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.
npx skills add JoelLewis/finance_skills --skill market-datagit clone --depth 1 https://github.com/JoelLewis/finance_skillsWrote 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/skills/joellewis/finance_skills/market-data)<a href="https://agentmods.dev/skills/joellewis/finance_skills/market-data"><img src="https://agentmods.dev/badge/skills/joellewis/finance_skills/market-data/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/skills/joellewis/finance_skills/market-data"><img src="https://agentmods.dev/badge/skills/joellewis/finance_skills/market-data.svg" alt="Reviewed on agentmods" width="80" height="20"></a>- Socket pass
- Snyk pass
- NVIDIA SkillSpector pass
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 | $0.00164 | $0.03026 |
| Opus 5 | $0.00082 | $0.01513 |
| Sonnet 5 | $0.00033 | $0.00605 |
| Haiku 4.5 | $0.00016 | $0.00303 |
Grade A, and why
market-data 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 11d 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 — 238 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Market Data
Core Concepts
1. Market Data Types
- Trade data: Last sale price, quantity, timestamp, condition codes (regular, odd lot, opening/closing), cumulative volume, VWAP.
- Quote data: NBBO (best bid/offer across all exchanges), bid/ask sizes. Quote updates vastly outnumber trade updates in liquid instruments.
- Depth of book: Multiple price levels beyond the NBBO with resting order quantities. Aggregated depth (size per level) or order-by-order (individual orders visible).
- Index data: Real-time index values, composition, weightings, total return values. Sources include exchange-calculated (S&P 500 via Cboe) and third-party (MSCI, FTSE Russell).
- Fixed income pricing: Dealer quotes, evaluated pricing (ICE, Bloomberg BVAL), TRACE trade reports for corporates, EMMA for municipals. Inherently less standardized than equities.
- Options data: Chains (strikes/expirations), Greeks, implied volatility, volume, open interest. OPRA provides the consolidated options feed.
- Fundamental data: Earnings, financial statements, corporate actions, analyst estimates. Sourced from vendors (Bloomberg, FactSet, S&P Capital IQ) rather than exchange feeds.
- News and events: Headlines, economic calendar (FOMC, employment), corporate events (earnings dates, ex-dates), sentiment scores.
2. Data Levels
Level 1 — Top of Book: NBBO, last sale, volume, daily OHLC. Sufficient for portfolio management, client reporting, and order entry. Lowest cost and bandwidth.
Level 2 — Market Depth: Multiple price levels with aggregate size (top 5-20 levels per side). Reveals liquidity beyond the NBBO. Essential for active trading, market impact assessment, and algorithmic execution (TWAP, VWAP). Higher cost and bandwidth.
Level 3 — Full Order Book: Individual order detail (price, size, order ID) enabling complete book reconstruction and order lifecycle tracking. Provided by direct feeds (Nasdaq ITCH, NYSE Arca). Required for market making, HFT, and queue position modeling. Highest cost — hundreds of thousands of messages per second per exchange.
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.
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.
- 11d ago First seen · 238 lines · 164 tokens per session scan A 069825a53fb1
market-data is a skill published in the GitHub repository JoelLewis/finance_skills (184 stars, last pushed 1mo ago), licensed MIT. It adds 164 tokens to every session and 3,026 once invoked, about $0.0008 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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