Agent Market Data Terminal (aMDT)

Agent Market Data Terminal (aMDT) is a lightweight LLM skill built to give both autonomous agents and cloud chatbots direct access to market and macro data for research and backtesting rule-based trading theories. The repo is intentionally designed around public endpoints that do not require API keys or authentication, so the skill stays easy to run and easy to distribute.

Catalog index

A flattened single-file index of this catalog is maintained as a public gist: gist.github.com/dachent/a80848d89966daa6730cd553be691b1a. Use it when you want every provider, endpoint, and parameter in one document; use this repository when you want per-provider reference docs and runnable fetch helpers.

agent-market-data-terminal is the skill packaged by this repository, and it pulls market and macro data from:

• BEA public files and Data.json
• Treasury FiscalData
• Treasury daily rates feeds
• BLS public v1
• World Bank
• OECD
• Kenneth French Data Library via direct Fama/French CSV zips
• FRED
• VIXCentral
• CBOE
• dougransom/vix_utils
• Macrotrends
• Westmetall
• EIA DNAV
• Multpl
• Yahoo Finance via direct yfinance
• Federal Reserve Data Download Program (H.10 FX, H.15 rates, and other DDP releases)
• CFTC Commitments of Traders (Legacy / Disaggregated / TFF / Combined / Supplemental families)
• Foreign central-bank yield archives (Bundesbank, Bank of England, Reserve Bank of Australia, Bank of Canada, Bank of Japan)
• USDA Agricultural Marketing Service (Market News REST + /public_data bulk archives)
• ICCO daily cocoa indicator
• ICO coffee composite indicator
• ICE marketdata report scraper (sugar / cotton settlements)
• World Bank Pink Sheet (Commodity Markets Outlook XLSX)
• IMF Primary Commodity Prices (External_Data.xls)
• iShares ETF universe and holdings (current and as-of-date history)

The skill is native-first. It prefers direct machine-readable provider sources such as BEA public files, Treasury FiscalData JSON, Treasury rate feeds, BLS v1 JSON, World Bank indicator JSON, OECD SDMX-JSON, Kenneth French _CSV.zip feeds, FRED CSV, Macrotrends JSON, Westmetall chart XML, linked EIA XLS workbooks for history pages, VIXCentral XHR-style routes, CBOE CSV endpoints, vix_utils' CBOE-backed history loaders, and Multpl's inline chart payload.

Install

Codex

Clone or copy this repository into your Codex skills directory as:

$CODEX_HOME/skills/agent-market-data-terminal

After installation, Codex can use the skill as $agent-market-data-terminal.

Claude Code

Clone or copy this repository into your Claude Code skills directory.

For a user-global install (available in all projects):

~/.claude/skills/agent-market-data-terminal/

For a project-local install (available only in a specific project):

.claude/skills/agent-market-data-terminal/

After installation, Claude Code can use the skill as /agent-market-data-terminal.

Claude Code also reads CLAUDE.md automatically when you open this repository as a project directory, providing layout and routing context without an explicit invocation.

Layout

• SKILL.md: trigger metadata and workflow (shared by Codex and Claude Code)
• agents/openai.yaml: Codex UI metadata
• agents/claude.md: Claude Code metadata
• CLAUDE.md: Claude Code auto-loaded project context
• references/: provider-specific guidance and source contracts
• scripts/: fetch helpers for each provider

Notes

• EIA history parsing prefers linked .xls workbooks and uses Python-native xlrd for structured history extraction instead of Windows-only COM automation.
• VIXCentral no longer depends on Playwright. The helper uses direct requests first, then a homepage-primed requests.Session(), then optional curl_cffi impersonation if needed.
• BEA is implemented as a no-auth file/catalog source. It uses direct public files, BEA release pages, and https://apps.bea.gov/Data.json instead of the key-based API.
• Treasury yield-curve and bill-rate data come from Treasury's official TextView-linked CSV/XML feeds, not FiscalData.
• Fama/French support is structured-feed only. The helper accepts direct Kenneth French _CSV.zip feeds and direct archive zip URLs, and rejects HTML page scraping.
• Westmetall chart parsing is XML-first. Raw chart fetches remain XML-only, while parsed chart mode can fall back to the daily HTML table if the XML endpoint is temporarily unavailable.
• vix_utils is exposed as a separate historical provider and keeps its cache inside a workspace-local directory when used through the bundled helper.
• The Yahoo path uses direct yfinance inside this repo and keeps only the lightweight history and current_snapshot datasets.
• Federal Reserve DDP fetches the all-release SDMX-XML ZIP for full history; the current-release HTML page is for the latest weekly print only.
• CFTC pulls compressed annual ZIP archives from /files/dea/history/ per report family rather than the per-week pages.
• The central_banks provider wraps five foreign central-bank archives behind one CLI (--source bundesbank|boe|rba|boc|boj). BoJ is intentionally limited — its Time-Series Data Search is fragile, so for 10Y JGB FRED IRLTLT01JPM156N is the recommended fallback.
• USDA AMS ships with a curated commodity-to-slug map (corn, wheat, soybeans, soymeal, soyoil, live cattle, lean hogs, cotton) and a --bulk mode that indexes the public /public_data ZIP archive directory for backfill.
• ICCO and ICO have moved most historical bulk data behind paid subscriptions. The bundled helpers parse the public homepage and statistics-page tables for current values and document the paywalled channels; for monthly bulk history, use World Bank Pink Sheet or IMF Primary Commodity Prices.
• worldbank_pinksheet is intentionally a separate provider from worldbank — Pink Sheet is a multi-sheet XLSX workbook (CMO release), while worldbank targets the WDI indicator JSON API.
• iShares uses the public AJAX holdings endpoint and follows polite request rules (single user-agent, no concurrency, conservative throttle). The provider was added in response to issue #5; endpoint discovery was informed by the public talsan/ishares repository (no license declared, used for reference only — no code vendored).

Optional Python dependencies

Some helpers depend on lightweight optional packages:

• openpyxl for parsed BEA, RBA F2, and World Bank Pink Sheet .xlsx workbooks
• pandas for the direct Yahoo helper and some dataframe-backed providers
• yfinance for direct Yahoo Finance access
• xlrd for EIA and IMF Primary Commodity Prices .xls history workbook parsing
• curl_cffi for the optional VIXCentral TLS-impersonation fallback
• vix_utils for the standalone historical VIX term-structure provider
• lxml (optional) for faster SDMX-XML parsing of Federal Reserve DDP archives

The repo keeps imports lazy or guarded so syntax validation still passes even when these packages are not installed.

Validation

This repository includes a lightweight GitHub Actions workflow that runs Python syntax checks over the bundled scripts.