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moexalgo-futoi

moexalgo-futoi

github.com/moexalgoData & databases441 installsUpdated 19w ago
Repository

About moexalgo-futoi

A skill for retrieving FUTOI through the moexalgo Python package and analyzing results as DataFrames. It suits workflows using pandas on aggregate futures snapshots, and documents access caveats and differences from the direct REST endpoint.

Key features

  1. 01Retrieve FUTOI for all futures
  2. 02Query an individual futures instrument
  3. 03Group by FIZ and YUR
  4. 04Analyze and plot with pandas
  5. 05Document library method limits
  6. 06Explain aggregate-data boundaries

Use cases

  1. 01Fetch futures positioning data with Python
  2. 02Summarize or pivot data with pandas
  3. 03Analyze a FUTOI date range for one instrument
  4. 04Distinguish aggregate snapshots from trader records

Install

Copy the command and run it in a terminal.

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

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

Bundled filesreferences/futoi.md

Details

From the project README

MOEXAlgo FUTOI

Overview

Use this skill when the user wants FUTOI through the moexalgo Python package and DataFrame analysis.

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

python -m pip install "moexalgo[dataframe]" python-dotenv

import os
from dotenv import load_dotenv
from moexalgo import session, Market, Ticker

load_dotenv()
session.TOKEN = os.environ["APIKEY"]

fo = Market("FO")
all_futoi = fo.futoi(date="2025-01-10")

si = Ticker("SiH5")
si_futoi = si.futoi(start="2025-01-10", end="2025-01-10")

Core Workflow

  1. Use Market("FO").futoi(date=...) for all futures FUTOI rows.
  2. Use Ticker(...).futoi(start=..., end=...) for one futures instrument.
  3. Split by clgroup, usually FIZ and YUR.
  4. Use pandas groupbys, pivots, or plots only when the user asks for that analysis.
  5. Remember that FUTOI library methods do not expose latest or offset; use direct REST if the user needs those raw endpoint controls.
  6. Explain that rows are aggregate futures snapshots, not individual trader records or exact single-contract FIZ/YUR positioning.

References

Read references/futoi.md for signatures, fields, aggregation caveats, and DataFrame examples.

Boundary

For browser URLs, curl, raw JSON/CSV, or no-Python output, use the direct FUTOI skill instead.

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