README.md

July 26, 2026 · View on GitHub

global-stock-data

US Market Data for AI Coding Assistants
Options Greeks · 0DTE Flow · SEC Filings · Short Volume · Fundamentals · Screener

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

Full-stack market data for US equities — 13 layers · 30+ endpoints · 11 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".

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 · 13-layer architecture · V2.0
│
├── Market Data      Sina + Tencent + Eastmoney push2        Real-time quotes, 25-78 fields
├── K-line           Sina(back to 1984) + Yahoo chart        Daily / weekly / monthly / minute
├── 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

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 on 2026-07-24. Quotes are verbatim.

Tier	Commercial	Redistribute	Sources	Basis (quoted)
S	✅	✅	SEC EDGAR / Treasury / CFTC	EDGAR: "Anyone can access and download this information for free", "We allow scripted access". Hard limit 10 req/s, User-Agent required
B	⚠️ verify first	❌	FINRA	Files are published for download, but terms prohibit "data mining, scraping or harvesting tools (including robots)" and state "non-commercial use"
C	❌ needs permission	❌	CBOE / Nasdaq / Yahoo / Eastmoney / Sina / Tencent	CBOE requires "approval in advance" + "execution of a license agreement"; Yahoo states personal use only
⛔ 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.

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

⚠️ 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) · 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.

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.

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.

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

Full endpoint tables

Options ⭐ (US only)

Endpoint	Data
CBOE official	Full chain + IV + delta/gamma/vega/theta/rho, plus 0DTE filtering and unusual-flow detection (vol/OI > 1 = new positioning)
Yahoo (fallback)	Options chain, all expiries — no Greeks

Short volume ⭐ (US only)

Endpoint	Data
FINRA Reg SHO	Market-wide daily short volume (12,112 symbols), per-symbol series, ratio ranking

Filing stream ⭐ (US only)

Endpoint	Data
EDGAR daily index	Same-day Form 4 / 8-K / 13F / 144 — one day: 547 / 370 / 261 / 118
EDGAR full-text	Search every filing body back to 2001
EDGAR submissions / XBRL	Filing list + structured financials (503 GAAP metrics)

Market screener ⭐ (US only)

Endpoint	Data
EDGAR frames	One XBRL tag across the whole market in one call — a free screener

Macro / calendar ⭐

Endpoint	Data
Treasury / CFTC / Nasdaq	Yield curve (1M~30Y) · COT · earnings calendar (pre/post-market + EPS est.)

Price / value / flow / tools

Endpoint	Data
Sina / Tencent / Eastmoney push2	US/HK real-time quotes, 25-78 fields
Sina / Yahoo chart	K-line, daily→minute, US back to 1984
Eastmoney datacenter / GMAININDICATOR	Statements + key metrics (bilingual)
Yahoo quoteSummary	23 modules: financials / analysts / institutional holdings
Eastmoney push2his	Daily main/large/medium/small fund flow
Eastmoney search / push2 list / Yahoo search / SEC CIK	Search / full-market list / news / ticker↔CIK

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:

Scenario	Prompt
0DTE options flow ⭐	"Show NVDA's 0DTE options flow — unusual activity"
Short volume ⭐	"TSLA's short volume ratio trend this week"
Insider filings ⭐	"Any Form 4 insider filings today for my watchlist"
Full-text filings ⭐	"Which companies first mentioned 'HBM4' in an 8-K"
Market screener ⭐	"Rank all filers by R&D expense for CY2025Q1"
Macro ⭐	"What's the 10Y-2Y Treasury spread right now"
US / HK quote	"AAPL's price and PE" · "How's Tencent 00700 today"
K-line	"Pull TSLA's daily K-line for the past 6 months"
Statements / valuation	"Apple's latest income statement" · "BABA's PE/PB/ROE + target"
Institutional holdings	"Which institutions hold NVDA, and what %"
Technical analysis	"AAPL's MACD and RSI — any golden cross?"
Batch compare	"Compare valuations of AAPL MSFT GOOGL"

Data sources

Source	Tier	Auth	Coverage
SEC EDGAR	S	real UA	US filings / XBRL / filing stream / full-text search / market screener
US Treasury	S	none	Yield curve (1M~30Y)
CFTC	S	none	COT reports
FINRA	B	none	US market-wide daily short volume (verify before commercial use)
CBOE	C	none	US options + Greeks + IV + 0DTE (needs Cboe's prior approval)
Nasdaq	C	none	US earnings calendar (terms unverified)
Eastmoney (push2 / push2his / datacenter / search)	C	none	US+HK quotes / fund flow / statements / search
Yahoo Finance	C	cookie+crumb (auto)	US+HK all categories (personal use only)
Sina	C	none	US+HK quotes, US K-line
Tencent	C	none	US+HK quotes

Tiers: S = government data, commercial + redistribution OK · B = published files, verify before commercial use · C = needs prior approval or terms unverified, personal research only. 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: 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.