfill_processing` (in flight via the
nightly sweep only, not this tool), or `awaiting_auto_backfill` (not yet queued, but eligible
for a future sweep). Other cache-miss statuses: `not_queued` reason `no_document_to_extract`
(no PDF), `not_queued` reason `on_demand_quota_exceeded` (authenticated caller hit its per-day
on-demand cap — retry tomorrow, or read `attachment_url` directly), or `failed` (retries
exhausted; see `error_reason`). Every cache-miss response includes `attachment_url` to read the
filing PDF directly. Raw disclosed facts with verbatim source quotes only — no verdicts,
targets, or recommendations.
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{'type': 'object', 'title': 'get_filing_extractArguments', 'required': ['query', 'news_id'], 'properties': {'query': {'type': 'string', 'title': 'Query'}, 'news_id': {'type': 'string', 'title': 'News Id'}}}
get_financials
Get consolidated financials (P&L + balance sheet), TTM, and computed margins.
Accepts an NSE symbol, ISIN, or BSE code. `period_type` is "quarterly" (default) or
"annual". Banks/NBFCs/insurers return an interest-income template (NII / interest
income) instead of Revenue / EBITDA. Returns raw line items and mechanically-computed
ratios only — no valuation verdicts. Also includes a `growth` section (annual YoY plus
3y/5y CAGR for revenue / net income / EBITDA / EPS) — a single summary block layered on
top of these levels, NOT a per-period series; for a period-by-period QoQ/YoY growth,
margin-delta, and reportable-segment trend series instead, see `get_financial_trends`.
The `growth` section here is sign-aware (a loss base/endpoint is
Not Meaningful rather than a garbage %), EPS share-adjusted across splits/bonuses, with a
`base_effect` flag when a tiny prior-year base inflates the YoY. A `null` inside a present
growth metric (as opposed to the metric being absent, which means <2 annual periods are
cached) means the growth figure is Not Meaningful for that metric this period — most
commonly because the prior-year base (or a CAGR endpoint) was a loss, making a percentage
change mathematically undefined or misleading; it is not a data gap. When that is the
cause, a sibling `*_not_meaningful_reason` field (e.g. `yoy_not_meaningful_reason:
"prior_period_loss"`) makes it explicit rather than leaving the `null` to be misread as
"no data available".
Also carries three multi-period histories (independent of `period_type`/`limit` — always
the full annual history): `interest_coverage_history` (per-year interest-coverage trend,
general-only, omitted for banks/NBFCs/insurers or a newly-listed filer), `book_value_history`
(per-year book value per share plus a P/B "band" against the actual historical price near
each period, not general-only), and `working_capital_ratios` (always present: general filers
get inventory/receivable/payable days and cash conversion cycle when the latest annual inputs
are available; financial institutions receive an explicit not-applicable note).
Cash flow: each period carries `cash_flow_available` — Indian BSE-XBRL quarterly filings
never include a cash-flow statement (only annual filings do), so it is `false` on every
period for the default `period_type="quarterly"`; a top-level `cash_flow_note` explains this
when no displayed period has cash-flow data. Call with `period_type="annual"` for populated
`operating_cash_flow`/`free_cash_flow`/`capex` figures.
Provenance: each period carries `source` — `"bse-xbrl"` for a post-listing exchange filing,
or `"drhp"` for a newly-listed company's pre-listing years (restated figures from its IPO
prospectus, audited per SEBI ICDR requirements). The envelope's own `source` is the shared
value, or `"mixed"` when a window straddles both; a `drhp_periods_note` explains it further
whenever any displayed period is DRHP-sourced.
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{'type': 'object', 'title': 'get_financialsArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 8}, 'query': {'type': 'string', 'title': 'Query'}, 'period_type': {'type': 'string', 'title': 'Period Type', 'default': 'quarterly'}}}
get_financial_trends
Get multi-period growth and margin trends for an Indian stock.
Levels-vs-deltas division: this tool returns a PER-PERIOD time series (QoQ/YoY growth,
`net_margin_delta`, `fcf_growth`, and per-period reportable-segment breakdowns, one row
per displayed period) — not the latest levels or a summary growth/CAGR block. For the
current P&L/balance-sheet levels, TTM, and a single summary `growth` section (annual YoY
plus 3y/5y CAGR), see `get_financials` instead.
Accepts NSE symbol, ISIN, or BSE code. `period_type` is "quarterly" (default) or
"annual"; `limit` (1..12) caps the periods, newest first. Returns level fields plus
QoQ/YoY growth and margins — mechanically computed, no verdicts. Each period carries
`source` (`"bse-xbrl"` post-listing vs `"drhp"` pre-listing/prospectus-restated for a
newly-listed company); the envelope's own `source` is the shared value or `"mixed"`.
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{'type': 'object', 'title': 'get_financial_trendsArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 8}, 'query': {'type': 'string', 'title': 'Query'}, 'period_type': {'type': 'string', 'title': 'Period Type', 'default': 'quarterly'}}}
get_fno_ban_list
Get the full NSE F&O securities-in-ban list for the most-recently-published trading day.
Market-wide, not per-underlying — no `query` argument. This is the whole-list companion to
`get_derivatives_positioning`'s per-symbol `in_ban_list` flag: use this tool when you want
everything currently banned in one call, rather than checking symbols one at a time.
Returns `ban_date` (the snapshot's date) and `symbols` (one entry per banned name, each with
`nse_symbol` and `isin` — None for index names, which carry no security-master row). Raw
NSE-published ban list verbatim — no "avoid these" framing or interpretation (SEBI-RA line).
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{'type': 'object', 'title': 'get_fno_ban_listArguments', 'properties': {}}
get_fo_participant_activity
Get NSE participant-wise (FII/DII/Pro/Client) F&O open interest & volume — market-wide.
`days` (1..366, default 30) bounds the trailing window. Each row is one (trade_date,
client_type) pair with raw long/short contract counts across futures-index, futures-stock,
options-index-call/put, and options-stock-call/put, for both `oi` and `volume`.
This is a DIFFERENT, derivatives-side signal from `get_market_fii_dii_flow`
(market-wide daily CASH-segment net flow) — it is the highest-confidence official
substitute for FII/DII derivatives positioning (NSE's cash-market feed does not cover
F&O). Raw counts only — no "smart money"/positioning-bias interpretation (SEBI-RA line).
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{'type': 'object', 'title': 'get_fo_participant_activityArguments', 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 30}}}
get_fx_reference_rates
Daily FBIL INR reference rates (USD/GBP/EUR/JPY/AED/IDR against INR).
`currency_pair` optionally filters to one pair (e.g. `"USD/INR"`, case-insensitive).
