global-stock-data

US Market Data for AI Coding Assistants Options Greeks · 0DTE Flow · VIX Term Structure · SEC Filings & Insider Trades · Short Data · Fundamentals · Screener · Global Rates & FX · Taiwan · Energy

Architecture · Compliance · Quick Start · Endpoints · Data Sources · FAQ

Full-stack market data for US equities — 16 layers · 50+ endpoints · 17 sources · zero-auth · only requests.

Official-source-first (V2.0): CBOE options with full Greeks + 0DTE flow, FINRA market-wide short volume, SEC EDGAR filing stream + a free market-wide screener, Treasury / CFTC / earnings calendar. Every source is labeled with its compliance tier, terms quoted verbatim — "official" does not mean "free to use".

New in V2.1: a global rates & FX layer — policy rates for 38 central banks (BIS), ECB FX / key rates / euro-area yield curve, NY Fed SOFR / EFFR, Fed H.10 FX / H.6 money stock, and US Treasury auctions + federal debt, all tier S. Yahoo K-line now returns true full-history daily bars in exchange-local dates, builds weekly / monthly / quarterly bars from daily data, and works for Japan / Taiwan / Korea / India / Europe and more.

New in V2.2: CBOE volatility indices (VIX since 1990) and the VIX term structure, FINRA short interest (twice a month, with days to cover), SEC Form 4 insider trades line by line and 13F institutional holdings, the Taiwan Stock Exchange / TPEx official open APIs (latest Taiwan quotes, P/E, monthly revenue; commercial use OK), and US EIA weekly crude oil / natural gas inventories plus spot prices (spot prices are tier B, see Compliance tiers).

A single self-contained Skill file that turns raw US stock data — scattered across many sources — into a toolkit an AI coding assistant can call directly. You no longer memorize Eastmoney secid prefixes, Yahoo crumb auth flows, or SEC EDGAR CIK mappings. That's all handled.

This project distributes code, not market data. Data is fetched by the user under each source's own terms. For commercial use, rely only on tier-S sources.

Compatible with Claude Code · Codex · OpenClaw. The Skill file is structured Markdown + embedded Python — any AI coding assistant with context injection can use it.

Architecture

US Full-Stack Data · 16-layer architecture · V2.2
│
├── Market Data      Sina + Tencent + Eastmoney push2        Real-time quotes, 25-78 fields
├── K-line           Sina(back to 1984) + Yahoo chart        Daily / weekly / monthly / minute; JP/TW/KR/IN/EU via suffix
├── Technical Ind.   MA/EMA + MACD + RSI + KDJ + Bollinger   Pure Python, zero extra deps
├── Fundamentals     Eastmoney + Yahoo + SEC XBRL            Statements + key metrics + holdings
├── Fund Flow        Eastmoney push2his                      Daily main/large/medium/small flow
├── Options          Yahoo crumb                             Options chain (US only)
├── SEC Filing       EDGAR submissions + XBRL                10-K/10-Q/8-K + 503 GAAP metrics (US)
└── Tools            Eastmoney + Yahoo + SEC CIK             Search + market list + news + ticker↔CIK

━━━ New in V2.0 (official-source-first) ━━━
├── Options·CBOE     cdn.cboe.com official feed   ⭐ full chain + IV + delta/gamma/vega/theta/rho + 0DTE + flow
├── Short Volume     FINRA Reg SHO                ⭐ market-wide daily short volume (12,112 symbols) + series
├── Filing Stream    EDGAR daily index + FTS      ⭐ Form 4 / 8-K / 13F same-day + full-text since 2001
├── Market Screener  EDGAR frames                 ⭐ any XBRL tag across the whole market (1,842~5,309 co.) — free
└── Macro / Calendar Treasury + CFTC + Nasdaq     ⭐ yield curve (1M~30Y) + COT + earnings calendar

━━━ New in V2.1 ━━━
└── Global Rates/FX  BIS + ECB + NY Fed + Fed + Treasury ⭐ 38 central-bank policy rates + EUR/USD FX + SOFR/EFFR + euro curve + auctions

━━━ New in V2.2 ━━━
├── Volatility       CBOE index files             ⭐ VIX since 1990 + VIX9D/3M/6M/1Y term structure + VVIX/SKEW/OVX/GVZ
├── Short Interest   FINRA, twice a month         ⭐ all US open short positions (22,595 symbols) + days to cover + rankings
├── Insiders / 13F   SEC Form 4 + 13F             ⭐ insider trades (price/shares/10b5-1 box on the filing) + quarterly institutional holdings
├── Taiwan           TWSE + TPEx OpenAPI          ⭐ latest quotes + P/E + monthly revenue + margin for all listed/OTC stocks (commercial OK)
└── Energy           US EIA                       ⭐ weekly crude/gas inventories + WTI (since 1986)/Brent/Henry Hub daily spot prices (tier B)

Layer count: the original 8 layers + 5 in V2.0 (the CBOE options chain counts as its own layer) + 1 in V2.1 + 2 in V2.2 (Taiwan, energy). The V2.2 volatility indices, short interest and Form 4 / 13F parsers are new sections inside existing layers and are not counted as layers.

Compliance tiers

Source terms differ a lot. "Official" does not mean "free to use". These tiers come from reading each source's actual terms of service (2026-07-24; Yahoo / Nasdaq re-checked and 4 new official sources read on 2026-10-11; TWSE / TPEx and EIA read on 2026-10-12). Quotes are verbatim.

A working HKEX shareholding layer was built, then removed. Shipping code that violates a source's terms would defeat the point of grading sources in the first place. This project distributes code, not data. For commercial use, rely only on tier S.

So why keep tier-D Yahoo and Nasdaq? Honestly, their terms are the same kind as HKEX's. The difference is that they have no substitute: Yahoo is the only source for HK K-lines and for markets beyond the US and HK, and Nasdaq is the only key-free earnings calendar, while the HKEX shareholding layer was a nice-to-have. So the code stays and the terms are quoted in full (see "数据源合规分级" in SKILL.md). Whether to use them is your call under those terms.

Quick start

3 steps, 2 minutes.

# 1. Create the skill directory
mkdir -p ~/.claude/skills/global-stock-data

# 2. Download SKILL.md
curl -o ~/.claude/skills/global-stock-data/SKILL.md \
  https://raw.githubusercontent.com/simonlin1212/global-stock-data/main/SKILL.md

# 3. Install the dependency
pip install requests
# Windows only: also install tzdata so Yahoo K-line dates use the exchange's time zone
pip install tzdata

⚠️ Before using the SEC layers, set SEC_CONTACT in SKILL.md to your real name and email. SEC requires a declared User-Agent; requests without one are rejected as an Undeclared Automated Tool. The code raises a clear error if you forget.

Launch Claude Code and say "check AAPL's financials" — the skill activates on its own. Codex / OpenClaw users: paste SKILL.md into your system prompt or project context file; the embedded Python runs as-is.

Endpoints

Price — Sina / Tencent / Eastmoney quotes (25-78 fields) · Sina & Yahoo K-line (US back to 1984, daily→minute; Japan / Taiwan / Korea / India / Europe and more via ticker suffix) · MA/EMA/MACD/RSI/KDJ/Bollinger computed locally.