apimoex

https://wlm1ke.github.io/apimoex/build/html/
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apimoex is a Python library that provides a convenient interface to the MOEX ISS API for retrieving...
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### Install apimoex

Source: https://wlm1ke.github.io/apimoex/build/html/getting_started.html

Install the apimoex library using pip. This is the first step to using the library.

```bash
$ pip install apimoex

```

--------------------------------

### Install apimoex Library

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/getting_started.rst.txt

Install the apimoex library using pip. This is the first step to using the library's functionalities.

```bash
$ pip install apimoex
```

--------------------------------

### Retrieve Data with ISSClient.get

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Use the get method to fetch a block of data from the MOEX ISS API. Specify the 'start' parameter for partial data loading, useful for paginated responses. The result is a dictionary where keys are table names and values are lists of dictionaries, convertible to pandas DataFrames.

```python
data = client.get(start=0)
```

--------------------------------

### Get Market Candle Borders

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Determines the available date intervals for market candles. Use this to understand data range limitations.

```python
apimoex.get_market_candle_borders
```

--------------------------------

### Get Index Tickers

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Fetches a list of tickers for a given index. This is useful for understanding the components of an index.

```python
apimoex.get_index_tickers
```

--------------------------------

### Get Reference Data

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Use this function to retrieve general reference information from the MOEX ISS API.

```python
apimoex.get_reference
```

--------------------------------

### Fetch Security List with ISSClient

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/getting_started.rst.txt

Utilize the `ISSClient` to query specific data endpoints, such as the list of securities traded on a market board. This example retrieves security details for the TQBR board.

```python
import requests

import apimoex
import pandas as pd


request_url = ('https://iss.moex.com/iss/engines/stock/'
                 'markets/shares/boards/TQBR/securities.json')
arguments = {'securities.columns': ('SECID,',
                                    'REGNUMBER,',
                                    'LOTSIZE,',
                                    'SHORTNAME')}
with requests.Session() as session:
    iss = apimoex.ISSClient(session, request_url, arguments)
    data = iss.get()
    df = pd.DataFrame(data['securities'])
    df.set_index('SECID', inplace=True)
    print(df.head(), '\n')
    print(df.tail(), '\n')
    df.info()
```

```text
              REGNUMBER  LOTSIZE   SHORTNAME
    SECID
    ABRD   1-02-12500-A       10  АбрауДюрсо
    AFKS   1-05-01669-A      100  Система ао
    AFLT   1-01-00010-A       10    Аэрофлот
    AGRO           None        1    AGRO-гдр
    AKRN   1-03-00207-A        1       Акрон

              REGNUMBER  LOTSIZE   SHORTNAME
    SECID
    YNDX           None        1  Yandex clA
    YRSB   1-01-50099-A       10     ТНСэнЯр
    YRSBP  2-01-50099-A       10   ТНСэнЯр-п
    ZILL   1-02-00036-A        1      ЗИЛ ао
    ZVEZ   1-01-00169-D     1000   ЗВЕЗДА ао

    <class 'pandas.core.frame.DataFrame'>
    Index: 264 entries, ABRD to ZVEZ
    Data columns (total 3 columns):
    REGNUMBER    255 non-null object
    LOTSIZE      264 non-null int64
    SHORTNAME    264 non-null object
    dtypes: int64(1), object(2)
    memory usage: 8.2+ KB
```

