Command
Assess execution quality — benchmark comparison, interval decomposition, best/worst fill windows, fill assessment.
Command
Assess execution quality — benchmark comparison, interval decomposition, best/worst fill windows, fill assessment.
Command
Analyze intraday trading activity — volume profile, VWAP, momentum, and anomaly detection.
Command
Analyze market microstructure — order book depth, imbalance, and spread dynamics.
Command
Perform Transaction Cost Analysis — slippage, cost decomposition, VWAP shortfall, trading costs with spread and volume context.
Command
Analyze realized volatility with historical comparison and spread/volume context.
Command
Generate a market overview — daily context, VWAP, volume, volatility, and liquidity for one or more symbols.
Skill Claude CodeCodex
Assess execution quality by comparing trade activity to VWAP and TWAP benchmarks across time intervals. Use when evaluating execution quality, fill quality, benchmark comparison, interval-level performance, or identifying best/worst execution windows. If the user asks about trading costs, slippage, or cost…
Skill Claude CodeCodex
Analyze intraday trading activity by combining VWAP benchmarks, trade flow statistics, and price bars. Use when studying volume patterns, identifying unusual activity, tracking intraday momentum, or profiling a symbol's trading day.
Skill Claude CodeCodex
Analyze market microstructure by combining order book snapshots, book imbalance, and spread statistics. Use when investigating liquidity, order flow, book depth, bid-ask dynamics, or price formation at the tick level.
Skill Claude CodeCodex
Generate a market overview by combining daily bars, intraday analytics, and trade/spread statistics across one or more symbols. Use for morning briefings, end-of-day reviews, cross-symbol comparison, or portfolio-level market snapshots.
Skill Claude CodeCodex
Perform Transaction Cost Analysis by combining VWAP benchmarks, spread statistics, and trade flow analytics. Use when analyzing trading costs, measuring slippage, computing cost decomposition, or evaluating VWAP shortfall. If the user asks about interval-level execution performance or best/worst fill windows, prefer…
Skill Claude CodeCodex
Analyze realized volatility by combining volatility computation with trade flow and spread context. Use when measuring intraday volatility, comparing realized vs historical vol, assessing risk, or studying volatility regimes.
MCP server Claude CodeCodexCursor
MCP server "onetick-mcp" as configured in xbsd/onetickmcpapr2026. Runs locally from the onetick-mcp Python package.