Skills Data Science Ingest Market Data and Index OHLCV Vectors

Ingest Market Data and Index OHLCV Vectors

v20260707
market-ingest
A comprehensive skill designed to fetch raw market data (Open, High, Low, Close, Volume) for a given symbol. It normalizes the time series data into relative OHLCV vectors, converts these vectors into 64-dimension embeddings, and stores them in a memory store. Crucially, it indexes the resulting vectors using the HNSW algorithm, enabling fast and precise nearest-neighbor search for pattern detection and similarity analysis in financial time series.
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Overview

Market Ingest

Fetch market data for a symbol, normalize to OHLCV vectors, and store with HNSW indexing for fast pattern search.

When to use

When you need to ingest raw market data (price and volume) for a symbol and prepare it for pattern detection and similarity search. This is the first step before running pattern detection or comparison.

Steps

  1. Fetch data -- retrieve OHLCV data for the symbol from the configured data source (REST API, CSV file, or manual input)
  2. Normalize -- convert raw prices to relative values:
    • Open: (open - prev_close) / prev_close
    • High: (high - open) / open
    • Low: (low - open) / open
    • Close: (close - open) / open
    • Volume: Z-score against rolling mean/std
  3. Vectorize -- encode each candle as a 64-dimension padded vector (5 normalized OHLCV values + padding). For semantic embeddings of pattern descriptions, use mcp__claude-flow__embeddings_generate (NOT embeddings_embed — that tool name does not exist).
  4. Store -- call mcp__claude-flow__memory_store --namespace market-data to persist normalized OHLCV data with symbol+date keys. The memory_* tool family routes by namespace; the agentdb_hierarchical-* family routes by tier (working|episodic|semantic) and ignores namespace strings, so use memory_* here.
  5. Index -- call mcp__claude-flow__ruvllm_hnsw_add to add vectors to the HNSW index for nearest-neighbor search.
  6. Report -- summarize: candles ingested, date range, price range, average volume

CLI alternative

npx @claude-flow/cli@latest memory store --namespace market-data --key "symbol-SYMBOL-DATE" --value "OHLCV_JSON"
Info
Category Data Science
Name market-ingest
Version v20260707
Size 1.97KB
Updated At 2026-07-09
Language