--------------------------------

### ISSClient - Custom Query Implementation

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

This section explains how to implement custom queries using the ISSClient, which requires a requests.Session and allows for fetching data via GET requests. It supports handling responses that are split into multiple blocks.

```APIDOC
## ISSClient

### Description
Client for MOEX ISS. To work with the client, you need to pass a requests.Session. It loads data for simple responses using the get method. For responses consisting of multiple data blocks, it supports the iterable protocol for individual blocks or the get_all method for automatic collection.

### Method
`__init__`

### Parameters
- **session** (requests.Session) - Required - The session object for making requests.
- **url** (str) - Required - The base URL for the MOEX ISS API.
- **query** (dict[str, str | int] | None) - Optional - A dictionary of default query parameters.

## get

### Description
Loads data. Used for data retrieval, especially for responses that might be split into multiple blocks.

### Parameters
- **start** (int | None) - Optional - The index of the element from which to load data. Used for loading data consisting of multiple blocks. If not provided, data is loaded from the initial element.

### Result
- Returns a block of data with auxiliary information discarded. The result is a dictionary where each key corresponds to a table, and tables are lists of dictionaries that can be directly converted to pandas.DataFrame.

## get_all

### Description
Collects all data blocks for requests where responses are issued in parts as separate blocks.

### Result
- Returns combined data from all blocks with auxiliary information discarded. The result is a dictionary where each key corresponds to a table, and tables are lists of dictionaries that can be directly converted to pandas.DataFrame.
```

--------------------------------

### Initialize ISSClient for MOEX ISS API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Instantiate the ISSClient with a requests.Session, a URL, and optional query parameters to interact with the MOEX ISS API. This client supports simple data retrieval via 'get' and multi-block data collection via 'get_all'.

```python
client = ISSClient(requests.Session(), url, query)
```

--------------------------------

### Get Board Securities

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Retrieves information about lot sizes and other details for all tradable securities on a specific board. Useful for understanding trading parameters.

```python
apimoex.get_board_securities
```

--------------------------------

### Get Securities Information by Board

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Fetches information about tradable securities, including lot size and registration number, for a specific trading board.

```APIDOC
## GET /iss/reference/32

### Description
Retrieves a table of instruments with auxiliary information for a given trading board.

### Method
GET

### Endpoint
/iss/reference/32

### Parameters
#### Query Parameters
- **session** (Session) - Required - The internet connection session.
- **table** (str) - Optional - Data table to return: 'securities' for a directory of traded securities, 'marketdata' for current day's trading results. Defaults to 'securities'.
- **columns** (tuple[str, ...]) - Optional - Tuple of columns to load. Defaults to ('SECID', 'REGNUMBER', 'LOTSIZE', 'SHORTNAME'). If empty or None, all columns are loaded.
- **board** (str) - Optional - Trading board, defaults to 'TQBR' (main T+2 trading board).
- **market** (str) - Optional - Market, defaults to 'shares'.
- **engine** (str) - Optional - Engine, defaults to 'stock'.

### Response
#### Success Response (200)
- **SECID** (str) - Security ID (ticker).
- **REGNUMBER** (str) - State registration number.
- **LOTSIZE** (int) - Lot size.
- **SHORTNAME** (str) - Short name of the security.

#### Response Example
```json
[
  {
    "SECID": "SBER",
    "REGNUMBER": "RU000A0JP5V6",
    "LOTSIZE": 10,
    "SHORTNAME": "Сбербанк ао"
  },
  {
    "SECID": "GAZP",
    "REGNUMBER": "RU0007082712",
    "LOTSIZE": 1,
    "SHORTNAME": "Газпром ао"
  }
]
```
```

--------------------------------

### Get Board Dates

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Checks for which dates historical quotes are available for a specific board. This is a prerequisite for fetching daily historical quotes.

```python
apimoex.get_board_dates
```

--------------------------------

### Get Board Candles

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Retrieves historical candle data for a specific trading board. Ensure the correct candle size code and board identifier are used.

```python
apimoex.get_board_candles
```

--------------------------------

### Find Securities

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Use this function to find securities within the MOEX ISS system. It requires no specific setup beyond importing the library.

```python
apimoex.find_securities
```

--------------------------------

### Get Market Candles

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Fetches historical candle data (HLOCV format) for a market. Specify the candle size using the provided numeric codes (e.g., 1 for 1 minute, 60 for 1 hour).

```python
apimoex.get_market_candles
```

--------------------------------

### Get Board History

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Fetches historical daily quotes with auxiliary information for a specific security within a particular trading mode. Use this for mode-specific historical data.

```python
apimoex.get_board_history
```

