How to Connect VS Code Copilot to Live Stock Market Data (MCP)

GitHub Copilot's agent mode in VS Code can use MCP servers, which means Copilot can query live stock market data while it works: real share counts from SEC filings, active ATMs and shelfs, cash runway, live quotes, and 22 years of daily bars. This guide connects VS Code to the SNACS MCP server with a config that prompts for your key instead of hardcoding it.

What you get

• "Check the real float and share count for every ticker referenced in this test file."
• "Screen for stocks under $5 with an active ATM and less than 6 months of runway, then generate a fixture from the results."
• "What was this company's state on 2024-12-31 - cash, facilities, share checkpoint? I need as-of data for the backtest."

Behind those answers are 14 tools covering dilution forensics (every event cited to its SEC accession number), point-in-time as-of state, a screener, live snapshots, daily history, fundamentals, news, and filings.

Prerequisites

1. VS Code with GitHub Copilot and agent mode (MCP support).
2. A SNACS API key: subscribe at snacs.trade/api (Edge $99/mo or Alpha $199/mo, both include MCP access), then create a key in account settings. Keys look like snacs_sk_live_....

Connect

Create .vscode/mcp.json in your workspace (or add the server globally via the "MCP: Add Server" command):

{
  "inputs": [
    {
      "id": "snacs-key",
      "type": "promptString",
      "password": true,
      "description": "SNACS API key (snacs_sk_live_...)"
    }
  ],
  "servers": {
    "snacs": {
      "type": "http",
      "url": "https://mcp.snacs.trade",
      "headers": {
        "Authorization": "Bearer ${input:snacs-key}"
      }
    }
  }
}

VS Code prompts for the key once and stores it securely - it never sits in the JSON file, which means the config is safe to commit to a team repo.

Open Copilot Chat in agent mode and confirm the 14 SNACS tools appear in the tools list.

Try it

Using the SNACS tools: pull the dilution snapshot for GPUS, show its last 5 daily bars, and tell me whether it has an active ATM and how many months of cash runway it has.

Copilot calls snacs_dilution_get, snacs_bars_get, and snacs_facilities_get and answers with live, filing-sourced numbers.

How the data stays honest

• SEC-direct: extracted from 10-K, 10-Q, 8-K, S-1/3, 424B5, Form 4, 13F, and 13G/D filings - more than 288,000 filings processed - not third-party fundamentals feeds.
• Point-in-time: as-of queries return state on the date you ask about, keeping lookahead bias out of backtests.
• Live: during the 4 AM to 8 PM ET session, snapshot and quote tools serve the same real-time feed the SNACS platform runs on.

Rate limits and troubleshooting

• Edge keys: 50 requests/min. Alpha: 1,000/min. Hitting the cap returns a clear retry message inside the tool result.
• invalid_token: mistyped or revoked key. Regenerate in account settings; VS Code re-prompts if you clear the stored input.
• Tools not appearing: the URL must be exactly https://mcp.snacs.trade with no path; reload the window after editing mcp.json.

Other clients

On claude.ai (web), SNACS connects with one click through OAuth - no key needed. Claude Desktop, Claude Code, and Cursor each have their own two-minute key-based setup. Configs for all of them live in the snacs-mcp repo, with runnable API examples in snacs-api-examples. The server is listed in the official MCP registry as trade.snacs/snacs-data.