| name | moexalgo-futoi |
| description | Python moexalgo library workflows for futures-only FUTOI DataFrames, .env session.TOKEN setup, Market("FO").futoi, Ticker(...).futoi, futures open interest, FIZ/YUR segmentation, pos and pos_long or pos_short fields, participant counts, library parameter caveats, and aggregation caveats. |
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
- Use
Market("FO").futoi(date=...) for all futures FUTOI rows.
- Use
Ticker(...).futoi(start=..., end=...) for one futures instrument.
- Split by
clgroup, usually FIZ and YUR.
- Use pandas groupbys, pivots, or plots only when the user asks for that analysis.
- Remember that FUTOI library methods do not expose
latest or offset; use direct REST if the user needs those raw endpoint controls.
- 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.