--------------------------------

### Get Market History for a Security

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Fetches historical daily trading data for a specific security across all market boards for a given date range.

```APIDOC
## GET /iss/reference/63

### Description
Retrieves historical daily data for a single security in the market for all trading boards over a date interval. Note that one date may have multiple values if trading occurred in several boards.

### Method
GET

### Endpoint
/iss/reference/63

### Parameters
#### Query Parameters
- **session** (Session) - Required - The internet connection session.
- **security** (str) - Required - The security ticker.
- **start** (str) - Optional - Date in YYYY-MM-DD format. If omitted, data will be loaded from the beginning of history.
- **end** (str) - Optional - Date in YYYY-MM-DD format. If omitted, data will be loaded up to the end of history.
- **columns** (tuple[str, ...]) - Optional - Tuple of columns to load. Defaults to ('BOARDID', 'TRADEDATE', 'CLOSE', 'VOLUME', 'VALUE'). If empty or None, all columns are loaded.
- **market** (str) - Optional - Market, defaults to 'shares'.
- **engine** (str) - Optional - Engine, defaults to 'stock'.

### Response
#### Success Response (200)
- **BOARDID** (str) - Trading board ID.
- **TRADEDATE** (str) - Trade date (YYYY-MM-DD).
- **CLOSE** (float) - Closing price.
- **VOLUME** (int) - Volume in pieces.
- **VALUE** (float) - Volume in currency.

#### Response Example
```json
[
  {
    "BOARDID": "TQBR",
    "TRADEDATE": "2023-10-26",
    "CLOSE": 150.50,
    "VOLUME": 10000,
    "VALUE": 1505000.00
  },
  {
    "BOARDID": "TQBR",
    "TRADEDATE": "2023-10-27",
    "CLOSE": 151.20,
    "VOLUME": 12000,
    "VALUE": 1814400.00
  }
]
```
```

--------------------------------

### Get Available Dates for Board History

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Retrieves the date range for which historical quotes are available for a specific trading board and market.

```APIDOC
## GET /iss/reference/26

### Description
Retrieves the interval of dates available in the history for a market by a given trading board.

### Method
GET

### Endpoint
/iss/reference/26

### Parameters
#### Query Parameters
- **session** (Session) - Required - The internet connection session.
- **board** (str) - Optional - Trading board, defaults to 'TQBR' (main T+2 trading board).
- **market** (str) - Optional - Market, defaults to 'shares'.
- **engine** (str) - Optional - Engine, defaults to 'stock'.

### Response
#### Success Response (200)
- **from** (str) - The start date of available historical data.
- **till** (str) - The end date of available historical data.

#### Response Example
```json
[
  {
    "from": "2000-01-01",
    "till": "2023-10-27"
  }
]
```
```

--------------------------------

### Get Board Candle Borders

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Retrieves the available date intervals for candles within a specific trading board. This function helps in querying historical candle data accurately.

```python
apimoex.get_board_candle_borders
```

--------------------------------

### Get Board History for a Security

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Fetches historical daily trading data for a specific security within a particular trading board for a given date range.

```APIDOC
## GET /iss/reference/65

### Description
Retrieves historical trading data for a specified security in a specified trading board for a specified date interval.

### Method
GET

### Endpoint
/iss/reference/65

### Parameters
#### Query Parameters
- **session** (Session) - Required - The internet connection session.
- **security** (str) - Required - The security ticker.
- **start** (str) - Optional - Date in YYYY-MM-DD format. If omitted, data will be loaded from the beginning of history.
- **end** (str) - Optional - Date in YYYY-MM-DD format. If omitted, data will be loaded up to the end of history.
- **columns** (tuple[str, ...]) - Optional - Tuple of columns to load. Defaults to ('BOARDID', 'TRADEDATE', 'CLOSE', 'VOLUME', 'VALUE'). If empty or None, all columns are loaded.
- **board** (str) - Optional - Trading board, defaults to 'TQBR' (main T+2 trading board).
- **market** (str) - Optional - Market, defaults to 'shares'.
- **engine** (str) - Optional - Engine, defaults to 'stock'.

### Response
#### Success Response (200)
- **BOARDID** (str) - Trading board ID.
- **TRADEDATE** (str) - Trade date (YYYY-MM-DD).
- **CLOSE** (float) - Closing price.
- **VOLUME** (int) - Volume in pieces.
- **VALUE** (float) - Volume in currency.

#### Response Example
```json
[
  {
    "BOARDID": "TQBR",
    "TRADEDATE": "2023-10-27",
    "CLOSE": 151.20,
    "VOLUME": 12000,
    "VALUE": 1814400.00
  }
]
```
```

