Here's the thing. I spend quite a bit of time monitoring the markets, but as you know, staring at stock tickers is exhausting—after a while your eyes just glaze over. I started thinking, could I get AI to help with this? I'm not asking it to trade for me, just that when I ask "how's Apple doing today?" it doesn't make up some stock price to fool me, but actually looks up the real market data.

Initially, my idea was simple: write a Python script myself, call a free market data API, format the data into a prompt and feed it to GPT. I spent half a day banging away on it, got it working, but every time I switched models, I had to readapt the function calling format. Plus, this kind of "glue code" got messier the more I wrote, and eventually I didn't even want to maintain it. Later, a friend who does quantitative trading told me: "Try MCP. iTick has something ready to go—works out of the box. Don't reinvent the wheel."

I'd only heard of MCP (Model Context Protocol) before—knew it was Anthropic's protocol for letting large models call external tools—but never actually tried it. So I decided to spend a weekend seriously going through the process and documenting it as a reference for others with similar needs.