ai-asset-pricing: Skill for Claude Code

.claude/skills/wrds-schema/SKILL.md

wrds-schema is a skill for Claude Code from Alexander-M-Dickerson/ai-asset-pricing. It costs 90 tokens per session (1,964 once invoked), scanned A, original, MIT.

A reference loader for WRDS, a financial research database that provides datasets such as CRSP, OptionMetrics, Compustat, and TAQ.

In plain words
What is it for?
Use it at the start of a session involving WRDS data to prepare accurate PostgreSQL queries for the requested datasets.
Why use it?
It supplies table names, fields, data types, join keys, and known pitfalls before queries are written, reducing exploratory database work and query errors.

Skill for Claude Code

Written for Claude Code: argument-hint in frontmatter. Also seen: reads .claude/ paths.

This is Alexander-M-Dickerson/ai-asset-pricing's own configuration. It tells Claude Code how to work on ai-asset-pricing itself, so it is not a mod to install elsewhere. Copy it as a starting point and replace the rules that are about this project. Everything ai-asset-pricing configures →

Reuse

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.

Copy the file
curl -O https://raw.githubusercontent.com/Alexander-M-Dickerson/ai-asset-pricing/main/.claude/skills/wrds-schema/SKILL.md
Clone the repo
git clone --depth 1 https://github.com/Alexander-M-Dickerson/ai-asset-pricing

Made for: Claude Code.

Wrote this? Show the measurements

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README.md
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Your own site · 80×15
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Per session 90 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,964 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

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.

ModelPer sessionOnce invoked
Fable 5.1 $0.00090 $0.01964
Opus 5 $0.00045 $0.00982
Sonnet 5 $0.00018 $0.00393
Haiku 4.5 $0.00009 $0.00196

Measured 13d ago against content hash 859e4bca0e1e, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

wrds-schema 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.

.claude/skills/wrds-schema/SKILL.md · 96 lines

How it starts

The opening of the file, as written. The whole thing — 96 lines — stays where its author put it; the contents beside it link to each section on GitHub.

WRDS Schema Pre-loader

You are starting a session that involves WRDS PostgreSQL queries. Before writing any queries, load the schema knowledge you need by dispatching specialist agents in parallel.

Examples

  • /wrds-schema crsp -- load CRSP schema only
  • /wrds-schema crsp optionm -- load CRSP + OptionMetrics schemas
  • /wrds-schema all -- load all available schemas

Connection

Connection details are in ~/.pg_service.conf; password in ~/.pgpass.

psql service=wrds

For Python, use psycopg2.connect("service=wrds"). Do NOT use pd.read_sql (broken with psycopg2 on Python 3.13) — use cursors directly and cast Decimal to float.

Prerequisite: The specialist agents (crsp-wrds-expert, optionmetrics-wrds-expert, taq-wrds-expert) must have Bash in their tools: frontmatter in ~/.claude/agents/. Without it, they cannot run psql queries.

What to do

Based on $ARGUMENTS (or "all" if none given), launch the appropriate specialist agents in parallel using the Task tool. Each agent should query the WRDS database to retrieve current schema details and return a concise reference.

Agent dispatches

For each requested database, launch a Task with subagent_type set to the matching specialist:

Keyword Agent Task
crsp crsp-wrds-expert Retrieve schema for crsp.dsf, crsp.dsi, crsp.msf, crsp.msi, crsp.stocknames, delisting tables. Confirm column names (date not caldt), PERMNO lookup for SPY (84398), index columns in dsi (spindx, sprtrn). Note Decimal type from psycopg2.
optionm optionmetrics-wrds-expert Retrieve schema for optionm.opprcd{YYYY} (yearly partitioned), optionm.securd, optionm.zerocd. Confirm: strike_price is strike*1000, SPX SECID=108105, SPY SECID=109820, XSP SECID=189691. Column names for options tables. LEAPS expiry cycles (Jun/Dec for 2Y).
comp crsp-wrds-expert Retrieve Compustat comp.funda/comp.fundq key columns, standard filters (INDL/STD/D/C), CCM linking via crsp.ccmxpf_lnkhist (columns, linktype LC/LU, linkprim P/C, deduplication pattern).
taq taq-wrds-expert Retrieve TAQ table structure, trade filtering rules (TR_CORR, TR_SCOND), NBBO tables. Note: TAQ requires SAS on WRDS, not SQL.
jkp crsp-wrds-expert Load Global Factor Data schema: contrib.global_factor key columns (permno, gvkey, eom, excntry, me, ret_exc, be_me, etc.), standard filters (excntry='USA', obs_main=1, common=1, exch_main=1, primary_sec=1), column categories, performance rules (always filter excntry + date range). 443 cols, 30M+ rows.
bonds bonds-wrds-expert Load Dickerson corporate bond schema: monthly (contrib.dickerson_bonds_monthly, 140 cols, 2.7M rows) and daily (contrib.dickerson_bonds_daily, 43 cols, 30M rows). Rating encoding (1-22), return measures, spread/duration metrics, identifier linkage to CRSP/Compustat (84%). Column names differ between tables.

Read the full file on GitHub · 96 lines

Changes

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.

  1. 13d ago First seen · 96 lines · 90 tokens per session scan A 859e4bca0e1e

Subscribe to this mod's changes

wrds-schema is a skill published in the GitHub repository Alexander-M-Dickerson/ai-asset-pricing (59 stars, last pushed 4mo ago), licensed MIT. It adds 90 tokens to every session and 1,964 once invoked, about $0.0005 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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