moex 0.0.1

MoscowExchange ISS Queries implementation

MOEX

A little bit complex and more powerful implementation for ISS Queries. See more in documentation

INSTALL

pip install moex

USAGE

import asyncio
import aiohttp
from moex import AIOMoex


async def main(aio_moex, engine="stock", market="shares", board="TQBR"):
    async with aiohttp.ClientSession() as session:
        await aio_moex.load(session=session, output_format=".json")

        # aio_moex.show_templates()

        for tmpl in aio_moex.find_template("/candles"):
            print(f"Template: {tmpl.id}. Path: {tmpl.path}")
            await aio_moex.show_template_doc(session, tmpl.id)

        df_sngsp = (
            await aio_moex.execute(
                session=session,
                url=aio_moex.render_url(
                    46,
                    engine=engine,
                    market=market,
                    security="SNGSP",
                    board=board
                    ),
                **{
                    "from": "2022-02-24",
                    "till": "2022-10-24",
                    "interval": "60"
                    }
                )
            ).to_df()
        df_yndx = (
            await aio_moex.execute(
                session=session,
                url=aio_moex.render_url(
                    155,
                    engine=engine,
                    market=market,
                    security="YNDX"
                    ),
                till="2022-01-01"
                )
            ).to_df()

        for df in (df_sngsp, df_yndx):
            print(df)     


aio_moex = AIOMoex()
loop = asyncio.get_event_loop()
loop.run_until_complete(main(aio_moex))