Does it include actual protocol specifications?

Yes, it contains detailed reference materials for various protocols including ITCH 5.0, OUCH 4.2/5.0, and CTP market data struct specifications.

How does this skill assist in trading system debugging?

It provides specific checklists for identifying common issues such as data gaps, timestamp misalignments, and exchange-specific failure modes like CTP reconnection data loss.

Can it help with regulatory compliance logic?

Absolutely. It includes guidance on Reg NMS, NBBO, and specific SEC/FINRA rules relevant to US equity market structure and best execution requirements.

What markets does the Venue Expert cover?

It currently provides deep coverage for US Equities (Nasdaq, NYSE) and Chinese Futures (SHFE, DCE, CZCE, CFFEX, INE), with support for CME and Crypto planned.

Venue Expert

Name: Venue Expert
Author: DeevsDeevs

byDeevsDeevs

•

数据科学与机器学习

Provides deep expertise on global exchange mechanics and market microstructure for building and debugging trading systems.

Venue Expert is a hierarchical knowledge base designed for quants, developers, and researchers working with complex trading environments. It offers granular insights into market microstructure across US Equities and Chinese Futures, covering everything from Reg NMS and NBBO to CTP protocol specifics and exchange-specific auction mechanics. Whether you are implementing feed handlers, validating order entry logic, or researching execution models, this skill provides the specification-level precision needed to navigate diverse liquidity pools and regulatory frameworks.

主要功能

01Technical specifications for trading protocols like ITCH, OUCH, and CTP

02Detailed analysis of exchange-specific auction types and order book priority

03Hierarchical knowledge of US Equity and Chinese Futures market structures

0431 GitHub stars

05Regulatory compliance guidance for Reg NMS, NBBO, and SEC/FINRA rules

06Specialized debugging checklists for trading system failures and data gaps

使用场景

01Debugging sequence gaps and timestamp issues in high-frequency feed handlers

02Implementing CTP-compliant execution algorithms for Chinese commodity futures

03Researching market impact and auction mechanics for equity execution models

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add deevsdeevs/agent-system venue-expert

For use in Claude.ai and ChatGPT

Download Skill