algopack-futoi

ALGOPACK FUTOI

Overview

Use this skill for direct FUTOI endpoint access. FUTOI is futures open interest split by participant group and published as aggregate snapshots; it is not for equities, FX, options, individual trader data, or exact single-contract FIZ/YUR positioning.

Access note: Стартовый / Starter free-token access has FUTOI delayed at T - 15 days; Promo has fuller/online access, subject to current entitlement.

Quick Start

curl -L "https://apim.moex.com/iss/analyticalproducts/futoi/securities/Si.json?from=2025-01-10&till=2025-01-10" \
  -H "Authorization: Bearer ${APIKEY}"

Use /securities.json?date=YYYY-MM-DD for all instruments and /securities/{ticker}.json?from=...&till=... for one instrument or underlying.

Core Workflow

1. Use FO tickers or underlyings only.
2. Fetch rows for a date/range and parse the futoi block.
3. Split by clgroup: FIZ for individuals, YUR for legal entities.
4. Normalize ISS columns plus data arrays into rows before filtering, writing tables, or charting.
5. Match output to the request: CSV/JSON tables for handoff, simple HTML charts for browser output, Matplotlib or pandas plotting for notebook/script output, and the app's existing charting stack inside an app.
6. Explain aggregation caveats before making conclusions about specific contracts or participants.

References

Read references/futoi.md for endpoints, fields, aggregation rules, access caveats, pagination, and output patterns.

Boundary

Do not infer individual trader behavior, equities/FX/options positioning, or exact single-contract FIZ/YUR positioning from aggregate FUTOI rows.