global-stock-data

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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.

Tier

Commercial

Redistribute

Sources

Basis (quoted)

S

✅

✅

SEC EDGAR / Treasury / CFTC / Federal Reserve Board / NY Fed / BIS / ECB / EIA (inventories) / TWSE / TPEx

EDGAR: "Anyone can access and download this information for free", "We allow scripted access" — hard limit 10 req/s, User-Agent required. Fed Board: "public domain". NY Fed: "personal or business purposes", "through an automated process". BIS: "unrestricted". ECB: "reused free of charge". EIA's own data: "public domain". TWSE / TPEx: all 13 datasets we use are registered on Taiwan's government open data platform under the Open Government Data License, which allows use for any purpose, non-exclusive, irrevocable and royalty-free; both OpenAPI pages say they welcome integration, and the intellectual-property section of both sites' terms exempts data licensed to the open data platform, while asking that reproductions stay complete, with nothing arbitrarily added or removed (TPEx's OpenAPI page does not link the license and the platform lists web download URLs, so rating it S is this tool's judgment). BIS / ECB / Fed Board / TWSE / TPEx require attribution, ECB data must not be modified, and NY Fed reference rates need its notice when shown to others

B

⚠️ verify first

❌

FINRA / EIA spot prices

FINRA files (daily short volume, short interest) are published for download, but terms prohibit "data mining, scraping or harvesting tools (including robots)" and state "non-commercial use". EIA's WTI / Brent / Henry Hub spot prices are sourced from "Refinitiv, an LSEG business"; reproducing third-party material beyond fair use needs the copyright owner's written permission (tier B is this tool's judgment)

C

❌ needs permission

❌

CBOE / Eastmoney / Sina / Tencent

CBOE (options chains and volatility indices) requires "approval in advance" + "execution of a license agreement"; Eastmoney / Sina / Tencent are website front-end endpoints, personal research only

D

❌

❌

Yahoo / Nasdaq

Terms prohibit automated access without permission. Yahoo: "using any automated means… for any purpose without our express, prior permission". Nasdaq: "any process, whether automated or manual, to capture data… for any reason". Personal study and research only, at your own risk; no commercial use or redistribution

⛔ Excluded

—

—

HKEX (CCASS)

Terms prohibit "any 'robot', 'bot', 'spider', 'scraper'..." and apply "whether or not for gain" → this tool ships no scraper for it

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.

Value — Eastmoney three statements + GMAININDICATOR (US 49 / HK 75 fields) · Yahoo quoteSummary (23 modules: financials, analysts, institutional holdings) · SEC EDGAR XBRL (503 GAAP metrics).

Flow & positioning ⭐ — CBOE options with full Greeks + IV + 0DTE + unusual-flow detection · FINRA market-wide daily short volume (12,112 symbols) · Eastmoney daily fund flow · V2.2: CBOE VIX history since 1990 + term structure (contango or backwardation) + VVIX / SKEW · FINRA short interest (twice a month, 22,595 symbols, with days to cover and rankings).

Filings & events ⭐ — EDGAR daily index (same-day Form 4 insider / 8-K / 13F, one day: 547 / 370 / 261) · full-text search since 2001 · 10-K/10-Q/8-K list · V2.2: Form 4 insider trades line by line (price, shares, holdings after, whether the filing ticks the 10b5-1 box) · 13F quarterly institutional holdings (sorted by value, with weights).

Screener & macro ⭐ — EDGAR frames (any XBRL tag across the whole market, free — net income CY2025Q1 = 5,309 companies) · Treasury yield curve (1M~30Y) · CFTC COT · Nasdaq earnings calendar.

Global rates & FX ⭐ (V2.1) — policy rates for 38 central banks in one call (BIS) · ECB FX / three key rates / euro-area yield curve · NY Fed SOFR / EFFR · Fed H.10 USD vs 23 currencies / H.6 M1·M2 · Treasury auction results and schedule / federal debt / average interest rates.

