OpenYield Data Services for Claude
The OpenYield connector gives Claude read-only access to OpenYield Data Services: U.S. fixed income reference data, OpenYield marketplace prices, the live U.S. Treasury benchmark curve, TRACE and MSRB prints, and a price, yield and cashflow calculator. Each person signs in with their own Data Services login, and sees exactly the data their account is entitled to, as with the Data API.
It works in Claude on the web, the desktop and mobile apps, Cowork and Claude Code.
Note: The connector requires an OpenYield Data Services account.
Request Access
| Connector URL | Sign-in | Access |
|---|---|---|
https://datamcp.openyld.com/mcp |
Your Data Services email and password | Read-only |
Connect
Claude on the web, desktop or mobile: open Customize > Connectors and add a custom connector with the URL above, or find OpenYield Data Services in the directory once it's listed. Then select Connect and sign in.
Team and Enterprise plans: an Owner first adds the connector under Organization settings > Connectors. Each member then connects it and signs in with their own Data Services login.
Claude Code: connect it in Claude first, as above. Claude Code signed in with the same Claude account picks it up with no separate sign-in, and /mcp lists it under claude.ai.
Signing in
Connecting opens an OpenYield sign-in page in your browser. It names the app asking for access. Enter your Data Services email and password there; Claude never sees your password. Claude receives a token that works only with this connector.
You stay signed in while you keep using the connector. After 30 days without use, Claude asks you to sign in again. After 5 wrong passwords, an email is locked out for 15 minutes.
Tools
All 18 tools are read-only.
| Tool | What it returns |
|---|---|
| Security by Identifier | Reference data for one security by CUSIP, ISIN or FIGI |
| Securities by Ticker | The ISIN, CUSIP, name and asset class of every active, tradable corporate bond of an issuer, by equity ticker |
| Search Top-of-Book Prices | Bonds with a top-of-book bid or ask on the OpenYield marketplace, found by issuer name, ticker or criteria, with prices, yields and quantities |
| Intraday Prices for Security | Today's intraday bid and ask for one security, with their mid when both are quoted |
| Latest Intraday Prices | The latest intraday bid and ask today for every security in an asset class: government (including bills), corporate or agency; not municipal |
| Daily Prices for Security | End-of-day mid prices for one security for the past 3 months |
| Close Prices by Asset | The previous business day's close mid price and yield for every security in an asset class |
| Treasury Benchmark Yield Curve | The live U.S. Treasury benchmark curve: each tenor's security, previous close and current yield |
| Inventory Snapshot | Active marketplace inventory by asset class |
| TRACE Prints | TRACE prints for today or a past date, in sequence order |
| MSRB Prints | MSRB municipal prints for today or a past date, in sequence order |
| Recent Prints for Security | The most recent prints for one security, from any day: 10 by default, up to 100 |
| Prints for Security and Date | Prints for one security traded on one date |
| Print Statistics for Security | Daily print counts by size for one security over about the past 3 months |
| Print Volume by Asset | Securities in an asset class that traded today, with reported and marketplace volume |
| Count Prints | How many TRACE or MSRB prints of a trade date match filters such as ATS, party, side, size or time, and their par, for the whole market or chosen bonds, optionally grouped by hour, size, party or security |
| Compute Price/Yield | A bond's price, yields and spread to its benchmark, from a price, a yield or a spread |
| Compute Cashflow | Payment details and future cash flows for a quantity of a bond at a price |
Example questions
Market research (TRACE and MSRB)
- What were the most active corporate bonds today?
- How many ATS prints so far today, by hour?
- Which of Apple's bonds printed on TRACE today, and at what prices?
- Show today's trades in MSFT 5.55 2036.
Quotes and pricing
- What is the 10-year Treasury yield right now, and how has it moved since yesterday's close?
- Show live quotes on Apple's bonds and say how many of them are quoted.
- Best offers in California tax-exempt munis with 5% coupons maturing in 10 or more years.
Calculator
- What is the yield to worst on AAPL 4.85 2053 at 87, and its spread to Treasuries?
- What is the settlement amount for $250,000 of NYC 4.839 2035 at 94.835?
Marketplace search
- Investment grade corporates yielding over 6% maturing within 5 years.
- Taxable New York munis yielding over 5.5%.
- Bonds from Microsoft, and bonds from the Port Authority.
