Reference Data

If you're building or fixing a security master, client master, or account master system, this walks through the data models and governance patterns that financial services firms actually use. It covers identifier mapping (CUSIP, ISIN, SEDOL, FIGI), pricing data hierarchies, and the thorny bits like handling corporate actions that break your mappings. The guidance is opinionated about golden source designation and when to trust custodian data versus your own. Most useful when you're designing reference data architecture from scratch or debugging data quality issues that trace back to stale identifiers or missing cross-references. Less useful if you just need to call a vendor API.

skills.sh installs: 692
GitHub stars: 224
last updated: Aug 21, 2026

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Install

$ npx -y skills add joellewis/finance_skills --skill reference-data --agent claude-code

Installs into .claude/skills of the current project.

Files

Reference Data

Core Concepts

1. Security Master

The security master is the authoritative repository of instrument-level reference data, serving as the foundation for portfolio management, trading, performance, reporting, and compliance systems.

Core fields: Identifiers (CUSIP, ISIN, SEDOL, FIGI, ticker, internal ID), classification (asset class, sub-class, GICS sector, country, currency), issuer information (name, LEI, ratings), terms and conditions (asset-class-specific contractual attributes), and pricing factors (multiplier, day count, settlement convention).

Asset-class-specific attributes: Equity (shares outstanding, market cap, sector, exchange, dividend frequency). Fixed income (coupon, maturity, call schedule, credit rating, seniority, day count). Funds (NAV, expense ratio, share class, distribution frequency, load structure). ETFs (NAV, indicative value, expense ratio, underlying index). Options (underlying, strike, expiration, type, multiplier, exercise style). Alternatives (strategy type, vintage year, commitment, capital call schedule, valuation frequency).

SKILL.md on GitHub