--------------------------------

### Get Market Candles API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Fetches historical candle data (HLOCV format) for a specified instrument on a market for a given date range and candle interval. Allows selection of specific data columns.

```APIDOC
## GET /iss/engines/{engine}/markets/{market}/securities/{security}/candles

### Description
Gets candles in HLOCV format for the specified instrument on the market for a date interval. If trading occurs in multiple primary modes, multiple candles may be issued for one time interval - one candle per trading mode. This situation may occur for candles longer than 1 day during periods when the trading mode has changed.

### Method
GET

### Endpoint
`/iss/engines/{engine}/markets/{market}/securities/{security}/candles`

### Parameters
#### Path Parameters
- **engine** (str) - Engine name (default: 'stock')
- **market** (str) - Market name (default: 'shares')
- **security** (str) - Security ticker

#### Query Parameters
- **interval** (int) - Candle size: 1 (1 minute), 10 (10 minutes), 60 (1 hour), 24 (1 day), 7 (1 week), 31 (1 month), or 4 (1 quarter). Default is daily data.
- **start** (str) - Date in YYYY-MM-DD format. If absent, data will be loaded from the beginning of history.
- **end** (str) - Date in YYYY-MM-DD format. If absent, data will be loaded until the end of history. For the current day, incomplete data will be loaded if trading is ongoing.
- **columns** (tuple[str, ...]) - Tuple of columns to load. Defaults to ('begin', 'open', 'close', 'high', 'low', 'value', 'volume'). If empty or None, all columns are loaded.

#### Request Body
None

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries representing candle data (begin, open, close, high, low, value, volume), directly convertible to a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {
      "begin": "2023-10-26T00:00:00",
      "open": 100.50,
      "close": 101.20,
      "high": 101.50,
      "low": 100.30,
      "value": 1500000.00,
      "volume": 15000
    }
  ]
}
```
```

--------------------------------

### Get Board Candle Borders API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Retrieves the available date intervals for candles of various sizes within a specific trading mode for a given security. This is useful for understanding data availability in particular trading sessions.

```APIDOC
## GET /iss/engines/{engine}/markets/{market}/boards/{board}/securities/{security}/candles/borders

### Description
Gets a table of available date intervals for candles of different sizes in the specified trading mode.

### Method
GET

### Endpoint
`/iss/engines/{engine}/markets/{market}/boards/{board}/securities/{security}/candles/borders`

### Parameters
#### Path Parameters
- **engine** (str) - Engine name (default: 'stock')
- **market** (str) - Market name (default: 'shares')
- **board** (str) - Trading mode name (default: 'TQBR')
- **security** (str) - Security ticker

#### Query Parameters
None

#### Request Body
None

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries representing available date intervals, directly convertible to a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {
      "interval": 24,
      "from": "2023-01-01",
      "till": "2023-12-31"
    }
  ]
}
```
```

--------------------------------

### Get Market History

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Requests historical daily quotes with auxiliary information for a specific security across all market trading modes. Provides deeper historical data than candle functions.

```python
apimoex.get_market_history
```

