odb-microstructure-forensics

odb-microstructure-forensics is a skill for Claude Code from terrylica/cc-skills. It costs 34 tokens per session (2,366 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.

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 with agentmods
npx agentmods add skills/terrylica/cc-skills/odb-microstructure-forensics
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 terrylica/cc-skills --skill odb-microstructure-forensics
Clone the repo
git clone --depth 1 https://github.com/terrylica/cc-skills

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/github.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/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 odb-microstructure-forensics

Your own site · 80×15
<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="Reviewed on agentmods" width="80" 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 2,366 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 $0.02366
Opus 5.5 $0.00014 $0.00946
Sonnet 5.5 $0.00007 $0.00473
Haiku 4.5 $0.00003 $0.00237

Measured 22d ago against content hash fa63d268fda3, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, 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 22d 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>** | 76 columns, see [schema reference](./references/clickhouse-schema.md) | `ssh <gpu-host> '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>** | 76 columns, see [schema reference](./references/clickhouse-schema.md) | `ssh <gpu-host> '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 76 columns, see schema reference ssh <gpu-host> 'curl -s http://localhost:8123/ -d "..."'
Parquet tick cache /home/<user>/.cache/opendeviationbar/ticks/{SYMBOL}/{YYYY-MM-DD}.parquet on agg_trade_id, price, quantity, first_trade_id, last_trade_id, timestamp, is_buyer_maker ssh <gpu-host> 'cd /home/<user> && 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. 22d ago Changed fa63d268fda3
  2. 1mo 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 (1 stars, last pushed today), licensed MIT. It adds 34 tokens to every session and 2,366 once invoked, about $0.0001 per session on Opus 5.5. 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.