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Free academic US equity 1-minute bar data and global economic time series (ElkassabgiData).
About
Free academic US equity 1-minute bar data and global economic time series (ElkassabgiData).
Remote endpoints: streamable-http: https://elkassabgidata-mcp.elkassabgi.workers.dev/mcp
Security Report
The HF Data Library API is a sophisticated financial data server with comprehensive authentication and authorization systems, but contains several security concerns that warrant attention. A hardcoded admin email list, admin notification functionality, and environment variable handling patterns present information disclosure risks. Additionally, the codebase lacks input validation on some user-controlled fields, and there are potential CORS/CSRF bypass concerns despite mitigation attempts. The permissions (network_http, env_vars, database access) are appropriate for the server's purpose, but implementation details create moderate risk. Supply chain analysis found 5 known vulnerabilities in dependencies (1 critical, 0 high severity).
4 files analyzed · 13 issues found
Security scores are indicators to help you make informed decisions, not guarantees. Always review permissions before connecting any MCP server.
Permissions Required
This plugin requests these system permissions. Most are normal for its category.
How to Install & Connect
Available as Local & Remote
This plugin can run on your machine or connect to a hosted endpoint. during install.
Documentation
View on GitHubFrom the project's GitHub README.
HF Data Library
Free 1-minute OHLCV bars for 1,391 U.S. stocks and ETFs, December 2002 → present, updated daily.
Website / downloads: https://hfdatalibrary.com · API: https://api.hfdatalibrary.com · DOI: 10.5281/zenodo.19501605
Licensing
This project uses different licences for code and for data.
- Code — API clients, MCP server, pipeline, and Worker source: MIT (see
LICENSE) - Data and documentation — all datasets and derived measures: CC BY 4.0 (see
LICENSE-DATA)
Data obtained after March 2022 is additionally subject to the IEX Historical Data Terms of Use. Data before March 2022 is sourced from PiTrading under their terms.
When using the data, cite Elkassabgi, A. (2026). HF Data Library: Free 1-Minute Intraday U.S. Equity Data. Zenodo. https://doi.org/10.5281/zenodo.19501605
Data sources
| Period | Source | Coverage |
|---|---|---|
| Dec 2002 – Mar 2022 | PiTrading (consolidated tape, CTA/UTP) | All U.S. equity exchanges |
| Mar 2022 – present | IEX Exchange market data (HIST pcap files) | IEX exchange only, ~2–3% of consolidated volume — a reference point, not the full tape |
Post–March 2022 bars reflect IEX-only trading activity. Some tickers have no IEX trades on a given day. See Known Issues before using the post-2022 segment for research.
Upstream source attribution (required)
Bars dated 2022-03-07 onward are derived from IEX market data. If you redistribute or provide access to this data, include:
Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.
IEX retains all rights in the underlying securities information.
Repository contents
This repo holds the website (index.html, pages/), the Cloudflare Worker API (api/), and the daily data pipeline (pipeline/ — IEX HIST pcap download, Go TOPS parser, bar building, 9-step cleaning, R2 upload). The data itself is distributed from https://hfdatalibrary.com, not from this repository.
The MCP server that exposes this library (and the Econ and IP libraries) to AI assistants lives in its own repository: elkassabgidata-mcp — MIT licensed.
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