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Python library to download historical data from

Project description


Build Status

Python client library to download data from


  • Contracts lookup by market categories, id, code, name or their combinations using a rich set of mathching options
  • Download data of any timeframe available on ranging from ticks to monthly resolution

Samples provided

  • samples/ - simply lists some contracts from every supported market
  • samples/ - downloads some data and prints it out
  • samples/ - shows how you can leverage lookup capabilities

Utility scripts

  • scripts/ - feature-rich standalone script to download finam's data
  • scripts/ - to quickly check what's availble on finam

Show me something working!

Here's the output

*** Current Russian ruble exchange rates ***
... some debugging output omitted ...
            <OPEN>  <HIGH>    <LOW>  <CLOSE>       <VOL>
2016-11-07  63.945  64.085  63.6625   63.695  1214085000

[1 rows x 5 columns]
*** Current Brent Oil price ***
INFO:root:Loading data from
INFO:root:Decoding response
            <OPEN>  <HIGH>  <LOW>  <CLOSE>  <VOL>
2016-11-07   45.95   46.38   45.8    46.01  52605

[1 rows x 5 columns]

and here's the code producing this output:

import logging

from finam.export import Exporter, Market, LookupComparator

Full-on example displaying up-to-date values of some important indicators

def main():
    exporter = Exporter()
    print('*** Current Russian ruble exchange rates ***')
    rub = exporter.lookup(name='USDRUB_TOD', market=Market.CURRENCIES)
    assert len(rub) == 1
    data =[0], market=Market.CURRENCIES)

    print('*** Current Brent Oil price ***')
    oil = exporter.lookup(name='Brent', market=Market.COMMODITIES,
    assert len(oil) == 1
    data =[0], market=Market.COMMODITIES)

if __name__ == '__main__':

Playing samples

If you haven't installed it from PyPi:

pip install -r ./requirements.txt

Once you have it installed just run


Technical details

  • Targeted to Linux/Mac
  • Uses pandas inside, all data returned is pandas DataFrames
  • Tested with python2.7 and python3.6+
  • Good tests coverage
  • Detailed logging of what's going on


  • clone the repo
  • pip install -r ./requirements.txt
  • run tests to ensure all is fine
  • nosetests
  • go ahead and enhance it!
  • don't forget to cover your changes with tests

Project details

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