LSEG MCP Server

LSEG Financial Analytics is a provider-hosted MCP server, operated by London Stock Exchange Group, that exposes LSEG's institutional financial analytics stack ("LFA") to AI agents over the Model Context Protocol. The server lives at https://api.analytics.lseg.com/lfa/mcp and surfaces tools spanning bond pricing, FX spot and forwards, interest rate and inflation curves, credit curves, swaps, options with Greeks, volatility surfaces, IBES consensus estimates, company fundamentals, macro indicators, historical pricing, and YieldBook fixed income reference and scenario analytics.

LSEG also publishes a companion Claude plugin (LSEG-API-Samples/lseg-claude-plugin, also mirrored at anthropics/financial-services/plugins/partner-built/lseg) that bundles the raw tools into eight orchestrated workflows for common desk tasks like bond relative value, FX carry, swap curve analysis, option vol assessment, fixed income portfolio review, equity research, macro and rates dashboards, and bond futures basis with CTD identification. Each workflow is backed by a domain skill encoding things like G-spread/Z-spread/OAS frameworks, carry-to-vol ratios, SABR vol modeling, and CTD mechanics.

The server is aimed at LSEG customers with valid credentials and data entitlements: it is not a public open-data API. LSEG has announced MCP integrations with Anthropic Claude, Microsoft (Copilot/Azure), OpenAI ChatGPT, AWS Quick, Snowflake, and Databricks as part of its broader "LSEG Everywhere" AI strategy.

Tools

Prerequisites

• An active LSEG account with credentials for the LFA (LSEG Financial Analytics) MCP server
• Data entitlements for the asset classes you intend to query (bonds, FX, curves, YieldBook, IBES, etc.)
• An MCP-capable client (Claude Code, Claude Desktop, Cursor, etc.)

Option 1: Connect directly to the hosted MCP server

Add the server to your MCP client config:

{
  "mcpServers": {
    "lseg": {
      "type": "http",
      "url": "https://api.analytics.lseg.com/lfa/mcp"
    }
  }
}

This is the configuration shipped in .mcp.json in the LSEG plugin repo. Your client will be prompted for LSEG credentials on first use; specific auth header and credential setup is documented in LSEG's CONNECTORS.md and customer onboarding materials.

Option 2: Install the LSEG Claude plugin (recommended)

The plugin wraps the raw tools into eight curated workflows (slash commands) plus domain skills.

claude plugins add LSEG

Source: LSEG-API-Samples/lseg-claude-plugin, also distributed via anthropics/financial-services.

• Bond relative value desk work: pull G-spread/Z-spread/OAS via bond_price and fixed_income_risk_analytics, then run yieldbook_scenario for stress tests.
• FX carry monitoring: combine fx_spot_price, fx_forward_price, and fx_vol_surface to compute carry-to-vol ratios across G10/EM pairs.
• Swap curve and macro dashboards: build daily views combining interest_rate_curve, inflation_curve, and qa_macroeconomic indicators.
• Equity research snapshots: assemble a name using qa_ibes_consensus, qa_company_fundamentals, and qa_historical_equity_price in one prompt.
• Bond futures basis trading: identify CTDs and implied repo using bond_future_price plus yieldbook_bond_reference and yieldbook_cashflow.

• "Run an FX carry analysis on AUDJPY: pull spot, 3M forward, and the vol surface, and compute carry-to-vol."
• "Price the on-the-run 10Y UST and decompose its spread vs the swap curve. Then stress for +50bp parallel shift."
• "Show me the latest IBES consensus EPS for MSFT alongside last 5 years of fundamentals and price performance."
• "Build a macro and rates dashboard for the eurozone: ECB policy rate path, 2s10s Bund curve, HICP inflation, and inflation swaps."
• "Identify the cheapest-to-deliver bond into the front TY future and compute the implied repo rate."

• Official, LSEG-hosted server backed by the full LFA analytics stack including YieldBook, IBES, and LSEG curves.
• Broad asset-class coverage in a single endpoint: fixed income, FX, rates, credit, equity vol, fundamentals, and macro.
• Companion Claude plugin packages tools into eight pre-built institutional workflows with embedded domain skills.
• Distributed as a partner-built plugin in Anthropic's financial-services repo, signaling a maintained integration.

• Not a free or open data source: requires LSEG customer credentials and product entitlements for each dataset you query.
• Public documentation on authentication, rate limits, and exact tool schemas is limited; deeper details live behind LSEG customer materials and the plugin's CONNECTORS.md.
• Aimed at institutional finance users; overkill (and unaffordable) for retail or hobbyist use cases.

• Financial Datasets MCP server for US stock market data via the Financial Datasets API.
• mcp-trader for technical analysis and trader workflows.
• Bloomberg Terminal data (no official MCP server published as of this writing; community shims only).