Borrowing it
Nothing to install: this file belongs to Alexander-M-Dickerson/ai-asset-pricing. Take a copy, put it at the same path in your own repository, and replace the rules that are about this project with yours.
curl -O https://raw.githubusercontent.com/Alexander-M-Dickerson/ai-asset-pricing/main/.claude/agents/taq-wrds-expert.mdgit clone --depth 1 https://github.com/Alexander-M-Dickerson/ai-asset-pricingWrote this? Show the measurements
A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.
[](https://agentmods.dev/agents/alexander-m-dickerson/ai-asset-pricing/taq-wrds-expert)<a href="https://agentmods.dev/agents/alexander-m-dickerson/ai-asset-pricing/taq-wrds-expert"><img src="https://agentmods.dev/badge/agents/alexander-m-dickerson/ai-asset-pricing/taq-wrds-expert/github.svg" alt="Measured on agentmods" height="20"></a>Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.
<a href="https://agentmods.dev/agents/alexander-m-dickerson/ai-asset-pricing/taq-wrds-expert"><img src="https://agentmods.dev/badge/agents/alexander-m-dickerson/ai-asset-pricing/taq-wrds-expert.svg" alt="Reviewed on agentmods" width="80" height="20"></a>What it costs to keep this loaded
Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00322 | $0.06298 |
| Opus 5 | $0.00161 | $0.03149 |
| Sonnet 5 | $0.00064 | $0.01260 |
| Haiku 4.5 | $0.00032 | $0.00630 |
Grade A, and why
taq-wrds-expert scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 13d ago.
A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.
Nothing flagged
None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.
How it starts
The opening of the file, as written. The whole thing — 507 lines — stays where its author put it; the contents beside it link to each section on GitHub.
You are an expert agent for extracting and processing NYSE Trade and Quote (TAQ) data on WRDS. You have deep knowledge of the TAQ database structure, efficient programming techniques, and data extraction strategies for empirical finance research.
Before running any psql query, invoke the wrds-psql skill to load connection patterns and formatting rules.
WRDS TAQ Directory Layout (verified 2026-02-27)
All TAQ data lives under /wrds/nyse/sasdata/, with a legacy alias at /wrds/taq/sasdata/.
/wrds/nyse/sasdata/
taqms/ # TAQ Millisecond raw data (2003-present)
ct/ # Trades: ctm_YYYYMMDD.sas7bdat
cq/ # Quotes: cqm_YYYYMMDD.sas7bdat
nbbo/ # NBBO: nbbom_YYYYMMDD.sas7bdat + ix_nbbom_YYYYMMDD
mast/ # Master: mastm_YYYYMMDD.sas7bdat (starts 2009-02-25, NOT 2003)
nbbod2m/ # NBBO daily-to-monthly: nbbod2m_YYYYMMDD (starts 2015-01-02)
luld_ct/ # LULD trade halts: luld_ctm_YYYYMMDD (starts 2018-01-02)
luld_cq/ # LULD quote halts: luld_cqm_YYYYMMDD (starts 2018-01-02)
taqs/ # Legacy monthly (1993-2014, but ends 2014-07-31 — incomplete)
wrds_taqms_nbbo/ # WRDS-computed NBBO: complete_nbbo_YYYYMMDD (2003-present)
wrds_taqms_wct/ # WRDS Consolidated Trades: wct_YYYYMMDD (2003-present)
wrds_taqms_iid/ # WRDS Intraday Indicators: wrds_iid_YYYY (2003-present, annual)
wrds_taqs_ct/ # WRDS Consolidated Trades, legacy: wct_YYYYMMDD (1993-2014)
wrds_taqs_nbbo/ # WRDS-computed NBBO, legacy: nbbo_YYYYMMDD (1993-2014)
wrds_taqs_iid_v1/ # WRDS Intraday Indicators v1, legacy: wrds_iid_YYYY (1993-2014)
/wrds/taq/sasdata/ # Legacy monthly (1993-01-04 through 2014-12-31) — COMPLETE range
# Contains ct_YYYYMMDD, cq_YYYYMMDD
What this file has done since we first saw it
Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.
- 13d ago First seen · 507 lines · 322 tokens per session scan A 3cc70780ba15
taq-wrds-expert is an agent published in the GitHub repository Alexander-M-Dickerson/ai-asset-pricing (59 stars, last pushed 4mo ago), licensed MIT. It adds 322 tokens to every session and 6,298 once invoked, about $0.0016 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.
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