moex_iss_client

Moscow Exchange ISS Client

This Ruby gem provides a convinient way to get non-real-time securities history from MOEX ISS without authentication.

NOT USED for real-time updating of securities quotes and for algorithmic trading.

• Getting started
• Usage
• Changelog

Getting started

To install gem, add this line to your application's Gemfile:

gem 'moex_iss_client'

Then install as follows:

$ bundle install

Or install it directly using gem:

$ gem install moex_iss_client

Usage

Create an instance of MoexIssClient::Client:

client = MoexIssClient::Client.new

To get security history from ISS, call #history on client and provide security ID:

history = client.history('MOEX')

Method #history provides some options for ISS request:

:market # default value: 'shares'

# To search for security history in shares market (could be omitted)
history = client.history('MOEX', market: 'shares')

# To search for security history in bonds market
history = client.history('SU24021RMFS6', market: 'bonds')

:from # default value: 6 days ago, format: 'YYYY-MM-DD'

history = client.history('MOEX', from: '2023-03-01')

:till # default value: today, format: 'YYYY-MM-DD'

history = client.history('MOEX', till: '2023-03-15')

As we get security history, we should provide it to MoexIssClient::Security instance:

security = MoexIssClient::Security.new(history)

Now we can execute some usefull information from history:

# Get last close price

security.last_price #> "112.89"

# Get shortname

security.shortname #> "МосБиржа"

# Get security ID

security.sec_id #> "MOEX"

# Get any existing attribute from data sample

security.attribute('tradedate') #> "2023-03-17"