README.md

Async MOEX Python API

Work in progress. Library API could change significantly in future versions.

Implemented only subset of MOEX API, because docs are very poor and I personally use only free features.

If you want more, please notify me about that or provide PRs!

Installation

pip install amoex

Usage example

from datetime import datetime
from amoex.shares import HistoryShares

hs = HistoryShares()
d = datetime.strptime('2018-01-03', '%Y-%m-%d')

data = hs.get_securities_sync(d)
data['SBER']

Out:
{'ADMITTEDQUOTE': 231.9,
 'ADMITTEDVALUE': 7965492945.5,
 'BOARDID': 'TQBR',
 'CLOSE': 231.9,
 'HIGH': 232.7,
 'LEGALCLOSEPRICE': 231.9,
 'LOW': 226.35,
 'MARKETPRICE2': 230.55,
 'MARKETPRICE3': 230.55,
 'MARKETPRICE3TRADESVALUE': 7965492945.5,
 'MP2VALTRD': 7965492945.5,
 'NUMTRADES': 40597,
 'OPEN': 226.88,
 'SECID': 'SBER',
 'SHORTNAME': 'Сбербанк',
 'TRADEDATE': '2018-01-03',
 'VALUE': 7965492945.5,
 'VOLUME': 34549620,
 'WAPRICE': 230.55,
 'WAVAL': None}

Limitations

Python 3.5+

Resources

Official reference: https://iss.moex.com/iss/reference/

Official examples and tutorials (2014 year): http://www.moex.com/a2193