Skills of convertible bond data released by ft.tech.
PassAudited by ClawScan on May 1, 2026.
Overview
This appears to be a simple market-data skill that runs bundled Python scripts to query market.ft.tech, with no credentials, persistence, or data-changing behavior shown.
This skill looks appropriate for querying A-share convertible-bond data. Before installing, make sure you trust the publisher and are comfortable with bundled Python scripts sending your market-data query parameters to market.ft.tech.
Findings (3)
Artifact-based informational review of SKILL.md, metadata, install specs, static scan signals, and capability signals. ClawScan does not execute the skill or run runtime probes.
Using the skill will run its included Python scripts on the local machine to fetch market data.
The skill explicitly asks the agent to run bundled Python code. This is expected for the documented data wrapper and is not hidden, but it is still local code execution.
调用：`python <RUN_PY> <子skill名> [参数...]`
Install only if you are comfortable running the bundled scripts, and keep usage to the documented sub-skills.
Your queried bond codes, symbols, and date ranges may be sent to market.ft.tech to retrieve results.
The handlers make disclosed outbound API requests to market.ft.tech for market data. This matches the stated purpose and does not show credential use or unrelated data transmission.
BASE_URL = "https://market.ft.tech" ... urllib.request.Request(url, method="GET")
Use it when you are comfortable sharing those market-data query parameters with the disclosed provider.
There is less external provenance information for verifying the publisher or upstream project.
The registry metadata does not provide an upstream source or homepage. The included code is small and coherent, so this is a provenance note rather than a behavioral concern.
Source: unknown; Homepage: none
Verify that you trust the marketplace publisher and the market.ft.tech data source before installing.