| name | algopack-futoi |
| description | Direct ALGOPACK FUTOI API workflows for futures-only open interest, FIZ/YUR segmentation, long and short participant counts, raw futoi endpoints, browser URLs, curl, JSON/CSV handoff, simple HTML output, ISS columns/data normalization, start pagination, and aggregation caveats without Python setup. |
ALGOPACK FUTOI
Overview
Use this skill for direct FUTOI endpoint access. FUTOI is futures open interest split by participant group and published as aggregate snapshots; it is not for equities, FX, options, individual trader data, or exact single-contract FIZ/YUR positioning.
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
curl -L "https://apim.moex.com/iss/analyticalproducts/futoi/securities/Si.json?from=2025-01-10&till=2025-01-10" \
-H "Authorization: Bearer ${APIKEY}"
Use /securities.json?date=YYYY-MM-DD for all instruments and /securities/{ticker}.json?from=...&till=... for one instrument or underlying.
Core Workflow
- Use
FO tickers or underlyings only.
- Fetch rows for a date/range and parse the
futoi block.
- Split by
clgroup: FIZ for individuals, YUR for legal entities.
- Normalize ISS
columns plus data arrays into rows before filtering, writing tables, or charting.
- 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.
- Explain aggregation caveats before making conclusions about specific contracts or participants.
References
Read references/futoi.md for endpoints, fields, aggregation rules, access caveats, pagination, and output patterns.
Boundary
Do not infer individual trader behavior, equities/FX/options positioning, or exact single-contract FIZ/YUR positioning from aggregate FUTOI rows.