--------------------------------

### Get Board Candles API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Fetches historical candle data (HLOCV format) for a specified instrument within a particular trading mode for a given date range and candle interval. Allows selection of specific data columns.

```APIDOC
## GET /iss/engines/{engine}/markets/{market}/boards/{board}/securities/{security}/candles

### Description
Gets candles in HLOCV format for the specified instrument in the specified trading mode for a date interval.

### Method
GET

### Endpoint
`/iss/engines/{engine}/markets/{market}/boards/{board}/securities/{security}/candles`

### Parameters
#### Path Parameters
- **engine** (str) - Engine name (default: 'stock')
- **market** (str) - Market name (default: 'shares')
- **board** (str) - Trading mode name (default: 'TQBR')
- **security** (str) - Security ticker

#### Query Parameters
- **interval** (int) - Candle size: 1 (1 minute), 10 (10 minutes), 60 (1 hour), 24 (1 day), 7 (1 week), 31 (1 month), or 4 (1 quarter). Default is daily data.
- **start** (str) - Date in YYYY-MM-DD format. If absent, data will be loaded from the beginning of history.
- **end** (str) - Date in YYYY-MM-DD format. If absent, data will be loaded until the end of history. For the current day, incomplete data will be loaded if trading is ongoing.
- **columns** (tuple[str, ...]) - Tuple of columns to load. Defaults to ('begin', 'open', 'close', 'high', 'low', 'value', 'volume'). If empty or None, all columns are loaded.

#### Request Body
None

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries representing candle data (begin, open, close, high, low, value, volume), directly convertible to a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {
      "begin": "2023-10-26T00:00:00",
      "open": 100.50,
      "close": 101.20,
      "high": 101.50,
      "low": 100.30,
      "value": 1500000.00,
      "volume": 15000
    }
  ]
}
```
```

--------------------------------

### Get Market Candle Borders API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Retrieves the available date intervals for candles of various sizes on a given market for all trading modes. This function helps determine the historical data range accessible for a specific security.

```APIDOC
## GET /iss/engines/{engine}/markets/{market}/securities/{security}/candles/borders

### Description
Gets a table of available date intervals for candles of different sizes on the market for all trading modes.

### Method
GET

### Endpoint
`/iss/engines/{engine}/markets/{market}/securities/{security}/candles/borders`

### Parameters
#### Path Parameters
- **engine** (str) - Engine name (default: 'stock')
- **market** (str) - Market name (default: 'shares')
- **security** (str) - Security ticker

#### Query Parameters
None

#### Request Body
None

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries representing available date intervals, directly convertible to a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {
      "interval": 60,
      "from": "2023-01-01",
      "till": "2023-12-31"
    },
    {
      "interval": 24,
      "from": "2022-01-01",
      "till": "2023-12-31"
    }
  ]
}
```
```

--------------------------------

### ISSClient Initialization and Usage

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Initializes a client session with MOEX ISS and prepares for making custom requests. Requires a valid URL and additional parameters for each request.

```python
class apimoex.ISSClient:
    pass
```

--------------------------------

### Custom API Request with ISSClient

Source: https://wlm1ke.github.io/apimoex/build/html/getting_started.html

Demonstrates how to use the `ISSClient` to make a custom API request to retrieve a list of stocks traded on a specific board (e.g., TQBR). It fetches security details like REGNUMBER, LOTSIZE, and SHORTNAME. Requires `requests.Session` and `pandas`.

```python
import requests

import apimoex
import pandas as pd


request_url = ('https://iss.moex.com/iss/engines/stock/'
               'markets/shares/boards/TQBR/securities.json')
arguments = {'securities.columns': ('SECID, குறிப்பு
                                    'REGNUMBER,'
                                    'LOTSIZE,'
                                    'SHORTNAME')}
with requests.Session() as session:
    iss = apimoex.ISSClient(session, request_url, arguments)
    data = iss.get()
    df = pd.DataFrame(data['securities'])
    df.set_index('SECID', inplace=True)
    print(df.head(), '\n')
    print(df.tail(), '\n')
    df.info()