`from_date`/`to_date` are optional ISO dates (default: trailing 30 days). Each row is
`{rate_date, currency_pair, unit_base, rate, source}` — `rate` is always "INR per
`unit_base` units of the foreign currency" (unit_base is 1 for USD/GBP/EUR/AED, 100 for JPY,
10000 for IDR — FBIL's own published denomination, never silently rescaled). FBIL's public
feed only serves a rolling ~2-day window with no bulk history archive found, so a fresh
deploy accretes this table forward one scheduled refresh at a time — a wide window may
legitimately return far fewer rows than the window implies.
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{'type': 'object', 'title': 'get_fx_reference_ratesArguments', 'properties': {'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}, 'currency_pair': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Currency Pair', 'default': None}}}
get_index_valuation
NSE's own daily OHLC + P/E + P/B + Div Yield time series for one named index.
`index` is matched case-insensitively against NSE's own published index names (e.g.
"Nifty 50", "Nifty Bank", "Nifty IT", "Nifty Auto", "Nifty FMCG", "India VIX" — use
get_india_vix for a VIX-specific shape). `from_date`/`to_date` are optional ISO dates
(default: trailing ~30 days; window capped at 1825 days). Sourced from NSE's own daily
`ind_close_all` file, which carries NSE's ALREADY-COMPUTED P/E, P/B, Div Yield for every
index it publishes — sector indices (Nifty Bank, Nifty IT, ...) give an official NSE
sector-valuation band, a DIFFERENT figure from get_sector_overview's peer-derived
median_pe/median_pb (this project's own aggregate over its tracked universe, grouped by a
different taxonomy) — the two are independent, neither validates the other. An unrecognized
`index` returns `reason_code: "no_data"` with `available_indices_hint` (every index name
NSE publishes) — see also list_index_valuations. Raw NSE-published figures only.
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{'type': 'object', 'title': 'get_index_valuationArguments', 'required': ['index'], 'properties': {'index': {'type': 'string', 'title': 'Index'}, 'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}}}
get_india_vix
NSE's daily India VIX (volatility index) OHLC time series.
`from_date`/`to_date` are optional ISO dates (default: trailing ~30 days; window capped at
1825 days). Each row is `{trade_date, open, high, low, close, points_change, pct_change}` —
VIX has no P/E, P/B, dividend yield, volume, or turnover, so those keys are omitted rather
than returned null. This is DalalOS's own NSE-sourced VIX series — if another connected MCP
server also exposes a similarly-named VIX tool, it is a DIFFERENT, non-interchangeable
source; prefer this one for anything joined against DalalOS's own index/sector data.
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输入模式
{'type': 'object', 'title': 'get_india_vixArguments', 'properties': {'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}}}
get_ipos
List IPO/public-issue records: upcoming, open, listing pending, or recently listed.
`status` optionally filters to `upcoming`, `open`, `listing_pending`, or `listed` (omitted returns all four);
an unknown value is a bad_request. Unlike most fields, `status` is derived at READ TIME from
dates versus today (IST) and a listed-security match. A passed planned listing date without that evidence is `listing_pending`, never `listed`. `limit`
(1..500, default 100) caps the result. Each entry carries price band, face value, lot size,
issue size, open/close/listing dates, issue price, listing price (once listed), category-wise
subscription x-times (QIB/NII/Retail/Employee) where disclosed, a DRHP/prospectus link, and a
mechanically-computed `listing_gain_pct` = (listing_price - issue_price) / issue_price
(null pre-listing). Sourced from BSE (api.bseindia.com) and SEBI public-issue filings —
official sources only. No Grey Market Premium (GMP) field anywhere: GMP has no official
exchange source, so it is deliberately excluded (SEBI-RA line — raw facts and mechanical
arithmetic only, never a verdict).
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{'type': 'object', 'title': 'get_iposArguments', 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 100}, 'status': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Status', 'default': None}}}
get_macro_indicators
Official macro/sector indicators: MOSPI CPI, WPI, IIP (monthly), GDP (annual), and PPAC's
Indian Basket crude-oil price (monthly).
`dataset` is required: `"cpi"` (headline Consumer Price Index by sector/division), `"wpi"`
(headline Wholesale Price Index — overall + food index only), `"iip"` (Index of Industrial
Production by category), `"gdp"` (GDP level + growth rate, current/constant prices, one
row per published estimate vintage — First/Second Advance, Provisional, Revised), or
`"crude_basket"` (PPAC's Indian Basket crude-oil monthly average price, USD/bbl). Any other
value is a `bad_request`. `from_period`/`to_period` bound the window (`"YYYY-MM"` for
cpi/wpi/iip/crude_basket, the fiscal-year string e.g. `"2024-25"` for gdp); `series_contains`
substring-filters `series_key` (e.g. `"Food"`, `"Manufacturing"`, `"GDP Growth Rate"`; a
no-op for crude_basket, which has only one series). `limit` (1..2000, default 200) caps the
result, newest period first. Raw published index values/growth percentages/commodity prices
only (SEBI-RA line) — no directional commentary ("inflation is high", "oil is expensive").
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{'type': 'object', 'title': 'get_macro_indicatorsArguments', 'required': ['dataset'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 200}, 'dataset': {'type': 'string', 'title': 'Dataset'}, 'to_period': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Period', 'default': None}, 'from_period': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Period', 'default': None}, 'series_contains': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Series Contains', 'default': None}}}
get_market_breadth
Whole-market advance/decline/unchanged breadth: how many NSE-listed securities moved
up/down/flat on a trading day.
`from_date`/`to_date` are optional ISO dates (default: trailing ~30 days; window capped at
366 days). Each row is `{trade_date, advances, declines, unchanged, total}`, sourced from
NSE's own live market-data feed. NSE publishes no bulk historical archive for this figure,
so history only extends as far back as this server has been capturing it — an empty result
for a genuinely old date is expected, not a bug. Raw counts only — no "risk-on/risk-off" or
breadth-based market-direction commentary (SEBI-RA line).
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{'type': 'object', 'title': 'get_market_breadthArguments', 'properties': {'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}}}
get_market_calendar
Get a unified, WHOLE-MARKET calendar of disclosed events across all NSE/BSE securities,
over an ARBITRARY window (past or future).
Use this instead of get_upcoming_results when you need a past window or multiple event types
together; use get_upcoming_results instead when you just want a forward results window with a
sector filter (a scoped convenience over the same results data this tool also reads). For ONE
company's historical corporate-action timeline, use get_corporate_actions instead — that tool
is per-stock; this one is market-wide.
