mcpField
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algopack-futoi

algopack-futoi

github.com/moexalgoData & databases441 installsUpdated 20w ago
Repository

About algopack-futoi

A skill for direct access to the MOEX FUTOI endpoint, intended for analyzing aggregate futures open-interest snapshots by participant group. It guides retrieval, parsing, and output while highlighting access delays and limits on interpreting aggregated data.

Key features

  1. 01Query all futures or a chosen instrument
  2. 02Parse the FUTOI data block
  3. 03Group by FIZ and YUR
  4. 04Normalize ISS columns and data arrays
  5. 05Output tables or charts
  6. 06Explain aggregation limits

Use cases

  1. 01Fetch a futures snapshot for a date
  2. 02Organize individual and legal-entity group data
  3. 03Export results as CSV or JSON
  4. 04Plot browser or notebook charts

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/moexalgo/algopack-skills --skill algopack-futoi

After installing, type/algopack-futoiin Claude Code to confirm it loaded.

Bundled filesreferences/futoi.md

Details

From the project README

ALGOPACK FUTOI

Overview

Use this skill for direct FUTOI endpoint access. FUTOI is futures open interest split by participant group and published as aggregate snapshots; it is not for equities, FX, options, individual trader data, or exact single-contract FIZ/YUR positioning.

Access note: Стартовый / Starter free-token access has FUTOI delayed at T - 15 days; Promo has fuller/online access, subject to current entitlement.

Quick Start

curl -L "https://apim.moex.com/iss/analyticalproducts/futoi/securities/Si.json?from=2025-01-10&till=2025-01-10" \
  -H "Authorization: Bearer ${APIKEY}"

Use /securities.json?date=YYYY-MM-DD for all instruments and /securities/{ticker}.json?from=...&till=... for one instrument or underlying.

Core Workflow

  1. Use FO tickers or underlyings only.
  2. Fetch rows for a date/range and parse the futoi block.
  3. Split by clgroup: FIZ for individuals, YUR for legal entities.
  4. Normalize ISS columns plus data arrays into rows before filtering, writing tables, or charting.
  5. Match output to the request: CSV/JSON tables for handoff, simple HTML charts for browser output, Matplotlib or pandas plotting for notebook/script output, and the app's existing charting stack inside an app.
  6. Explain aggregation caveats before making conclusions about specific contracts or participants.

References

Read references/futoi.md for endpoints, fields, aggregation rules, access caveats, pagination, and output patterns.

Boundary

Do not infer individual trader behavior, equities/FX/options positioning, or exact single-contract FIZ/YUR positioning from aggregate FUTOI rows.

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