Source-cited research for your quant agent.
Add dollar-funding benchmarks, covered-bank diagnostics and market-liquidity observations to an agent's research step. Get compact tables, original source dates and explicit coverage gaps from one interface.
Get a first result
No data API key or model account is needed for this request.
curl --fail 'https://api.seiche.info/openbb/api/v1/agent-review?limit=3'
For MCP, connect https://api.seiche.info/openbb/mcp. Discover datasets, then call financial_evidence_agent_query or financial_evidence_review. Open REST documentation.
Use your existing framework
python3 -m pip install 'financial-evidence @ git+https://github.com/beepboop2025/financial-evidence-skills.git@agent-v1.0.0' langchain-core
from financial_evidence.agents import EvidenceAgentClient, framework_tools
with EvidenceAgentClient() as evidence:
tools = framework_tools('langchain', evidence)
print(tools[0].invoke({})) # Offline catalog.
# Attach tools to your researcher model and its execution node.Native adapters support LangChain/LangGraph, CrewAI, OpenAI Agents and Pydantic AI. Plain typed Python functions work with custom researchers and schedulers. Install your chosen SDK alongside the package; your model provider has its own requirements.
Repeat checks without repeating every row
Save the response's revision and pass it as previous_revision on the same query. Identical published evidence omits duplicate rows while returning source metadata. Partial and failed retrievals always return diagnostics. Unchanged does not mean fresh. Check source dates, availability, rights and limitations on every run.
Connect an institutional research pipeline
| Workflow | Useful input | Evidence boundary |
|---|---|---|
| TradingAgents, FinRobot, custom research agents | Funding, covered-bank and liquidity research tools | Complement existing price and fundamentals providers |
| Qlib, FinRL, LEAN, NautilusTrader, vectorbt | Cited captures for exploratory feature research | Validate knowledge time and vintages before backtesting |
| GS Quant, ArcticDB, OpenBB | Dated research tables and receipts | Integration recipes do not imply institutional adoption |
Export a table with the capture example. It preserves rows and a SHA-256 receipt in a new directory. History filters select currently published observations; they do not establish what was knowable in the past.
Know the coverage
Each value retains its original date, unit, source URL, source path and content hash. Withheld or unavailable values remain missing. Bank diagnostics are research measures; market percentiles are not executable quotes. These tools supply evidence for human-reviewed research and have no trade-execution authority.
Read framework setup and quant pipeline recipes · Repository integration map · Registration demo