`date_from`/`date_to` are ISO dates (YYYY-MM-DD); `date_to` must be on or after `date_from`
and the window is capped at 180 days. `types` optionally filters to a subset of `results,
dividend, split, bonus, demerger, ipo` (plus the remaining corporate-action disclosure
types: consolidation, rights, buyback, spinoff, merger, distribution, other) — an unknown
type is a bad_request. Each event is `{date, type, isin, nse_symbol, name, detail}`, merged
from results_calendar (results) and corporate_action_events (everything else) and sorted
chronologically; `limit` (1..2000, default 500) caps the merged result. `ipo` is a stub —
no IPO data source exists yet, so it always returns zero rows with an explanatory note.
Raw disclosed facts only — no verdicts, no importance ranking beyond your own type filter.
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{'type': 'object', 'title': 'get_market_calendarArguments', 'required': ['date_from', 'date_to'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 500}, 'types': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'null'}], 'title': 'Types', 'default': None}, 'date_to': {'type': 'string', 'title': 'Date To'}, 'date_from': {'type': 'string', 'title': 'Date From'}}}
get_market_fii_dii_flow
Market-wide DAILY FII/DII net cash-flow (Rs crore), NSE cash (Capital Market) segment.
NOT the shareholding data: get_shareholding gives per-company QUARTERLY FII/DII holding
PERCENTAGES; this gives market-wide DAILY net buy/sell/net value in Rs crore -- e.g. "FIIs
net sold Rs 2,340 Cr, DIIs net bought Rs 1,890 Cr" for a given trading day. `from_date`/
`to_date` are optional ISO dates (default: trailing ~30 days); `segment` is "cash" only.
For NSE participant-wise F&O positioning, use `get_fo_participant_activity`. Raw exchange-
published figures; `net = buy - sell` is the only computation (SEBI-RA line — no direction
calls or "smart money" framing).
The envelope's `source` reflects actual per-call provenance, not a fixed NSE label: recent
dates are NSE-live (`source="nse"`), older dates are Moneycontrol-backfilled
(`source="moneycontrol"`, since NSE publishes no bulk cash-history archive), and a query
window spanning both returns `source="mixed"` (each row still carries its own accurate
`source`).
Renamed from `get_fii_dii_flow` (issue #285) so the name itself telegraphs scope
(MARKET-wide) against its get_sector_fii_flow/get_stock_fii_flow siblings.
`get_fii_dii_flow` is kept as a deprecated back-compat alias for this release.
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{'type': 'object', 'title': 'get_market_fii_dii_flowArguments', 'properties': {'segment': {'type': 'string', 'title': 'Segment', 'default': 'cash'}, 'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}}}
get_market_heatmap
Get valuation + multi-horizon returns for the constituents of an Indian market index.
`index` is matched exactly to a known index name (e.g. NIFTY 50, NIFTY 500) — get the valid
names from list_indices. `limit` (1..500) caps the returned constituents, sorted by market
cap desc. Each row carries
market_cap/pe/pb plus precomputed 1d/1w/1m/3m/6m/1y returns, and any Tier-C
structural-event flags on those returns (`return_flags`) or a lack of price history
(`incomplete_windows`) — the two are mutually exclusive and together explain every null
return. Mechanical facts only — no rankings.
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{'type': 'object', 'title': 'get_market_heatmapArguments', 'required': ['index'], 'properties': {'index': {'type': 'string', 'title': 'Index'}, 'limit': {'type': 'integer', 'title': 'Limit', 'default': 100}}}
get_peer_comparison
Compare a stock against its sector/industry peers on valuation metrics.
Auto-identifies the peer group and returns a side-by-side table (Mkt Cap, PE, PB,
Revenue TTM, net / EBITDA margin, ROE, ROA, ROCE, interest coverage, D/E, the EV bundle
— EV, EV/EBITDA, EV/EBIT and the EV-based earnings yield — plus the cash-flow ratios
P/CF, P/FCF and FCF yield), sourced entirely from cache. EBITDA-margin and the EV bundle
are DELIBERATELY general-only (None for banks/NBFCs/insurers — an intentional validity-
matrix decision: EBIT/EBITDA are not meaningful add-backs for a financial's P&L). Cash-flow
ratios are NOT gated that way and populate for any peer disclosing an annual cash flow —
including banks/NBFCs/insurers. The one exception is bank capex specifically: P/FCF and FCF
yield are structurally unavailable for BANK peers whose only cached annual filing predates
the fix for issue #169 (banks tag capex under a different XBRL concept than the general
template; the mapping now covers it, but existing cached rows need a backfill re-scrape to
pick it up) — P/CF (which doesn't need capex) is unaffected either way.
Each row also carries `piotroski_f_score` (0-9, general-only; None for banks/NBFCs/
insurers) and `altman_z_score` (general-only; None for banks/NBFCs/insurers, and for a
general filer whenever any of the five classic-formula inputs is undisclosed for that
security). The explanatory text for WHY a score is None is never repeated per row — it is
deduplicated across the whole peer set and surfaced once at
`data.notes.{piotroski_f_score,altman_z_score}` (a list of the distinct reasons actually
present in the table). A row with an implausible figure (e.g. a corrupted
P/B or a unit-slipped market cap) is marked `valuation_suspect` and excluded from the
table-level `peer_medians`; a row within 52 weeks of a rights issue/demerger/merger is
marked `ratios_incomplete` (see the table-level `ratios_caveat`), and a row whose margins
are dominated by a one-off exceptional/discontinued item is marked `non_recurring_items`
(also excluded from `peer_medians`). `grain_widened`/`size_banded` indicate whether the
peer set fell back to the broader SEBI industry grain or was restricted by the market-cap
size band. Each row also carries `bvps` (book value per share, NOT general-only); the full
per-period BVPS + P/B history is get_financials-only.
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{'type': 'object', 'title': 'get_peer_comparisonArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 8}, 'query': {'type': 'string', 'title': 'Query'}}}
get_pledge_trend
Get the promoter share-pledge percentage trend for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. `limit` (1..16) caps the most-recent periods.
Returns the reported pledged-percentage time series. Raw disclosures only. Each period
carries `pledge_disclosed`: false means this quarter's pledge field wasn't present in the
underlying filing (a null `pledged_pct` reads as "not disclosed", not "zero pledge") — a
real 0.0 is only reported when `pledge_disclosed` is true.
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{'type': 'object', 'title': 'get_pledge_trendArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 12}, 'query': {'type': 'string', 'title': 'Query'}}}
get_price_history
Get the OHLC + volume price-history series for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. `days` (1..1825) bounds the lookback window.
