What is it
This is a static provider for Wealth-Lab Developer that downloads free intraday and daily historical price data from Russia's largest brokerage "
Finam" (in Russian;
English site). It covers all Russian exchanges and a range of world indices, ETFs, futures and currency pairs (F/X).
Setting up
The first and foremost step in getting the Finam provider to work is to download classification groups. When creating the very first DataSet, you'll be prompted to do it:
 Classification not found |
This is required for the provider to function.
Classification groups
Currently, Finam offers historical data broken in 24 groups ranging from Russian markets to world indices. Classification will be downloaded from Finam's site and stored in your
AppData folder.
Once classificiation is saved locally, you can create new DataSets by selecting symbols from the various groups:
 Create a DataSet |
Note: it's not possible to select an entire group in one click.
At any time, you can refresh the classification groups by loading the "Create dataset" dialog box and clicking "Refresh". This step is helpful when the data vendor adds new symbols or removes dead entries.
Usage notes
- Since this provider is catered to Russian-speaking customers, having Russian locale enabled in your operating system is an absolute must to view the stock symbol names in a correct fashion.
- The provider can be installed and used in Wealth-Lab Developer only.
- Historical data downloads are currently single-threaded, because Finam's server throws sand in the wheels of concurrent download requests. Until a robust solution is found, tried and true single-threaded downloads are here to stay.
- When manually editing a DataSet, make sure you wrap symbols with a space in double quotes! e.g. "Company Ltd", NOT Company Ltd. Otherwise you'll get an exception.
Many thanks to
Aleksey for his valuable advice and code help.