moexalgo-market-data

name	moexalgo-market-data
description	Python moexalgo library workflows for Market and Ticker market data, .env session.TOKEN setup, pandas DataFrames, tickers metadata, marketdata quotes, info, candles, trades, orderbook, market aliases, board overrides, field selection, offset pagination, native-mode escape hatches, and basic EQ/FO/FX data analysis.

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.