Set `adjusted=True` for split/bonus-adjusted closes; default is raw close. `interval`
is 'daily' (default), 'weekly', or 'monthly' (weekly/monthly resample the adjusted
daily series). EOD from the NSE bhavcopy. `currency` is always "INR". Each bar carries
`sma_50` and `sma_200`, computed from daily split/bonus-adjusted (both modes) closes before resampling, plus a
mechanically-computed `vwap` (turnover / volume, None when either is missing/zero); vwap
is not rescaled by the split/bonus adjustment factor (turnover/volume are raw flow
figures, identical in raw and adjusted mode).
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{'type': 'object', 'title': 'get_price_historyArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 90}, 'query': {'type': 'string', 'title': 'Query'}, 'adjusted': {'type': 'boolean', 'title': 'Adjusted', 'default': False}, 'interval': {'type': 'string', 'title': 'Interval', 'default': 'daily'}}}
get_relevant_peers
Return an explainable peer set for operating, financial, or valuation comparison.
Uses reviewed, provenance-backed business tags and overrides plus cached factual metrics. The
existing get_peer_comparison table remains the broader SEBI-classification comparison. This
tool may return fewer peers when business-model evidence is insufficient; it never presents a
same-industry label as proof of comparability, and returns no investment conclusion.
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{'type': 'object', 'title': 'get_relevant_peersArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 8}, 'query': {'type': 'string', 'title': 'Query'}, 'purpose': {'type': 'string', 'title': 'Purpose', 'default': 'operating'}, 'event_context': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Event Context', 'default': None}}}
get_returns
Get mechanical return statistics over standard windows for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. Returns period returns (1W/1M/3M/6M/1Y/YTD/max),
CAGR, annualized volatility, max drawdown, and 52-week high/low — all computed from the
split/bonus-adjusted close series. A null return is always explained by exactly one of two
fields: `incomplete_windows` (not enough price history for that window yet) or
`corporate_action_flagged_windows` (a rights issue/demerger/spin-off/merger/bare
consolidation fell inside the window, so the window mixes a mechanical value transfer with
ordinary price movement and is nulled rather than reported — see `corporate_action_caveat`
when present). If the query only resolved via a rename/merger/demerger-successor alias,
the envelope carries `resolved_via` naming which kind fired. Descriptive statistics only;
no verdicts.
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输入模式
{'type': 'object', 'title': 'get_returnsArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}}}
get_sector_fii_flow
Daily FII/FPI net flow (raw Rs), aggregated by sector -- the #74 sector-wise breakdown.
Scope-keyed alongside its siblings (issue #285): get_market_fii_dii_flow is market-wide
with no sector dimension; get_stock_fii_flow is per-stock; get_shareholding is per-company
QUARTERLY holding %. This is DAILY, per-sector, TRANSACTION flow, joined from the
stock-level fii_fpi_stock_flow table against securities.sector (the same sector field
get_company_profile/get_sector_overview use). `from_date`/`to_date` are optional ISO dates
(default: trailing ~30 days, capped at 366); `sector` optionally narrows to one sector name.
`net = buy - sell` is the only computation (SEBI-RA line).
COVERAGE CAVEAT: sourced from CDSL's Trade-Wise Equity Data of FII/FPI ONLY -- NSDL's
per-stock trade data is not ingested, so this is a PARTIAL view of FII/FPI activity by
sector, not the whole market's figure (every response carries a `coverage_note` saying so).
CDSL stopped publishing after March 2025, so nothing later exists here: for current
sector-level FPI flow across both depositories use get_sector_fpi_investment (fortnightly).
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输入模式
{'type': 'object', 'title': 'get_sector_fii_flowArguments', 'properties': {'sector': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Sector', 'default': None}, 'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}}}
get_sector_fpi_investment
Fortnightly FPI net investment and assets under custody by sector, from NSDL's
Fortnightly Sector-wise FPI Investment data. Covers every FPI across BOTH depositories
(NSDL and CDSL), 2012 onward -- the current sector-level FPI source; get_sector_fii_flow's
CDSL feed stopped publishing after March 2025.
Scope-keyed alongside its siblings: get_market_fii_dii_flow is market-wide DAILY cash
flow; get_sector_fii_flow / get_stock_fii_flow are DAILY CDSL-only transaction flow;
get_shareholding is per-company QUARTERLY holding %. This is FORTNIGHTLY, per NSDL sector.
`from_date`/`to_date` are optional ISO dates matched to each fortnight's period_end
(default trailing ~6 months; capped at 5 years unless `sector` is given); `sector` narrows
to one NSDL label (case-insensitive; 'Grand Total' is NSDL's all-sector row); `instrument`
picks one column (default equity; also debt_general, debt_vrr, debt_far, hybrid, aif,
total, mf_equity, mf_debt, mf_hybrid, mf_solution_oriented, mf_other); `include_subsectors`
adds pre-2022 nested sub-sector rows, which are already included in their parent. Each row
is `{period_start, period_end, taxonomy, sector, row_kind, parent_sector, instrument,
net_inr_cr, net_usd_mn, auc_inr_cr, auc_usd_mn}` as NSDL published it (INR crore / USD million;
null = not published). Sector labels switch to BSE's Common Industry Classification from
2022-04-30 (`taxonomy` marks it) and are NSDL's own, not securities.sector. No computation
beyond row selection.
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{'type': 'object', 'title': 'get_sector_fpi_investmentArguments', 'properties': {'sector': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Sector', 'default': None}, 'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}, 'instrument': {'type': 'string', 'title': 'Instrument', 'default': 'equity'}, 'include_subsectors': {'type': 'boolean', 'title': 'Include Subsectors', 'default': False}}}
get_sector_overview
Get an aggregate market overview by sector (or a finer SEBI grain).
Omit `sector` to list all groups; pass one to drill in. `grain` is "sector" (default),
"igroup" (SEBI Industry), or "isubgroup" (SEBI Basic Industry, the finest grain). Returns
count, total market cap, and median/mean PE and median PB per group — computed from
cached quotes. Aggregates only.
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{'type': 'object', 'title': 'get_sector_overviewArguments', 'properties': {'grain': {'type': 'string', 'title': 'Grain', 'default': 'sector'}, 'sector': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Sector', 'default': None}}}
get_shareholding
Get the promoter / FII / DII / public shareholding-pattern time series for a stock.
Accepts an NSE symbol, ISIN, or BSE code. `limit` caps the most-recent quarterly periods
(max 12). Returns raw reported ownership percentages — no verdicts. Sourced from cache;
returns an empty series with a note when no shareholding data is cached yet. `breakdown`
(when the underlying filing's raw payload was cached) carries the full BSE-SHP
institutional sub-category split as `breakdown.institutions`, a list of
`{"category": ..., "pct": ...}` — e.g. Mutual Funds, Insurance Companies, Alternate
Investment Funds, Provident/Pension Funds, Sovereign Wealth Funds, Foreign Portfolio
Investors Category I / II — separately from the headline `fii_pct`/`dii_pct` aggregates.