```

```text
          REGNUMBER  LOTSIZE   SHORTNAME
SECID
ABRD   1-02-12500-A       10  АбрауДюрсо
AFKS   1-05-01669-A      100  Система ао
AFLT   1-01-00010-A       10    Аэрофлот
AGRO           None        1    AGRO-гдр
AKRN   1-03-00207-A        1       Акрон

          REGNUMBER  LOTSIZE   SHORTNAME
SECID
YNDX           None        1  Yandex clA
YRSB   1-01-50099-A       10     ТНСэнЯр
YRSBP  2-01-50099-A       10   ТНСэнЯр-п
ZILL   1-02-00036-A        1      ЗИЛ ао
ZVEZ   1-01-00169-D     1000   ЗВЕЗДА ао

<class 'pandas.core.frame.DataFrame'>
Index: 264 entries, ABRD to ZVEZ
Data columns (total 3 columns):
REGNUMBER    255 non-null object
LOTSIZE      264 non-null int64
SHORTNAME    264 non-null object
dtypes: int64(1), object(2)
memory usage: 8.2+ KB

```

--------------------------------

### Custom Request Implementation

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Allows for making arbitrary requests to the MOEX ISS API by initiating a session and providing a correct URL and parameters.

```APIDOC
## Custom Request API

### Description
Enables making arbitrary requests to the MOEX ISS API.

### Usage
1. Initiate a connection session with MOEX ISS.
2. Provide the client with the correct URL and additional parameters.

### Resources
- `List of possible requests <https://iss.moex.com/iss/reference/>`_
- `Developer's Guide <https://fs.moex.com/files/6523>`_

### Class
- `apimoex.ISSClient`:
  - `__init__(self, url, params)`: Initializes the client with a URL and parameters.
  - `get()`: Executes a GET request.
  - `post()`: Executes a POST request.
  - (Other methods as defined in the class)
```

--------------------------------

### Retrieve All Data Blocks with ISSClient.get_all

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Employ the get_all method to automatically collect and combine all data blocks for responses that are delivered in parts. This method is ideal for consolidating paginated or segmented data into a single dataset, which can then be converted into pandas DataFrames.

```python
all_data = client.get_all()
```

--------------------------------

### Find Security Description

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Retrieves a detailed description for a specific security. Ensure the security identifier is correct.

```python
apimoex.find_security_description
```

--------------------------------

### Fetch Historical Quotes with apimoex

Source: https://wlm1ke.github.io/apimoex/build/html/getting_started.html

Fetches historical quote data for a given security (e.g., SNGSP) using the `get_board_history` function. Requires a `requests.Session` and `pandas` for data manipulation. Displays the head, tail, and DataFrame info.

```python
import requests

import apimoex
import pandas as pd


with requests.Session() as session:
    data = apimoex.get_board_history(session, 'SNGSP')
    df = pd.DataFrame(data)
    df.set_index('TRADEDATE', inplace=True)
    print(df.head(), '\n')
    print(df.tail(), '\n')
    df.info()

```

```text
           BOARDID  CLOSE    VOLUME         VALUE
TRADEDATE
2014-06-09    TQBR  27.48  12674200  3.484352e+08
2014-06-10    TQBR  27.55  14035900  3.856417e+08
2014-06-11    TQBR  28.15  27208800  7.602146e+08
2014-06-16    TQBR  28.27  68059900  1.913160e+09
2014-06-17    TQBR  28.20  22101600  6.292844e+08

           BOARDID   CLOSE     VOLUME         VALUE
TRADEDATE
2019-09-04    TQBR  38.060  243010500  9.348435e+09
2019-09-05    TQBR  36.140  129366600  4.704949e+09
2019-09-06    TQBR  35.475   62389000  2.201887e+09
2019-09-09    TQBR  34.570   54331300  1.905837e+09
2019-09-10    TQBR  35.250   45966000  1.605849e+09

<class 'pandas.core.frame.DataFrame'>
Index: 1326 entries, 2014-06-09 to 2019-09-10
Data columns (total 4 columns):
BOARDID    1326 non-null object
CLOSE      1326 non-null float64
VOLUME     1326 non-null int64
VALUE      1326 non-null float64
dtypes: float64(2), int64(1), object(1)
memory usage: 51.8+ KB

