def security_aggregates(q='', lang='ru', date=None):
"""/iss/securities/[security]/aggregates - https://iss.moex.com/iss/reference/214"""
name = 'aggregates'
url = 'http://iss.moex.com/iss/securities/{0}/aggregates.json?lang={1}&date={2}'
if date:
date = date.strftime('%Y-%m-%d')
aggregates = request(url.format(q, lang, date), name)
return aggregates
def security_bondyields(q='', boardid='', date=None):
"""/iss/securities/[security]/bondyields - https://iss.moex.com/iss/reference/713"""
name = 'yields'
url = 'http://iss.moex.com/iss/securities/{0}/bondyields.json?boardid={1}&date={2}'
if date:
date = date.strftime('%Y-%m-%d')
bondyields = request(url.format(q, boardid, date), name)
return bondyields
def trades(engine=None, market=None, boardid=None, securityid=None, limit=5000, reversed=0, previous_session=0, tradeno=0, start=0):
"""/iss/engines/.../trades"""
name = 'trades'
url = 'https://iss.moex.com/iss/engines/{0}/markets/{1}/trades.json?limit={4}&resersed={5}&previous_session={6}&tradeno={7}&start={8}'
if boardid:
url = 'https://iss.moex.com/iss/engines/{0}/markets/{1}/boards/{2}/trades.json?limit={4}&resersed={5}&previous_session={6}&tradeno={7}&start={8}'
if securityid:
url = 'https://iss.moex.com/iss/engines/{0}/markets/{1}/securities/{3}/trades.json?limit={4}&resersed={5}&previous_session={6}&tradeno={7}&start={8}'
trades = request(url.format(engine, market, boardid, securityid, limit, reversed, previous_session, tradeno, start), name)
trades.columns = trades.columns.str.lower()
trades.loc[:, 'systime'] = pd.to_datetime(trades['systime'], format='%Y-%m-%d %H:%M:%S')
return trades
def q(q='',
lang='ru',
engine='',
market='',
is_trading=None,
group_by='',
limit=100,
start=0):
"""/iss/securities - https://iss.moex.com/iss/reference/5"""
name = 'securities'
url = 'https://iss.moex.com/iss/securities.json?q={0}&lang={1}&engine={2}&market={3}&is_trading={4}&group_by={5}\
&limit={6}&start={7}'
secs = request(
url.format(q, lang, engine, market, is_trading, group_by, limit,
start), name)
return secs
def candles(engine=None, market=None, boardid=None, securityid=None, start=0, dt1='', dt2='', interval=10):
"""/iss/engines/.../candles"""
name = 'candles'
if dt1:
dt1 = dt1.strftime('%Y-%m-%d')
if dt2:
dt2 = dt2.strftime('%Y-%m-%d')
if securityid:
url = 'https://iss.moex.com/iss/engines/{0}/markets/{1}/securities/{3}/candles.json?start={4}&from={5}&till={6}&interval={7}'
if boardid:
url = 'https://iss.moex.com/iss/engines/{0}/markets/{1}/boards/{2}/securities/{3}/candles.json?start={4}&from={5}&till={6}&interval={7}'
candles = request(url.format(engine, market, boardid, securityid, start, dt1, dt2, interval), name)
else:
raise AttributeError('securityid must be specified')
candles.loc[:, 'begin'] = pd.to_datetime(candles['begin'], format='%Y-%m-%d %H:%M:%S')
candles.loc[:, 'end'] = pd.to_datetime(candles['end'], format='%Y-%m-%d %H:%M:%S')
return candles
def security_indices(q='', lang='ru', only_actual=0):
"""/iss/securities/[security]/indices - https://iss.moex.com/iss/reference/160"""
name = 'indices'
url = 'https://iss.moex.com/iss//securities/{0}/indices.json?lang={1}&only_actual={2}'
indices = request(url.format(q, lang, only_actual), name)
return indices
def security_boards(q='', lang='ru', start=0):
"""/iss/securities/[security] - https://iss.moex.com/iss/reference/13 (boards)"""
name = 'boards'
url = 'https://iss.moex.com/iss/securities/{0}.json?lang={1}&start={2}'
boards = request(url.format(q, lang, start), name)
return boards
def security_description(q='', lang='ru', start=0):
"""/iss/securities/[security] - https://iss.moex.com/iss/reference/13 (description)"""
name = 'description'
url = 'https://iss.moex.com/iss/securities/{0}.json?lang={1}&start={2}'
description = request(url.format(q, lang, start), name)
return description