sermonis / moex2

MOEX ISS API NEXT GEN

Обзор MOEX2

Первичное назначение библиотеки - функции взаимодействия с информационно-статистическим сервером Московской Биржи (ИСС / ISS).

Функции

Реализованные

• Запросы к MOEX ISS
  • Синхронные запросы
  • Асинхронные запросы
  • Преобразование ответа от MOEX ISS в Pandas DataFrame

В планах

TBD

Начало работы

Зависимости

• aiohttp
• pandas

Установка

pip install moex2

Примеры использования

Получение глобальных справочников ISS

/iss/index

moex = Moex()
iss_data = moex.iss().index().req(**{'iss.only':'engines'}).fetch()
iss_data.as_pandas()

Получение списка рынков

/iss/engines/[engine]/markets

moex = Moex()
iss_data = moex.iss().engines().engine('stock').markets().req().fetch()
iss_data.as_pandas()

Получение истории дивидендов по бумаге

moex = Moex()
iss_data = moex.iss().securities().security('SBER').dividends().req().fetch()
iss_data.as_pandas()

Получение графика выплаты купонов

moex = Moex()
iss_data = moex.iss().securities().security('RU000A0ZYBS1').bondization().req().fetch()
iss_data.as_pandas('coupons')

Получение истории по одной бумаге на рынке за интервал дат

/iss/history/engines/[engine]/markets/[market]/securities/[security]

moex = Moex()
iss_data = moex.iss().history().engines().engine('stock').markets().market('shares').securities().security('SBER').req().fetch_all()
iss_data.as_pandas()