Category label strings are BSE's own text as filed (may contain formatting artifacts like
a trailing "/" or doubled spaces), not normalized. Omitted entirely for a period whose raw
payload wasn't cached. `breakdown.named_institutional_holders` lists individual FII/FPI,
insurance, and mutual-fund holders BSE's filing names once they cross the Reg 31 reporting
threshold — `{"name": ..., "category": ..., "pct": ...}` per holder — so a caller can see
who specifically holds a stake, not just the category total.
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输入模式
{'type': 'object', 'title': 'get_shareholdingArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 8}, 'query': {'type': 'string', 'title': 'Query'}}}
get_stock_events
Get recent BSE corporate announcements (SEBI Reg-30 disclosures) for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. `days` (1..365, default 30) bounds the trailing
window over filing date; `category` optionally narrows to one BSE category (e.g.
"Board Meeting", or "Insider Trading / SAST" for promoter/KMP insider buy-sell and pledge
creation/invocation/revocation disclosures). Returns disclosure metadata — subject, headline,
category, filing time, and a link to the source PDF on BSE. Metadata only; the filings
themselves are not parsed or summarised. Quarterly results aren't here — use get_financials
for those. Capped at 200 rows; `truncated: true` means more filings matched the window than
were returned (narrow `days`/`category` to see the rest) — `total_scanned` reports the true
match count, uncapped.
Each event includes a `news_id` (the BSE filing GUID). To read the extracted facts and a
factual summary of a specific filing, pass that `news_id` to get_filing_extract.
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{'type': 'object', 'title': 'get_stock_eventsArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 30}, 'query': {'type': 'string', 'title': 'Query'}, 'category': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Category', 'default': None}}}
get_stock_fii_flow
Per-stock DAILY FII/FPI transaction flow (raw Rs) -- daily series + trailing-30d summary.
Accepts NSE symbol, ISIN, or BSE code. `days` (1..1825, default 90) bounds the daily
`series`; `summary` is always the trailing-30d figure (the SAME single-source helper
get_company_profile's compact `fii_activity` field uses). A distinct FII/FPI surface from
get_market_fii_dii_flow (market-wide) and get_shareholding (quarterly holding %) -- this is
per-STOCK daily transaction flow, aggregated from CDSL's trade-wise disclosure.
COVERAGE CAVEAT: CDSL-only (NSDL's per-stock data is not ingested), and CDSL stopped
publishing after March 2025 -- every response carries a `coverage_note`.
`net = buy - sell` is the only computation (SEBI-RA line: no direction calls, no "smart
money" framing).
Renamed from `get_fii_activity` (issue #285) so the name carries "flow" like its
get_sector_fii_flow/get_market_fii_dii_flow siblings ("activity" gave no scope cue).
`get_fii_activity` is kept as a deprecated back-compat alias for this release.
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输入模式
{'type': 'object', 'title': 'get_stock_fii_flowArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 90}, 'query': {'type': 'string', 'title': 'Query'}}}
get_stock_quote
Get the latest end-of-day quote (price, OHLC, volume) for an Indian stock.
Accepts an NSE symbol, ISIN, or BSE code. Prices are EOD from the NSE bhavcopy. Carries
`currency` ("INR") and a mechanically-computed `vwap` (turnover / volume for the latest
bar, None when either is missing/zero). P/E and P/B may be null with a `valuation_notes`
explanation (e.g. negative shareholders' equity, or a proven loss) rather than a
misleading ratio. A `ratios_caveat` field and/or a `week52_adjustments` list appear when a
split, bonus, or other corporate action in the trailing 52 weeks affects the comparability
of the 52-week range or valuation ratios. `recent_dividends` / `upcoming_dividends` /
`dividend_yield` carry realized cash-dividend history and trailing yield. Always check
these fields before restating a figure as clean.
A `bse_reported` sub-object, when present, carries BSE's OWN published ROE/operating margin/
net margin — a DIFFERENT, BSE-computed figure (not necessarily TTM or the same
consolidated/standalone basis) from this project's XBRL-derived ratios elsewhere. It is a
cross-check/fallback signal only — never treat it as the same number as a computed `roe`.
只读
幂等
输入模式
{'type': 'object', 'title': 'get_stock_quoteArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}}}
get_technical_indicators
Get moving averages, RSI, MACD, Bollinger Bands, beta, and circuit-filter band/hit-days
for an Indian stock.
Accepts NSE symbol, ISIN, or BSE code. Moving averages (sma_50/sma_100/sma_200), `rsi_14`
(Wilder's 14-period RSI), `macd` (12/26/9 EMA line/signal/histogram), `bollinger_bands`
(20-day, 2-stdev middle/upper/lower + percent_b), and `beta` (regressed against NSE's own
Nifty 50 daily close series over the trailing ~1Y of paired trading days; `beta_benchmark`
names it) are all mechanically computed from the split/bonus-adjusted daily close series.
`circuit_band_pct`/`circuit_band_as_of`/`circuit_hit_days` use the RAW (unadjusted) close
series and are NSE's own per-security circuit-filter data, not derived from bhavcopy. NSE
publishes only a CURRENT snapshot with no historical archive, so this pipeline's own daily
captures are the only source of band history and only exist from whenever this deployment
started capturing them:
* `circuit_band_pct` is null for TWO DIFFERENT reasons — check `circuit_band_as_of` to tell
them apart. `circuit_band_as_of` present + `circuit_band_pct` null means this security
genuinely has NSE's "No Band" designation (no static daily price band applies — typically
a large/liquid, F&O-eligible name; this is a complete, real answer, NOT missing data).
`circuit_band_as_of` null means no band has been captured for this security AT ALL yet
(also named in `insufficient_history`) — do not conflate the two.
* `circuit_hit_days` is a list of `{trade_date, close, prev_close, pct_change, band_pct}`
for RAW-close days that plausibly touched that day's captured band (a small tolerance
absorbs NSE's tick-size rounding of the actual limit price off the raw percentage) — a
descriptive flag that trading was likely constrained that day, not a claim about why.
An indicator needing more history than is cached yet (e.g. sma_200 on a recently-listed
stock, beta when too few dates overlap the Nifty 50 series, or circuit-band data for a
security with no captured band day yet) is null/empty and named in `insufficient_history`
rather than computed or fabricated on a short series. Pure math, no verdicts/signals.
