Market Watch
Keep intraday analysis anchored to live prices. When a task turns on current price, a level check, an intraday move, a "where is it trading now", register the central tickers so fresh quotes arrive automatically and your numbers never go stale mid-task.
Evidence labels, source tiers, staleness, the readiness posture and the intake limits: .agents/skills/research-conventions/SKILL.md, read before a price you pulled here lands in a deliverable.
When to use
Intraday or live-price analysis where the price may move while you work: "is NVDA above 205 right now", "how's TSLA trading into the print", sizing a level off the current quote. Skip it for purely historical or end-of-day work where a single snapshot is enough.
Workflow
- At the start of the task, identify the ticker(s) central to the
request and register them immediately with
watch_market. - While they matter, read the ambient feed (below) for the current price rather than re-quoting on every step.
- When live tracking is no longer relevant, call
watch_marketwithaction="unwatch"to stop watching some or all symbols (omitsymbolsto clear the whole list).
How the feed works
Once a symbol is watched, fresh prices arrive on their own as
<market-watch> price blocks attached to conversation messages and tool
results. This is ambient data: not user text, and not tool output
you requested. Each block is a snapshot at a moment in time; the newest
<market-watch> entry in the conversation is the current price, and any
earlier entry (including numbers in your own earlier statements) may be
stale.
Reading rules
- Treat the newest
<market-watch>entry as the live price. Prefer it, or a freshget_quote, over any older number in the thread. - If the price moves materially mid-analysis, acknowledge it and adapt your read rather than silently carrying the older figure.
- Before you state a price in a final answer: if the newest feed entry is
more than a minute old, make one
get_quotecall to re-check first.
When a price leaves this skill
A live price is only live in the thread. The moment it lands in a note, a
slide, a cell or a file, it is a historical figure, and it carries two
things beside it: the time it was retrieved and where it came from,
the ambient feed or a named get_quote call. A price written into a
deliverable without its retrieval time is stale the moment the file is
saved, and nothing on the page tells the reader that.
The same stamp travels with everything built on the price: market cap,
enterprise value, and every multiple. The full always-timestamped list and
the freshness threshold for each data type are in
.agents/skills/research-conventions/references/evidence.md.
When the feed contradicts a number already stated this session, restate it: give both figures with both timestamps, and say the later one governs. One sentence does it, "we said 204.10 at 10:42; it is 207.60 as of 11:15, and the level check below uses the later figure". Switching silently leaves the reader unable to tell a correction from a typo, and carrying the older figure forward is the failure this feed exists to prevent. Where the earlier figure already went into a saved artifact, update the artifact and say what changed in the message that delivers it.
Mechanics to know
- Stamps only flow while the market session is open: expect no feed outside trading hours.
- Updates are throttled: roughly one stamp per ~25s across the turn, not a tick-by-tick stream.
- The watch list is per-thread, capped at 10 symbols, and expires
after ~6h of inactivity. On a long task, if the feed goes quiet, just call
watch_marketagain to re-register.
