exchange-connectivity

exchange-connectivity is a skill for Claude Code from JoelLewis/finance_skills. It costs 149 tokens per session (6,977 once invoked), scanned A, original, MIT.

A guide to connecting trading systems to exchanges and other trading venues. It focuses on FIX sessions, the protocol connections used for orders and execution reports, including logins, heartbeats, sequence numbers, and recovery from gaps or disconnects.

In plain words
What is it for?
Use it to build or troubleshoot FIX sessions, connect to exchanges, support order routing or drop copy, and design venue connectivity and related market-data infrastructure.
Why use it?
It helps keep order and market-data connections working correctly when messages are delayed, missed, or interrupted. It also explains connectivity models such as direct market access and sponsored access.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin.

Part of the trading-operations plugin — 8 skills shipped together

not rated 184repo +1 1mo ago A scan Socket: passSnyk: warnSkillSpector: pass 149 tokens original MIT

Good fit Use it to build or troubleshoot FIX sessions, connect to exchanges, support order routing or drop copy, and design venue connectivity and related market-data infrastructure.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/joellewis/finance_skills/exchange-connectivity
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add JoelLewis/finance_skills --skill exchange-connectivity
Clone the repo
git clone --depth 1 https://github.com/JoelLewis/finance_skills

Made for: Claude Code.

Or install trading-operations, the plugin that ships this one along with the rest of its 8 skills.

Wrote 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.

agentmods badge for exchange-connectivity

README.md
[![agentmods](https://agentmods.dev/badge/skills/joellewis/finance_skills/exchange-connectivity/github.svg)](https://agentmods.dev/skills/joellewis/finance_skills/exchange-connectivity)
Your own site
<a href="https://agentmods.dev/skills/joellewis/finance_skills/exchange-connectivity"><img src="https://agentmods.dev/badge/skills/joellewis/finance_skills/exchange-connectivity/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.

agentmods 80×15 button for exchange-connectivity

Your own site · 80×15
<a href="https://agentmods.dev/skills/joellewis/finance_skills/exchange-connectivity"><img src="https://agentmods.dev/badge/skills/joellewis/finance_skills/exchange-connectivity.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 149 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 6,977 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. Third-party audits
  • Socket pass 18 Mar 2026
  • Snyk warn 12 Mar 2026
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
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 $0.00149 $0.06977
Opus 5 $0.00075 $0.03488
Sonnet 5 $0.00030 $0.01395
Haiku 4.5 $0.00015 $0.00698

Measured 12d ago against content hash 6b497702ff01, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

exchange-connectivity 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 12d 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.

plugins/trading-operations/skills/exchange-connectivity/SKILL.md · 197 lines

How it starts

The opening of the file, as written. The whole thing — 197 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Exchange Connectivity

Core Concepts

Venue Connectivity Architecture

Trading venues expose electronic interfaces through which broker-dealers, market makers, and institutional participants submit orders and receive execution reports. The connectivity architecture between a firm and its execution venues is a foundational component of trading infrastructure.

Direct Market Access (DMA): DMA allows a firm to send orders directly to an exchange's matching engine without intermediation by another broker's order management system. The firm maintains its own FIX session (or proprietary protocol connection) with the exchange and is responsible for pre-trade risk controls. DMA is used by broker-dealers with exchange memberships and by proprietary trading firms.

Sponsored Access: In a sponsored access arrangement, a non-member firm routes orders to an exchange through a sponsoring broker-dealer's market participant identifier (MPID). The sponsoring broker is responsible for pre-trade risk controls under SEC Rule 15c3-5 (the Market Access Rule). Sponsored access may be "filtered" (orders pass through the sponsor's risk checks before reaching the exchange) or "unfiltered" (orders bypass the sponsor's systems and go directly to the exchange, with the sponsor relying on exchange-level risk controls). The SEC effectively prohibited unfiltered sponsored access through Rule 15c3-5, which requires the broker-dealer providing market access to implement risk management controls and supervisory procedures that are reasonably designed to prevent the entry of erroneous orders.

FIX Protocol Connectivity: The Financial Information eXchange (FIX) protocol is the dominant standard for order routing and execution reporting in equities, options, fixed income, and foreign exchange markets. FIX is a tag-value message format (e.g., Tag 35=D for a New Order Single, Tag 35=8 for an Execution Report). Most U.S. equity exchanges accept FIX for order entry, and FIX is the standard interface for broker-to-broker and broker-to-buy-side connectivity. FIX versions in common use include FIX 4.2 (widely supported, still in use at many venues), FIX 4.4 (added support for multi-leg instruments, allocation instructions), and FIX 5.0/FIXT 1.1 (separated transport and application layers).

Read the full file on GitHub · 197 lines

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

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. 12d ago First seen · 197 lines · 149 tokens per session scan A 6b497702ff01

Subscribe to this mod's changes

exchange-connectivity is a skill published in the GitHub repository JoelLewis/finance_skills (184 stars, last pushed 1mo ago), licensed MIT. It adds 149 tokens to every session and 6,977 once invoked, about $0.0007 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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