```

--------------------------------

### Fetch Historical Quotes with apimoex

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/getting_started.rst.txt

Use the `get_board_history` function to retrieve historical trading data for a specific security. The data is returned as a pandas DataFrame.

```python
import requests

import apimoex
import pandas as pd


with requests.Session() as session:
    data = apimoex.get_board_history(session, 'SNGSP')
    df = pd.DataFrame(data)
    df.set_index('TRADEDATE', inplace=True)
    print(df.head(), '\n')
    print(df.tail(), '\n')
    df.info()
```

```text
              BOARDID  CLOSE    VOLUME         VALUE
    TRADEDATE
    2014-06-09    TQBR  27.48  12674200  3.484352e+08
    2014-06-10    TQBR  27.55  14035900  3.856417e+08
    2014-06-11    TQBR  28.15  27208800  7.602146e+08
    2014-06-16    TQBR  28.27  68059900  1.913160e+09
    2014-06-17    TQBR  28.20  22101600  6.292844e+08

               BOARDID   CLOSE     VOLUME         VALUE
    TRADEDATE
    2019-09-04    TQBR  38.060  243010500  9.348435e+09
    2019-09-05    TQBR  36.140  129366600  4.704949e+09
    2019-09-06    TQBR  35.475   62389000  2.201887e+09
    2019-09-09    TQBR  34.570   54331300  1.905837e+09
    2019-09-10    TQBR  35.250   45966000  1.605849e+09

    <class 'pandas.core.frame.DataFrame'>
    Index: 1326 entries, 2014-06-09 to 2019-09-10
    Data columns (total 4 columns):
    BOARDID    1326 non-null object
    CLOSE      1326 non-null float64
    VOLUME     1326 non-null int64
    VALUE      1326 non-null float64
    dtypes: float64(2), int64(1), object(1)
    memory usage: 51.8+ KB
```

--------------------------------

### Security Description API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Retrieves the specification of a security instrument.

```APIDOC
## POST /iss/securities/{security}/description

### Description
Retrieves the specification of an instrument. Useful for finding the trading start date by ticker.

### Method
POST

### Endpoint
/iss/securities/{security}/description

### Parameters
#### Path Parameters
- **security** (str) - Required - The ticker of the security.

#### Request Body
- **columns** (tuple[str, ...]) - Optional - A tuple of columns to load. Defaults to ('name', 'title', 'value').

### Request Example
```json
{
  "columns": ["name", "value"]
}
```

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries that can be directly converted into a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {"name": "Trading Start Date", "value": "2007-01-11"}
  ]
}
```
```

--------------------------------

### Reference Information API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Functions for retrieving auxiliary data needed for other API requests.

```APIDOC
## GET /iss/reference/{reference_id}

### Description
Retrieves a list of available placeholder values for query addresses.

### Method
GET

### Endpoint
/iss/reference/{reference_id}

### Parameters
#### Path Parameters
- **reference_id** (int) - Required - The ID of the reference data to retrieve.

#### Query Parameters
- **placeholder** (str) - Optional - The name of the placeholder in the query address (e.g., 'boards', 'engines', 'markets'). Defaults to 'boards'.

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries that can be directly converted into a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {"id": 1, "name": "Example Board"}
  ]
}
```
```

--------------------------------

### Historical Candle Data

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Functions for retrieving historical OHLCV (Open, High, Low, Close, Volume) candle data for various time intervals.

```APIDOC
## Historical Candle Data API

### Description
Retrieves historical OHLCV candle data for different time intervals.

### Candle Intervals
- 1: 1 minute
- 10: 10 minutes
- 60: 1 hour
- 24: 1 day
- 7: 1 week
- 31: 1 month
- 4: 1 quarter

### Functions
- `apimoex.get_market_candle_borders()`: Gets the date borders for market candles.
- `apimoex.get_board_candle_borders()`: Gets the date borders for board candles.
- `apimoex.get_market_candles(ticker, start_date, end_date, interval)`: Retrieves market candle data.
- `apimoex.get_board_candles(ticker, start_date, end_date, interval)`: Retrieves board candle data.
```

