moex 1.0.0

MoscowExchange ISS Queries implementation

MOEX

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

INSTALL

pip install moex

USAGE

import asyncio
from moex import AsyncMoex


async def main(amoex):
    async with amoex:
        amoex.show_templates()

        template_id = 409
        for tmpl in amoex.find_template("/candles"):
            print(f"Template: {tmpl.id}. Path: {tmpl.path}")
            await amoex.show_template_doc(tmpl.id)
            template_id = tmpl.id

    async with amoex:
        for stock in ("SNGSP", "YNDX"):
            url = amoex.render_url(
                template_id, engine="stock", market="shares", security="SNGSP", board="TQBR"
                )
            dt_params = {"from": "2025-05-01", "till": "2025-05-20", "interval": "60"}
            candles = await amoex.execute(url=url, **dt_params)
            df = candles.to_df()
            print(df)

amoex = AsyncMoex()
loop = asyncio.get_event_loop()
loop.run_until_complete(main(amoex))