Async MOEX Python API
Work in progress. Library API could change significantly in future versions.
Implemented only subset of MOEX API, because docs are very poor and I personally use only free features.
If you want more, please notify me about that or provide PRs!
Installation
pip install amoex
Usage example
from datetime import datetime
from amoex.shares import HistoryShares
hs = HistoryShares()
d = datetime.strptime('2018-01-03', '%Y-%m-%d')
data = hs.get_securities_sync(d)
data['SBER']
Out:
{'ADMITTEDQUOTE': 231.9,
'ADMITTEDVALUE': 7965492945.5,
'BOARDID': 'TQBR',
'CLOSE': 231.9,
'HIGH': 232.7,
'LEGALCLOSEPRICE': 231.9,
'LOW': 226.35,
'MARKETPRICE2': 230.55,
'MARKETPRICE3': 230.55,
'MARKETPRICE3TRADESVALUE': 7965492945.5,
'MP2VALTRD': 7965492945.5,
'NUMTRADES': 40597,
'OPEN': 226.88,
'SECID': 'SBER',
'SHORTNAME': 'Сбербанк',
'TRADEDATE': '2018-01-03',
'VALUE': 7965492945.5,
'VOLUME': 34549620,
'WAPRICE': 230.55,
'WAVAL': None}
Limitations
Python 3.5+
Resources
Official reference: https://iss.moex.com/iss/reference/
Official examples and tutorials (2014 year): http://www.moex.com/a2193