Reading the data
| Topic | Convention |
|---|---|
| Identifiers | CUSIP, ISIN or FIGI, or a shortcut such as CT10 or AAPL30, in upper or lower case; tickers likewise. A shortcut stands for the newest bond that carries it; one shared by bonds issued the same day is refused, naming them. Tickers match with or without a share class (BRK.B also finds BRK bonds) and aren't exchange-qualified, so unrelated issuers can share one |
| Quantities | Bonds of $1,000 face each: a quantity of 250 is $250,000 face |
| Volumes and cash amounts | Dollars |
| Prices, yields, spreads | Prices per 100 face, yields in percent, spreads in basis points |
| Decimal places | Prices have five decimal places; yields, coupons and curve tenors six; cash amounts, notionals and spreads two. Reported trade prices and quantities keep the precision they were reported with |
| Marketplace prices | Live, intraday and search prices are derived from the OpenYield order book, not evaluated prices |
| Intraday prices | Bid and ask every 10 minutes while the bond has a quote, with their mid when both sides are quoted. A side with no quote is empty, a one-sided book has no mid, and a snapshot with no quote on either side is left out |
| Call dates | A next call date is shown only when a call at a set price backs it, so the start of a make-whole period isn't a call date |
| Calculator dates | Compute Price/Yield's as_at is the settlement date. Compute Cashflow's as_at is the trade date, and its reply gives both the trade and settlement dates |
| Floating-rate, fixed-to-float and step-coupon bonds | No yield is calculated for their quotes, and the calculator says it prices only fixed-rate and zero-coupon bonds. Bonds that switch between fixed and floating rates are labeled FixedToFloat |
| Maturity filters | Values under 100 count calendar years from now: in 2026, 5 to 7 means maturing in 2031 through 2033 |
| Search screens | Search covers only bonds with a bid or ask on the OpenYield marketplace now. A name search matches the issuer, a municipal bond's project or obligor, or the bond's own name, and spelled-out words match their abbreviations, so Port Authority finds PORT AUTH N Y & N J. Municipal results show federal and state tax status |
| Grade | Investment grade (IG) is an S&P rating of BBB- or better and high yield (HY) BB+ or lower, in results and search filters alike. Unrated bonds and Treasuries have no grade |
| Close | The previous business day's mid from the OpenYield order book. A bond with no OpenYield close on a day has no price for that day, in close and daily prices alike. A close yield is empty when it can't be computed, or when it is implausible for the price, such as a negative yield on a bond days from maturity |
| Print dates and times | The TRACE and MSRB feeds for a date hold the prints reported that day, so they can include late reports of earlier trades, such as the previous evening's after-hours trades; sequence numbers can skip. Prints for Security and Date, Print Statistics and Print Volume by Asset go by the New York trade date instead. as_at is the trade time in Eastern time, with its UTC offset. A yield the feed didn't report is null |
| Print counts and volumes | Each reported leg of a trade is its own print, so counts and volumes include every leg. Capped sizes count at their cap, so a total that includes capped prints is a floor |
| Parties and side | parties is the reporting party, then the other party: D a dealer, C a customer, A an ATS on the reporting side, or an affiliate or ATS on the other side (is_ats says which). MSRB uses Dealer and Customer. side is the reporting dealer's side, so a dealer's Sell to a customer is a customer buy |
| TRACE | Delayed 4 hours unless your account has the real-time TRACE license. Every print reply states your account's entitlements: whether TRACE is real-time, and the earliest date you can see. TRACE caps large sizes: 1000.001 means over $1MM face and 5000.001 over $5MM. Individual Treasury trades aren't publicly disseminated, so Treasuries have no prints |
| MSRB | A size over $5MM shows as 5000.001 until MSRB publishes the exact size about five business days later, which then replaces it on the same print |
| Yield curve | Current yields are live mids of the OpenYield order book. With only a bid or an offer quoted, a point's yield is that side's yield moved by half its last two-sided spread, so it can differ from the bid or ask yield in intraday prices and search |
| Treasury shortcuts | CT (coupon) and CB (bill) codes mark on-the-run Treasuries, such as CT10 for the 10-year. B and C suffixes mark the previous two issues. A question about a benchmark, a shortcut or a tenor means these codes. Between a bill's auction and its first quote, the yield curve shows the bill it replaced, under its own code (such as CB06B) |
| Corporate shortcuts | A code such as INTC05 marks the issuer's most recently issued bond with that original term in years, not its remaining term |
| Spread benchmarks | Used only for spreads, such as a spread to the benchmark. Chosen weekly by market convention, so a bond's benchmark can be an older issue: the previous 30-year (CT30B) for long bonds, and for any tenor between an auction and the weekly roll. Spreads need the day's benchmark rate, so they aren't available on weekends, market holidays, or before the rate is published each morning |
What it doesn't do
- Evaluated prices: prices come only from the OpenYield order book.
- Treasury trades: individual Treasury trades aren't publicly disseminated, so there are no Treasury prints.
- CDs: certificates of deposit aren't available yet.
- Yields on floating-rate bonds: no yield is calculated for floating-rate, fixed-to-float or step-coupon bonds.
- Risk measures: the calculator returns prices, yields and spreads, not duration, DV01 or convexity.
- Make-whole calls: few are recorded in the call schedules yet, so search can't screen for them.
Availability and limits
Live data, such as marketplace quotes and today's prints, updates between 8am and 5pm ET. Outside U.S. market hours the connector may be offline for maintenance; Claude then reports it as unavailable, and you stay signed in. On weekends and market holidays there are no quotes or prints for the day; closes, daily prices and print history show the last business day.
Each person can have 3 requests in progress at once. Large results come back in pages, and Claude is told how to fetch the rest.
Search results include a total count of matches; other results don't, and a page shorter than the limit is the last one.
Two Data Services limits apply to every account, whether through Claude or the Data API:
- Security lookups: each account can look up 5,000 securities a day by identifier, by default. The count resets at midnight ET.
- Print history: without a history subscription, prints, print statistics and recent prints cover the last 7 days (Eastern time, today included). Earlier dates are refused.
Security and privacy
- Read-only: the connector cannot place, change or cancel orders.
- Your password is checked by OpenYield on our own sign-in page and never reaches Claude.
- Tokens: Claude holds a token valid only for this connector. OpenYield stores sign-in tokens only as one-way hashes.
- What we log: your user, the tool used and its parameters (such as the securities you look up), the time, the result status, the time taken, and the name and version of the software making the request. We never log passwords or tokens.
- Sign-in: our web server and firewall logs record the IP address and browser details of the device you sign in from.
- How we use it: to provide Data Services, to apply entitlements and data license terms (such as delays on TRACE data), to keep the service secure, and for usage reporting and billing.
- How long we keep it: we keep usage logs for 7 years.
- Your conversations: OpenYield receives only the requests Claude makes to the connector, not your conversation. Anthropic processes the data returned to Claude under your Claude plan's terms.
- Claude's answers are its own, not OpenYield data. Check figures against the data the connector returned.
See the OpenYield Privacy Policy.
Disconnecting
Disconnect the connector in Claude's connector settings at any time. OpenYield can also end your Claude sessions or disable your login, which stops data access at once.