只读
幂等
输入模式
{'type': 'object', 'title': 'get_technical_indicatorsArguments', 'required': ['query'], 'properties': {'query': {'type': 'string', 'title': 'Query'}}}
get_top_movers
Raw ranked gainers/losers/most-active for an index over one completed EOD session.
`index` defaults to 'NIFTY 500' — get valid names from list_indices. `metric` picks the raw
sort field: 'pct_change' (day % change, default), 'change' (absolute price change, Rs),
'turnover' (traded value, Rs), or 'volume' (traded quantity). `direction` is 'desc' (default
— top gainers / most active) or 'asc' (top losers). `limit` (1..100, default 20) caps the
rows. This is the same mechanical fact NSE's own top-gainers/losers page publishes — a
caller-chosen sort key over already-public EOD numbers, nothing more.
Distinct from get_market_heatmap, which is deliberately NOT sortable by return (issue #85)
and instead always sorts by market cap — use get_market_heatmap for a valuation+returns
snapshot, use this tool when the question is specifically "what moved most today".
只读
幂等
输入模式
{'type': 'object', 'title': 'get_top_moversArguments', 'properties': {'index': {'type': 'string', 'title': 'Index', 'default': 'NIFTY 500'}, 'limit': {'type': 'integer', 'title': 'Limit', 'default': 20}, 'metric': {'type': 'string', 'title': 'Metric', 'default': 'pct_change'}, 'direction': {'type': 'string', 'title': 'Direction', 'default': 'desc'}}}
get_upcoming_results
List companies with an upcoming board-meeting / results date — WHOLE-MARKET, FORWARD-ONLY.
This is a forward-only, sector-filterable CONVENIENCE view over the same results_calendar
data get_market_calendar also reads — equivalent to get_market_calendar(date_from=today,
date_to=today+days, types=["results"]) plus the sector narrowing get_market_calendar doesn't
offer, not a competing source. Prefer get_market_calendar instead when you need a past window
or multiple event types together. For ONE company's historical corporate-action timeline
(splits/bonuses/dividends), use get_corporate_actions instead.
`days` (1..90, default 14) is the forward window; `sector` optionally filters; `limit`
(1..200) caps the results. Each entry carries the meeting date and security identifiers.
A disclosed meeting is never dropped just because its bse_code doesn't join cleanly to
the securities master; such rows keep the raw bse_code and add a `note` explaining why
isin/nse_symbol/name/sector are null.
只读
幂等
输入模式
{'type': 'object', 'title': 'get_upcoming_resultsArguments', 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 14}, 'limit': {'type': 'integer', 'title': 'Limit', 'default': 50}, 'sector': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Sector', 'default': None}}}
get_valuation_history
Get point-in-time P/E and price-to-sales history for an Indian stock.
Each point uses only the TTM filing that was public on that trade date. `days` accepts
1..1825; `interval` is daily, weekly, or monthly. P/S is null where the filing lacks a
usable top line or disclosed share count. Cache-only, mechanically computed, no verdicts.
只读
幂等
输入模式
{'type': 'object', 'title': 'get_valuation_historyArguments', 'required': ['query'], 'properties': {'days': {'type': 'integer', 'title': 'Days', 'default': 365}, 'query': {'type': 'string', 'title': 'Query'}, 'interval': {'type': 'string', 'title': 'Interval', 'default': 'daily'}}}
get_watchlist
Get the caller's DalalOS watchlist: bare stock symbols, no quantity/cost-basis.
Use this whenever the user asks what's on their (DalalOS) watchlist, or before adding/
removing symbols to check current state. This is DalalOS's OWN watchlist, tied to the
caller's DalalOS account -- if another connected MCP server also has a watchlist tool, it is
a SEPARATE list; do not treat them as interchangeable.
Requires an authenticated caller (API key or OAuth session tied to a DalalOS account) --
unauthenticated or auth-disabled deployments get an `unauthorized`/`not_configured` error
envelope instead of data. Each entry is decorated with `name`/`sector`/`market_cap` (best
effort, via the same lookup `get_company_profile` uses) alongside the bare `symbol` and
`added_at`; a symbol that no longer resolves (delisted, renamed) still returns as a bare row
rather than failing the whole call.
只读
幂等
输入模式
{'type': 'object', 'title': 'get_watchlistArguments', 'properties': {}}
list_announcement_buckets
List the market-wide BSE announcement discovery buckets (id + label).
Each bucket groups a real-world disclosure type (e.g. "order-receipts", "fundraise",
"credit-rating", "acquisitions", "management-changes") across the WHOLE market — the inverse
of get_stock_events, which is scoped to one company. Pass a bucket id to
get_announcement_bucket to fetch its recent filings.
只读
幂等
输入模式
{'type': 'object', 'title': 'list_announcement_bucketsArguments', 'properties': {}}
list_index_constituents
List the constituent stocks of an Indian market index (e.g. NIFTY 50, NIFTY 500).
`index` is matched exactly to a known index name — get the valid names from list_indices.
`limit` (1..500) caps the returned constituents. Returns the member securities with
identifiers (each `nse_symbol`/`isin` can be passed as the `query` to any per-stock tool).
只读
幂等
输入模式
{'type': 'object', 'title': 'list_index_constituentsArguments', 'required': ['index'], 'properties': {'index': {'type': 'string', 'title': 'Index'}, 'limit': {'type': 'integer', 'title': 'Limit', 'default': 100}}}
list_index_valuations
List every NSE index name tracked (headline, broad-market, sector/thematic, India VIX).
Each entry carries `{index_name, latest_trade_date, latest_close}`. Powers
get_index_valuation's `available_indices_hint` and lets you discover NSE's exact
index-name spelling before calling it.
只读
幂等
输入模式
{'type': 'object', 'title': 'list_index_valuationsArguments', 'properties': {}}
list_indices
List the market indices for which constituent membership is cached.
只读
幂等
输入模式
{'type': 'object', 'title': 'list_indicesArguments', 'properties': {}}
list_preset_screens
List the fixed, nightly-precomputed preset screens (name/description/cache freshness).
Presets are FIXED mechanical filter combinations (never live-queried, never ranked or
labelled as a recommendation) — a discovery starting point a caller can further filter via
screen_stocks itself. Use run_preset_screen(name) to fetch one preset's actual results.
只读
幂等
输入模式
{'type': 'object', 'title': 'list_preset_screensArguments', 'properties': {}}
ping
DalalOS health check. Returns a success envelope to confirm the server is reachable.
只读
幂等
输入模式
{'type': 'object', 'title': 'pingArguments', 'properties': {}}
remove_from_watchlist
Remove one or more stock symbols from the caller's DalalOS watchlist in a single call.
