odb-microstructure-forensics

odb-microstructure-forensics is a skill for Claude Code from terrylica/cc-skills. It costs 34 tokens per session (2,363 once invoked), scanned B, original, MIT.

A forensic analysis method for investigating unusual Open Deviation Bars using stored trade data. Open Deviation Bars are chart bars built from price movement rather than fixed time intervals.

In plain words
What is it for?
Use it to trace anomalous bars from ClickHouse, a database for fast analytical queries, back to Parquet trade files and inspect specific time windows.
Why use it?
It helps separate data or algorithm problems from real market events such as liquidation cascades or order-book sweeps.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Not installable: its command points at a path on the author’s own machine, so it runs nowhere else. The line is /home/tca/.cache/opendeviationbar/ticks/{SYMBOL}/{YYYY-MM-DD}.parquet.

Part of the quant-research plugin — 8 skills shipped together , and of cc-skills

Good fit Use it to trace anomalous bars from ClickHouse, a database for fast analytical queries, back to Parquet trade files and inspect specific time windows.

Compare 6 skills from other repositories ↓
Install

Getting it into your agent

This one installs as part of its plugin. Adding the marketplace and installing the plugin brings it with everything else the plugin ships.

Claude Code
/plugin marketplace add terrylica/cc-skills
Claude Code
/plugin install quant-research

Made for: Claude Code.

Or install quant-research, 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 odb-microstructure-forensics

README.md
[![agentmods](https://agentmods.dev/badge/skills/terrylica/cc-skills/odb-microstructure-forensics.svg)](https://agentmods.dev/skills/terrylica/cc-skills/odb-microstructure-forensics)
Your own site
<a href="https://agentmods.dev/skills/terrylica/cc-skills/odb-microstructure-forensics"><img src="https://agentmods.dev/badge/skills/terrylica/cc-skills/odb-microstructure-forensics.svg" alt="Measured on agentmods" height="20"></a>
Per session 34 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,363 The whole file, excluding the scripts and references it only reads on demand.
Security scan B 2 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 $0.00034 $0.02363
Opus 5 $0.00017 $0.01182
Sonnet 5 $0.00007 $0.00473
Haiku 4.5 $0.00003 $0.00236

Measured 3d ago against content hash fce5660e177e, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade B, and why

odb-microstructure-forensics scanned grade B with 2 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 3d 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.

Sends data to an external URLmediumData exfiltration

A POST to an outside endpoint may be telemetry or may be exfiltration; either way the mod talks to somewhere, and you should know where.

| ClickHouse cache | `opendeviationbar_cache.open_deviation_bars` on **gpu-host-1** | 76 columns, see [schema reference](./references/clickhouse-schema.md) | `ssh gpu-host-1 'curl -s http://localhost:8123/ -d "..."'` |

Makes network callslowCapability

Not a fault in itself. Listed so you know the mod talks to something, and to what.

| ClickHouse cache | `opendeviationbar_cache.open_deviation_bars` on **gpu-host-1** | 76 columns, see [schema reference](./references/clickhouse-schema.md) | `ssh gpu-host-1 'curl -s http://localhost:8123/ -d "..."'` |
plugins/quant-research/skills/odb-microstructure-forensics/SKILL.md · 192 lines

How it starts

The opening of the file, as written. The whole thing — 192 lines — stays where its author put it; the contents beside it link to each section on GitHub.

ODB Microstructure Forensics

Systematic methodology for investigating Open Deviation Bar anomalies by tracing from ClickHouse cache back to raw Parquet trade data. Distinguishes algorithm correctness issues from market microstructure phenomena (liquidation cascades, order book sweeps, matching engine batch effects).

Self-Evolving Skill: This skill improves through use. If instructions are wrong, parameters drifted, or a workaround was needed — fix this file immediately, don't defer. Only update for real, reproducible issues.

When to Use

  • ODB bars appear visually larger (taller or wider) than neighbors at the same threshold
  • Bars have zero or near-zero duration with extreme price range
  • abs_dev_dbps exceeds the threshold (e.g., 22 dbps on a 100 dbps bar)
  • Clusters of micro-bars appear at a single timestamp
  • Diagnosing whether anomalies are data bugs vs market microstructure
  • Investigating specific time windows flagged by the Flowsurface chart UI

Data Sources

Source Location Schema Access
ClickHouse cache opendeviationbar_cache.open_deviation_bars on gpu-host-1 76 columns, see schema reference ssh gpu-host-1 'curl -s http://localhost:8123/ -d "..."'
Parquet tick cache /home/tca/.cache/opendeviationbar/ticks/{SYMBOL}/{YYYY-MM-DD}.parquet on gpu-host-1 agg_trade_id, price, quantity, first_trade_id, last_trade_id, timestamp, is_buyer_maker ssh gpu-host-1 'cd /home/tca && uv run --python 3.14 python3 -c "..."' with Polars

Read the full file on GitHub · 192 lines

Files

What ships with it

2 files 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. 3d ago First seen · 192 lines · 34 tokens per session scan B fce5660e177e

Subscribe to this mod's changes

odb-microstructure-forensics is a skill published in the GitHub repository terrylica/cc-skills (62 stars, last pushed yesterday), licensed MIT. It adds 34 tokens to every session and 2,363 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it B with 2 findings (sends data to an external url, makes network calls). No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-05.

Related

Other skills, from other repositories

android-development

Android development with Kotlin, Jetpack Compose, and modern Android architecture. Use when building Android apps, implementing Material Design, or following Android best practices.

travisjneuman/.claude · 33 tokens

email-systems

Transactional email (Resend, SendGrid, SES), templates (React Email, MJML), deliverability (SPF/DKIM/DMARC), and inboxing best practices. Use when building email infrastructure, designing templates, or troubleshooting deliverability.

travisjneuman/.claude · 55 tokens

customer-persona-builder

Data-driven customer persona development combining market research, user behavior analysis, and segmentation frameworks. Use when creating buyer personas, ideal customer profiles (ICPs), or user archetypes.

travisjneuman/.claude · 40 tokens

devops-cloud

DevOps, cloud infrastructure, and platform engineering. Use when working with AWS, GCP, Azure, Kubernetes, Terraform, CI/CD pipelines, or infrastructure as code.

travisjneuman/.claude · 38 tokens

generic-design-system

Complete design system reference for any project - colors, typography, spacing, components, animations. Adapts to project theme and tech stack. Use when implementing UI, choosing colors, creating animations, or ensuring brand consistency. For new design systems, use ui-research skill first.

travisjneuman/.claude · 60 tokens

generic-code-reviewer

Review code for bugs, security vulnerabilities, performance issues, accessibility gaps, and CLAUDE.md workflow compliance. Supports any tech stack - HTML/CSS/JS, React, TypeScript, Node.js, Python, NestJS, Next.js, and more. Use when completing features, before commits, or reviewing pull requests.

travisjneuman/.claude · 70 tokens