Load FINRA data to DuckDB

FINRA API Platform provides programmatic access to regulatory and financial data via RESTful web services. Everything needed to build a working FINRA → DuckDB pipeline is on this page: the API's base URL, authentication, endpoints, pagination and incremental field — plus a prompt that hands the whole job to your coding agent.

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Build your FINRA to DuckDB pipeline

Paste this prompt into Claude, Codex, or Cursor. The agent does the rest.

PromptCopy prompt
Run uvx dlthub-init@latest to build a pipeline from FINRA to DuckDB and run it on dltHub

That scaffolds a dltHub workspace and installs the dltHub AI harness — the project rules, the secrets-management skill, and the dlt MCP server your agent needs to work safely. From there it reads the FINRA API, proposes the endpoints to load, then writes, runs and validates the pipeline while you review rather than type. Credentials are inspected through MCP tools, so your agent never reads secrets.toml itself. How the LLM-native workflow works →

Prefer to write it yourself? Every fact the agent uses is below.

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FINRA API at a glance

These values come from the FINRA API reference — the authoritative source if anything here looks out of date.

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How do I authenticate with the FINRA API?

Authentication uses OAuth 2.0 via the FINRA Identity Platform (FIP). API requests must include an 'Authorization' header with a 'Bearer <access_token>' value, where the access_token is obtained by first POSTing client credentials (API Client ID and Secret) to the FIP endpoint.

1. Get your credentials

1. Log in to the FINRA Gateway portal (https://gateway.finra.org). 2. Locate and select the </> API Console icon in the left-hand navigation panel. 3. If you do not have access, contact your organization's Super Account Administrator (SAA) or Account Administrator (AA) to request the API Console entitlement. 4. Within the API Console, use the self-service interface to create a new API credential. This will generate your API Client ID and API Client Secret. 5. Use these credentials to authenticate with the FINRA Identity Platform (FIP) via the OAuth 2.0 client credentials grant flow to obtain your access token.

2. Add them to .dlt/secrets.toml

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[sources.finra_source]
access_token = "REPLACE_ME"

dlt reads this file automatically at runtime. With the harness, the setup-secrets skill prompts you for the values and never handles the raw credential in chat. For production, see setting up credentials with dlt.

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What FINRA data can I load into DuckDB?

These are the FINRA endpoints dlt can load into DuckDB:

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How do I load only new FINRA records?

FINRA exposes offset on data/group/{group}/name/{name}, so dlt can request only the records that changed since the last run. Set it as the cursor_path and dlt tracks the high-water mark for you between runs.

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{"name": "query_data", "endpoint": {
    "path": "data/group/{group}/name/{name}",
    "incremental": {"cursor_path": "offset", "initial_value": "2024-01-01T00:00:00Z"},
}}

On the first run dlt loads everything from initial_value; on every run after that it requests only what changed and appends with write_disposition="merge" if you set a primary key. See incremental loading.

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What does the generated FINRA pipeline look like?

A standard dlt REST API pipeline — the same code you would write by hand, loading https://ews.fip.finra.org/fip/rest/ews/oauth2/access_token and https://api.finra.org/data/group/{group_name}/name/{dataset_name} from the FINRA API into DuckDB:

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import dlt
from dlt.sources.rest_api import RESTAPIConfig, rest_api_resources

@dlt.source
def finra_source(access_token=dlt.secrets.value):
    config: RESTAPIConfig = {
        "client": {
            "base_url": "https://api.finra.org",
            "auth": {"type": "bearer", "token": access_token},
        },
        "resources": [
            {"name": "query_data", "endpoint": {"path": "data/group/{group}/name/{name}"}},
            {"name": "metadata", "endpoint": {"path": "metadata/group/{group}/name/{name}"}}
        ],
    }
    yield from rest_api_resources(config)


def load_finra_to_duckdb() -> None:
    pipeline = dlt.pipeline(
        pipeline_name="finra_pipeline",
        destination="duckdb",
        dataset_name="finra_data",
    )
    load_info = pipeline.run(finra_source())
    print(load_info)


if __name__ == "__main__":
    load_finra_to_duckdb()

Run it with python finra_pipeline.py. The agent iterates on this until it loads cleanly — you review and approve, rather than write it from scratch.

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How do I query FINRA data in DuckDB?

dlt creates one table per resource. Query the loaded data with Python or SQL — or ask your agent to, through the MCP server's execute_sql_query tool.

Python (pandas DataFrame):

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import dlt

data = dlt.pipeline("finra_pipeline").dataset()
df = data.query_data.df()
print(df.head())

SQL:

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SELECT * FROM finra_data.query_data LIMIT 10;

See querying your data with dataset and exploring it in marimo notebooks.

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How do I deploy the FINRA to DuckDB pipeline in production?

The pipeline runs locally, which is ideal for prototyping and one-off analysis. When you need it on a schedule, monitored on every load, and shared with your team, deploy the same dlt code on the dltHub platform — no infrastructure to maintain. The prompt above already ends with "run it on dltHub", so your agent can take it there directly.

• Deploy & schedule — run the pipeline as a managed job with automatic retries.
• Monitor — observable job queues, alerting, and load metrics for every run.
• Transform — promote raw FINRA loads into governed, documented models.
• Visualize & share — explore data in notebooks and publish live dashboards instead of static screenshots.

Book a demo →

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What other destinations can I load FINRA data to?

dlt loads into any of these — only the destination argument changes:

Set dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. On the dltHub platform the same pipeline runs against a managed Iceberg lakehouse. See the full destinations list.

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Next steps

• Ready for production? Book a demo of the dltHub platform →
• dlt LLM-native workflow docs
• REST API source reference
• Join the dlt community on Slack