Daily HK Index Kline Data for Smarter Agent Workflows

Where this fits

A user asks your agent: "What's the Hang Seng Index's high, low, and volume for the last five trading days?" Without a reliable data source, your agent either fumbles through scraping or returns stale numbers. This skill plugs directly into EastMoney's API, giving your agent structured daily kline data for HSI, HSCEI, HSTECH, and other HK indices—covering open, high, low, close, volume, turnover, amplitude, change, and turnover rate, with flexible filtering by index code or date range.

Why agents benefit

• Instant structured responses — Your agent can fetch and parse daily OHLCV data without writing scrapers or handling raw HTML/JSON parsing logic.
• Accurate date‑range queries — Support for single trade dates or start/end intervals lets your agent answer both "what happened yesterday?" and "show me June's trend."
• Multi‑index coverage — With one skill call, your agent can compare HSI vs. HSCEI vs. HSTECH movements, enabling cross‑index analysis in a single turn.
• Clean pagination — Built‑in page/page_size handling means your agent can iterate over long histories without hitting response limits, even when the user asks for a full year of data.
• Typed metadata — The skill returns fields like amplitude, change_percent, and turnover_rate that your agent can directly use in calculations or for generating investor‑friendly summaries.

Practical scenarios

Daily market briefing generation

An agent runs a morning routine for a user: it calls the skill with index_code=HSI and trade_date=2026-06-15, then summarizes the open, close, and daily change into a concise report.

Historical trend comparison for a reporting task

A user needs to compare HSCEI's performance between two months. The agent uses start_date and end_date to pull the full range, then computes average close, volatility, and cumulative change for a table.

Cross‑index correlation check

When a user asks whether HSTECH and HSI moved together last quarter, the agent fetches both series using two calls and aligns the dates to calculate correlation scores or spot divergences.

Add it to your agent workflow

Install via the CLI:

npx skills add FTShare-Lab/FTShare-skill --skill eastmoney-hk-index-daily-kline

Then invoke it in your agent logic. Example request:

{
  "index_code": "HSI",
  "start_date": "2026-06-01",
  "end_date": "2026-06-15",
  "page": 1,
  "page_size": 50
}

The response will include arrays of daily records with all OHLCV fields. For a practical reference, you can review how this skill integrates with other market‑data utilities on the OpenAgentSkill listing.

Compare before adopting

• Quality signals — Check how often the underlying ClickHouse table is updated; a stale source makes the skill useless for real‑time prompts.
• Maintenance freshness — Look at the GitHub repo's recent commits and issue activity to ensure the skill stays compatible with EastMoney's API changes.
• Alternatives — Other skills may cover A‑shares or different markets; verify that this one specifically targets HK indices and matches your required fields.
• Workflow fit — Does your agent already rely on a different data source? Ensure the response schema aligns with your existing parsing and storage layers.

Why it is worth tracking

This skill sits in the data‑analysis category with 58 stars on GitHub—a modest but credible signal from a focused author. Its clean parameter design and documented response schema make it easy to evaluate within minutes. Track it if you frequently build agents that need quick, reliable HK index data without heavy integration overhead. Re‑evaluate when you need extended historical depth or additional index codes beyond the core three.