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Update to MSCI Connector

Snapshot Sep 30, 2026 · 22:51 UTC · version 8.0.0

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{
  "description": "Use this skill to explain whether/why a security passes or fails MSCI index eligibility screens, including free float, foreign inclusion factor/foreign room, liquidity (ATVR/frequency of trading), market-cap and size-segment cutoffs, or current GIMI/index eligibility. Trigger for \"why isn't this stock in the index?\", \"what would it take to qualify?\", or \"which size segment does it fit?\".",
  "included_files": [],
  "name": "eligibility",
  "skill_md_contents": "---\nname: eligibility\ndescription: >-\n  Use this skill to explain whether/why a security passes or fails MSCI index eligibility screens, including free float, foreign inclusion factor/foreign room, liquidity (ATVR/frequency of trading), market-cap and size-segment cutoffs, or current GIMI/index eligibility. Trigger for \"why isn't this stock in the index?\", \"what would it take to qualify?\", or \"which size segment does it fit?\".\n---\n\n# MSCI index eligibility screen\n\nCompare MSCI-measured security values with MSCI inclusion-monitor cutoffs and flags. Passing quantitative screens is necessary but not proof of a future index addition.\n\n## Output\n\nPresent one row per relevant screen: test, measured value, cutoff/bound if available, and pass/fail/flag. Then identify the binding screen or, if every test passes, the narrowest margin. Include calculation date and the exact mandatory inclusion disclaimer from `constraints.notes`.\n\n## Workflow\n\n1. Resolve the security with `search_index_securities`.\n2. Use `search_index_datapoints` to discover the relevant inclusion-monitor fields. Search only the families needed for the question:\n   - free float / rounded free float\n   - foreign inclusion factor / investability factor\n   - foreign room and lower/upper bounds\n   - ATVR and frequency-of-trading liquidity\n   - full/float-adjusted market cap\n   - standard/IMI/large/mid/small cutoffs and assignment flags\n   - overall eligibility/current membership flags\n3. Read `constraints.notes` on every selected datapoint. Follow the monitor publication-date rule and reproduce the mandatory disclaimer exactly.\n4. Fetch with `fetch_index_data` on the required date.\n5. For China A-share questions, also discover and include any Stock Connect/access fields needed to interpret eligibility.\n6. If the user asks for the rule itself rather than the measured value, use the methodology workflow or methodology-stack search instead of inventing the rule from raw datapoints.\n\n## Interpretation\n\n- Treat `_fg`/flag fields as authoritative reported indicators, not percentages.\n- Treat `_pct` and `_musd` fields according to their documented units.\n- If an overall eligibility flag conflicts with a manual reading of components, report both and note the discrepancy. Do not override the MSCI flag with your own arithmetic.\n- Cutoffs are point-in-time and can move with market conditions, so date every result.\n\n## Guardrails\n\n- Never say a security \"will be added\" merely because it passes screens.\n- Missing data is not a pass.\n- Foreign room/FIF interactions may require methodology text; do not infer the governing rule from raw values alone.\n- Reproduce the Index Inclusion disclaimer from `constraints.notes` verbatim.\n"
}

SHA-256 of public snapshot: 394bf8494e2f9580b7a59b913bab2b881afca0a0e5cb0b82f96d111675ac120c