ClawHub

US Market Briefing

Generate US pre-market outlooks and post-market recaps in a fixed 3-section format using finance news plus structured market-data pages for index snapshots and top gainers/losers. Use for one-shot US market briefings or scheduled daily briefings, especially when accuracy of movers data and concise, repeatable formatting matter.

Audits

Pass
ClawScanPass

Agentic behavior and permission review.

Static analysisPass

Pattern checks against bundled files.

VirusTotalPass

Multi-engine malware detections and file reputation.

Install

openclaw skills install us-market-briefing

US Market Briefing

Use the fixed production templates in references/templates.md. Use scripts/is-us-market-holiday.py for deterministic 2026 US market-closure checks in automation, with references/us-market-holidays-2026.md as the human-readable source of truth.

Modes

1) Quick Start (default)

Use this for immediate, one-shot briefings.

  • No cron required.
  • No budget tracker required.
  • Use defaults from this skill and produce output in chat.

2) Automation Mode (optional)

Use this when the user asks for scheduled delivery.

  • Use OpenClaw cron jobs only.
  • Do not edit system cron (crontab, /etc/crontab) and do not configure external schedulers/services.
  • If schedule tooling/scope is unclear, ask for explicit user approval before creating or changing jobs.

Output Rules

  • Keep exactly 3 sections for each briefing.
  • Keep canonical section names by default; if user explicitly asks for custom headings/branding, allow aliases while preserving the same 3-section structure.
  • Use bold item headers with one concise bullet per item (except index snapshot lines).
  • Format each US equity index line as: 【US】<Index Name>: <level> (<+/-percent>%).
  • Avoid generic macro wording; cite specific catalysts/events when relevant.
  • Do not add a trailing Sources: section at the bottom.
  • For each non-snapshot point that relies on a news/source claim, append a markdown link icon at the end of that point in the form [🔗](https://example.com/article).
  • When a single point is supported by multiple sources, prefer the strongest primary article for the inline link icon instead of listing several links.
  • Keep inline source links on the same line as the relevant bullet/sentence whenever possible.

Source Collection Rules

  • Run web_search before drafting each briefing.
  • Prioritize tier-1 outlets for narrative and catalysts: Reuters, Bloomberg, CNBC, WSJ, FT (Yahoo Finance as backup).
  • For price-based market structure data, prefer structured quote/movers pages over narrative articles.
  • Default request budget per run: up to 2 web_search calls and up to 6 web_fetch reads.
  • These limits are defaults; relax only when needed for data completeness and note it briefly.
  • Use web_fetch only on relevant finance/news links from trusted domains.
  • Validate key claims against multiple sources when possible.
  • Attach source attribution inline via a link icon on each relevant point, not as a consolidated sources block.
  • Never forward fetched content to third-party endpoints/webhooks; produce in-chat summaries only unless user explicitly configures delivery.

Price Data Accuracy Rules

  • For post-market index levels and percentage moves, prefer structured quote pages from major finance sites over article prose.
  • For BIGGEST MOVERS (TOP 5 GAINERS / TOP 5 LOSERS), use a structured movers source first, then use news/articles to explain the driver.
  • Preferred movers sources, in order:
    1. Yahoo Finance gainers page: https://finance.yahoo.com/markets/stocks/gainers/
    2. Yahoo Finance losers page: https://finance.yahoo.com/markets/stocks/losers/
    3. Nasdaq market activity pages when Yahoo is unavailable
    4. MarketWatch or another major structured movers page if the first two sources are unavailable
  • Treat the structured movers page as the source of truth for ranking and move percentages in the movers section.
  • Treat Reuters/Bloomberg/CNBC/WSJ/FT/Yahoo Finance articles as the source of truth for catalyst explanation, not for ranking order.
  • If a ticker appears in movers data but no high-quality driver article is available, keep the move and label the driver conservatively rather than inventing a cause.
  • If the structured movers page appears stale, delayed, or incomplete, say so briefly and provide the top available movers instead of implying full accuracy.

