mcpField
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moexalgo-market-data

moexalgo-market-data

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

About moexalgo-market-data

moexalgo-market-data is a skill for working with MOEX market data through the moexalgo Python package and DataFrames. It explains market-wide and ticker queries, separates instrument metadata from quotes, and covers access setup and field selection.

Key features

  1. 01Query markets or individual tickers
  2. 02Load DataFrame output with package extras
  3. 03Separate securities metadata from market data
  4. 04Select fields for compact results
  5. 05Configure token-based access

Use cases

  1. 01Retrieve market-wide data for EQ, FO, or FX
  2. 02Inspect data for a specific ticker
  3. 03Build DataFrames with selected fields
  4. 04Distinguish instrument metadata from quotes

Install

Copy the command and run it in a terminal.

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

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

Bundled filesreferences/market-data.md

Details

From the project README

MOEXAlgo Market Data

Overview

Use this skill when the user wants the moexalgo Python package, pandas-style DataFrames, or Market/Ticker helpers for market data.

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")
tickers = eq.tickers("ticker", "shortname", "minstep")
quotes = eq.marketdata("ticker", "last", "bid", "offer", "updatetime")

sber = Ticker("SBER")
info = sber.info("ticker", "title", "market", "engine", "decimals")
candles = sber.candles(start="2025-01-01", end="2025-01-31", period="1h")
trades = sber.trades(latest=True)
book = sber.orderbook()

Core Workflow

  1. Install moexalgo[dataframe] and python-dotenv for DataFrame output and .env loading.
  2. Store APIKEY in .env, call load_dotenv(), then set session.TOKEN from os.environ["APIKEY"] for plan-entitled access. Стартовый / Starter free-token access includes 15-minute delayed candles and trades; Promo includes online order books, candles, and trades.
  3. Use Market("EQ"|"FO"|"FX") for market-wide rows and Ticker("SBER") for one instrument.
  4. Keep metadata and quotes separate: tickers(...) reads the ISS securities block, while marketdata(...) reads the ISS marketdata block.
  5. Pass explicit field names for compact DataFrames; use tickers("*") for all securities fields and marketdata("*") for all marketdata fields.
  6. Use board=... only after metadata shows a non-default board is required.

References

Read references/market-data.md for signatures, aliases, securities versus marketdata fields, candle periods, board caveats, pagination, and DataFrame examples.

Boundary

For raw REST URLs, curl, ISS pagination mechanics, or non-Python integrations, use the direct ISS/API skills instead.

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