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moexalgo-hi2

moexalgo-hi2

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

About moexalgo-hi2

moexalgo-hi2 is a skill for retrieving and analyzing HI2 data with the moexalgo Python package and DataFrames. It covers market-wide and single-instrument queries, filtering, pagination, and interpreting missing rows.

Key features

  1. 01Query HI2 across EQ, FO, and FX markets
  2. 02Fetch HI2 for an individual ticker
  3. 03Filter or pivot results by metric
  4. 04Paginate with library offset
  5. 05Consider reasons for missing rows

Use cases

  1. 01Analyze HI2 across a market on a date
  2. 02Inspect HI2 for one instrument over a period
  3. 03Compare HI2 metrics in DataFrames
  4. 04Investigate absent rows in query results

Install

Copy the command and run it in a terminal.

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

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

Bundled filesreferences/hi2.md

Details

From the project README

MOEXAlgo HI2

Overview

Use this skill when the user wants HI2 through the moexalgo Python package and DataFrame analysis.

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

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"]

eq = Market("EQ")
market_hi2 = eq.hi2(date="2025-01-10")

sber = Ticker("SBER")
sber_hi2 = sber.hi2(start="2025-01-01", end="2025-01-31")

Core Workflow

  1. Use Market("EQ"|"FO"|"FX").hi2(date=...) for all instruments.
  2. Use Ticker(...).hi2(start=..., end=...) for one instrument.
  3. Filter or pivot by metric.
  4. Use library offset for pagination where supported; do not pass raw REST start to library methods.
  5. Apply broad concentration bands when useful.
  6. Explain missing rows as possible coverage, entitlement, date, or participant-threshold issues.

References

Read references/hi2.md for signatures, metric names, fields, interpretation bands, and DataFrame examples.

Boundary

For raw endpoint URLs, curl, JSON/CSV, or no-Python workflows, use the direct HI2 skill instead.

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