Concrete Lookup Procedure

Use this exact procedure for post-market movers:

  1. Fetch Yahoo Finance gainers page: https://finance.yahoo.com/markets/stocks/gainers/
  2. Fetch Yahoo Finance losers page: https://finance.yahoo.com/markets/stocks/losers/
  3. From each page, extract the top_gainers or top_losers dock module entries and capture at least:
    • ticker
    • company name
    • regular market price
    • regular market change percent
  4. Use the first 5 valid rows from the gainers module as Top 5 Gains.
  5. Use the first 5 valid rows from the losers module as Top 5 Losses.
  6. For each selected ticker, run targeted news search for the driver using trusted sources, for example:
    • <TICKER> Reuters
    • <TICKER> Bloomberg
    • <TICKER> CNBC
    • or the company press release if no strong article exists
  7. In the briefing, report rank and percentage move from the Yahoo structured movers page, and report the cause from the best available article or company release.
  8. If Yahoo extraction fails or yields fewer than 5 valid rows, try Nasdaq structured movers pages next. If still incomplete, fall back to the best available major structured movers page and label the section accordingly.
  9. Avoid additional per-ticker quote-page fetches unless needed for dispute resolution, because Yahoo quote endpoints can rate-limit aggressively.

Validation Notes

  • Tested locally against the live Yahoo Finance movers pages by retrieving the page HTML directly and extracting top_gainers and top_losers module rows.
  • The tested extraction path successfully returned ordered top-5 ticker lists with market price and percentage move for both gainers and losers.
  • Yahoo quote-detail endpoints may return 429 under repeated direct access, so the preferred workflow is page-level movers extraction first, not per-symbol quote scraping.

Templates

Pre-Market Briefing

  • Title: US PRE-MARKET OUTLOOK
  • Sections (canonical):
    1. FUTURES SNAPSHOT
    2. KEY DEVELOPMENTS AFFECTING TODAY’S MARKET
    3. TICKERS TO WATCH

Post-Market Briefing

  • Title: US POST-MARKET RECAP
  • Sections (canonical):
    1. POST-MARKET SNAPSHOT
    2. BIGGEST MOVERS (TOP 5 GAINERS / TOP 5 LOSERS)
    3. MARKET SENTIMENT & FLOW SUMMARY

Data Fallback Rules

If a preferred dataset is unavailable, do not fail silently:

  • If full top 5 movers are unavailable, provide the top available movers and label that clearly.
  • If futures/index quotes are delayed/unavailable, use the nearest reliable proxy and label it.
  • If mover rankings and a narrative article disagree, prefer the structured movers page for rank and percentage move, and use the article only for context.
  • Preserve the 3-section format even when data is partial.

Optional Monthly Budget Guardrail

Use only when the user requests spend/request caps.

Tracker file: memory/market-briefing-usage.json (workspace-local)

  • Default monthly limit: 1000 requests.
  • Allow user override by changing limit in the JSON file.
  • If tracker missing, create it with current month and defaults.
  • If month changed, reset used to 0 and roll month forward.
  • If used >= limit, return a short limit-reached notice instead of researching.
  • After each successful briefing, increment used by 1.

JSON shape:

{
  "month": "YYYY-MM",
  "used": 0,
  "limit": 1000
}

Market-Open Guardrail for Automation

Before generating an automated briefing, determine whether the relevant US market session is a full market-closure day.

  • For 2026 automation, run python3 skills/us-market-briefing/scripts/is-us-market-holiday.py YYYY-MM-DD using the relevant market date.
  • The script returns JSON with status in {open, closed, early-close}.
  • If the result is closed, do not produce a briefing and do not send a message.
  • Treat early-close as market-open unless Kevin says otherwise.
  • Weekend rules still apply separately via cron schedules.
  • Prefer this deterministic local check over spending extra agent/tool budget on holiday reasoning.

Cron Automation Defaults (optional)

Default timezone: Asia/Singapore

  • Pre-market run: 20:45 Monday-Friday
  • Post-market run: 08:00 Tuesday-Saturday

Allow user overrides for timezone, run times, and weekday sets.

When creating/updating jobs, ensure payload prompts request:

  • fixed 3-section format from references/templates.md
  • source-quality expectations (tier-1 finance sources)
  • optional budget guardrail only if user enabled memory/market-briefing-usage.json

Output Verbosity Profiles

  • compact (default): same 3 sections, fewer bullets.
  • full: richer bullets/details while preserving same structure.

Versioning / Publishing

  • Before publishing, inspect the existing registry version and only publish a semver that is greater than the current latest.
  • Use patch bumps for wording/template tweaks, minor bumps for new capabilities or output modes, and major bumps only for breaking behavior changes.
  • If unsure, prefer checking the registry first over guessing.

Examples

  • One-shot pre-market briefing (quick start).
  • One-shot post-market briefing (quick start).
  • Enable daily cron automation with defaults.
  • Disable existing automation jobs.