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Forensic investigation of anomalous ODB bars v1.0.0

Use this resource to find the root cause of anomalous ODB bars by tracing back to raw trades

New

  • 524 downloads
  • 160 likes
  • 219 saves

Free

Install with the CLI

In a terminal, from the folder you want:

npx --yes palatekit@latest install odb-bar-anomaly-forensics

With no option, the skill goes to ~/.agents/skills/; add --agent claude-code (or codex, cursor…) to target an agent.

First time: connect the CLI with

npx --yes palatekit@latest login

The agent follows a three-layer method, from the ClickHouse overview down to the Parquet trades, to isolate anomalous bars and their cause. It separates algorithm errors from market phenomena such as liquidation cascades. You get a cause classification and the queries to rerun.

Mostly picked by

Updated November 2, 2026

Card for the “Forensic investigation of anomalous ODB bars” skill

Details

Works in
Install guides
Generates with
Your agent's model
Licence
MIT

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What you get

  • SKILL.md: three-layer method and cause classification
  • references/clickhouse-schema.md: reference ClickHouse schema
  • references/evolution-log.md: investigation log

Good fit for

  • Bars look taller than expected on a chart
  • A bar has zero duration and you want to find out why

Not for

    Tags

    • odb bars
    • forensics
    • parquet
    • clickhouse

    About

    You say

    “Explain why some ODB bars have zero duration, tracing back to the Parquet files.”

    Card for the “Forensic investigation of anomalous ODB bars” skill

    Skill published by terrylica under the MIT license, delivered in its original version.

    Show more

    How to use it

    1. Install the skill in your agent's skills folder
    2. Ask your agent to find the root cause of anomalous ODB bars by tracing back to raw trades
    3. Review and adjust the result

    Content preview

    Files

    • LICENSE1 KB
    • NOTICE-PALATEKIT.md0.5 KB
    • references/clickhouse-schema.md4.4 KB
    • references/evolution-log.md0.8 KB
    • SKILL.md10.5 KB

    Origin and licence

    Listed unmodified

    Author
    terrylica
    Source
    github.com/terrylica/cc-skills/tree/0ca36f7260a3eb5de13a1b684509c4ecd5fe819b/plugins/quant-research/skills/odb-microstructure-forensics
    Licence
    MIT

    Notice

    « odb-microstructure-forensics » (terrylica, MIT) livré dans sa version d'origine : fiche en français et en anglais par PalateKit.

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