Use this when the user says "stop watching X", "remove X from my watchlist", or "clear my
watchlist" (call get_watchlist first, then pass every returned symbol here in one call).
This is DalalOS's OWN watchlist -- see add_to_watchlist's docstring for why that
distinction matters when multiple MCP servers are connected.
`symbols` accepts either a list of strings (mirrors `add_to_watchlist`, capped at
`watchlist_tool.MAX_WATCHLIST_BATCH`) or a single bare string (kept for one release for
backward compatibility with older single-symbol callers). A partial match -- some symbols
on the watchlist, some not -- never fails the call: the response reports
`{"removed": [...], "not_found": [...]}` so the caller can see exactly which symbols were
actually removed. Requires an authenticated caller; see `get_watchlist` for the auth error
shape.
可能执行破坏性操作
幂等
输入模式
{'type': 'object', 'title': 'remove_from_watchlistArguments', 'required': ['symbols'], 'properties': {'symbols': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'string'}], 'title': 'Symbols'}}}
run_preset_screen
Return the last nightly-precomputed result for one registered preset screen.
`name` must be one of the names returned by list_preset_screens. A preset that has never
been computed yet returns an empty result with reason_code "no_data". Cache-only — this is
the stored output of an equivalent screen_stocks(filters=...) call, not a live query.
只读
幂等
输入模式
{'type': 'object', 'title': 'run_preset_screenArguments', 'required': ['name'], 'properties': {'name': {'type': 'string', 'title': 'Name'}}}
screen_by_query
Screen the Indian security universe with one free-form Screener.in-style expression.
Reach for this instead of screen_stocks when the ask needs OR, arithmetic between two
metrics, or a comparison screen_stocks' fixed `<metric>_min`/`_max` keys cannot express — e.g.
`Return on capital employed > 22% AND (Debt to equity < 0.5 OR Interest Coverage Ratio > 8)`.
screen_stocks stays the right tool for a plain AND-combined set of range filters.
`dialect` picks the vocabulary and is never guessed: "screener" (default) reads Screener.in
ratio names in the units Screener DISPLAYS — `> 22%` against a ratio stored as a fraction,
market cap in crore — while "dalalos" reads canonical DalalOS metric ids in the units the
cache stores. The metric catalogue for both is GET /v1/ratios; an unrecognised name comes
back as an explicit error naming the phrase, never a silent substitution.
Operators: AND, OR, = != > < >= <=, + - * /, and COALESCE, IF, LEAST, POWER, ABS,
SQRT, LOG. Missing values follow SQL three-valued logic: a bare comparison against an
unknown value does NOT match, `COALESCE(<metric>, 0) > x` does, and `A > x OR B > y` can
still match on the right side alone. Division by zero is a missing value, not an error.
Paging is pinned to one published metrics generation. Each response reports it as
`pagination.snapshot_id`; pass that value back as `snapshot_id` on the next page. If a
metrics refresh published a new generation in between, the call fails with
`snapshot_expired` and the current generation rather than mixing rows from two of them —
restart from `offset` 0. `sort_by` is a sortable metric id; ordering puts unknown values
last and ends with an ISIN tie-break, so pages never duplicate or skip a row.
Returns matching securities with the screened metrics — data only, no recommendations.
只读
幂等
输入模式
{'type': 'object', 'title': 'screen_by_queryArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 25}, 'order': {'type': 'string', 'title': 'Order', 'default': 'desc'}, 'query': {'type': 'string', 'title': 'Query'}, 'scope': {'anyOf': [{'type': 'object', 'additionalProperties': True}, {'type': 'null'}], 'title': 'Scope', 'default': None}, 'offset': {'type': 'integer', 'title': 'Offset', 'default': 0}, 'columns': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'null'}], 'title': 'Columns', 'default': None}, 'dialect': {'type': 'string', 'title': 'Dialect', 'default': 'screener'}, 'sort_by': {'type': 'string', 'title': 'Sort By', 'default': 'market_cap'}, 'definitions': {'anyOf': [{'type': 'array', 'items': {'type': 'object', 'additionalProperties': True}}, {'type': 'null'}], 'title': 'Definitions', 'default': None}, 'snapshot_id': {'anyOf': [{'type': 'integer'}, {'type': 'null'}], 'title': 'Snapshot Id', 'default': None}, 'only_latest_results': {'type': 'boolean', 'title': 'Only Latest Results', 'default': False}}}
输出模式
{'type': 'object', 'title': 'screen_by_queryDictOutput', 'additionalProperties': True}
screen_stocks
Screen the Indian security universe by user-supplied mechanical criteria.
All `filters` keys are optional and AND-combined. `sort_by`/`order` order the result set;
`limit` (1..100) caps it. Returns matching securities with the screened metrics — data
only, no recommendations. An unknown filter key returns a `bad_request` error that lists
every accepted key verbatim, so a rejected call is always self-correcting.
RANGE filters (take a `_min` and/or `_max` suffix, e.g. `pe_min: 10, pe_max: 20`):
market_cap, price, pe, pb, deliv_pct, week52_high, week52_low, turnover, num_trades
(quote-level) — deliv_pct is a PERCENTAGE (50 = 50%); week52_high/week52_low are rupee
price levels comparable to `price`; turnover is a rupee traded-value, num_trades a count.
promoter_pct, pledged_pct — PERCENTAGES (pass 50 for "50%"), from shareholding data.
roe, roa, roce, net_margin, dividend_yield, earnings_yield, fcf_yield, ebitda_margin,
operating_margin, quarterly_net_margin_delta_yoy — FRACTIONS (pass 0.15 for "15%").
interest_coverage, ev, ev_to_ebitda, ev_to_ebit, price_to_cash_flow, price_to_fcf,
debt_to_equity, price_to_sales, piotroski_f_score (0-9) — plain multiples/scores, no
unit conversion needed.
revenue_growth, net_income_growth, quarterly_revenue_growth_yoy,
quarterly_net_income_growth_yoy, return_1d/1w/1m/3m/6m/1y — FRACTIONS (0.20 = 20% growth
or return); unlike the margin/yield group above, these may legitimately exceed 1.0
(>100%) for high-growth or multi-bagger names.
pct_off_52w_low — derived, FRACTION: (price - week52_low) / week52_low, e.g.
