QVeris EODHD Claude Skills

Use this skill for market-monitoring workflows adapted from EODHD Claude Skills: company briefs, screeners, earnings monitors, portfolio risk, macro dashboards, and options snapshots. Keep the taxonomy and output style, but remove EODHD endpoints, subscriptions, and provider keys.

Source record:

Runtime Contract

• Use only qveris_finance.* CAP tools for financial data.
• Use only QVERIS_API_KEY; no EODHD API key, subscription token, endpoint mapping, or third-party provider credential may be used.
• Resolve entities with ref_symbology, ref_security_master, and ref_company_profile.
• Accept dry_run, max_calls, max_age, and budget_note; if omitted in a natural-language request, default to dry_run=false, max_calls=12, max_age=P1D, and a conservative budget note, then echo those controls.
• Attach qveris_trace to every data-backed field and flag stale or missing data.
• Treat QVeris _meta.source_provider as provenance only; never call, request credentials for, or depend on those internal providers directly.
• Suppress analyst_target_price, target_price, price-objective, upside, buy/sell, and recommendation fields even if a QVeris payload contains them.
• Sanity-check entity, market, date window, fiscal period, and payload shape before using data; if a payload is stale, cross-period, truncated, or semantically mismatched, mark it in data_quality and missing_fields.

Workflows

1. Company brief: ref_company_profile, mkt_l1_rt, fundamentals_derived_ratios, news_fin_tagged.
2. Earnings monitor: event_calendar_earnings, earnings_actual_surprise, estimates_consensus, transcripts_earnings_call.
3. Stock screener: ref_security_master, fundamentals_derived_ratios, mkt_bars_adjusted, analytics_tech_indicators, sentiment_text_signals.
4. Portfolio risk: user-provided holdings plus mkt_bars_adjusted, risk_beta_vol, index_levels, news_fin_tagged.
5. Macro dashboard: macro_indicators, macro_actual_vs_forecast, rates_policy, rates_govt_benchmark, fx_spot.
6. Options snapshot: opt_chain, opt_greeks_iv, opt_ref_master; explain risk only, no trade construction.

Output Requirements

• Use schemas/output.schema.json.
• Screeners must show criteria, matched universe, missing fields, and data age.
• Portfolio risk must explain exposures and data quality without giving rebalance instructions.
• Company briefs must flag quote staleness and holiday/weekend effects instead of implying a stale quote is live.
• Include source_record, controls, analysis, risk_notes, missing_fields, and qveris_trace.
• Include data_quality with status, stale fields, out-of-window events, and suppressed fields when applicable.
• End with: 不构成投资建议 / Not investment advice.

Prohibited Capabilities

Do not use EODHD runtime access, Yahoo, FMP, Alpha Vantage, Polygon, AkShare, Snowball, Sina, SEC scraping, Longbridge, FinViz, Alpaca, browser automation, cookies, login state, third-party API keys, automated trading, wallet/swap, buy/sell points, portfolio action instructions, or target price commitments.

References

• Read references/qveris-tool-map.md before choosing tool calls.
• Use fixtures/qveris/sample-output.json as the minimum output shape.