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Requires the GitHub Copilot extension installed and an active Copilot subscription.
1

Open Command Palette

Press Cmd+Shift+P (Mac) or Ctrl+Shift+P (Windows).
2

Add MCP server

Type MCP and select MCP: Add Server.
3

Choose scope

Choose Workspace (adds to this project) or Global (available in all projects).
4

Edit config

This creates or opens an mcp.json file. Add the OpenFinance server inside the servers object:
{
  "servers": {
    "openfinance-tech": {
      "type": "http",
      "url": "https://api.openfinance.tech/agent/mcp",
      "headers": {
        "x-api-key": "open_xxxxx"
      }
    }
  }
}
Drop the headers object if you only need public tools.
5

Start the server

Save the file. A Start button appears at the top, click it.
6

Use it

Open Copilot Chat (Ctrl+Alt+I / Cmd+Ctrl+I), select Agent mode, and OpenFinance tools are available.
VS Code uses "servers", not "mcpServers". This is different from Claude.