Schwab Data Sweep

Schwab Data Sweep

Reliable trade proposals in this workspace start from the same broker payloads. This skill centralizes that workflow so every persona reuses the identical snapshot and cache policy.

Inputs

• primary_symbol (string): Underlying or index to analyze. Prefix indices/volatility products with $ (e.g., $SPX, $VIX, $VIX1D) to avoid equity substitutions.
• additional_symbols (list, optional): Extra tickers for quotes (e.g., the wheel watchlist or hedge ETFs). Keep the list tight to minimize MCP latency.
• include_option_chain (bool, default true): Fetch option chain data for primary_symbol.
• indicators (list, optional): Indicator payloads to compute. Supported values: atr, rsi, expected_move, historical_volatility.
• force_refresh (bool, default false): Ignore cached payloads even if they are younger than five minutes.

Outputs

Structured dictionary stored in memory for the calling agent:

• timestamp: ISO string + broker timezone from mcp__schwab__get_datetime.
• account: Payload from mcp__schwab__get_account_with_positions().
• quotes: Map of symbol → quote (from mcp__schwab__get_quotes()).
• historical: Optional OHLCV data (from mcp__schwab__get_price_history_every_day() for 1M window).
• option_chain: Optional option chain snapshot (when requested).
• indicators: Any computed indicators with metadata about lookback and parameters.

Instructions

1. Cache Check

   • Maintain a per-symbol cache keyed by primary_symbol + sorted additional_symbols.
   • Reuse the existing snapshot when force_refresh is false and the cached timestamp is ≤5 minutes old.
   • When reusing, surface the original Schwab timestamp so downstream persona messaging reflects the data age.

2. Authentication Guardrail

   • Call mcp__schwab__get_account_numbers() once per session if the MCP client indicates an unauthenticated state. Abort and return a BLOCK flag if authentication fails.

3. Account & Capital Snapshot

   • Run mcp__schwab__get_account_with_positions() to capture net liquidity, cash, buying power, and open option positions.
   • Derive helper metrics (wheel exposure %, margin headroom, overlapping SPX structures) for persona-specific reporting, but keep raw payloads intact in the output.

4. Market Quotes

   • Assemble the quote request list: {primary_symbol} ∪ additional_symbols ∪ {$VIX, $VIX1D} when indices are relevant.
   • Use mcp__schwab__get_quotes(symbols=...) with fields="QUOTE,FUNDAMENTAL" when single-name data is required for event checks.
   • Normalize timestamps (store both the broker timezone and Eastern Time equivalent for later formatting).

5. Historical Context

   • Call mcp__schwab__get_price_history_every_day(primary_symbol, period_type="MONTH", period="ONE_MONTH") to support ATR/expected-move math.
   • Skip when the persona explicitly disables historical pulls to reduce latency.

6. Indicator Bundle

   • For each indicator requested, call the matching Schwab MCP function:
     • atr → mcp__schwab__atr(symbol=primary_symbol, interval="DAY", length=14)
     • rsi → mcp__schwab__rsi(symbol=primary_symbol, interval="DAY", length=14)
     • expected_move → mcp__schwab__expected_move(symbol=primary_symbol, interval="DAY")
     • historical_volatility → mcp__schwab__historical_volatility(symbol=primary_symbol, period=30)
   • Store both the numeric result and the parameters used so personas can echo them in final outputs.

7. Option Chain Snapshot

   • When include_option_chain is true, call mcp__schwab__get_option_chain(symbol=primary_symbol, include_quotes="true", strike_count=40).
   • Cache the option chain alongside its Schwab timestamp; note in the output when the chain comes from outside regular trading hours.

8. Packaging & Return

   • Combine all payloads into the output dictionary and persist it in the cache with the broker timestamp.
   • Return the object plus a cache_metadata block containing: source_timestamp, eastern_timestamp, cache_expires_at, and force_refresh_used flag.

Usage Notes

• Personas should call this skill exactly once per planning cycle, then reference the cached snapshot for prerequisite checks, sizing, and proposal outputs.
• When a user asks for “updated marks” or more than five minutes have elapsed, set force_refresh=true.
• If a required symbol is missing from Schwab (e.g., delisted or after-hours only), return a FLAG status with guidance instead of silently omitting the data.

Examples

# 0DTE iron condor sweep
primary_symbol: $SPX
additional_symbols: [$VIX, $VIX1D]
indicators: [atr, rsi, expected_move]
include_option_chain: true

# Wheel candidate sweep for a single-name equity
primary_symbol: AAPL
additional_symbols: [$VIX]
indicators: [atr, rsi, historical_volatility]
include_option_chain: true