`pct_off_52w_low_max=0.05` for "within 5% of its 52-week low".
num_shareholders (a count) and promoter/fii/dii/public_holding_change_qoq — PERCENTAGE POINTS between the latest two shareholding filings (50% -> 55% is 5, not 0.10) — plus num_shareholders_change_qoq, a plain count difference. A
security with only one filed period is EXCLUDED, never matched as a zero change.
revenue_cagr_3y/5y, net_income_cagr_3y/5y — 3Y/5Y sales and profit CAGR, FRACTIONS.
roe_weighted_avg_3y/5y, roce_weighted_avg_3y/5y — multi-year return on equity /
capital employed, FRACTIONS, computed as sum(numerators)/sum(denominators) over the
window (denominator-WEIGHTED, not the average of the yearly ratios). All eight are
null unless that many annual periods are cached; the 5Y horizons are null for most
names today.
sales_growth_ttm, profit_growth_ttm — TTM vs the preceding TTM, FRACTIONS, and like the
other growth rates they may legitimately exceed 1.0. roa_last_year — last ANNUAL
profit over average assets (roa's trailing-twelve-month sibling), a FRACTION.
opm_ex_other_income — operating margin on the Schedule-III Sales-minus-Expenses
subtotal, so it EXCLUDES other income, a FRACTION; operating_margin keeps its EBIT
basis. roce_ex_exceptional — roce with the pre-tax exceptional item removed, a
FRACTION. pe_ex_exceptional — market cap over TTM profit with the after-tax
exceptional item removed, a multiple; the headline pe keeps its own basis.
price_to_fcf_3y_avg — market cap over 3-year-average free cash flow, a multiple.
inventory_days_material_cost, payable_days_material_cost — DAYS, on a material-cost
denominator rather than full COGS. working_capital_ex_st_borrowings — RUPEES, with
short-term borrowings netted out. Each of these stands BESIDE the DalalOS metric of
the same family rather than replacing it, so both bases are screenable.
EXACT-MATCH filters (single value, no `_min`/`_max`):
sector, industry, igroup, isubgroup, company_type (e.g. "bank", "nbfc", "insurer",
"general"), index (e.g. "NIFTY 50" — membership in that index's constituent list).
BOOLEAN filter (a bare true/false, no `_min`/`_max`):
is_sme — listed on an SME platform (NSE Emerge). THREE-VALUED: a security whose listing
segment is unverified matches neither is_sme=true nor is_sme=false, because no
official machine-readable BSE SME membership list exists.
Some derived metrics are general-only (null for bank/nbfc/insurer): roce,
interest_coverage, ev*, earnings_yield, ebitda_margin, operating_margin,
piotroski_f_score, roce_weighted_avg_3y/5y, opm_ex_other_income,
roce_ex_exceptional, inventory_days_material_cost, payable_days_material_cost.
只读
幂等
输入模式
{'type': 'object', 'title': 'screen_stocksArguments', 'required': ['filters'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 25}, 'order': {'type': 'string', 'title': 'Order', 'default': 'desc'}, 'filters': {'type': 'object', 'title': 'Filters', 'additionalProperties': True}, 'sort_by': {'type': 'string', 'title': 'Sort By', 'default': 'market_cap'}}}
search_company_disclosures
Search this company's already cached official filings, page by page.
Use after get_stock_events/get_filing_extract when you need historical context, such as a
prior commissioning date, original order announcement, customer, project, or tender. This is
cache-only: it never downloads a filing or triggers extraction. Results retain a source page
and original BSE attachment URL; `coverage` tells you how much page-preserving history is
indexed and explicitly reports parsed legacy filings that cannot be searched reliably yet.
只读
幂等
输入模式
{'type': 'object', 'title': 'search_company_disclosuresArguments', 'required': ['query', 'search_text'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 10}, 'query': {'type': 'string', 'title': 'Query'}, 'to_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'To Date', 'default': None}, 'from_date': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'From Date', 'default': None}, 'search_text': {'type': 'string', 'title': 'Search Text'}, 'document_types': {'anyOf': [{'type': 'array', 'items': {'type': 'string'}}, {'type': 'null'}], 'title': 'Document Types', 'default': None}}}
search_stocks
Find Indian stocks by company name, NSE symbol, BSE code, or ISIN.
Returns matching securities with their ISIN, internal company_id, name, and both
exchange codes. Use this first when a ticker is unknown or ambiguous, then pass a returned
`nse_symbol` / `isin` / BSE code as the `query` argument to any other per-stock tool.
Tolerant matching: a company-name/symbol typo still surfaces a suggestion, a truncated/
partial ISIN or BSE code matches via prefix, and a former/retired name or symbol (e.g. a
pre-rename company name) resolves to the security's current identity, with `resolved_via`
on the result naming which kind of resolution fired.
只读
幂等
输入模式
{'type': 'object', 'title': 'search_stocksArguments', 'required': ['query'], 'properties': {'limit': {'type': 'integer', 'title': 'Limit', 'default': 10}, 'query': {'type': 'string', 'title': 'Query'}}}
历史
近期工具变更
已添加
get_sector_fpi_investment
2026年10月1日 02:44
已更改
get_sector_fii_flow
2026年10月1日 02:44
已更改
get_price_history
2026年10月1日 02:44
已更改
get_stock_fii_flow
2026年10月1日 02:44
已更改
get_filing_extract
2026年9月29日 02:51
已添加
get_data_freshness
2026年9月17日 12:40
已添加
get_pledge_trend
2026年9月17日 12:40
已添加
get_financial_trends
2026年9月17日 12:40
已添加
get_ipos
2026年9月17日 12:40
已添加
get_market_calendar
2026年9月17日 12:40
已添加
get_fii_activity
2026年9月17日 12:40
已添加
get_sector_fii_flow
2026年9月17日 12:40
已添加
get_fx_reference_rates
2026年9月17日 12:40
已添加
get_macro_indicators
2026年9月17日 12:40
已添加
get_market_breadth
2026年9月17日 12:40
已添加
get_india_vix
2026年9月17日 12:40
已添加
list_index_valuations
2026年9月17日 12:40
已添加
get_index_valuation
2026年9月17日 12:40
已添加
get_fii_dii_flow
2026年9月17日 12:40
已添加
get_upcoming_results
2026年9月17日 12:40
已添加
run_preset_screen
2026年9月17日 12:40
已添加
list_preset_screens
2026年9月17日 12:40
已添加
get_top_movers
2026年9月17日 12:40
已添加
get_market_heatmap
2026年9月17日 12:40
已添加
list_indices
2026年9月17日 12:40
已添加
list_index_constituents
2026年9月17日 12:40
已添加
get_sector_overview
2026年9月17日 12:40
已添加
screen_by_query
2026年9月17日 12:40
已添加
screen_stocks
2026年9月17日 12:40
已添加
get_announcement_bucket
2026年9月17日 12:40
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