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algopack-hi2

algopack-hi2

github.com/moexalgoData & databases440 installsUpdated 19w ago
Repository

About algopack-hi2

algopack-hi2 is a skill for direct access to HI2 data and concentration analysis across supported EQ, FO, and FX instruments. It guides retrieval, filtering, and presentation while treating HI2 as a screening metric rather than a trading signal.

Key features

  1. 01Fetch HI2 data for EQ, FO, and FX
  2. 02Query by date or ticker
  3. 03Normalize ISS data and filter metrics
  4. 04Produce tables or charts
  5. 05Explain possible causes of missing rows

Use cases

  1. 01Compare concentration across dates or instruments
  2. 02Filter market data by HI2 metric
  3. 03Prepare results as CSV, JSON, or charts

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/moexalgo/algopack-skills --skill algopack-hi2

After installing, type/algopack-hi2in Claude Code to confirm it loaded.

Bundled filesreferences/hi2.md

Details

From the project README

ALGOPACK HI2

Overview

Use this skill for direct HI2 endpoint access and concentration analysis. HI2 is a Herfindahl-Hirschman style metric calculated for supported EQ, FO, and FX instruments.

Access note: Promo includes HI2. Стартовый / Starter free-token availability is planned at T - 1 day; verify current access before promising it.

Quick Start

curl -L "https://apim.moex.com/iss/datashop/algopack/eq/hi2/SBER.json?from=2025-01-01&till=2025-01-31" \
  -H "Authorization: Bearer ${APIKEY}"

Use date=YYYY-MM-DD for all instruments and from=YYYY-MM-DD&till=YYYY-MM-DD for one ticker.

Core Workflow

  1. Choose market eq, fo, or fx.
  2. Fetch all instruments by date or one ticker by from/till.
  3. Normalize ISS columns plus data arrays into rows before filtering, writing tables, or charting.
  4. Filter by the requested metric or inspect returned metric values.
  5. Apply broad bands when useful: below 1500, 1500-2500, above 2500.
  6. 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.
  7. Explain missing rows as possible coverage, date, entitlement, or participant-threshold issues.

References

Read references/hi2.md for formula, endpoints, metrics, fields, interpretation bands, pagination, and output patterns.

Boundary

Treat HI2 as a screening and market-structure metric, not as a buy/sell signal.

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