Поддерживаемые запросы

• /iss/securities
• /iss/securities/[security]
• /iss/securities/[security]/indices
• /iss/securities/[security]/aggregates
• /iss/engines/[engine]/markets/[market]/secstats
• /iss/turnovers
• /iss/turnovers/columns
• /iss/engines/[engine]/turnovers
• /iss/engines/[engine]/markets/[market]/turnovers
• /iss/engines/[engine]/markets/zcyc
• /iss/engines/[engine]/zcyc
• /iss/index
• /iss/engines
• /iss/history/engines/[engine]/markets/[market]/.*?listing/columns
• /iss/history/engines/[engine]/markets/[market]/listing
• /iss/history/engines/[engine]/markets/[market]/boards/[board]/listing
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/listing
• /iss/engines/[engine]
• /iss/history/engines/[engine]/markets/[market]/sessions
• /iss/history/engines/[engine]/markets/[market]/sessions/[session]/securities
• /iss/history/engines/[engine]/markets/[market]/sessions/[session]/securities/[security]
• /iss/engines/[engine]/markets/[market]/.*?orderbook/columns
• /iss/history/engines/[engine]/markets/[market]/session/[session]/boardgroups/[boardgroup]/securities
• /iss/history/engines/[engine]/markets/[market]/sessions/[session]/boardgroups/[boardgroup]/securities/[security]
• /iss/history/engines/[engine]/markets/[market]/sessions/[session]/boards/[board]/securities
• /iss/history/engines/[engine]/markets/[market]/sessions/[session]/boards/[board]/securities/[security]
• /iss/engines/[engine]/markets/[market]/.*?securities/columns
• /iss/history/engines/[engine]/markets/[market]/.*?securities/columns
• /iss/history/engines/[engine]/markets/[market]/.*?[securities]/columns
• /iss/engines/[engine]/markets
• /iss/engines/[engine]/markets/[market]/.*?trades/columns
• /iss/engines/[engine]/markets/[market]
• /iss/engines/[engine]/markets/[market]/securities
• /iss/engines/[engine]/markets/[market]/securities/[security]
• /iss/engines/[engine]/markets/[market]/securities/[security]/trades
• /iss/engines/[engine]/markets/[market]/securities/[security]/orderbook
• /iss/engines/[engine]/markets/[market]/trades
• /iss/engines/[engine]/markets/[market]/orderbook
• /iss/engines/[engine]/markets/[market]/boards
• /iss/engines/[engine]/markets/[market]/boards/[board]
• /iss/engines/[engine]/markets/[market]/boards/[board]/securities
• /iss/engines/[engine]/markets/[market]/boards/[board]/securities/[security]
• /iss/engines/[engine]/markets/[market]/boards/[board]/securities/[security]/trades
• /iss/engines/[engine]/markets/[market]/boards/[board]/securities/[security]/orderbook
• /iss/engines/[engine]/markets/[market]/securities/[security]/candles
• /iss/engines/[engine]/markets/[market]/securities/[security]/candleborders
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]/candleborders
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]/candles
• /iss/engines/[engine]/markets/[market]/boards/[board]/securities/[security]/candles
• /iss/engines/[engine]/markets/[market]/boards/[board]/securities/[security]/candleborders
• /iss/engines/[engine]/markets/[market]/boards/[board]/trades
• /iss/engines/[engine]/markets/[market]/boards/[board]/orderbook
• /iss/engines/[engine]/markets/[market]/boardgroups
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]/trades
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]/orderbook
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/trades
• /iss/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/orderbook
• /iss/history/engines/stock/markets/shares/securities/changeover
• /iss/history/engines/stock/zcyc
• /iss/history/engines/[engine]/markets/[market]/securities
• /iss/history/engines/[engine]/markets/[market]/yields
• /iss/history/engines/[engine]/markets/[market]/dates
• /iss/history/engines/[engine]/markets/[market]/securities/[security]
• /iss/history/engines/[engine]/markets/[market]/yields/[security]
• /iss/history/engines/[engine]/markets/[market]/securities/[security]/dates
• /iss/history/engines/[engine]/markets/[market]/boards/[board]/dates
• /iss/history/engines/[engine]/markets/[market]/boards/[board]/securities
• /iss/history/engines/[engine]/markets/[market]/boards/[board]/yields
• /iss/history/engines/[engine]/markets/[market]/boards/[board]/securities/[security]
• /iss/history/engines/[engine]/markets/[market]/boards/[board]/yields/[security]
• /iss/history/engines/[engine]/markets/[market]/boards/[board]/securities/[security]/dates
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/dates
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/yields
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/yields/[security]
• /iss/history/engines/[engine]/markets/[market]/boardgroups/[boardgroup]/securities/[security]/dates
• /iss/archives/engines/[engine]/markets/[market]/[datatype]/years
• /iss/archives/engines/[engine]/markets/[market]/[datatype]/[period]
• /iss/archives/engines/[engine]/markets/[market]/[datatype]/years/[year]/months
• /iss/securitygroups
• /iss/securitygroups/[securitygroup]
• /iss/securitygroups/[securitygroup]/collections
• /iss/securitygroups/[securitygroup]/collections/[collection]
• /iss/securitygroups/[securitygroup]/collections/[collection]/securities
• /iss/securitytypes
• /iss/securitytypes/[securitytype]
• /iss/statistics/engines/stock/markets/shares/correlations
• /iss/statistics/engines/currency/markets/selt/rates
• /iss/statistics/engines/stock/splits
• /iss/statistics/engines/stock/splits/[security]
• /iss/statistics/engines/state/markets/repo/mirp
• /iss/statistics/engines/state/markets/repo/dealers
• /iss/statistics/engines/state/markets/repo/cboper
• /iss/statistics/engines/stock/deviationcoeffs
• /iss/statistics/engines/stock/quotedsecurities
• /iss/statistics/engines/stock/currentprices
• /iss/sitenews
• /iss/sitenews/[news_id]
• /iss/events
• /iss/events/[event_id]
• /iss/statistics/engines/stock/markets/bonds/aggregates
• /iss/statistics/engines/stock/markets/bonds/aggregates/columns
• /iss/statistics/engines/stock/markets/index/analytics
• /iss/statistics/engines/stock/markets/index/analytics/columns
• /iss/statistics/engines/stock/markets/index/analytics/[indexid]
• /iss/statistics/engines/stock/markets/index/analytics/[indexid]/tickers
• /iss/statistics/engines/stock/markets/index/analytics/[indexid]/tickers/[ticker]
• /iss/statistics/engines/stock/markets/index/waitlists
• /iss/statistics/engines/stock/markets/index/waitlists/[indexid]
• /iss/statistics/engines/stock/capitalization
• /iss/history/engines/stock/totals/boards
• /iss/history/engines/stock/totals/securities
• /iss/history/engines/stock/totals/boards/[board]/securities
• /iss/history/engines/stock/totals/boards/[board]/securities/[security]
• /iss/rms/engines/[engine]/objects/irr
• /iss/rms/engines/[engine]/objects/irr/filters
• /iss/statistics/engines/state/rates
• /iss/statistics/engines/state/rates/columns
• /iss/statistics/engines/[engine]/derivatives/[report_name]
• /iss/statistics/engines/[engine]/monthly/[report_name]
• /iss/statistics/engines/currency/markets/fixing/[security]
• /iss/statistics/engines/futures/markets/indicativerates/securities
• /iss/statistics/engines/futures/markets/indicativerates/securities/[security]
• /iss/statistics/engines/currency/markets/fixing
• /iss/statistics/engines/[engine]/markets/[market]
• /iss/statistics/engines/[engine]/markets/[market]/securities
• /iss/statistics/engines/[engine]/markets/[market]/securities/[security]
• /iss/analyticalproducts/netflow2/securities
• /iss/analyticalproducts/netflow2/securities/[security]
• /iss/analyticalproducts/futoi/securities
• /iss/analyticalproducts/futoi/securities/[security]

Обратная связь

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Лицензия

Александр Литвинов (c). Все права защищены. Распростроняется по лиценции MIT.