Taiwan ⭐ (V2.2) — TWSE + TPEx official open APIs: the latest trading day's quotes, P/E / dividend yield / P/B, monthly revenue, company profiles, margin trading, ex-dividend notices and dividends for every listed and OTC stock (latest day only; for Taiwan K-line history use Yahoo .TW / .TWO).

Energy ⭐ (V2.2) — EIA weekly crude (commercial + SPR), gasoline, distillate and natural gas inventories · WTI (since 1986) / Brent / Henry Hub daily spot prices (tier B: third-party data republished by EIA).

Tools — stock search (CN+EN) · full-market list (US 5925+ / HK 18000+) · news by ticker · ticker↔CIK.

Full endpoint tables

Options ⭐ (US only)

Volatility indices ⭐ (V2.2, US only)

Short volume ⭐ (US only)

Filing stream ⭐ (US only)

Market screener ⭐ (US only)

Macro / calendar ⭐

Global rates / FX / central banks ⭐ (V2.1)

Taiwan ⭐ (V2.2)

Energy ⭐ (V2.2)

Price / value / flow / tools

Every source is free, no API key. Yahoo crumb is auto-managed; SEC EDGAR only needs a declared User-Agent.

Usage examples

Just tell your AI assistant:

Data sources

Tiers: S = government and central-bank data (including exchange data registered as Taiwan government open data), commercial + redistribution OK (some require attribution) · B = published data, verify before commercial use · C = needs prior approval or terms unverified, personal research only · D = terms prohibit automated access without permission; personal study and research only, at your own risk, no commercial use or redistribution. See Compliance tiers for the quoted basis. All requests go through direct HTTP with a built-in thread-safe rate limiter (SEC capped at 8 req/s against the official 10).

FAQ

Q: How does this relate to a-stock-data? Sister project. a-stock-data covers China A-shares; global-stock-data covers US and HK. Install both — they don't conflict.

Q: Does Yahoo Finance need an API key? No. The code fetches cookie + crumb automatically and refreshes on expiry.

Q: Any limits on SEC EDGAR? Yes — a declared User-Agent and 10 req/s. Set SEC_CONTACT to your real email; the built-in throttle stays under the limit.

Q: HK options data? No. HK options aren't in Yahoo's coverage and need HKEX's paid feed. The options layer is US only.

Q: Can I look up stocks outside the US and HK? K-lines and Yahoo fundamentals, yes: Japan .T, Taiwan .TW, Korea .KS, India .NS, London .L, Germany .DE and more — see "Yahoo Finance 代码格式" in SKILL.md. Note that Yahoo is a tier-D source. Taiwan also has the official TWSE / TPEx APIs (tier S, latest trading day only): tw_stock("2330"). For China A-shares, use the sister project a-stock-data.

Q: How fresh are the global rates and FX? ECB and NY Fed update every business day; Fed H.10 is published each Monday for the prior week; BIS lags by a few days to about three weeks depending on the country. Every row carries its date — check the central bank itself when you need today's exact value.

Q: How often is short interest updated? FINRA publishes it twice a month, for settlement dates on the 15th and at month-end (moved earlier for holidays), about 8 business days after settlement. The daily dataset is a different one — daily short volume (9.1), which counts that day's short-sale trades, not open short positions.

Q: Running from a server in mainland China — can it reach Yahoo / SEC? They're overseas and may be flaky on a direct connection. Use a proxy, or lean on the Eastmoney / Sina / Tencent sources.

Q: Can I use it without Claude Code? Yes. SKILL.md is Markdown + embedded Python — Codex, OpenClaw, or any AI coding assistant can read it, and you can copy the Python into your own scripts.

Changelog

See CHANGELOG.md.

Disclaimer

This project provides data-access tools only. It is not investment advice. Investing involves risk.

License

Apache License 2.0 — Author: Simon Lin · X @linsizhen · Email: simonlin0423@gmail.com