# HF Market Data — skills pack

Five Claude Code / Claude skills that turn https://www.hfmarketdata.io into a data-analysis workbench. Each skill is a folder with a SKILL.md (when to use it, step-by-step, examples) and small Python scripts (requests + pandas, matplotlib optional). No other dependency.

Skill	Use it when you want to…
`hfmd-data-analysis`	pull bars for any symbol into pandas and get returns, volatility, drawdowns, seasonality, a chart
`hfmd-quick-backtest`	test a moving-average crossover (or any signal) with an honest walk-forward, costs, and a report
`hfmd-continuous-futures`	build or compare continuous futures series — roll rules, back-adjustment, vs the vendor series
`hfmd-fundamentals-screen`	screen US stocks on ratios, enrich with statements, keep point-in-time discipline
`hfmd-term-structure`	draw a futures curve, quantify contango/backwardation and roll yield, compare two dates

# Install

bash

# download
curl -LO https://www.hfmarketdata.io/downloads/hfmarketdata-skills.zip

# for every project (personal skills)
unzip -o hfmarketdata-skills.zip -d ~/.claude/skills/

# or for one project only (shared with the team through git)
unzip -o hfmarketdata-skills.zip -d .claude/skills/

pip install requests pandas matplotlib      # matplotlib only for the charts
export HFMD_API_KEY=hfmd_live_…             # optional: free API key = 120 req/min (keyless mode has low hourly limits)
# Everything is free. Higher limits are granted on request by e-mail to contact@spboucher.ai (also free) — see https://www.hfmarketdata.io/limits

Claude Code lists them under /skills; you can also just ask — "backtest a 20/100 MA crossover on SPY since 2015" triggers hfmd-quick-backtest.

# Layout

text

skills/
  _shared/hfmd.py                 single source of the API helper (copied into each skill by the build)
  hfmd-data-analysis/             SKILL.md · scripts/fetch_bars.py · scripts/analyze.py · scripts/hfmd.py
  hfmd-quick-backtest/            SKILL.md · scripts/ma_crossover.py · scripts/hfmd.py
  hfmd-continuous-futures/        SKILL.md · scripts/continuous_compare.py · scripts/stitch_local.py · scripts/hfmd.py
  hfmd-fundamentals-screen/       SKILL.md · scripts/screen.py · scripts/hfmd.py
  hfmd-term-structure/            SKILL.md · scripts/term_structure.py · scripts/hfmd.py
  scripts/build_skills.py         syncs _shared/hfmd.py → each skill, zips → web/public/downloads/hfmarketdata-skills.zip

# Build the zip

bash

python3 skills/scripts/build_skills.py            # → hfmarketdata/web/public/downloads/hfmarketdata-skills.zip
python3 skills/scripts/build_skills.py --check    # fail if a copied hfmd.py drifted from _shared/

The zip is committed so the website can serve it without a build step.

# Conventions the scripts follow

Never invent data: gaps stay NaN, and every script prints the row count and the date range it actually received.
Intraday timestamps are naive US/Eastern (as delivered by the API); daily bars are dates.
Respect the quota: keyless mode has low hourly limits (30 requests/hour) — scripts paginate by date only when needed and honour Retry-After on 429. A free API key lifts this to 120 req/min.
Fundamentals are point-in-time: use filed_at (not period_end) to decide what was knowable on a given day.