algopack-market-data

ALGOPACK Market Data

Overview

Use this skill for direct HTTP access to current quotes, securities metadata, candles, trades, and order books. Default to copyable URLs, curl, normalized JSON rows, and CSV/JSON handoff output.

Quick Start

curl -L "https://apim.moex.com/iss/engines/stock/markets/shares/boards/TQBR/securities/SBER/candles.json?from=2025-01-01&till=2025-01-31&interval=60" \
  -H "Authorization: Bearer ${APIKEY}"

For public delayed ISS data, try the same path on https://iss.moex.com/iss without the bearer header. In ALGOPACK tiers, Стартовый / Starter free-token access includes 15-minute delayed candles and trades; Promo includes online order books, candles, and trades.

Core Workflow

Choose the market route: shares stock/shares/TQBR, futures futures/forts/RFUD, or currency currency/selt/CETS.
Choose the block: securities, marketdata, candles, trades, or orderbook.
Add .json for programmatic answers or .csv when the user wants a spreadsheet/chart feed.
Use iss.only and column filters for smaller payloads.
Normalize ISS columns plus data arrays into row objects before filtering, joining, or charting.
Use start pagination for historical candles or any response that reaches a row cap; advance by the returned row count until the target block returns no rows.
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.

References

Read references/market-data.md for endpoint maps, parameters, field meanings, response parsing, pagination, and output patterns.

Boundary

ALGOPACK provides data and analytics only. Do not describe it as an order-placement or broker trading API.