Kensho MCP Server

Aembit supports the official Kensho MCP server, which lets AI agentsAI Agent: A software workload that authenticates to systems, requests credentials, and accesses resources, either on behalf of a person or on its own. Aembit secures AI agents with the same identity-first model it uses for any workload. User-driven agents such as Claude Desktop also carry a blended identity that ties access to both the user and the agent.Learn more query Kensho financial market data through MCPModel Context Protocol: A standard protocol for AI agent and server interactions that defines how AI assistants communicate with external tools and data sources.Learn more(opens in new tab) tools.

This page describes how to configure Kensho as an MCP serverMCP Server: A server that implements the Model Context Protocol to provide tools, resources, or data to AI agents and MCP clients.Learn more(opens in new tab) behind the Aembit MCP Identity GatewayMCP Identity Gateway: A component that brokers MCP traffic between MCP clients and target MCP servers, validating authorization and presenting Aembit-managed credentials on each request.Learn more.

This guide builds the Gateway-to-Server PolicyGateway-to-Server Policy: The Access Policy that authorizes the MCP Identity Gateway to access an MCP server on behalf of authenticated users—the Gateway itself is the Client Workload. Also called right-side auth; each MCP server behind the Gateway needs its own.Learn more—the second of the two Access PoliciesAccess Policy: Access Policies define, enforce, and audit access between Client and Server Workloads by cryptographically verifying workload identity and contextual factors rather than relying on static secrets.Learn more the MCP Identity Gateway requires. You create the first, the Client-to-Gateway PolicyClient-to-Gateway Policy: The Access Policy that validates which MCP client can connect to the MCP Identity Gateway and authenticates users through your Identity Provider. Also called left-side auth; you create one per MCP client and Gateway combination.Learn more, during Gateway setup.

Prerequisites

Before you begin, ensure you have the following:

• An active Kensho subscription (Kensho provisions accounts by invitation only; contact Kensho to request access)
• A configured Aembit MCP Identity Gateway

Requirements and considerations

Before you configure Kensho, review these requirements and behaviors specific to the Kensho MCP server.

• Short token lifetime. Kensho access and refresh tokens expire after 1 week. If the refresh token expires due to inactivity, the user must re-authorize via Aembit.

Choose an authentication approach

Aembit supports two authentication approaches for Kensho. The tabs in the following sections stay in sync with the approach you choose.

• User-Based: each user authenticates with their own Kensho identity, and the Gateway injects that user’s token into MCP requests. Aembit stores and refreshes each user’s tokens individually.
• Admin-Based: an administrator completes the OAuth flow once during setup, and all users who access Kensho through the Gateway share the resulting tokens.

Configure the Credential Provider

User-Based

Create an MCP User-Based Access Token Credential ProviderCredential Provider: Credential Providers obtain the specific access credentials—such as API keys, OAuth tokens, or temporary cloud credentials—that Client Workloads need to authenticate to Server Workloads.Learn more in Aembit.

1. Log into your Aembit Tenant.

2. Go to Credential Providers in the left sidebar and click + New.

3. Configure the following fields:

   Field	Value
   Name	A user-friendly name
   Credential Type	MCP User-Based Access Token
   MCP Server URL	https://kfinance.kensho.com/integrations/mcp
   Client ID	Auto-populated—no pre-registration needed
   Client Secret	Auto-populated by Discover
   Scopes	kensho:app:kfinance offline_access
   PKCE Required	On

   For MCP Server URL, click Discover to populate the Authorization URL and Token URL.

4. Click Save.

5. Copy the read-only Callback URL from the Credential Provider.

Admin-Based

Create an OAuth 2.0 Authorization Code Credential ProviderCredential Provider: Credential Providers obtain the specific access credentials—such as API keys, OAuth tokens, or temporary cloud credentials—that Client Workloads need to authenticate to Server Workloads.Learn more in Aembit.

1. Log into your Aembit Tenant.

2. Go to Credential Providers in the left sidebar and click + New.

3. Configure the following fields:

   Field	Value
   Name	A user-friendly name
   Credential Type	OAuth 2.0 Authorization Code
   Client ID	The Client ID you copied earlier
   Client Secret	The Client Secret, if required—see the app setup notes
   Scopes	kensho:app:kfinance offline_access
   OAuth URL	https://kfinance.kensho.com/integrations
   PKCE Required	On
   Lifetime	1 week

   For OAuth URL, click URL Discovery to populate the Authorization URL and Token URL.

4. Click Save.

5. Copy the read-only Callback URL from the Credential Provider.

Finish configuring the OAuth client

User-Based

Kensho’s MCP server supports OAuth Dynamic Client Registration, so you don’t need to register an app with Kensho. When you click Discover on the Credential Provider, Aembit registers the OAuth client automatically. Kensho grants access when the user completes the OAuth consent flow in the browser.

Admin-Based

Admin-Based Auth needs a Client ID. The Kensho MCP server supports Dynamic Client Registration, so there’s no app to create in a console. Instead, an administrator obtains a Client ID with a one-time registration request to the Kensho registration endpoint.

1. Create the Credential Provider in Aembit and copy its read-only Callback URL.

2. Run the following request, replacing <credential-provider-callback-url> with the Callback URL you copied and <tenantId> with your Aembit tenant:

   curl -X POST "https://kfinance.kensho.com/integrations/register" \
     -H "Content-Type: application/json" \
     -d '{
       "redirect_uris": ["<credential-provider-callback-url>"],
       "grant_types": ["authorization_code", "refresh_token"],
       "response_types": ["code"],
       "token_endpoint_auth_method": "none",
       "application_type": "native",
       "client_name": "<tenantId>.aembit.io"
     }'

3. Copy the returned client_id into the Credential Provider configuration.

4. When the Credential Provider asks for a Client Secret, enter any value—the registration is a public client.

Authorize the Credential Provider

User-Based

There’s no administrator authorization step for this credential type. Each user completes their own Kensho sign-in and consent the first time they access Kensho through the Gateway, and Aembit stores and refreshes each user’s tokens individually.

Admin-Based

1. Return to the Credential Provider in Aembit and click Authorize.

2. Complete the Kensho sign-in as an administrator and approve access. The Credential Provider status changes to Ready when the flow completes.

Create the Server Workload

1. Go to Server Workloads in the left sidebar and click + New.

2. Configure the following fields:

   Field	Value
   Name	A user-friendly name
   Host	kfinance.kensho.com
   Application Protocol	MCP
   Port	443 with TLS
   URL Path	/integrations/mcp
   Authentication method	HTTP Authentication
   Authentication scheme	Bearer

3. Click Save.

Create an Access Policy

This section creates the Gateway-to-Server Access Policy, which authorizes the MCP Identity Gateway to access Kensho on behalf of authenticated users.

Create an Access Policy linking the MCP Identity Gateway (as the Client WorkloadClient Workload: Client Workloads represent software applications, scripts, or automated processes that initiate access requests to Server Workloads, operating autonomously without direct user interaction.Learn more), the Credential Provider you created, and the Server Workload for Kensho.

The Gateway is the Client Workload

In this policy, the Client Workload is the MCP Identity Gateway itself—not the AI agent or individual users. The AI agent connects through the separate Client-to-Gateway policy, and the Credential Provider enforces per-user access.

For step-by-step instructions, including the Client Workload settings that identify the Gateway, see Create the gateway-to-server Access Policy.

Verify

After authorization completes, the Aembit AI Access Authorized page lists the Kensho MCP Server as Ready. The AI agent can then call Kensho MCP tools through the Gateway.