Global-Financial-Data

Current version: v2.2.0 — 中文说明

A global financial-data Skill for Agents. It routes sources by market, capability, freshness, and data rights; normalizes observations; cross-checks results; and preserves an auditable source trail. Coverage includes equity indices, sectors, individual securities, OHLCV/K-line bars, MA5/10/20, quote depth, PE/PB/market cap, ETFs, corporate actions, event signals, research/earnings materials, option chains, market news, filings, financial statements, analyst estimates, macroeconomic series, policy rates, and official reference FX.

Licensed under GNU GPL-3.0. This license applies to this repository's original code and documentation; it does not grant rights to scrape, automate, or redistribute third-party market data.

The Skill does not describe delayed data as real time or treat public webpages as redistributable APIs.

Positioning

global-financial-data is the unified entry point for global and cross-market tasks. Pair it with a-stock-data only when a request needs China A-share specialist fields.

User request
  -> global-financial-data
       -> routing, source/freshness validation, conflict handling, final report
       -> a-stock-data (only for China-specialist fields)
       -> global and regional public/official sources

Use this Skill for global snapshots, cross-market comparisons, macro and FX context, sector breadth, and source audits. For China-only order books, ticks, adjusted bars, money flow, chips, Dragon-Tiger List, limit-up pools, or similar specialist data, use a-stock-data directly.

Install

Install the global-financial-data/ folder, or use the versioned release package such as dist/global-financial-data-v2.2.0.zip. The runtime has no third-party Python, Node.js, database, or browser-driver dependency.

Live public-web collection still requires the host Agent to provide a usable browser or equivalent permitted web access. Python 3.10+ and the standard library are only required for repository validation, routing, and test tooling.

Repository layout

global-financial-data/  # installable runtime Skill
tests/                  # repository regression tests; excluded from the release ZIP
tools/                  # build and release checks
.github/workflows/      # GitHub Actions validation
.gitattributes          # cross-platform LF checkout rule
reports/                # dated source-audit evidence
archive/                # local recovery snapshots; ignored
dist/                   # reproducible release packages; ignored

See CHANGELOG.md for release notes. Files in dist/ are reproducible artifacts intended for GitHub Releases, not source-branch commits.

Validate and build locally

python -m unittest discover -s tests -p "test_*.py" -v
python global-financial-data/scripts/check_provider_manifest.py
python tools/build_release.py
python tools/check_release.py

Useful route checks:

python global-financial-data/scripts/resolve_provider_route.py headline_index US --json
python global-financial-data/scripts/resolve_provider_route.py price_bars HK --json
python global-financial-data/scripts/resolve_provider_route.py quote_depth US --json
python global-financial-data/scripts/resolve_provider_route.py corporate_action HK --json
python global-financial-data/scripts/resolve_provider_route.py option_chain US --json
python global-financial-data/scripts/resolve_provider_route.py macro_series GLOBAL --json
python global-financial-data/scripts/healthcheck_providers.py cn.dapanyuntu cn.xueqiu-market --json

Data boundaries

• provider-manifest.json defines capabilities, source classes, ordered routes, health endpoints, and rights status.
• Free-default policy: every capability begins with a no-account, no-payment public, official, or local-computation route. It may be delayed, venue-limited, top-of-book only, or field-limited, but those limits are retained. Paid APIs, exchange feeds, and broker connections appear only in authorized_upgrades and are used after user authorization.
• Browser availability does not imply real-time entitlement, complete extraction, automation permission, or redistribution rights. Retain displayed time, delay labels, and source lineage for every live task.
• Macro, policy-rate, and reference-FX series are not tradable real-time prices. Retain frequency, observation date, vintage/revision status, quote direction, and actual-versus-forecast status.
• Recheck each provider's terms, exchange entitlement, and redistribution limits before adding automation or public redistribution.
• US and Hong Kong routes cover OHLCV/K-line bars, MA5/10/20 derived from adjusted daily closes, PE/PB/market cap, and ETF quotes. Preserve each public page's actual delay label and field scope.
• The free US book default is Cboe Book Viewer (Cboe venues, not a consolidated US book); the free Hong Kong book default is Yahoo Finance then AASTOCKS visible best Bid/Ask (depth=1). Five- or ten-level books are optional authorized upgrades through Nasdaq TotalView, HKEX OMD-C, or a broker feed.
• Corporate actions and issuer events route to SEC EDGAR for US issuers and HKEXnews for Hong Kong issuers, preserving announcement, effective, ex-, record, and payment dates separately.
• Research/earnings documents are indexed only when an issuer, official filing, or permitted named source exposes them. The US public option display supports chain fields including strike, Bid/Ask, volume, open interest, and IV; the free Hong Kong default is the HKEX at-least-15-minute-delayed Stock Options Search table with displayed Call/Put, strike, price, IV, HV, and Delta fields. HKEX OMD-D or a broker feed is an optional upgrade for real-time and more complete data.