market-data-engine

description	Collects and queries financial market data (OHLCV bars, price snapshots, currency strength rankings) for forex, currency indices, equity indices, metals, energy, and crypto via yfinance and TradingView into a SQLite database. Use when fetching prices, collecting/backfilling market or OHLCV data, computing currency strength, or querying stored quotes across timeframes (1m to weekly).
name	market-data-engine
triggers	["market data","price data","currency strength","collect data","fetch prices"]
category	trading-finance
maturity	stable
tags	["forex","ohlcv","yfinance","currency-strength","sqlite"]

Market Data Engine

Quick Start

SKILL=${CLAUDE_SKILLS_DIR:-$HOME/.claude-agent/.claude/skills}/market-data-engine/scripts

# Collect daily data for all instruments
python3 $SKILL/collect.py --interval 1d

# Collect 1-hour data for forex majors
python3 $SKILL/collect.py --interval 1h --subclass major

# Collect 4-hour data (uses TradingView)
python3 $SKILL/collect.py --interval 4h --instruments EURUSD,GBPUSD

# Currency strength rankings
python3 $SKILL/collect.py --currency-strength --interval 1d --json

# Quick price snapshot of everything
python3 $SKILL/collect.py --snapshot --json

# Backfill 1 year of daily data
python3 $SKILL/collect.py --interval 1d --n-bars 365

Query Data

# Last 30 daily bars for EURUSD
python3 $SKILL/query.py ohlcv EURUSD --interval 1d --last 30

# Latest currency strength
python3 $SKILL/query.py strength --latest

# Latest snapshots
python3 $SKILL/query.py snapshot --latest

# Database stats
python3 $SKILL/query.py stats

Instruments (79 total)

Class	Count	Examples
Currency Indices	8	DXY, EXY, BXY, JXY, CXY, AXY, ZXY, SXY
Forex Majors	7	EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD
Forex Crosses	21	EURJPY, GBPJPY, AUDNZD, EURGBP, ...
Forex Exotics	27	EURNOK, USDNOK, EURSEK, USDTRY, USDZAR, ...
Equity Indices	9	SPX500, NAS100, DAX, UK100, JPN225, US30, ...
Metals	2	XAUUSD (Gold), XAGUSD (Silver)
Energy	3	BRENT, WTI, NATGAS
Crypto	2	BCH, ETH

Data Sources

• yfinance — primary for daily/hourly/minute data. Free, no API key.
• tvdatafeed — TradingView data. Required for 4h timeframe and currency indices. Free without login (limited).
• Auto-fallback: yfinance first, tvdatafeed fills gaps.

Intervals

Interval	yfinance	tvdatafeed	Max History
1m	✅	✅	7 days
5m	✅	✅	60 days
15m	✅	✅	60 days
30m	✅	✅	60 days
1h	✅	✅	730 days
4h	❌	✅	5000 bars
1d	✅	✅	max
1w	✅	✅	max

Currency Strength

Tracks 8 individual currency indices from TradingView:

• Ranks currencies 1 (strongest) to 8 (weakest) by daily change
• Answers "is EURUSD moving because EUR is strong or USD is weak?"
• Query: python3 query.py strength --latest

Files

scripts/
  symbols.py    — instrument registry (79 instruments, symbol mapping)
  db.py         — SQLite schema and helpers
  collect.py    — data collection (yfinance + tvdatafeed)
  query.py      — query interface
data/
  market.db     — SQLite database