Finam static/streaming data provider

Modified on 2017/05/11 22:52 by Eugene — Categorized as: Providers

What is it

This is a static and streaming provider for Wealth-Lab Developer that downloads free intraday and daily historical price data provided by Russian brokerage "Finam" (in Russian; English site). It covers all Russian exchanges and a wide 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

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

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.

Streaming data

Starting from version 2011.01 (requires Wealth-Lab 6.1), the provider now supports free Streaming intraday and daily data. To enable, open the Wealth-Lab's Preferences dialog > "Streaming Data" and tick "Finam Streaming Provider".

To conserve bandwidth and reduce server load, partial bars are updated once every 10 seconds for snapshot quotes.

Usage notes