--------------------------------

### Reference Data Functions

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

These functions provide auxiliary information needed for other requests, such as general reference data and security details.

```APIDOC
## Reference Data API

### Description
Provides auxiliary information for other API requests.

### Functions
- `apimoex.get_reference()`: Retrieves general reference data.
- `apimoex.find_securities()`: Finds securities based on specified criteria.
- `apimoex.find_security_description()`: Gets a description for a specific security.
- `apimoex.get_index_tickers()`: Retrieves tickers for indices.
```

--------------------------------

### Index Tickers API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Retrieves information about the composition of a specified index for a given date.

```APIDOC
## GET /iss/statistics/engines/{engine}/markets/{market}/analytics/index/{index}/tickers

### Description
Retrieves information about the composition of a specified index for a given date.

### Method
GET

### Endpoint
/iss/statistics/engines/{engine}/markets/{market}/analytics/index/{index}/tickers

### Parameters
#### Path Parameters
- **engine** (str) - Optional - The engine, defaults to 'stock'.
- **market** (str) - Optional - The market, defaults to 'index'.
- **index** (str) - Required - The name of the index (e.g., 'IMOEX').

#### Query Parameters
- **date** (str) - Optional - The date in YYYY-MM-DD format. If specified, only active instruments for that date are shown. If no trading occurred on the specified day, an empty list is returned. If absent, data is loaded from the beginning of history.
- **columns** (tuple[str, ...]) - Optional - A tuple of columns to load. Defaults to ('ticker', 'from', 'till', 'tradingsession'). If empty or None, all columns are loaded.

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries that can be directly converted into a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {"ticker": "GAZP", "from": "2007-01-11", "till": "2023-12-31", "tradingsession": "TQBR"}
  ]
}
```
```

--------------------------------

### Historical Daily Quotations

Source: https://wlm1ke.github.io/apimoex/build/html/_sources/api.rst.txt

Functions for retrieving historical daily quotation data, including additional supporting information and extended history.

```APIDOC
## Historical Daily Quotations API

### Description
Retrieves historical daily quotation data with extensive supporting information.

### Functions
- `apimoex.get_board_dates()`: Checks available dates for historical quotes.
- `apimoex.get_board_securities()`: Gets lot size and other information for traded securities in a specific trading mode.
- `apimoex.get_market_history(ticker, start_date, end_date)`: Requests historical daily quotes for a security across all market modes.
- `apimoex.get_board_history(ticker, start_date, end_date)`: Requests historical daily quotes for a security in a specific trading mode.
```

--------------------------------

### Candle Interval Definitions

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Defines the numerical codes used for different candle intervals (timeframes) in the MOEX ISS system. These intervals are used when requesting historical candle data.

```APIDOC
## Candle Interval Definitions

MOEX ISS generates candles in HLOCV format using the following numerical codes:

*   `1` - 1 minute
*   `10` - 10 minutes
*   `60` - 1 hour
*   `24` - 1 day
*   `7` - 1 week
*   `31` - 1 month
*   `4` - 1 quarter
```

--------------------------------

### Security Search API

Source: https://wlm1ke.github.io/apimoex/build/html/api.html

Functions for finding securities based on various criteria.

```APIDOC
## POST /iss/securities/find

### Description
Finds instruments by partial Code, Name, ISIN, Issuer ID, or State Registration Number.

### Method
POST

### Endpoint
/iss/securities/find

### Parameters
#### Request Body
- **string** (str) - Required - Part of the Code, Name, ISIN, Issuer ID, or State Registration Number.
- **columns** (tuple[str, ...]) - Optional - A tuple of columns to load. Defaults to ('secid', 'regnumber'). If empty or None, all columns are loaded.

### Request Example
```json
{
  "string": "AAPL",
  "columns": ["secid", "name"]
}
```

### Response
#### Success Response (200)
- **data** (list[dict[str, str | int | float]]) - A list of dictionaries that can be directly converted into a pandas DataFrame.

#### Response Example
```json
{
  "data": [
    {"secid": "AAPL", "name": "Apple Inc."}
  ]
}
```
```
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