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Get ETF profile

get_etf_profile
Read-only

ETF look-through for Chapter 2 Mode 2.2 (Concentration Check). Given ETF ticker(s), returns each fund's top holdings with weights so the AI can overlay them with the user's direct positions and surface hidden single-name concentration. Each profile carries source='live' (Vanguard API, fresh) or source='catalog' (dated snapshot — see as_of). Holdings are TOP-N only, so any true-exposure figure computed from this is a floor, not exact. Bond and commodity ETFs return no holdings by design. Tickers not in the catalog come back in unknown_tickers; their contents are not known to Jawz and no holdings are returned for them.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
tickersYesETF ticker symbols to look through (e.g. ['QQQ','VGT','SPY'])

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
coverageNo
guidanceNo
profilesNo
requestedNo
data_sourcesNo
unknown_tickersNo

TDQS

A4.7/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

The description goes well beyond the readOnly/openWorld annotations by disclosing key behavioral traits: source='live' vs 'catalog' with as_of dating, TOP-N being a floor not an exact exposure, bond/commodity ETFs returning no holdings by design, and unknown tickers being reported in unknown_tickers. This is precisely the kind of edge-case and data-freshness context an agent needs.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description front-loads the primary purpose in the first sentence, then delivers conditions and caveats in compact, well-scoped sentences. Every sentence adds distinct information — freshness, top-N limitation, asset-class exclusions, and unknown-ticker behavior — with no filler or repetition.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

The description covers all operational behaviors an agent must know to invoke and interpret results: purpose, input semantics, freshness, precision limitations, exclusions, and error/unknown handling. The output schema exists, so return-value details are not required in the description, and nothing critical is missing.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

The schema already documents the tickers parameter with examples and 100% coverage, so the baseline is 3. The description adds meaning by clarifying how tickers are treated: known ones return holdings, bond/commodity ETFs return none, and unknown ones are surfaced via unknown_tickers with no holdings. This extra semantic nuance justifies a 4.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description opens with a specific, actionable phrase — 'ETF look-through for Chapter 2 Mode 2.2 (Concentration Check)' — and clearly states that it returns top holdings with weights for overlaying direct positions. This distinct purpose separates it from sibling tools like get_prices or get_loop, which do not perform look-through exposure analysis.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description gives clear context for when to use the tool: when performing a concentration check in Chapter 2 Mode 2.2, and when the AI needs to overlay ETF holdings with direct positions. It does not explicitly name alternatives or state when not to use the tool, but the use-case framing is strong enough to guide selection.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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TDQS

A4.1/5.0
Disambiguation4/5

Most tools target clearly distinct resources—regime, liquidity, conditions, prices, ETF profiles, data health—and the three history tools are explicitly separated as price, flow, and judgment. The main ambiguity is get_chapter vs run_chapter, which both return chapter framework content and differ only in usage logging, though the descriptions call this out explicitly.

Naming Consistency4/5

The set follows a consistent snake_case verb_noun pattern: get_ for reads, list_ for enumeration, run_ for framework text, and score_ for position drift. The only wrinkle is run_chapter/get_chapter, where 'run' doesn't mean execution but rather 'return framework text and log usage,' making the verb semantics slightly less predictable.

Tool Count4/5

22 tools is on the heavy side but the set is organized into recognizable clusters: macro regime, liquidity/conditions, histories, portfolio drift, ETF/prices, loops/framework, and data health. Each tool appears to earn its place, so the count is slightly high but not bloated.

Completeness4/5

The surface is comprehensive for a read-and-analyze macro/portfolio server: current reads, historical timeseries, data freshness, event calendar, ETF look-through, drift scoring, and loop navigation are all covered. Minor gaps exist—no direct portfolio/position listing tool and non-US central-bank event dates are intentionally not tracked—but these are acknowledged and workable.

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