A paid data subscription usually offers two doors onto the same numbers. A REST API you call from your own code, and an MCP connector your AI client talks to. People assume one supersedes the other. They do not.
The REST API is for systems
You write the request, you parse the response, you decide what happens next. That is the right shape when the consumer is a program: a backtest, a dashboard, a bot, a pipeline writing to your own store. The interaction is deterministic and repeatable, which is exactly what you want when the same code runs every minute for a year.
The cost is that you write all of it. Every field you want, every error you handle, every retry.
The connector is for questions
An MCP connector hands the same data to a model along with a description of what each tool does. You then ask in plain language and the client works out which calls to make. Asking whether two coins are stretched the same way might fire four tool calls and return a paragraph, and you wrote none of it.
The cost is that it is not deterministic. Ask twice and the model may take different routes. That is fine for research and wrong for a trading loop.
Where each one breaks
REST breaks when the question is exploratory and you do not know which endpoint holds the answer, so you read docs instead of thinking about markets. The connector breaks when you need the same answer computed identically every day.
One key, both doors
The practical arrangement is a single subscription opening both. Use the connector to explore and find the shape of a question; use the API to run it on a schedule once you know what you want. Vendors who charge separately for the two are charging twice for one set of numbers.