Build a Claude Agent SDK Research Agent

_*Disclaimer:* This video features an AI-generated avatar of one of our own Oxylabs experts, created with their full knowledge and consent. The voice and likeness are their own, recreated with AI. The video itself was produced using AI to make our production process more efficient while keeping the people and expertise behind them genuine._ Build a complete research agent from scratch with this Claude Agent SDK tutorial. Learn how to create an AI agent that researches the web, uses custom tools, and generates structured reports with live web data. The Claude Agent SDK makes it much easier to build autonomous AI agents than working directly with the Claude API. Instead of writing your own execution loop, tool orchestration, and context management, you can focus on your agent's goal while the SDK handles the rest. In this tutorial, we build a practical research agent that searches the web, decides when it needs more information, retrieves fully rendered web pages, verifies sources, and automatically produces a Markdown report. In this video, you'll learn the difference between the Claude Client SDK and the Claude Agent SDK, how the agent loop works, how to configure built-in tools, create a custom web data fetching tool, and use it through a custom MCP server. We also demonstrate why complex websites require more than a simple HTTP request, and how integrating the Oxylabs Web Scraper API gives your AI agents reliable access to real-time web data for better reasoning and more accurate results. 📚 *ADDITIONAL RESOURCES* ✏️ Claude Agent SDK documentation: https://code.claude.com/docs/en/agent-sdk/overview ✏️ Anthropic documentation https://docs.claude.com ✏️ Oxylabs MCP Server https://oxy.yt/aWZH ✏️ Oxylabs Agent Skills https://oxy.yt/7WXV 🔧 *OUR SCRAPING SOLUTIONS* Web Scraper API: 👉 https://oxy.yt/ZWCo Residential Proxies: 👉 https://oxy.yt/sWVx ISP Proxies: 👉 https://oxy.yt/KWB5 Datacenter Proxies: 👉 https://oxy.yt/BWN0 ⏳ *TIMESTAMPS* 0:00 – Intro 0:46 – Client SDK vs Agent SDK 1:26 – Project setup 2:42 – First Claude agent 4:33 – Real-world challenges 5:12 – Custom scraping tool 7:08 – Creating MCP server 8:10 – Improving a research agent 9:49 – Tools, MCP, Skills, Subagents 10:35 – Final thoughts 11:07 – Next steps 💬 *CONNECT WITH US* 24/7 Support Team: [email protected] Website: oxylabs.io LinkedIn: linkedin.com/company/oxylabs-io Social: x.com/Oxylabs_io © 2026 Oxylabs. All rights reserved. #ClaudeAgentSDK #AIAgents #ClaudeCode