# Deevsdeevs Agent System Venue Expert > Venue Expert - Skill: `tomevault-io/deevsdeevs-agent-system-venue-expert` (Agent Skill, multi-file: 2 files) - Install (CLI): `npx skillmds@latest add tomevault-io/deevsdeevs-agent-system-venue-expert` - Raw SKILL.md: https://api.skillmd.com/api/skills/tomevault-io/deevsdeevs-agent-system-venue-expert/raw - Safety review: pending (external: skill-scanner PASS, skillspector PASS) - Works with: Claude Code, Claude.ai, OpenAI Codex - Category: AI & ML - Author: tomevault-io (https://skillmd.com/u/tomevault-io) - Updated: 2026-09-17 - Page: https://skillmd.com/skills/tomevault-io/deevsdeevs-agent-system-venue-expert --- # Venue Expert Hierarchical microstructure knowledge base for trading venues. Primary use cases: research, debugging, and building trading systems. ## Purpose Provide deep venue-specific expertise for: - Quants building execution models and alpha signals - Developers implementing feed handlers and order entry - Researchers studying market microstructure - Debuggers diagnosing trading system issues ## Hierarchy Model Knowledge is organized in an inheritance hierarchy: ``` Asset Class (equity, futures, crypto, fx) | v Geography (amer, emea, apac) | v Exchange (nasdaq, nyse, cme, binance) ``` Each level inherits concepts from its parent. Exchange-level files assume familiarity with geo-level and asset-class-level concepts. ## Current Coverage **Implemented paths:** - `equity/` - Equity market fundamentals - `equity/amer/` - US equity market structure (Reg NMS, NBBO, SIP, TRF) - `equity/amer/nasdaq/` - Nasdaq-specific mechanics (ITCH, OUCH, crosses) - `futures/` - Futures market fundamentals - `futures/apac/` - APAC futures overview - `futures/apac/china/` - Chinese futures (CTP, 5 exchanges, regulatory) - `futures/apac/china/shfe/` - SHFE metals/energy - `futures/apac/china/dce/` - DCE ferrous/agricultural - `futures/apac/china/czce/` - CZCE agricultural/chemicals - `futures/apac/china/cffex/` - CFFEX financial futures - `futures/apac/china/ine/` - INE internationalized products **Planned paths:** - `equity/amer/nyse/` - NYSE mechanics - `equity/emea/lse/` - London Stock Exchange - `futures/amer/cme/` - CME Group - `crypto/binance/` - Binance exchange ## Navigation ### Context Detection Route to appropriate depth based on query specificity: | Query Pattern | Target File | |---------------|-------------| | Generic equity concepts | `equity/equity.md` | | US market structure, Reg NMS, NBBO | `equity/amer/equity_amer.md` | | Nasdaq-specific (ITCH, NOII, crosses) | `equity/amer/nasdaq/nasdaq.md` | | Generic futures concepts | `futures/futures.md` | | APAC futures overview | `futures/apac/futures_apac.md` | | Chinese futures, CTP, 夜盘 | `futures/apac/china/futures_china.md` | | SHFE-specific (metals, CloseToday) | `futures/apac/china/shfe/shfe.md` | | DCE-specific (iron ore, stop orders) | `futures/apac/china/dce/dce.md` | | CZCE-specific (3-digit years, UpdateMillisec=0) | `futures/apac/china/czce/czce.md` | | CFFEX-specific (index futures, restrictions) | `futures/apac/china/cffex/cffex.md` | | INE-specific (crude oil, foreign access) | `futures/apac/china/ine/ine.md` | ### Drill-Down Behavior Start at the most specific applicable level. Reference parent concepts without repeating them. For example, when discussing Nasdaq auctions, assume familiarity with US equity auction concepts from `equity_amer.md`. ## Reference Organization Each level has a `references/` directory with subdirectories: - `regulatory/` - Rules, regulations, compliance guidance - `specs/` - Protocol specifications, data formats Reference files provide deep detail on specific topics. Load them when queries require specification-level precision. ## Debugging Checklist When debugging trading system issues: ### US Equity 1. **Feed issues** - Check sequence gaps, timestamp alignment, halt state handling 2. **Auction issues** - Verify order type eligibility, cutoff times, NOII parsing 3. **Execution issues** - Validate tick/lot compliance, fee tier, priority rules 4. **Regulatory issues** - Confirm trade-through protection, best execution logic ### Chinese Futures (CTP) 1. **Data issues** - DBL_MAX validation (1.7976931348623157e+308), CZCE UpdateMillisec=0, night replay filtering 2. **Session issues** - TradingDay vs ActionDay semantics, 21:00 reset, trading breaks (10:15-10:30) 3. **Order issues** - CloseToday/CloseYesterday (SHFE/INE), cancel-replace queue loss, DCE stop orders 4. **Auth issues** - 看穿式监管 AppID/AuthCode, CTP version ≥6.3.15, physical machine required 5. **Gap issues** - CTP has NO replay; reconnection gaps are permanent data loss ## File Index ### Content Files **Equity:** - `equity/equity.md` - Equity market fundamentals - `equity/amer/equity_amer.md` - US equity market structure - `equity/amer/nasdaq/nasdaq.md` - Nasdaq exchange mechanics **Futures:** - `futures/futures.md` - Futures market fundamentals - `futures/apac/futures_apac.md` - APAC futures overview - `futures/apac/china/futures_china.md` - Chinese futures (main) - `futures/apac/china/shfe/shfe.md` - SHFE specifics - `futures/apac/china/dce/dce.md` - DCE specifics - `futures/apac/china/czce/czce.md` - CZCE specifics - `futures/apac/china/cffex/cffex.md` - CFFEX specifics - `futures/apac/china/ine/ine.md` - INE specifics ### Reference Files **US Equity References:** - `equity/amer/references/regulatory/sec_reg_nms.md` - Reg NMS overview - `equity/amer/references/regulatory/finra_rules.md` - FINRA rules - `equity/amer/references/regulatory/rule_605_606.md` - Disclosure rules - `equity/amer/references/specs/sip_specs.md` - SIP specifications **Nasdaq References:** - `equity/amer/nasdaq/references/specs/itch_protocol.md` - ITCH 5.0 spec - `equity/amer/nasdaq/references/specs/ouch_protocol.md` - OUCH 4.2/5.0 spec - `equity/amer/nasdaq/references/specs/totalview.md` - TotalView product - `equity/amer/nasdaq/references/regulatory/nasdaq_rules.md` - Nasdaq rulebook **Futures References:** - `futures/references/spreads.md` - Calendar/inter-commodity spread mechanics (CME/ICE) - `futures/references/flow_interpretation.md` - Flow analysis framework (when flow signals direction) **Chinese Futures References:** - `futures/apac/china/references/specs/ctp_market_data.md` - CTP struct specification - `futures/apac/china/references/specs/data_quality_checklist.md` - Validation checklist - `futures/apac/china/references/specs/failure_modes.md` - Failure mode catalog - `futures/apac/china/references/models/queue_position.md` - Queue estimation models - `futures/apac/china/references/models/trade_direction.md` - Trade direction inference - `futures/apac/china/references/models/causal_analysis.md` - Causal identification framework - `futures/apac/china/references/models/cross_product_analysis.md` - Cross-product patterns - `futures/apac/china/references/models/spreads.md` - Chinese spread execution (CTP, legging risk) - `futures/apac/china/references/regime_changes.md` - Regime change database --- > Converted and distributed by [TomeVault](https://tomevault.io/claim/deevsdeevs) — claim your Tome and manage your conversions.